Tour v531
ZS
ZSCALER INC
$198.78 -0.32%
$199.99 (+0.61%)🌙
as of 10/01 06:57 PM
◀ 10/1 18:57 ▶

Option Volume

Detail
ℹ
Current (10/01) 11,678
Calls: 7,996 (68%)
Puts: 3,682 (32%)
Prior (09/30) 14,819
Calls: 10,950 (74%)
Puts: 3,869 (26%)
Current vs Prior -21.20%
Calls: -26.98% (Calls)
Puts: -4.83% (Puts)
Prior 7-Day Total 130,404
Calls: 85,757 (66%)
Puts: 44,647 (34%)
Prior 7-Day Average 21,734
Calls: 12,251 (66%)
Puts: 6,378 (34%)
Current vs Prior 7-Day Avg -46.27%
Calls: -34.73%
Puts: -42.27%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $8.48M
Calls: $3.95M (47%)
Puts: $4.53M (53%)
Prior (09/30) $11.25M
Calls: $5.65M (50%)
Puts: $5.60M (50%)
Current vs Prior -24.60%
Calls: -30.03%
Puts: -19.11%
Prior 7-Day Total $104.15M
Calls: $71.73M (69%)
Puts: $32.43M (31%)
Prior 7-Day Average $17.36M
Calls: $10.25M (69%)
Puts: $4.63M (31%)
Current vs Prior 7-Day Avg -51.14%
Calls: -61.44%
Puts: -2.21%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.46
Prior (09/30) 0.35
Current vs Prior +30.32%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -21.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 98,925
Calls: 59,060 (60%)
Puts: 39,865 (40%)
Prior (09/30) 92,011
Calls: 60,780 (66%)
Puts: 31,231 (34%)
Current vs Prior +7.51%
Prior 7-Day Total 801,944
Calls: 499,570 (62%)
Puts: 302,374 (38%)
Prior 7-Day Average 114,563
Calls: 71,367 (62%)
Puts: 43,196 (38%)
Current vs Prior 7-Day Avg -13.65%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.34% | 7.59%9.67% | 17.41%
Prior 4.07% | 7.89%9.88% | 17.64%
Current vs Prior -18.09% | -3.82%-2.07% | -1.28%
Prior 7-Day Avg 5.35% | 8.68%9.72% | 18.18%
Current vs 7-Day Avg -37.65% | -12.56%-0.49% | -4.26%
Prior 7-Day Eod 4.07% | 7.89%9.88% | 17.64%
Current vs 7-Day Eod -18.09% | -3.82%-2.07% | -1.28%
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

Extreme bullish P/C ratio of 0.46 - heavy call buying (7,996 calls vs 3,682 puts). P/C ratio rising 30% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 5 of results (avg 9.1%, best 7.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1638.0041.30$39.658.3%20.9476
$165.00Oct 1633.2036.50$34.859.5%10.93126
$210.00Oct 92.953.25$3.109.7%950.29696
$205.00Oct 94.304.75$4.539.9%1260.39309
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 2312.1013.10$12.607.9%10.52--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.87, cheapest $0.87)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 90.780.95$0.8719.5%630.10229
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 218.5020.75$19.6311.5%580.99160
$172.50Oct 224.7028.25$26.4813.4%40.99--
$182.50Oct 214.8518.30$16.5820.8%10.98--
$165.00Oct 932.6036.05$34.3310.0%20.97--
$185.00Oct 212.8015.25$14.0317.5%120.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 211.9015.15$13.5324.0%11.00--
$215.00Oct 214.3517.40$15.8819.2%11.00--
$210.00Oct 29.5012.45$10.9826.9%30.95--
$207.50Oct 27.6510.25$8.9529.1%110.91--
$205.00Oct 25.507.05$6.2824.7%60.83--

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 7.7K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 20.590.80$0.7030.0%1.2K0.20535
$230.00Oct 161.081.54$1.3135.1%6720.121.7K
$215.00Oct 163.254.10$3.6823.1%5350.271.3K
$220.00Oct 162.552.85$2.7011.1%3690.213.4K
$202.50Oct 3010.1512.30$11.2319.1%3590.4982
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 20.040.25$0.14150.0%3430.04465
$210.00Oct 3017.4020.15$18.7714.7%2820.6052
$200.00Oct 96.158.40$7.2830.9%2120.51294
$185.00Oct 91.481.95$1.7227.3%1050.1882
$190.00Oct 92.903.50$3.2018.8%870.28182

