Tour v528
ZS
ZSCALER INC
$199.39 +3.18%
$199.72 (+0.17%)🌅
as of 09/29 04:27 AM
◀ 9/28 04:27 ▶

Option Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) 51,029
Calls: 32,755 (64%)
Puts: 18,274 (36%)
Current vs Prior -100.00%
Calls: -100.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 179,053
Calls: 115,883 (65%)
Puts: 63,170 (35%)
Prior 7-Day Average 25,579
Calls: 16,554 (65%)
Puts: 9,024 (35%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Dollar Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) $35.75M
Calls: $22.38M (63%)
Puts: $13.37M (37%)
Current vs Prior -100.00%
Calls: -100.00%
Puts: -100.00%
Prior 7-Day Total $148.55M
Calls: $93.24M (63%)
Puts: $55.31M (37%)
Prior 7-Day Average $21.22M
Calls: $13.32M (63%)
Puts: $7.90M (37%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.00
Prior (09/25) 0.56
Current vs Prior +79.24%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +70.87%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 117,345
Calls: 72,535 (62%)
Puts: 44,810 (38%)
Prior (09/25) 145,597
Calls: 86,217 (59%)
Puts: 59,380 (41%)
Current vs Prior -19.40%
Prior 7-Day Total 913,410
Calls: 570,785 (62%)
Puts: 342,625 (38%)
Prior 7-Day Average 130,487
Calls: 81,540 (62%)
Puts: 48,946 (38%)
Current vs Prior 7-Day Avg -10.07%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 6.21% | 9.63%10.89% | 18.46%
Prior 6.65% | 9.84%11.43% | 18.50%
Current vs Prior -6.58% | -2.16%-4.72% | -0.22%
Prior 7-Day Avg 5.19% | 8.25%7.84% | 16.50%
Current vs 7-Day Avg +19.62% | +16.71%+38.82% | +11.85%
Prior 7-Day Eod 6.65% | 9.84%11.43% | 18.50%
Current vs 7-Day Eod -6.58% | -2.16%-4.72% | -0.22%
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 14.25% | 9.55%
Calls: 20.00% | 10.44%
Puts: 8.51% | 8.66%
Current vs 7-Day Avg +25.18% | +8.26%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 100% vs prior. Below-average activity with volume down 100% vs prior. P/C ratio rising 79% - increased hedging/bearish positioning. Call-heavy open interest (72,535 calls vs 44,810 puts) suggests bullish positioning.

Smart Money NEUTRAL
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9 of results (avg 7.6%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1639.5541.95$40.755.9%--0.9678
$165.00Oct 233.9036.15$35.036.4%--0.9938
$165.00Oct 934.3536.70$35.536.6%--0.9314
$165.00Oct 1634.6537.20$35.927.1%--0.94129
$200.00Oct 98.459.10$8.777.4%--0.51305
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Oct 97.258.00$7.639.8%--0.4433

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. 46 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 233.9036.15$35.036.4%--0.9938
$170.00Oct 228.9031.20$30.057.7%--0.9877
$167.50Oct 231.4034.15$32.788.4%--0.9734
$160.00Oct 1639.5541.95$40.755.9%--0.9678
$165.00Oct 1634.6537.20$35.927.1%--0.94129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 212.5015.20$13.8519.5%--0.8116
$210.00Oct 210.4513.25$11.8523.6%--0.75107
$207.50Oct 28.5511.35$9.9528.1%--0.6947
$212.50Oct 1616.3019.55$17.9318.1%--0.6613
$217.50Oct 3022.9525.70$24.3311.3%--0.6639

