Tour v526
ZS
ZSCALER INC
$187.30 +9.98%
$186.99 (-0.17%)🌙
as of 08/27 07:16 PM
8/27 19:16

Option Volume

Detail
Current (08/27) 27,593
Calls: 18,109 (66%)
Puts: 9,484 (34%)
Prior (08/26) 13,528
Calls: 9,228 (68%)
Puts: 4,300 (32%)
Current vs Prior +103.97%
Calls: +96.24% (Calls)
Puts: +120.56% (Puts)
Prior 7-Day Total 89,708
Calls: 52,297 (58%)
Puts: 37,411 (42%)
Prior 7-Day Average 12,815
Calls: 7,471 (58%)
Puts: 5,344 (42%)
Current vs Prior 7-Day Avg +115.31%
Calls: +142.39%
Puts: +77.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $18.47M
Calls: $15.15M (82%)
Puts: $3.32M (18%)
Prior (08/26) $9.89M
Calls: $7.18M (73%)
Puts: $2.71M (27%)
Current vs Prior +86.67%
Calls: +110.90%
Puts: +22.46%
Prior 7-Day Total $68.75M
Calls: $48.59M (71%)
Puts: $20.16M (29%)
Prior 7-Day Average $9.82M
Calls: $6.94M (71%)
Puts: $2.88M (29%)
Current vs Prior 7-Day Avg +88.05%
Calls: +118.24%
Puts: +15.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.52
Prior (08/26) 0.47
Current vs Prior +12.39%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -34.24%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 133,931
Calls: 80,094 (60%)
Puts: 53,837 (40%)
Prior (08/26) 85,977
Calls: 54,140 (63%)
Puts: 31,837 (37%)
Current vs Prior +55.78%
Prior 7-Day Total 772,638
Calls: 467,051 (60%)
Puts: 305,587 (40%)
Prior 7-Day Average 110,376
Calls: 66,721 (60%)
Puts: 43,655 (40%)
Current vs Prior 7-Day Avg +21.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 3.17% | 14.44%16.83% | 21.57%
Prior 4.93% | 15.07%16.99% | 21.23%
Current vs Prior -35.70% | -4.15%-0.90% | +1.62%
Prior 7-Day Avg 4.83% | 10.79%7.67% | 18.93%
Current vs 7-Day Avg -34.28% | +33.87%+119.53% | +13.95%
Prior 7-Day Eod 4.93% | 15.07%16.99% | 21.23%
Current vs 7-Day Eod -35.70% | -4.15%-0.90% | +1.62%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.52% | 10.18%
Calls: 30.38% | 4.98%
Puts: 46.67% | 15.38%
Prior 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs Prior +595.31% | +22.21%
Prior 7-Day Avg 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs 7-Day Avg +595.31% | +22.21%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($15.15M) vs puts ($3.32M). Elevated premium activity with dollar volume up 87% vs prior. Dollar volume significantly above 7-day average (88% higher). Unusually high activity with volume up 104% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 35 of results (avg 8.2%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Sep 413.7014.40$14.055.0%810.56273
$150.00Sep 1838.6041.25$39.926.6%80.88806
$185.00Sep 1815.7016.90$16.307.4%370.561.7K
$175.00Sep 1120.0521.60$20.837.4%230.6799
$155.00Sep 433.0535.70$34.387.7%290.87128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 2537.4539.30$38.384.8%10.73--
$220.00Sep 1836.6039.05$37.836.5%40.76479
$200.00Sep 1821.9523.50$22.736.8%40.59821
$180.00Sep 1110.1010.85$10.487.2%20.3832
$205.00Sep 1124.4026.30$25.357.5%10.64--

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. 86 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 2830.2533.50$31.8810.2%251.0056
$160.00Aug 2825.8528.30$27.089.0%121.0080
$162.50Aug 2823.3525.75$24.559.8%61.0035
$165.00Aug 2820.8523.25$22.0510.9%301.00117
$170.00Aug 2816.3018.10$17.2010.5%1711.00459
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$192.50Aug 284.957.00$5.9834.3%50.8013
$220.00Sep 1836.6039.05$37.836.5%40.76479
$220.00Sep 2537.4539.30$38.384.8%10.73--
$210.00Sep 426.7529.25$28.008.9%10.72--
$215.00Sep 1832.1535.00$33.588.5%20.72--

