ZS - Options Database

ZSCALER INC

$199.42 +0.54%

$199.57 (+0.08%)🌙

as of 10/01 12:52 AM

(9/29 19:11) ◀

Wednesday, September 30, 2026 (12:52am)

▶

◀ 9/30 00:52

Option Volume

Detail

ℹ

Current (10/01) 14,819

Calls: 10,950 (74%)

Puts: 3,869 (26%)

Prior (09/29) 6,995

Calls: 4,509 (64%)

Puts: 2,486 (36%)

Current vs Prior +111.85%

Calls: +142.85% (Calls)

Puts: +55.63% (Puts)

Prior 7-Day Total 150,768

Calls: 100,164 (66%)

Puts: 50,604 (34%)

Prior 7-Day Average 25,128

Calls: 14,309 (66%)

Puts: 7,229 (34%)

Current vs Prior 7-Day Avg -41.03%

Calls: -23.48%

Puts: -46.48%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/01) $11.25M

Calls: $5.65M (50%)

Puts: $5.60M (50%)

Prior (09/29) $4.38M

Calls: $3.03M (69%)

Puts: $1.35M (31%)

Current vs Prior +156.74%

Calls: +86.45%

Puts: +314.21%

Prior 7-Day Total $126.50M

Calls: $88.89M (70%)

Puts: $37.61M (30%)

Prior 7-Day Average $21.08M

Calls: $12.70M (70%)

Puts: $5.37M (30%)

Current vs Prior 7-Day Avg -46.65%

Calls: -55.53%

Puts: +4.24%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/01) 0.35

Prior (09/29) 0.55

Current vs Prior -35.91%

Prior 7-Day Average 0.59

Current vs Prior 7-Day Avg -40.53%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/01) 92,011

Calls: 60,780 (66%)

Puts: 31,231 (34%)

Prior (09/29) 82,160

Calls: 54,542 (66%)

Puts: 27,618 (34%)

Current vs Prior +11.99%

Prior 7-Day Total 864,659

Calls: 537,946 (62%)

Puts: 326,713 (38%)

Prior 7-Day Average 123,522

Calls: 76,849 (62%)

Puts: 46,673 (38%)

Current vs Prior 7-Day Avg -25.51%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 4.07% | 7.89%9.88% | 17.64%

Prior 5.29% | 8.86%10.49% | 18.22%

Current vs Prior -23.08% | -11.00%-5.79% | -3.23%

Prior 7-Day Avg 5.52% | 8.75%9.06% | 17.75%

Current vs 7-Day Avg -26.25% | -9.80%+8.98% | -0.62%

Prior 7-Day Eod 5.29% | 8.86%10.49% | 18.22%

Current vs 7-Day Eod -23.08% | -11.00%-5.79% | -3.23%

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 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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🤖 AI Insights

Massive premium surge with dollar volume up 157% vs prior. Unusually high activity with volume up 112% vs prior - elevated interest. Extreme bullish P/C ratio of 0.35 - heavy call buying (10,950 calls vs 3,869 puts). P/C ratio dropping 36% - sentiment shifting bullish.

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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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 5 of results (avg 9.3%, best 8.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$172.50	Oct 2	26.50	28.95	$27.73	8.8%	1	0.99	47
$162.50	Oct 2	35.50	38.90	$37.20	9.1%	5	0.95	--
$167.50	Oct 2	30.45	33.40	$31.92	9.2%	5	0.98	--
$170.00	Oct 9	28.80	31.70	$30.25	9.6%	7	0.96	29
$175.00	Oct 16	24.95	27.50	$26.23	9.7%	3	0.88	345

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. 57 found (avg delta 0.73, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$172.50	Oct 2	26.50	28.95	$27.73	8.8%	1	0.99	47
$165.00	Oct 2	32.90	36.40	$34.65	10.1%	1	0.99	37
$170.00	Oct 2	28.25	31.25	$29.75	10.1%	9	0.99	79
$167.50	Oct 2	30.45	33.40	$31.92	9.2%	5	0.98	--
$180.00	Oct 2	17.90	20.50	$19.20	13.5%	25	0.98	183