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

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 15.4%, max 26.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Oct 2Nov 668.9%54.6%26.2%--1.0K
$215.00Oct 2Oct 3071.6%57.7%24.2%--379
$195.00Oct 2Nov 668.5%55.9%22.7%--434
$205.00Oct 2Oct 3069.3%58.3%18.8%--754
$210.00Oct 2Oct 3069.1%58.4%18.3%--549
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Oct 2Oct 3068.9%55.4%24.4%--155
$195.00Oct 2Nov 668.5%55.9%22.7%--250
$192.50Oct 2Oct 2367.2%57.3%17.3%--400
$202.50Oct 2Oct 1670.4%60.2%17.1%--69
$210.00Oct 2Oct 1669.1%59.6%15.8%--402

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 2.97, avg 3.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$225.00Oct 30$0.65$4.35$0.6532%6.69$220.65
$200.00$202.50Oct 9$0.59$1.91$0.5951%3.24$200.59
$185.00$192.50Oct 23$4.63$2.87$4.6374%0.62$189.63
$195.00$200.00Nov 6$2.25$2.75$2.2560%1.22$197.25
$210.00$215.00Oct 23$1.30$3.70$1.3041%2.85$211.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 2$0.63$1.87$0.6363%2.97$204.37
$200.00$195.00Oct 16$1.70$3.30$1.7047%1.94$198.30
$172.50$170.00Oct 30$0.17$2.33$0.1716%13.71$172.33
$197.50$195.00Oct 2$0.83$1.67$0.8343%2.01$196.67
$175.00$172.50Oct 9$0.12$2.38$0.1210%19.83$174.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 0.60, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Oct 9$0.92$0.92$1.5868%0.58$213.42
$210.00$212.50Oct 2$0.68$0.68$1.8275%0.37$210.68
$215.00$217.50Oct 23$1.00$1.00$1.5064%0.67$216.00
$232.50$235.00Oct 2$0.25$0.25$2.2595%0.11$232.75
$217.50$220.00Oct 9$0.68$0.68$1.8276%0.37$218.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 6$3.75$3.75$6.2565%0.60$186.25
$182.50$175.00Oct 23$2.05$2.05$5.4575%0.38$180.45
$175.00$160.00Nov 6$2.33$2.33$12.6780%0.18$172.67
$195.00$190.00Oct 16$2.25$2.25$2.7560%0.82$192.75
$180.00$175.00Nov 6$1.52$1.52$3.4875%0.44$178.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.40, cheapest $3.03)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Oct 2Oct 9$3.4868.5%63.4%
$197.50Oct 2Oct 9$3.4565.7%62.2%
$200.00Oct 2Oct 9$3.2968.9%66.1%
$202.50Oct 2Oct 9$3.6870.4%69.9%
$207.50Oct 2Oct 9$3.5869.6%70.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Oct 2Oct 9$3.0368.5%63.4%
$197.50Oct 2Oct 9$3.2065.7%62.2%
$200.00Oct 2Oct 9$3.3768.9%66.1%
$202.50Oct 2Oct 9$3.1770.4%69.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 5.51% of stock, avg 9.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 2$6.55$4.43$10.98$186.52$208.485.51%
$200.00Oct 2$5.48$5.83$11.31$188.69$211.315.67%
$195.00Oct 2$8.00$3.60$11.60$183.40$206.605.82%
$205.00Oct 2$3.48$8.23$11.71$193.29$216.715.87%
$202.50Oct 2$4.50$7.60$12.10$190.40$214.606.07%
$192.50Oct 2$9.75$2.63$12.38$180.12$204.886.21%
$207.50Oct 2$2.72$9.95$12.67$194.83$220.176.35%
$190.00Oct 2$11.48$1.64$13.12$176.88$203.126.58%
$210.00Oct 2$2.05$11.85$13.90$196.10$223.906.97%
$187.50Oct 2$13.88$1.23$15.11$172.39$202.617.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 1.51% of stock, avg 6.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$212.50$190.00Oct 2$1.37$1.64$3.01$186.99$215.51