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 13.7%, max 28.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Oct 2Nov 668.9%53.5%28.7%2491.1K
$205.00Oct 2Nov 665.6%57.0%15.2%1.2K535
$195.00Oct 2Nov 662.6%55.7%12.3%29324
$202.50Oct 2Nov 663.3%56.7%11.6%174398
$197.50Oct 2Nov 656.8%52.7%7.9%18302
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Oct 2Oct 3068.9%56.5%22.0%53140
$205.00Oct 2Oct 2365.6%58.1%13.0%5016
$195.00Oct 2Nov 662.6%55.7%12.3%82330
$202.50Oct 2Oct 3063.3%57.5%10.2%445
$197.50Oct 2Oct 1656.8%54.8%3.7%68218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 0.52, avg 4.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$197.50Oct 23$14.80$7.70$14.8085%0.52$189.80
$177.50$195.00Oct 30$11.02$6.48$11.0280%0.59$188.52
$180.00$195.00Nov 6$8.88$6.12$8.8875%0.69$188.88
$205.00$207.50Oct 16$0.22$2.28$0.2241%10.36$205.22
$200.00$202.50Oct 9$0.52$1.98$0.5250%3.81$200.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 2$1.48$1.02$1.4883%0.69$203.52
$197.50$195.00Oct 9$0.67$1.83$0.6745%2.73$196.83
$180.00$177.50Oct 16$0.19$2.31$0.1916%12.16$179.81
$185.00$182.50Oct 30$0.52$1.98$0.5229%3.81$184.48
$207.50$205.00Oct 23$1.30$1.20$1.3059%0.92$206.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 89 found (best R:R 0.47, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$202.50$205.00Oct 16$1.70$1.70$0.8054%2.13$204.20
$202.50$205.00Oct 9$1.40$1.40$1.1055%1.27$203.90
$210.00$212.50Oct 9$0.98$0.98$1.5271%0.64$210.98
$207.50$210.00Oct 9$1.03$1.03$1.4765%0.70$208.53
$200.00$202.50Oct 2$1.14$1.14$1.3654%0.84$201.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$187.50$175.00Nov 6$3.97$3.97$8.5367%0.47$183.53
$195.00$190.00Nov 6$2.82$2.82$2.1858%1.29$192.18
$185.00$180.00Nov 13$2.23$2.23$2.7769%0.81$182.77
$175.00$170.00Nov 6$1.40$1.40$3.6080%0.39$173.60
$185.00$180.00Oct 16$1.50$1.50$3.5076%0.43$183.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $4.37, cheapest $4.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 2Oct 9$4.1068.9%59.2%
$202.50Oct 2Oct 9$4.7263.3%64.0%
$197.50Oct 2Oct 9$4.3556.8%58.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 2Oct 9$4.1068.9%59.2%
$197.50Oct 2Oct 9$4.5756.8%58.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 2.51% of stock, avg 8.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 2$3.45$1.53$4.98$192.52$202.482.51%
$200.00Oct 2$2.35$3.18$5.53$194.47$205.532.78%
$195.00Oct 2$4.95$0.93$5.88$189.12$200.882.96%
$202.50Oct 2$1.21$4.80$6.01$196.49$208.513.02%
$205.00Oct 2$0.70$6.28$6.98$198.02$211.983.51%
$192.50Oct 2$7.03$0.42$7.45$185.05$199.953.75%
$190.00Oct 2$9.15$0.22$9.37$180.63$199.374.71%
$207.50Oct 2$0.41$8.95$9.36$198.14$216.864.71%
$210.00Oct 2$0.30$10.98$11.28$198.72$221.285.67%
$187.50Oct 2$11.60$0.19$11.79$175.71$199.295.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 0.26% of stock, avg 5.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$190.00Oct 2$0.30$0.22$0.52$189.48$210.52
$207.50$190.00Oct 2$0.41$0.22$0.63$189.37$208.13
$210.00$192.50Oct 2$0.30$0.42$0.72$191.78$210.72
$207.50$192.50Oct 2$0.41$0.42$0.83$191.67$208.33
$205.00$190.00Oct 2$0.70$0.22$0.92$189.08$205.92
$205.00$192.50Oct 2$0.70$0.42$1.12$191.38$206.12
$210.00$162.50Oct 2$0.30$1.07$1.37$161.13$211.37
$210.00$195.00Oct 2$0.30$0.93$1.23$193.77$211.23
$207.50$195.00Oct 2$0.41$0.93$1.34$193.66$208.84
$207.50$162.50Oct 2$0.41$1.07$1.48$161.02$208.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 143 found (best R:R 2.38, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
185/188210/212Oct 9$1.76$0.7448%2.38$185.74$211.76
185/188208/210Oct 9$1.81$0.6942%2.62$185.69$209.31
160/162222/225Oct 2$0.59$1.9189%0.31$161.91$223.09
182/185210/212Oct 9$1.46$1.0453%1.40$183.54$211.46
160/162210/212Oct 2$0.68$1.8284%0.37$161.82$210.68
180/182210/212Oct 9$1.33$1.1757%1.14$181.17$211.33
188/190210/212Oct 9$1.68$0.8243%2.05$188.32$211.68
185/188218/220Oct 9$1.27$1.2359%1.03$186.23$218.77
185/188215/218Oct 9$1.35$1.1555%1.17$186.15$216.35
190/192210/212Oct 9$1.78$0.7238%2.47$190.72$211.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Oct 16$0.40$4.6017%11.50
$195.00$197.50$200.00Oct 9$0.10$2.4011%24.00
$215.00$220.00$225.00Oct 30$0.23$4.7710%20.74
$202.50$205.00$207.50Oct 2$0.22$2.2818%10.36
$195.00$197.50$200.00Oct 2$0.40$2.1030%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$192.50$195.00$197.50Oct 2$0.09$2.4125%26.78
$180.00$185.00$190.00Oct 23$0.18$4.8213%26.78
$185.00$190.00$195.00Oct 30$0.24$4.7613%19.83
$187.50$190.00$192.50Oct 9$0.10$2.4010%24.00
$165.00$170.00$175.00Oct 23$0.19$4.818%25.32