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 2	9.60	12.25	$10.93	24.2%	7	0.86	108
$207.50	Oct 2	7.45	10.20	$8.82	31.2%	5	0.80	45
$215.00	Oct 9	16.10	19.05	$17.58	16.8%	1	0.77	--
$215.00	Oct 16	17.70	20.45	$19.08	14.4%	1	0.71	58
$205.00	Oct 2	5.55	8.20	$6.88	38.5%	4	0.71	52

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 11.4K, top 3.8K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Oct 16	1.60	1.80	$1.70	11.8%	3.8K	0.14	1.1K
$215.00	Oct 16	3.20	4.90	$4.05	42.0%	530	0.29	834
$202.50	Oct 2	2.11	2.89	$2.50	31.2%	453	0.39	159
$205.00	Oct 2	1.39	2.11	$1.75	41.1%	380	0.30	578
$220.00	Oct 2	0.10	0.15	$0.13	38.5%	358	0.03	468

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$212.50	Oct 30	18.50	21.40	$19.95	14.5%	246	0.62	9
$170.00	Oct 16	0.72	1.03	$0.88	35.2%	239	0.08	451
$175.00	Oct 2	0.02	0.05	$0.04	75.0%	205	0.01	--
$185.00	Oct 2	0.06	0.20	$0.13	107.7%	134	0.04	426
$190.00	Oct 2	0.36	0.83	$0.60	78.3%	97	0.13	565

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 12.3%, max 19.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 2	Oct 30	65.6%	56.2%	16.7%	323	817
$200.00	Oct 2	Nov 6	62.4%	53.6%	16.3%	171	1.2K
$205.00	Oct 2	Nov 6	65.5%	57.0%	15.1%	383	581
$195.00	Oct 2	Oct 30	62.4%	55.0%	13.5%	32	401
$202.50	Oct 2	Nov 6	64.3%	56.9%	12.9%	454	159

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Oct 2	Oct 16	65.5%	54.9%	19.3%	61	228
$200.00	Oct 2	Nov 6	62.4%	53.6%	16.3%	27	147
$202.50	Oct 2	Oct 30	64.3%	55.3%	16.2%	12	46
$195.00	Oct 2	Nov 6	62.4%	54.2%	15.2%	89	335
$197.50	Oct 2	Oct 16	60.8%	56.2%	8.2%	72	170

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 0.61, avg 5.00)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$195.00	Oct 30	$9.30	$5.70	$9.30	78%	0.61	$189.30
$205.00	$210.00	Oct 16	$1.13	$3.87	$1.13	43%	3.42	$206.13
$200.00	$202.50	Oct 16	$0.69	$1.81	$0.69	52%	2.62	$200.69
$220.00	$225.00	Oct 30	$0.83	$4.17	$0.83	31%	5.02	$220.83
$217.50	$225.00	Nov 6	$1.80	$5.70	$1.80	36%	3.17	$219.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$177.50	Oct 16	$0.16	$2.34	$0.16	16%	14.62	$179.84
$200.00	$197.50	Oct 16	$1.00	$1.50	$1.00	48%	1.50	$199.00
$197.50	$195.00	Oct 9	$0.87	$1.63	$0.87	44%	1.87	$196.63
$177.50	$172.50	Oct 9	$0.21	$4.79	$0.21	9%	22.81	$177.29
$187.50	$185.00	Oct 9	$0.36	$2.14	$0.36	22%	5.94	$187.14

