ZS - Options Database

ZSCALER INC

$214.64 +0.09%

$206.38 (-3.85%)🌙

as of 09/24 07:24 PM

(9/21 19:16) ◀

Thursday, September 24, 2026 (7:24pm)

▶ (9/25 19:10)

◀ 9/24 19:24 ▶

Option Volume

Detail

ℹ

Current (09/24) 9,034

Calls: 5,572 (62%)

Puts: 3,462 (38%)

Prior (09/21) 24,111

Calls: 16,597 (69%)

Puts: 7,514 (31%)

Current vs Prior -62.53%

Calls: -66.43% (Calls)

Puts: -53.93% (Puts)

Prior 7-Day Total 176,995

Calls: 119,170 (67%)

Puts: 57,825 (33%)

Prior 7-Day Average 25,285

Calls: 17,024 (67%)

Puts: 8,260 (33%)

Current vs Prior 7-Day Avg -64.27%

Calls: -67.27%

Puts: -58.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24) $10.61M

Calls: $7.77M (73%)

Puts: $2.84M (27%)

Prior (09/21) $27.64M

Calls: $21.70M (79%)

Puts: $5.93M (21%)

Current vs Prior -61.61%

Calls: -64.21%

Puts: -52.11%

Prior 7-Day Total $140.21M

Calls: $85.67M (61%)

Puts: $54.54M (39%)

Prior 7-Day Average $20.03M

Calls: $12.24M (61%)

Puts: $7.79M (39%)

Current vs Prior 7-Day Avg -47.03%

Calls: -36.53%

Puts: -63.53%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24) 0.62

Prior (09/21) 0.45

Current vs Prior +37.24%

Prior 7-Day Average 0.53

Current vs Prior 7-Day Avg +18.19%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24) 109,735

Calls: 70,190 (64%)

Puts: 39,545 (36%)

Prior (09/21) 121,329

Calls: 74,323 (61%)

Puts: 47,006 (39%)

Current vs Prior -9.56%

Prior 7-Day Total 937,081

Calls: 596,447 (64%)

Puts: 340,634 (36%)

Prior 7-Day Average 133,868

Calls: 85,206 (64%)

Puts: 48,662 (36%)

Current vs Prior 7-Day Avg -18.03%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 2.62% | 6.97%11.61% | 20.43%

Prior 5.75% | 8.45%12.17% | 20.61%

Current vs Prior -54.46% | -17.56%-4.53% | -0.85%

Prior 7-Day Avg 5.22% | 7.98%6.68% | 15.20%

Current vs 7-Day Avg -49.87% | -12.73%+73.80% | +34.44%

Prior 7-Day Eod 5.75% | 8.45%12.17% | 20.61%

Current vs 7-Day Eod -54.46% | -17.56%-4.53% | -0.85%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 10.66% | 8.76%

Calls: 13.93% | 9.26%

Puts: 7.40% | 8.27%

Current vs 7-Day Avg +67.31% | +18.00%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($7.77M). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 63% vs prior. Bullish P/C ratio of 0.62.

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

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 19 of results (avg 7.7%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 16	9.55	9.95	$9.75	4.1%	46	0.46	3.5K
$215.00	Oct 16	11.50	12.15	$11.83	5.5%	13	0.52	343
$180.00	Sep 25	33.80	35.75	$34.78	5.6%	52	1.00	374
$177.50	Oct 2	36.50	38.75	$37.63	6.0%	10	1.00	131
$180.00	Oct 9	34.60	36.90	$35.75	6.4%	32	0.93	--

PUTS (0)

No puts meet the criteria

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. 81 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Sep 25	33.80	35.75	$34.78	5.6%	52	1.00	374
$177.50	Oct 2	36.50	38.75	$37.63	6.0%	10	1.00	131
$190.00	Sep 25	23.25	25.90	$24.58	10.8%	20	1.00	677
$185.00	Sep 25	28.40	31.00	$29.70	8.8%	12	1.00	288
$192.50	Sep 25	21.30	23.30	$22.30	9.0%	53	0.99	198

