Tour v528
ZS
ZSCALER INC
$198.36 -0.52%
$198.74 (+0.19%)🌙
as of 09/29 07:11 PM
◀ 9/29 19:11 ▶

Option Volume

Detail
ℹ
Current (09/29) 6,995
Calls: 4,509 (64%)
Puts: 2,486 (36%)
Prior (09/28) --
Calls: 32,755 (64%)
Puts: 18,274 (36%)
Current vs Prior +0.00%
Calls: -86.23% (Calls)
Puts: -86.40% (Puts)
Prior 7-Day Total 161,954
Calls: 105,684 (65%)
Puts: 56,270 (35%)
Prior 7-Day Average 26,992
Calls: 15,097 (65%)
Puts: 8,038 (35%)
Current vs Prior 7-Day Avg -74.09%
Calls: -70.13%
Puts: -69.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $4.38M
Calls: $3.03M (69%)
Puts: $1.35M (31%)
Prior (09/28) --
Calls: $22.38M (63%)
Puts: $13.37M (37%)
Current vs Prior +0.00%
Calls: -86.47%
Puts: -89.89%
Prior 7-Day Total $130.05M
Calls: $89.51M (69%)
Puts: $40.54M (31%)
Prior 7-Day Average $21.68M
Calls: $12.79M (69%)
Puts: $5.79M (31%)
Current vs Prior 7-Day Avg -79.79%
Calls: -76.31%
Puts: -76.65%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.55
Prior (09/28) 1.00
Current vs Prior -44.87%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -12.70%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 82,160
Calls: 54,542 (66%)
Puts: 27,618 (34%)
Prior (09/28) 117,345
Calls: 72,535 (62%)
Puts: 44,810 (38%)
Current vs Prior -29.98%
Prior 7-Day Total 903,086
Calls: 561,549 (62%)
Puts: 341,537 (38%)
Prior 7-Day Average 129,012
Calls: 80,221 (62%)
Puts: 48,791 (38%)
Current vs Prior 7-Day Avg -36.32%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 5.29% | 8.86%10.49% | 18.22%
Prior 6.21% | 9.63%10.89% | 18.46%
Current vs Prior -14.75% | -7.96%-3.69% | -1.26%
Prior 7-Day Avg 5.59% | 8.62%8.39% | 17.12%
Current vs 7-Day Avg -5.31% | +2.83%+24.97% | +6.46%
Prior 7-Day Eod 6.21% | 9.63%10.89% | 18.46%
Current vs 7-Day Eod -14.75% | -7.96%-3.69% | -1.26%
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 16.05% | 9.95%
Calls: 23.03% | 11.04%
Puts: 9.06% | 8.85%
Current vs 7-Day Avg +11.18% | +3.96%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($3.03M). Bullish P/C ratio of 0.55. P/C ratio dropping 45% - sentiment shifting bullish. Call-heavy open interest (54,542 calls vs 27,618 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.9%, best 7.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 1632.7535.40$34.087.8%20.93128
$220.00Oct 163.003.25$3.138.0%4060.233.3K
$162.50Oct 234.2037.30$35.758.7%90.93--
$200.00Oct 168.509.30$8.909.0%1270.492.1K
$192.50Oct 910.4011.40$10.909.2%20.6389
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Oct 232.9035.90$34.408.7%50.93--
$230.00Oct 1631.8535.15$33.509.9%10.8712

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. 52 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$167.50Oct 229.1532.20$30.689.9%51.0034
$172.50Oct 224.3027.25$25.7811.4%41.0047
$180.00Oct 217.2019.95$18.5814.8%90.95176
$162.50Oct 234.2037.30$35.758.7%90.93--
$165.00Oct 1632.7535.40$34.087.8%20.93128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Oct 232.9035.90$34.408.7%50.93--
$230.00Oct 931.0034.30$32.6510.1%10.911
$230.00Oct 1631.8535.15$33.509.9%10.8712
$210.00Oct 211.6514.20$12.9319.7%10.82108
$215.00Oct 917.7021.20$19.4518.0%20.77--