Most actively traded options today. High liquidity = easy entry/exit. 229 active (total vol 18.0K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 280.050.13$0.0988.9%1.7K0.031.2K
$190.00Aug 281.201.50$1.3522.2%1.5K0.33706
$190.00Sep 1813.5515.00$14.2810.2%7920.511.5K
$200.00Sep 189.5010.55$10.0310.5%5710.412.8K
$192.50Sep 1812.2013.60$12.9010.9%4090.486
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 281.241.70$1.4731.3%8560.36194
$180.00Aug 280.310.40$0.3625.0%5030.12291
$160.00Sep 42.953.20$3.088.1%3940.16144
$157.50Aug 280.010.14$0.08162.5%2600.01227
$160.00Aug 280.020.20$0.11163.6%2560.02547

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 41.5%, max 61.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$207.50Sep 4Oct 2117.9%72.9%61.7%1113
$215.00Sep 4Oct 2115.5%72.5%59.2%3029
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Sep 4Sep 18117.0%83.4%40.2%3161
$220.00Sep 18Sep 2582.9%79.1%4.8%5479

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 160 found (best R:R 0.57, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$177.50Oct 2$11.14$6.36$11.1479%0.57$171.14
$185.00$200.00Oct 9$6.17$8.83$6.1757%1.43$191.17
$172.50$185.00Oct 9$6.83$5.67$6.8368%0.83$179.33
$177.50$187.50Oct 2$5.10$4.90$5.1064%0.96$182.60
$190.00$192.50Sep 4$0.47$2.03$0.4750%4.32$190.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$177.50$175.00Sep 4$0.52$1.98$0.5235%3.81$176.98
$172.50$170.00Sep 11$0.57$1.93$0.5730%3.39$171.93
$190.00$187.50Sep 18$1.07$1.43$1.0749%1.34$188.93
$157.50$155.00Oct 2$0.32$2.18$0.3218%6.81$157.18
$160.00$155.00Sep 11$0.63$4.37$0.6317%6.94$159.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 0.91, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$202.50$205.00Sep 4$1.27$1.27$1.2364%1.03$203.77
$192.50$195.00Sep 4$1.53$1.53$0.9753%1.58$194.03
$220.00$222.50Sep 4$0.69$0.69$1.8180%0.38$220.69
$205.00$207.50Oct 2$1.16$1.16$1.3461%0.87$206.16
$190.00$192.50Sep 18$1.38$1.38$1.1249%1.23$191.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$185.00$172.50Sep 25$5.95$5.95$6.5556%0.91$179.05
$177.50$172.50Oct 2$2.53$2.53$2.4764%1.02$174.97
$155.00$150.00Sep 25$1.43$1.43$3.5784%0.40$153.57
$162.50$160.00Sep 11$1.19$1.19$1.3179%0.91$161.31
$160.00$157.50Oct 2$1.05$1.05$1.4579%0.72$158.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $7.00, cheapest $3.20)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$207.50Sep 4Sep 25$3.20117.9%78.9%
$190.00Aug 28Sep 4$10.2067.4%116.9%
$185.00Aug 28Sep 4$10.6663.6%116.9%
$187.50Aug 28Sep 4$10.6262.7%117.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Sep 4Sep 18$1.93119.8%82.9%
$195.00Sep 4Sep 18$1.58117.0%83.4%
$205.00Sep 4Sep 11$0.90114.1%96.5%
$190.00Aug 28Sep 4$10.1567.4%116.9%
$185.00Aug 28Sep 4$10.2663.6%116.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.51% of stock, avg 13.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Aug 28$2.16$2.55$4.71$182.79$192.212.51%
$185.00Aug 28$3.39$1.47$4.86$180.14$189.862.59%
$190.00Aug 28$1.35$4.08$5.43$184.57$195.432.90%
$182.50Aug 28$5.18$0.86$6.04$176.46$188.543.22%
$192.50Aug 28$0.71$5.98$6.69$185.81$199.193.57%
$180.00Aug 28$7.57$0.36$7.93$172.07$187.934.23%
$177.50Aug 28$10.23$0.17$10.40$167.10$187.905.55%
$175.00Aug 28$11.93$0.18$12.11$162.89$187.116.47%
$172.50Aug 28$14.60$0.10$14.70$157.80$187.207.85%
