Tour v526
ZS
ZSCALER INC
$170.31 +1.12%
$176.40 (+3.58%)🌙
as of 08/26 07:18 PM
8/26 19:18

Option Volume

Detail
Current (08/26) 13,528
Calls: 9,228 (68%)
Puts: 4,300 (32%)
Prior (08/25) 20,085
Calls: 8,562 (43%)
Puts: 11,523 (57%)
Current vs Prior -32.65%
Calls: +7.78% (Calls)
Puts: -62.68% (Puts)
Prior 7-Day Total 97,335
Calls: 54,313 (56%)
Puts: 43,022 (44%)
Prior 7-Day Average 13,905
Calls: 7,759 (56%)
Puts: 6,146 (44%)
Current vs Prior 7-Day Avg -2.71%
Calls: +18.93%
Puts: -30.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26) $9.89M
Calls: $7.18M (73%)
Puts: $2.71M (27%)
Prior (08/25) $9.77M
Calls: $4.75M (49%)
Puts: $5.01M (51%)
Current vs Prior +1.31%
Calls: +51.19%
Puts: -45.95%
Prior 7-Day Total $76.84M
Calls: $53.97M (70%)
Puts: $22.87M (30%)
Prior 7-Day Average $10.98M
Calls: $7.71M (70%)
Puts: $3.27M (30%)
Current vs Prior 7-Day Avg -9.87%
Calls: -6.83%
Puts: -17.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26) 0.47
Prior (08/25) 1.35
Current vs Prior -65.38%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -45.54%
Sentiment BULLISH

Open Interest

Detail
Current (08/26) 85,977
Calls: 54,140 (63%)
Puts: 31,837 (37%)
Prior (08/25) 97,372
Calls: 54,311 (56%)
Puts: 43,061 (44%)
Current vs Prior -11.70%
Prior 7-Day Total 819,315
Calls: 496,408 (61%)
Puts: 322,907 (39%)
Prior 7-Day Average 117,045
Calls: 70,915 (61%)
Puts: 46,129 (39%)
Current vs Prior 7-Day Avg -26.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 4.93% | 15.07%16.99% | 21.23%
Prior 5.01% | 14.81%17.05% | 20.91%
Current vs Prior -1.46% | +1.70%-0.35% | +1.50%
Prior 7-Day Avg 5.00% | 9.87%6.12% | 18.58%
Current vs 7-Day Avg -1.41% | +52.63%+177.42% | +14.24%
Prior 7-Day Eod 5.01% | 14.81%17.05% | 20.91%
Current vs 7-Day Eod -1.46% | +1.70%-0.35% | +1.50%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Prior 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($7.18M). Extreme bullish P/C ratio of 0.47 - heavy call buying (9,228 calls vs 4,300 puts). P/C ratio dropping 65% - sentiment shifting bullish. Call-heavy open interest (54,140 calls vs 31,837 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2 of results (avg 9.4%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 113.153.45$3.309.1%250.1719
$180.00Sep 1819.0521.00$20.029.7%210.57558

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 47 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2818.8521.45$20.1512.9%21.0045
$155.00Aug 2814.0016.50$15.2516.4%380.9552
$152.50Aug 2816.4018.65$17.5212.8%4950.94128
$157.50Aug 2811.6014.15$12.8819.8%380.9316
$142.00Aug 2826.4030.10$28.2513.1%10.905
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$187.50Aug 2816.4019.35$17.8816.5%10.95144
$185.00Aug 2813.9516.50$15.2316.7%20.92--
$180.00Aug 289.3511.90$10.6324.0%120.83300
$177.50Aug 287.209.55$8.3828.0%10.78--
$175.00Aug 285.307.60$6.4535.7%340.69377

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 7.3K, top 545)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Aug 2816.4018.65$17.5212.8%4950.94128
$190.00Aug 280.050.17$0.11109.1%3930.03612
$170.00Aug 283.004.00$3.5028.6%3480.52276
$200.00Sep 42.593.45$3.0228.5%2670.20742
$200.00Aug 280.030.16$0.10130.0%2600.021.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 280.791.99$1.3986.3%5450.26577
$147.00Aug 280.060.16$0.1190.9%3470.0223
$146.00Aug 280.000.15$0.08187.5%2270.0247
$167.50Aug 281.902.96$2.4343.6%1600.38287
$170.00Aug 282.504.20$3.3550.7%1280.48258