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 5.5K, top 633)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 23.504.00$3.7513.3%6330.45834
$215.00Oct 163.354.80$4.0835.5%6050.281.0K
$220.00Oct 163.003.25$3.138.0%4060.233.3K
$205.00Oct 21.662.35$2.0134.3%1820.29498
$210.00Oct 20.861.30$1.0840.7%1590.17744
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 20.000.70$0.35200.0%2020.05--
$190.00Oct 21.001.60$1.3046.2%1990.21468
$190.00Oct 93.555.30$4.4339.5%1330.32102
$177.50Oct 20.100.30$0.20100.0%1190.04622
$195.00Oct 22.233.40$2.8241.5%1110.37265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 12.6%, max 18.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$192.50Oct 2Nov 663.5%53.4%18.9%24343
$190.00Oct 2Oct 3060.7%51.3%18.3%2374
$197.50Oct 2Nov 663.7%55.0%15.9%23327
$207.50Oct 2Oct 1666.3%57.3%15.7%113423
$210.00Oct 2Oct 3066.6%57.7%15.4%160744
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 2Oct 2366.6%56.5%17.8%4112
$197.50Oct 2Nov 663.7%55.0%15.9%3477
$192.50Oct 2Oct 2363.5%55.5%14.3%18596
$190.00Oct 2Nov 660.7%53.2%14.0%203484
$195.00Oct 2Nov 660.6%53.7%12.9%113282