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Sep 25	5.85	7.50	$6.68	24.7%	4	0.80	7
$232.50	Oct 23	22.70	25.80	$24.25	12.8%	12	0.66	--
$217.50	Sep 25	3.05	5.40	$4.22	55.7%	25	0.64	2
$225.00	Oct 9	14.10	17.55	$15.83	21.8%	1	0.63	15
$220.00	Oct 2	8.65	11.30	$9.98	26.6%	6	0.61	--

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 5.2K, top 278)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$215.00	Sep 25	2.30	3.00	$2.65	26.4%	278	0.53	539
$225.00	Sep 25	0.25	0.67	$0.46	91.3%	275	0.12	917
$220.00	Sep 25	0.81	1.02	$0.92	22.8%	269	0.24	907
$245.00	Oct 9	1.70	2.61	$2.15	42.3%	212	0.16	76
$222.50	Oct 16	7.65	10.05	$8.85	27.1%	184	0.43	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$205.00	Sep 25	0.06	0.31	$0.19	131.6%	256	0.06	116
$190.00	Oct 16	2.37	3.00	$2.69	23.4%	139	0.17	716
$212.50	Sep 25	1.00	2.25	$1.63	76.7%	119	0.34	170
$200.00	Sep 25	0.01	0.10	$0.06	150.0%	110	0.02	256
$200.00	Oct 2	1.43	1.69	$1.56	16.7%	71	0.17	97

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 9.7%, max 22.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$212.50	Sep 25	Oct 23	65.7%	55.8%	17.7%	17	170
$210.00	Sep 25	Nov 6	61.3%	54.1%	13.2%	76	981
$217.50	Sep 25	Oct 23	61.8%	56.4%	9.5%	73	269
$222.50	Sep 25	Oct 16	63.8%	58.2%	9.5%	221	81
$220.00	Sep 25	Nov 6	59.9%	57.6%	4.0%	280	907

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$212.50	Sep 25	Oct 30	65.7%	53.5%	22.7%	127	171
$210.00	Sep 25	Nov 6	61.3%	54.1%	13.2%	52	326
$225.00	Oct 9	Oct 16	60.4%	58.8%	2.8%	2	23
$215.00	Sep 25	Oct 30	56.3%	55.0%	2.4%	49	59

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 0.68, avg 4.44)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$192.50	$210.00	Nov 6	$10.40	$7.10	$10.40	75%	0.68	$202.90
$195.00	$197.50	Oct 9	$1.15	$1.35	$1.15	83%	1.17	$196.15
$212.50	$215.00	Sep 25	$0.68	$1.82	$0.68	66%	2.68	$213.18
$220.00	$230.00	Oct 30	$3.50	$6.50	$3.50	48%	1.86	$223.50
$235.00	$250.00	Oct 30	$3.15	$11.85	$3.15	34%	3.76	$238.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$207.50	$205.00	Oct 2	$0.15	$2.35	$0.15	32%	15.67	$207.35
$217.50	$215.00	Oct 2	$0.80	$1.70	$0.80	55%	2.13	$216.70
$205.00	$200.00	Oct 16	$1.02	$3.98	$1.02	34%	3.90	$203.98
$215.00	$212.50	Sep 25	$0.66	$1.84	$0.66	48%	2.79	$214.34
$195.00	$192.50	Oct 9	$0.11	$2.39	$0.11	17%	21.73	$194.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 102 found (best R:R 0.58, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$217.50	$220.00	Oct 9	$1.58	$1.58	$0.92	52%	1.72	$219.08
$215.00	$217.50	Oct 23	$1.68	$1.68	$0.82	47%	2.05	$216.68
$217.50	$220.00	Oct 2	$1.42	$1.42	$1.08	55%	1.31	$218.92
$240.00	$245.00	Oct 9	$1.08	$1.08	$3.92	79%	0.28	$241.08
$217.50	$220.00	Oct 16	$1.40	$1.40	$1.10	51%	1.27	$218.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$187.50	Nov 6	$8.22	$8.22	$14.28	59%	0.58	$201.78
$200.00	$190.00	Oct 30	$3.25	$3.25	$6.75	69%	0.48	$196.75
$210.00	$200.00	Oct 30	$4.35	$4.35	$5.65	59%	0.77	$205.65
$187.50	$175.00	Nov 6	$2.50	$2.50	$10.00	80%	0.25	$185.00
$197.50	$192.50	Oct 23	$1.75	$1.75	$3.25	73%	0.54	$195.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.79, cheapest $3.67)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$212.50	Sep 25	Oct 2	$4.62	65.7%	49.4%
$217.50	Sep 25	Oct 2	$4.33	61.8%	59.3%
$215.00	Sep 25	Oct 2	$3.93	56.3%	54.5%