$170.00Aug 28$17.20$0.07$17.27$152.73$187.279.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.24% of stock, avg 10.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$197.50$177.50Aug 28$0.28$0.17$0.45$177.05$197.95
$197.50$175.00Aug 28$0.28$0.18$0.46$174.54$197.96
$195.00$177.50Aug 28$0.33$0.17$0.50$177.00$195.50
$195.00$175.00Aug 28$0.33$0.18$0.51$174.49$195.51
$197.50$180.00Aug 28$0.28$0.36$0.64$179.36$198.14
$195.00$180.00Aug 28$0.33$0.36$0.69$179.31$195.69
$192.50$177.50Aug 28$0.71$0.17$0.88$176.62$193.38
$192.50$175.00Aug 28$0.71$0.18$0.89$174.11$193.39
$192.50$180.00Aug 28$0.71$0.36$1.07$178.93$193.57
$197.50$182.50Aug 28$0.28$0.86$1.14$181.36$198.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 3.72, avg credit $1.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
172/175208/210Sep 4$1.97$0.5337%3.72$173.03$209.47
172/175210/212Sep 4$1.90$0.6040%3.17$173.10$211.90
158/160208/210Sep 4$1.40$1.1053%1.27$158.60$208.90
158/160210/212Sep 4$1.33$1.1756%1.14$158.67$211.33
150/152208/210Sep 4$1.25$1.2559%1.00$151.25$208.75
150/152210/212Sep 4$1.18$1.3261%0.89$151.32$211.18
162/165208/210Sep 4$1.47$1.0348%1.43$163.53$208.97
162/165210/212Sep 4$1.40$1.1051%1.27$163.60$211.40
165/168208/210Sep 4$1.53$0.9746%1.58$165.97$209.03
165/168210/212Sep 4$1.46$1.0448%1.40$166.04$211.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 found (best R:R 21.73, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$187.50$190.00$192.50Aug 28$0.17$2.3328%13.71
$190.00$195.00$200.00Oct 2$0.07$4.939%70.43
$210.00$215.00$220.00Sep 11$0.08$4.929%61.50
$190.00$195.00$200.00Sep 25$0.15$4.8510%32.33
$150.00$155.00$160.00Sep 18$0.10$4.907%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$180.00$182.50$185.00Aug 28$0.11$2.3924%21.73
$190.00$195.00$200.00Sep 18$0.07$4.9310%70.43
$195.00$200.00$205.00Sep 18$0.17$4.8310%28.41
$187.50$190.00$192.50Aug 28$0.37$2.1328%5.76
$185.00$187.50$190.00Aug 28$0.45$2.0531%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-10.85, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$170.001:2Sep 25-$10.85$9.15
$160.00$177.501:2Oct 2-$10.89$6.61
$185.00$200.001:2Oct 9-$6.91$8.09
$190.00$192.501:2Aug 28-$0.07$2.43
$185.00$187.501:2Aug 28-$0.93$1.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Sep 25-$8.62$11.38
$205.00$190.001:2Sep 11-$5.75$9.25
$185.00$172.501:2Sep 25-$3.10$9.40
$187.50$185.001:2Aug 28-$0.39$2.11
$190.00$187.501:2Aug 28-$1.02$1.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 6.03%, avg 4.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Oct 9$11.300.446.8%6.03%12.81%9--
$200.00Oct 2$10.850.436.8%5.79%12.57%1247
$202.50Oct 2$10.050.418.1%5.37%13.48%51
$205.00Oct 2$9.350.399.4%4.99%14.44%74
$195.00Oct 2$12.500.474.1%6.67%10.78%45
$207.50Oct 2$8.600.3710.8%4.59%15.38%5--
$190.00Oct 2$14.600.521.4%7.79%9.24%345
$210.00Oct 2$8.000.3512.1%4.27%16.39%1--
$187.50Oct 2$15.750.540.1%8.41%8.52%1--
$202.50Sep 25$9.750.408.1%5.21%13.32%34

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 18,109
Total Puts 9,484
Put/Call Ratio 0.52
Net Difference 8,625

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,297
Total Puts 37,411
Average Put/Call Ratio 0.80
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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