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 4.0%, max 6.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Aug 28Oct 277.4%73.0%6.1%173346
$177.50Aug 28Oct 273.1%72.0%1.6%1921.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Aug 28Oct 277.4%73.0%6.1%13300
$167.50Aug 28Oct 273.5%69.8%5.3%180287
$162.50Aug 28Oct 271.9%69.7%3.2%122133
$172.50Aug 28Oct 273.0%71.8%1.7%111236

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 0.58, avg 2.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$140.00$170.00Sep 25$18.93$11.07$18.9384%0.58$158.93
$150.00$170.00Oct 2$11.47$8.53$11.4775%0.74$161.47
$147.00$165.00Sep 11$11.88$6.12$11.8881%0.52$158.88
$180.00$200.00Oct 2$5.62$14.38$5.6245%2.56$185.62
$155.00$162.50Sep 4$4.50$3.00$4.5073%0.67$159.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$180.00Sep 18$2.68$2.32$2.6862%0.87$182.32
$165.00$162.50Sep 4$0.80$1.70$0.8039%2.13$164.20
$170.00$167.50Aug 28$0.92$1.58$0.9248%1.72$169.08
$175.00$172.50Aug 28$1.55$0.95$1.5570%0.61$173.45
$160.00$157.50Sep 4$0.70$1.80$0.7033%2.57$159.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 0.54, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$187.50Sep 18$1.22$1.22$1.2862%0.95$186.22
$192.50$195.00Aug 28$0.24$0.24$2.2694%0.11$192.74
$177.50$180.00Sep 4$1.22$1.22$1.2855%0.95$178.72
$182.50$185.00Sep 4$1.05$1.05$1.4561%0.72$183.55
$195.00$197.50Sep 4$0.72$0.72$1.7874%0.40$195.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$145.00Oct 2$5.26$5.26$9.7465%0.54$154.74
$155.00$140.00Sep 25$4.03$4.03$10.9771%0.37$150.97
$145.00$140.00Sep 18$1.54$1.54$3.4681%0.45$143.46
$148.00$145.00Sep 4$1.22$1.22$1.7880%0.69$146.78
$150.00$149.00Sep 4$0.82$0.82$0.1878%4.56$149.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.50, cheapest $7.95)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$167.50Aug 28Sep 4$8.5573.5%112.1%
$172.50Aug 28Sep 4$8.8073.0%115.7%
$175.00Aug 28Sep 4$8.5672.4%115.2%
$170.00Aug 28Sep 4$8.9369.3%113.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$167.50Aug 28Sep 4$7.9573.5%112.1%
$172.50Aug 28Sep 4$8.3373.0%115.7%
$175.00Aug 28Sep 4$8.4072.4%115.2%
$170.00Aug 28Sep 4$8.4869.3%113.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 4.02% of stock, avg 12.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$170.00Aug 28$3.50$3.35$6.85$163.15$176.854.02%
$167.50Aug 28$4.97$2.43$7.40$160.10$174.904.35%
$172.50Aug 28$2.55$4.90$7.45$165.05$179.954.37%
$175.00Aug 28$1.69$6.45$8.14$166.86$183.144.78%
$165.00Aug 28$6.82$1.39$8.21$156.79$173.214.82%
$162.50Aug 28$8.50$0.91$9.41$153.09$171.915.53%
$177.50Aug 28$1.11$8.38$9.49$168.01$186.995.57%
$160.00Aug 28$10.60$0.60$11.20$148.80$171.206.58%
$180.00Aug 28$0.81$10.63$11.44$168.56$191.446.72%
$157.50Aug 28$12.88$0.32$13.20$144.30$170.707.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.59% of stock, avg 9.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$182.50$160.00Aug 28$0.41$0.60$1.01$158.99$183.51
$182.50$162.50Aug 28$0.41$0.91$1.32$161.18$183.82
$180.00$160.00Aug 28$0.81$0.60$1.41$158.59$181.41
$180.00$162.50Aug 28$0.81$0.91$1.72$160.78$181.72
$177.50$160.00Aug 28$1.11$0.60$1.71$158.29$179.21
$177.50$162.50Aug 28$1.11$0.91$2.02$160.48$179.52
$182.50$165.00Aug 28$0.41$1.39$1.80$163.20$184.30
$180.00$165.00Aug 28$0.81$1.39$2.20$162.80$182.20
$177.50$165.00Aug 28$1.11$1.39$2.50$162.50$180.00
$175.00$160.00Aug 28$1.69$0.60$2.29$157.71$177.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 1.83, avg credit $1.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
145/148195/198Sep 4$1.94$1.0655%1.83$146.06$196.94
145/148198/200Sep 4$1.83$1.1758%1.56$146.17$199.33
150/152192/195Sep 18$1.88$0.6243%3.03$150.62$194.38
155/158192/195Sep 18$1.96$0.5437%3.63$155.54$194.46
149/150195/198Sep 4$1.54$0.9653%1.60$148.46$196.54
149/150198/200Sep 4$1.43$1.0756%1.34$148.57$198.93
141/143192/195Aug 28$0.55$1.9590%0.28$142.45$193.05
155/158195/198Sep 4$1.65$0.8544%1.94$155.85$196.65
158/160192/195Sep 18$1.89$0.6134%3.10$158.11$194.39
155/158198/200Sep 4$1.54$0.9647%1.60$155.96$199.04