PUTS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$212.50	Sep 25	Oct 2	$3.67	65.7%	49.4%
$217.50	Sep 25	Oct 2	$3.58	61.8%	59.3%
$215.00	Sep 25	Oct 2	$4.71	56.3%	54.5%
$225.00	Oct 9	Oct 16	$1.67	60.4%	58.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 2.30% of stock, avg 9.18%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$215.00	Sep 25	$2.65	$2.29	$4.94	$210.06	$219.94	2.30%
$212.50	Sep 25	$3.33	$1.63	$4.96	$207.54	$217.46	2.31%
$217.50	Sep 25	$1.74	$4.22	$5.96	$211.54	$223.46	2.78%
$210.00	Sep 25	$5.23	$0.77	$6.00	$204.00	$216.00	2.80%
$220.00	Sep 25	$0.92	$6.68	$7.60	$212.40	$227.60	3.54%
$207.50	Sep 25	$7.55	$0.50	$8.05	$199.45	$215.55	3.75%
$205.00	Sep 25	$10.02	$0.19	$10.21	$194.79	$215.21	4.76%
$202.50	Sep 25	$12.52	$0.26	$12.78	$189.72	$215.28	5.95%
$212.50	Oct 2	$7.95	$5.30	$13.25	$199.25	$225.75	6.17%
$215.00	Oct 2	$6.58	$7.00	$13.58	$201.42	$228.58	6.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.25% of stock, avg 6.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$227.50	$202.50	Sep 25	$0.28	$0.26	$0.54	$201.96	$228.04
$225.00	$202.50	Sep 25	$0.46	$0.26	$0.72	$201.78	$225.72
$227.50	$207.50	Sep 25	$0.28	$0.50	$0.78	$206.72	$228.28
$222.50	$202.50	Sep 25	$0.56	$0.26	$0.82	$201.68	$223.32
$225.00	$207.50	Sep 25	$0.46	$0.50	$0.96	$206.54	$225.96
$222.50	$207.50	Sep 25	$0.56	$0.50	$1.06	$206.44	$223.56
$227.50	$210.00	Sep 25	$0.28	$0.77	$1.05	$208.95	$228.55
$225.00	$210.00	Sep 25	$0.46	$0.77	$1.23	$208.77	$226.23
$222.50	$210.00	Sep 25	$0.56	$0.77	$1.33	$208.67	$223.83
$220.00	$202.50	Sep 25	$0.92	$0.26	$1.18	$201.32	$221.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 188 found (best R:R 2.97, avg credit $1.17)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
202/205	225/228	Oct 2	$1.87	$0.63	42%	2.97	$203.13	$226.87
202/205	222/225	Oct 2	$1.98	$0.52	37%	3.81	$203.02	$224.48
202/205	228/230	Oct 2	$1.72	$0.78	47%	2.21	$203.28	$229.22
202/205	230/232	Oct 2	$1.62	$0.88	51%	1.84	$203.38	$231.62
195/198	230/232	Oct 9	$1.67	$0.83	48%	2.01	$195.83	$231.67
195/198	232/235	Oct 9	$1.55	$0.95	51%	1.63	$195.95	$234.05
202/205	232/235	Oct 2	$1.44	$1.06	54%	1.36	$203.56	$233.94
195/198	228/230	Oct 9	$1.66	$0.84	44%	1.98	$195.84	$229.16
198/200	232/235	Oct 16	$1.70	$0.80	41%	2.13	$198.30	$234.20
198/200	230/232	Oct 16	$1.71	$0.79	38%	2.16	$198.29	$231.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 26.78, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$215.00	$217.50	$220.00	Sep 25	$0.09	$2.41	29%	26.78
$205.00	$210.00	$215.00	Oct 30	$0.21	$4.79	11%	22.81
$240.00	$245.00	$250.00	Oct 23	$0.13	$4.87	7%	37.46
$207.50	$210.00	$212.50	Oct 9	$0.06	$2.44	8%	40.67
$205.00	$207.50	$210.00	Sep 25	$0.15	$2.35	14%	15.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$190.00	$200.00	$210.00	Oct 30	$1.10	$8.90	20%	8.09
$210.00	$212.50	$215.00	Oct 9	$0.07	$2.43	8%	34.71
$180.00	$185.00	$190.00	Oct 9	$0.18	$4.82	7%	26.78
$215.00	$217.50	$220.00	Sep 25	$0.53	$1.97	32%	3.72
$187.50	$190.00	$192.50	Sep 25	$0.06	$2.44	0%	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-9.18, 79 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$192.50	$210.00	1:2	Nov 6	-$9.18	$8.32
$235.00	$250.00	1:2	Oct 30	-$1.80	$13.20
$172.50	$190.00	1:2	Oct 23	-$14.52	$2.98
$240.00	$250.00	1:2	Oct 16	-$1.11	$8.89
$217.50	$220.00	1:2	Sep 25	-$0.10	$2.40