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 $-3.71, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$177.50$195.001:2Oct 30-$3.71$13.79
$180.00$195.001:2Nov 6-$7.27$7.73
$165.00$177.501:2Oct 9-$10.93$1.57
$220.00$230.001:2Oct 23-$0.75$9.25
$200.00$202.501:2Oct 2-$0.07$2.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$202.50$190.001:2Oct 23-$0.50$12.00
$187.50$175.001:2Nov 6-$0.06$12.44
$180.00$170.001:2Oct 30-$0.18$9.82
$185.00$180.001:2Oct 16-$0.29$4.71
$170.00$160.001:2Nov 6-$0.43$9.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.68%, avg 2.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$202.50Nov 6$11.300.501.9%5.68%7.56%1--
$205.00Nov 6$10.150.473.1%5.11%8.24%1--
$225.00Nov 13$5.150.3013.2%2.59%15.78%2--
$200.00Nov 6$12.350.530.6%6.21%6.83%1927
$220.00Nov 6$6.150.3210.7%3.09%13.77%1--
$230.00Nov 13$4.350.2715.7%2.19%17.89%2--
$215.00Nov 6$6.300.378.2%3.17%11.33%2--
$200.00Oct 30$11.450.520.6%5.76%6.37%22--
$202.50Oct 30$10.150.491.9%5.11%6.98%35982
$205.00Oct 30$8.650.463.1%4.35%7.48%21343

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 7,996
Total Puts 3,682
Put/Call Ratio 0.46
Net Difference 4,314

Prior's Put/Call Breakdown

Total Calls 10,950
Total Puts 3,869
Put/Call Ratio 0.35
Net Difference 7,081

Prior 7-Day Put/Call Summary

Total Calls 85,757
Total Puts 44,647
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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