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 0.83, avg 0.37)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$202.50	$205.00	Oct 16	$1.75	$1.75	$0.75	52%	2.33	$204.25
$232.50	$235.00	Oct 2	$0.39	$0.39	$2.11	94%	0.18	$232.89
$225.00	$227.50	Oct 30	$0.94	$0.94	$1.56	73%	0.60	$225.94
$225.00	$227.50	Oct 23	$0.71	$0.71	$1.79	77%	0.40	$225.71
$217.50	$220.00	Oct 9	$0.60	$0.60	$1.90	80%	0.32	$218.10

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$190.00	$185.00	Oct 30	$2.27	$2.27	$2.73	66%	0.83	$187.73
$195.00	$190.00	Nov 6	$2.63	$2.63	$2.37	59%	1.11	$192.37
$195.00	$192.50	Oct 16	$1.45	$1.45	$1.05	60%	1.38	$193.55
$175.00	$165.00	Oct 23	$1.33	$1.33	$8.67	85%	0.15	$173.67
$185.00	$177.50	Oct 23	$1.93	$1.93	$5.57	74%	0.35	$183.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.44, cheapest $5.40)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$197.50	Oct 2	Oct 16	$6.10	60.8%	56.2%
$202.50	Oct 2	Oct 9	$3.88	64.3%	61.4%
$200.00	Oct 2	Oct 9	$3.90	62.4%	60.2%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$202.50	Oct 2	Oct 16	$5.40	64.3%	59.3%
$197.50	Oct 2	Oct 9	$3.64	60.8%	58.1%
$200.00	Oct 2	Oct 9	$3.73	62.4%	60.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 3.47% of stock, avg 8.70%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$197.50	Oct 2	$4.40	$2.51	$6.91	$190.59	$204.41	3.47%
$200.00	Oct 2	$3.45	$3.72	$7.17	$192.83	$207.17	3.60%
$202.50	Oct 2	$2.50	$5.20	$7.70	$194.80	$210.20	3.86%
$195.00	Oct 2	$6.33	$1.70	$8.03	$186.97	$203.03	4.03%
$205.00	Oct 2	$1.75	$6.88	$8.63	$196.37	$213.63	4.33%
$192.50	Oct 2	$8.15	$0.89	$9.04	$183.46	$201.54	4.53%
$207.50	Oct 2	$1.03	$8.82	$9.85	$197.65	$217.35	4.94%
$190.00	Oct 2	$10.30	$0.60	$10.90	$179.10	$200.90	5.47%
$210.00	Oct 2	$0.73	$10.93	$11.66	$198.34	$221.66	5.85%
$187.50	Oct 2	$12.48	$0.41	$12.89	$174.61	$200.39	6.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.57% of stock, avg 5.92%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$210.00	$187.50	Oct 2	$0.73	$0.41	$1.14	$186.36	$211.14
$210.00	$190.00	Oct 2	$0.73	$0.60	$1.33	$188.67	$211.33
$207.50	$187.50	Oct 2	$1.03	$0.41	$1.44	$186.06	$208.94
$210.00	$192.50	Oct 2	$0.73	$0.89	$1.62	$190.88	$211.62
$207.50	$190.00	Oct 2	$1.03	$0.60	$1.63	$188.37	$209.13
$207.50	$192.50	Oct 2	$1.03	$0.89	$1.92	$190.58	$209.42
$205.00	$187.50	Oct 2	$1.75	$0.41	$2.16	$185.34	$207.16
$205.00	$190.00	Oct 2	$1.75	$0.60	$2.35	$187.65	$207.35
$210.00	$195.00	Oct 2	$0.73	$1.70	$2.43	$192.57	$212.43
$205.00	$192.50	Oct 2	$1.75	$0.89	$2.64	$189.86	$207.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 205 found (best R:R 1.84, avg credit $1.08)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
168/170	225/228	Oct 30	$1.62	$0.88	59%	1.84	$168.38	$226.62
175/178	225/228	Oct 30	$1.57	$0.93	54%	1.69	$175.93	$226.57
178/180	225/228	Oct 30	$1.64	$0.86	51%	1.91	$178.36	$226.64
190/192	218/220	Oct 9	$1.72	$0.78	47%	2.21	$190.78	$219.22
190/192	228/230	Oct 9	$1.47	$1.03	56%	1.43	$191.03	$228.97
168/170	230/232	Oct 30	$1.26	$1.24	64%	1.02	$168.74	$231.26
192/195	232/235	Oct 2	$1.20	$1.30	65%	0.92	$193.80	$233.70
185/188	232/235	Oct 2	$0.67	$1.83	86%	0.37	$186.83	$233.17
190/192	222/225	Oct 9	$1.51	$0.99	52%	1.53	$190.99	$224.01
172/175	225/228	Oct 30	$1.39	$1.11	56%	1.25	$173.61	$226.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$170.00	$175.00	$180.00	Oct 16	$0.12	$4.88	8%	40.67
$215.00	$220.00	$225.00	Oct 23	$0.19	$4.81	10%	25.32
$207.50	$210.00	$212.50	Oct 2	$0.05	$2.45	10%	49.00
$200.00	$202.50	$205.00	Oct 2	$0.20	$2.30	20%	11.50
$210.00	$215.00	$220.00	Oct 30	$0.22	$4.78	11%	21.73