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$210.00	$197.50	1:2	Oct 23	-$1.47	$11.03
$187.50	$175.00	1:2	Nov 6	-$0.05	$12.45
$217.50	$215.00	1:2	Sep 25	-$0.36	$2.14
$200.00	$190.00	1:2	Oct 30	-$1.38	$8.62
$220.00	$217.50	1:2	Sep 25	-$1.76	$0.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 5.33%, avg 2.36%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$225.00	Nov 6	$11.45	0.45	4.8%	5.33%	10.16%	1	--
$220.00	Nov 6	$13.10	0.50	2.5%	6.10%	8.60%	11	--
$215.00	Oct 30	$14.30	0.53	0.2%	6.66%	6.83%	6	--
$230.00	Oct 30	$8.25	0.39	7.2%	3.84%	11.00%	2	107
$220.00	Oct 30	$11.50	0.48	2.5%	5.36%	7.86%	13	67
$235.00	Oct 30	$7.00	0.34	9.5%	3.26%	12.75%	1	--
$215.00	Oct 23	$13.15	0.53	0.2%	6.13%	6.29%	7	119
$220.00	Oct 23	$10.35	0.48	2.5%	4.82%	7.32%	4	42
$225.00	Oct 23	$8.45	0.42	4.8%	3.94%	8.76%	5	25
$235.00	Oct 23	$6.00	0.33	9.5%	2.80%	12.28%	11	9

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 5,572

Total Puts 3,462

Put/Call Ratio 0.62

Net Difference 2,110

Prior's Put/Call Breakdown

Total Calls 16,597

Total Puts 7,514

Put/Call Ratio 0.45

Net Difference 9,083

Prior 7-Day Put/Call Summary

Total Calls 119,170

Total Puts 57,825

Average Put/Call Ratio 0.53

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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