$210.00$190.00Oct 2$2.05$1.64$3.69$186.31$213.69
$212.50$192.50Oct 2$1.37$2.63$4.00$188.50$216.50
$207.50$190.00Oct 2$2.72$1.64$4.36$185.64$211.86
$210.00$192.50Oct 2$2.05$2.63$4.68$187.82$214.68
$207.50$192.50Oct 2$2.72$2.63$5.35$187.15$212.85
$212.50$195.00Oct 2$1.37$3.60$4.97$190.03$217.47
$205.00$190.00Oct 2$3.48$1.64$5.12$184.88$210.12
$210.00$195.00Oct 2$2.05$3.60$5.65$189.35$215.65
$205.00$192.50Oct 2$3.48$2.63$6.11$186.39$211.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 130 found (best R:R 4.81, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
188/190212/215Oct 9$2.07$0.4337%4.81$187.93$214.57
188/190218/220Oct 9$1.83$0.6744%2.73$188.17$219.33
190/192232/235Oct 2$1.24$1.2666%0.98$191.26$233.74
180/182212/215Oct 9$1.63$0.8749%1.87$180.87$214.13
190/192210/212Oct 2$1.67$0.8346%2.01$190.83$211.67
180/182218/220Oct 9$1.39$1.1157%1.25$181.11$218.89
188/190225/228Oct 9$1.50$1.0052%1.50$188.50$226.50
190/192215/218Oct 2$1.44$1.0654%1.36$191.06$216.44
190/192222/225Oct 2$1.16$1.3463%0.87$191.34$223.66
188/190215/218Oct 9$1.70$0.8041%2.12$188.30$216.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 31.61, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$200.00$205.00Oct 30$0.08$4.9212%61.50
$205.00$210.00$215.00Oct 30$0.07$4.9311%70.43
$197.50$200.00$202.50Oct 2$0.09$2.4114%26.78
$205.00$207.50$210.00Oct 2$0.09$2.4112%26.78
$200.00$202.50$205.00Oct 16$0.08$2.427%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$182.50$190.00Oct 23$0.23$7.2717%31.61
$207.50$210.00$212.50Oct 2$0.10$2.4012%24.00
$182.50$185.00$187.50Oct 9$0.06$2.448%40.67
$165.00$170.00$175.00Oct 16$0.19$4.817%25.32
$180.00$185.00$190.00Oct 16$0.38$4.6214%12.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 69 found (best net $-1.67, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$190.001:2Oct 16-$5.36$9.64
$165.00$180.001:2Oct 9-$8.81$6.19
$220.00$230.001:2Oct 23-$1.80$8.20
$222.50$225.001:2Oct 2-$0.18$2.32
$215.00$217.501:2Oct 2-$0.37$2.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$217.50$200.001:2Oct 30-$1.67$15.83
$182.50$175.001:2Oct 23-$0.72$6.78
$190.00$180.001:2Nov 6-$2.15$7.85
$177.50$175.001:2Oct 2-$0.06$2.44
$172.50$170.001:2Oct 2-$0.06$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 7.00%, avg 2.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Nov 6$13.950.540.3%7.00%7.30%--28
$205.00Oct 30$10.250.482.8%5.14%7.95%--274
$210.00Oct 30$8.300.435.3%4.16%9.48%--49
$200.00Oct 30$12.500.540.3%6.27%6.58%--125
$215.00Oct 30$6.700.377.8%3.36%11.19%--40
$225.00Oct 30$4.600.2912.8%2.31%15.15%--32
$220.00Oct 30$5.350.3210.3%2.68%13.02%--151
$200.00Oct 23$11.200.540.3%5.62%5.92%--196
$205.00Oct 23$8.850.472.8%4.44%7.25%--249
$210.00Oct 23$7.000.415.3%3.51%8.83%--23

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 --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

Total Calls 32,755
Total Puts 18,274
Put/Call Ratio 0.56
Net Difference 14,481

Prior 7-Day Put/Call Summary

Total Calls 115,883
Total Puts 63,170
Average Put/Call Ratio 0.59
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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