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$205.00	$210.00	$215.00	Oct 16	$0.10	$4.90	14%	49.00
$180.00	$185.00	$190.00	Nov 6	$0.07	$4.93	11%	70.43
$170.00	$175.00	$180.00	Nov 6	$0.12	$4.88	9%	40.67
$200.00	$202.50	$205.00	Oct 2	$0.20	$2.30	20%	11.50
$205.00	$207.50	$210.00	Oct 2	$0.17	$2.33	15%	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. 92 found (best net $-6.05, 84 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$180.00	$195.00	1:2	Oct 30	-$6.05	$8.95
$205.00	$207.50	1:2	Oct 2	-$0.31	$2.19
$212.50	$215.00	1:2	Oct 2	-$0.12	$2.38
$217.50	$220.00	1:2	Oct 2	-$0.03	$2.47
$210.00	$212.50	1:2	Oct 2	-$0.23	$2.27

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$207.50	$200.00	1:2	Oct 9	-$2.92	$4.58
$185.00	$177.50	1:2	Oct 23	-$0.77	$6.73
$195.00	$192.50	1:2	Oct 2	-$0.08	$2.42
$170.00	$165.00	1:2	Oct 16	-$0.04	$4.96
$175.00	$170.00	1:2	Oct 16	-$0.29	$4.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 5.29%, avg 2.05%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$205.00	Nov 6	$10.55	0.48	2.8%	5.29%	8.09%	3	3
$217.50	Nov 6	$6.70	0.36	9.1%	3.36%	12.43%	1	--
$202.50	Nov 6	$11.60	0.51	1.5%	5.82%	7.36%	1	--
$200.00	Nov 6	$12.75	0.53	0.3%	6.39%	6.68%	5	29
$215.00	Nov 6	$7.05	0.38	7.8%	3.54%	11.35%	8	2
$225.00	Nov 6	$4.85	0.29	12.8%	2.43%	15.26%	1	--
$207.50	Oct 30	$8.45	0.44	4.0%	4.24%	8.29%	45	--
$205.00	Oct 30	$9.15	0.47	2.8%	4.59%	7.39%	85	274
$210.00	Oct 30	$7.40	0.41	5.3%	3.71%	9.02%	8	76
$202.50	Oct 30	$10.20	0.50	1.5%	5.11%	6.66%	2	83

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 10,950

Total Puts 3,869

Put/Call Ratio 0.35

Net Difference 7,081

Prior's Put/Call Breakdown

Total Calls 4,509

Total Puts 2,486

Put/Call Ratio 0.55

Net Difference 2,023

Prior 7-Day Put/Call Summary

Total Calls 100,164

Total Puts 50,604

Average Put/Call Ratio 0.59

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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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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