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 0.58, avg 4.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$192.50Nov 6$11.05$6.45$11.0578%0.58$186.05
$200.00$205.00Oct 23$1.60$3.40$1.6050%2.13$201.60
$185.00$195.00Oct 23$5.85$4.15$5.8571%0.71$190.85
$192.50$195.00Oct 9$0.87$1.63$0.8763%1.87$193.37
$202.50$210.00Oct 30$2.57$4.93$2.5748%1.92$205.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$197.50Nov 6$0.77$1.73$0.7748%2.25$199.23
$195.00$192.50Oct 16$0.78$1.72$0.7842%2.21$194.22
$190.00$185.00Oct 30$1.42$3.58$1.4236%2.52$188.58
$195.00$192.50Oct 9$0.77$1.73$0.7742%2.25$194.23
$202.50$200.00Oct 2$1.35$1.15$1.3564%0.85$201.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 1.28, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Oct 30$1.10$1.10$1.4068%0.79$218.60
$210.00$212.50Oct 9$1.01$1.01$1.4969%0.68$211.01
$220.00$222.50Oct 16$0.80$0.80$1.7077%0.47$220.80
$217.50$220.00Oct 9$0.60$0.60$1.9080%0.32$218.10
$222.50$225.00Oct 2$0.20$0.20$2.3094%0.09$222.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$190.00Oct 30$2.81$2.81$2.1957%1.28$192.19
$165.00$160.00Nov 6$1.11$1.11$3.8986%0.29$163.89
$185.00$180.00Oct 30$1.93$1.93$3.0769%0.63$183.07
$197.50$195.00Oct 9$1.63$1.63$0.8753%1.87$195.87
$197.50$195.00Nov 6$1.63$1.63$0.8754%1.87$195.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.09, cheapest $3.25)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 2Oct 9$3.2564.3%60.4%
$195.00Oct 2Oct 9$3.6360.6%58.3%
$197.50Oct 2Oct 9$3.5863.7%61.5%
$202.50Oct 2Oct 9$3.2762.0%60.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 2Oct 9$3.5064.3%60.4%
$205.00Oct 9Oct 16$1.7060.8%57.7%
$195.00Oct 2Oct 9$3.2560.6%58.3%
$197.50Oct 2Oct 9$3.5763.7%61.5%
$202.50Oct 2Oct 9$3.4062.0%60.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 4.58% of stock, avg 9.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 2$4.95$4.13$9.08$188.42$206.584.58%
$195.00Oct 2$6.40$2.82$9.22$185.78$204.224.65%
$200.00Oct 2$3.75$5.55$9.30$190.70$209.304.69%
$202.50Oct 2$2.63$6.90$9.53$192.97$212.034.80%
$192.50Oct 2$7.78$2.13$9.91$182.59$202.415.00%
$190.00Oct 2$9.30$1.30$10.60$179.40$200.605.34%
$210.00Oct 2$1.08$12.93$14.01$195.99$224.017.06%
$200.00Oct 9$7.00$9.05$16.05$183.95$216.058.09%
$195.00Oct 9$10.03$6.07$16.10$178.90$211.108.12%
$192.50Oct 9$10.90$5.30$16.20$176.30$208.708.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 1.00% of stock, avg 6.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$187.50Oct 2$1.08$0.91$1.99$185.51$211.99
$210.00$190.00Oct 2$1.08$1.30$2.38$187.62$212.38
$207.50$187.50Oct 2$1.53$0.91$2.44$185.06$209.94
$207.50$190.00Oct 2$1.53$1.30$2.83$187.17$210.33
$205.00$187.50Oct 2$2.01$0.91$2.92$184.58$207.92
$205.00$190.00Oct 2$2.01$1.30$3.31$186.69$208.31
$210.00$192.50Oct 2$1.08$2.13$3.21$189.29$213.21
$207.50$192.50Oct 2$1.53$2.13$3.66$188.84$211.16
$205.00$192.50Oct 2$2.01$2.13$4.14$188.36$209.14
$202.50$187.50Oct 2$2.63$0.91$3.54$183.96$206.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 238 found (best R:R 1.98, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
160/162218/220Oct 30$1.66$0.8458%1.98$160.84$219.16
188/190220/222Oct 16$2.00$0.5043%4.00$188.00$222.00
180/182220/222Oct 16$1.60$0.9054%1.78$180.90$221.60
168/170210/212Oct 9$1.39$1.1162%1.25$168.61$211.39
182/185210/212Oct 9$1.75$0.7546%2.33$183.25$211.75
162/165210/212Oct 9$1.26$1.2465%1.02$163.74$211.26
185/188212/215Oct 23$2.05$0.4533%4.56$185.45$214.55
170/172218/220Oct 30$1.59$0.9151%1.75$170.91$219.09
178/180220/222Oct 16$1.40$1.1058%1.27$178.60$221.40
178/180210/212Oct 9$1.49$1.0153%1.48$178.51$211.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 20.74, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Oct 16$0.23$4.7716%20.74
$197.50$200.00$202.50Oct 2$0.08$2.4218%30.25
$165.00$170.00$175.00Oct 16$0.10$4.907%49.00
$190.00$192.50$195.00Oct 2$0.14$2.3616%16.86
$202.50$205.00$207.50Oct 2$0.14$2.3613%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$197.50$200.00Oct 2$0.11$2.3918%21.73
$175.00$180.00$185.00Nov 6$0.22$4.7810%21.73
$180.00$185.00$190.00Nov 6$0.25$4.7511%19.00
$170.00$175.00$180.00Nov 6$0.23$4.779%20.74
$185.00$187.50$190.00Oct 2$0.17$2.339%13.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-0.66, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$192.501:2Nov 6-$6.45$11.05
$182.50$190.001:2Oct 2-$2.55$4.95
$210.00$212.501:2Oct 2-$0.22$2.28
$230.00$235.001:2Oct 2-$0.17$4.83
$225.00$230.001:2Oct 16-$0.69$4.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$210.001:2Oct 16-$0.66$19.34
$230.00$215.001:2Oct 9-$6.25$8.75
$210.00$202.501:2Oct 2-$0.87$6.63
$177.50$170.001:2Oct 16-$0.03$7.47
$190.00$185.001:2Oct 9-$1.11$3.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 6.13%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Nov 6$12.150.510.8%6.13%6.95%1130
$210.00Oct 30$6.950.395.9%3.50%9.37%1--
$217.50Oct 30$5.350.329.7%2.70%12.35%1212
$200.00Oct 30$10.600.510.8%5.34%6.17%22--
$202.50Oct 30$9.450.472.1%4.76%6.85%383
$220.00Oct 30$4.850.2910.9%2.45%13.35%7155
$215.00Oct 30$5.400.348.4%2.72%11.11%480
$205.00Oct 23$7.450.443.4%3.76%7.10%2--
$200.00Oct 23$9.500.500.8%4.79%5.62%22186
$212.50Oct 23$5.050.357.1%2.55%9.67%2022

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 4,509
Total Puts 2,486
Put/Call Ratio 0.55
Net Difference 2,023

Prior's Put/Call Breakdown

Total Calls 32,755
Total Puts 18,274
Put/Call Ratio 1.00
Net Difference 14,481

Prior 7-Day Put/Call Summary

Total Calls 105,684
Total Puts 56,270
Average Put/Call Ratio 0.63
Ratio Trend Falling

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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