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$172.50$175.00Aug 28$0.09$2.4121%26.78
$155.00$157.50$160.00Aug 28$0.09$2.417%26.78
$172.50$175.00$177.50Aug 28$0.28$2.2219%7.93
$157.50$160.00$162.50Aug 28$0.18$2.3211%12.89
$195.00$197.50$200.00Sep 4$0.11$2.396%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$162.50$167.50$172.50Oct 2$0.06$4.9410%82.33
$160.00$162.50$165.00Sep 18$0.05$2.456%49.00
$160.00$162.50$165.00Aug 28$0.17$2.3314%13.71
$152.50$155.00$157.50Sep 4$0.11$2.396%21.73
$167.50$170.00$172.50Sep 18$0.13$2.376%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-3.47, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$147.00$165.001:2Sep 11-$3.47$14.53
$150.00$170.001:2Oct 2-$4.11$15.89
$180.00$200.001:2Oct 2-$0.41$19.59
$190.00$200.001:2Sep 11-$1.11$8.89
$180.00$182.501:2Aug 28-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.50$165.001:2Aug 28-$0.35$2.15
$160.00$157.501:2Aug 28-$0.04$2.46
$165.00$162.501:2Aug 28-$0.43$2.07
$162.50$160.001:2Aug 28-$0.29$2.21
$157.50$155.001:2Aug 28-$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 6.05%, avg 3.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Oct 2$10.300.455.7%6.05%11.74%1--
$177.50Sep 25$10.750.474.2%6.31%10.53%1--
$177.50Oct 2$10.750.474.2%6.31%10.53%11
$180.00Sep 25$9.800.445.7%5.75%11.44%143
$175.00Sep 25$11.550.492.8%6.78%9.54%1--
$185.00Sep 25$7.900.398.6%4.64%13.26%1--
$190.00Sep 25$6.650.3511.6%3.90%15.47%2--
$177.50Sep 18$9.900.464.2%5.81%10.03%412
$172.50Sep 18$12.050.511.3%7.08%8.36%415
$200.00Oct 2$4.800.2817.4%2.82%20.25%146

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 9,228
Total Puts 4,300
Put/Call Ratio 0.47
Net Difference 4,928

Prior's Put/Call Breakdown

Total Calls 8,562
Total Puts 11,523
Put/Call Ratio 1.35
Net Difference -2,961

Prior 7-Day Put/Call Summary

Total Calls 54,313
Total Puts 43,022
Average Put/Call Ratio 0.86
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All