Tour v531
ZS
ZSCALER INC
$196.60 -1.10%
$196.16 (-0.22%)🌙
as of 10/02 06:53 PM
◀ 10/2 18:53 ▶

Option Volume

Detail
ℹ
Current (10/02) 16,789
Calls: 11,350 (68%)
Puts: 5,439 (32%)
Prior (10/01) 11,678
Calls: 7,996 (68%)
Puts: 3,682 (32%)
Current vs Prior +43.77%
Calls: +41.95% (Calls)
Puts: +47.72% (Puts)
Prior 7-Day Total 117,666
Calls: 78,379 (67%)
Puts: 39,287 (33%)
Prior 7-Day Average 19,611
Calls: 11,197 (67%)
Puts: 5,612 (33%)
Current vs Prior 7-Day Avg -14.39%
Calls: +1.37%
Puts: -3.09%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $11.44M
Calls: $8.58M (75%)
Puts: $2.86M (25%)
Prior (10/01) $8.48M
Calls: $3.95M (47%)
Puts: $4.53M (53%)
Current vs Prior +34.86%
Calls: +117.08%
Puts: -36.85%
Prior 7-Day Total $98.11M
Calls: $64.48M (66%)
Puts: $33.63M (34%)
Prior 7-Day Average $16.35M
Calls: $9.21M (66%)
Puts: $4.80M (34%)
Current vs Prior 7-Day Avg -30.05%
Calls: -6.88%
Puts: -40.46%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.48
Prior (10/01) 0.46
Current vs Prior +4.07%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -16.08%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 107,961
Calls: 63,490 (59%)
Puts: 44,471 (41%)
Prior (10/01) 98,925
Calls: 59,060 (60%)
Puts: 39,865 (40%)
Current vs Prior +9.13%
Prior 7-Day Total 767,102
Calls: 477,647 (62%)
Puts: 289,455 (38%)
Prior 7-Day Average 109,586
Calls: 68,235 (62%)
Puts: 41,350 (38%)
Current vs Prior 7-Day Avg -1.48%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.34% | 7.04%9.18% | 17.49%
Prior 3.34% | 7.59%9.67% | 17.41%
Current vs Prior +111.22% | +21.02%-5.10% | +0.44%
Prior 7-Day Avg 4.85% | 8.46%10.88% | 18.75%
Current vs 7-Day Avg +45.37% | +8.52%-15.59% | -6.75%
Prior 7-Day Eod 3.34% | 7.59%9.67% | 17.41%
Current vs 7-Day Eod +111.22% | +21.02%-5.10% | +0.44%
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 75% call dollar volume ($8.58M). Extreme bullish P/C ratio of 0.48 - heavy call buying (11,350 calls vs 5,439 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 8 of results (avg 8.4%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1635.7037.60$36.655.2%71.00--
$160.00Oct 934.8537.70$36.287.9%40.94--
$165.00Oct 1630.2532.80$31.538.1%70.94126
$160.00Oct 234.6037.60$36.108.3%80.91--
$175.00Oct 3024.2026.60$25.409.4%20.805
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.68, cheapest $0.50)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 90.780.93$0.8617.4%5320.11378
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 90.470.52$0.5010.0%400.0761

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 224.4527.50$25.9811.7%51.0072
$172.50Oct 222.0525.00$23.5312.5%61.0048
$175.00Oct 219.4022.50$20.9514.8%81.00372
$190.00Oct 24.807.10$5.9538.7%191.00157
$160.00Oct 1635.7037.60$36.655.2%71.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$202.50Oct 25.306.60$5.9521.8%110.9945
$207.50Oct 210.3012.70$11.5020.9%140.9934
$200.00Oct 23.005.20$4.1053.7%1020.99144
$205.00Oct 27.5010.45$8.9832.9%300.9943
$212.50Oct 215.0017.30$16.1514.2%30.96--

Most actively traded options today. High liquidity = easy entry/exit. 228 active (total vol 12.8K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Oct 20.000.03$0.02150.0%1.1K0.011.1K
$207.50Oct 92.533.15$2.8421.8%8340.28259
$200.00Oct 20.000.01$0.01100.0%7410.011.1K
$205.00Oct 92.943.50$3.2217.4%5710.32374
$210.00Oct 91.902.24$2.0716.4%5470.23745
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 20.010.22$0.12175.0%1.2K0.15305
$197.50Oct 96.207.35$6.7817.0%2960.51108
$177.50Oct 20.000.88$0.44200.0%2300.07520
$197.50Oct 20.511.61$1.06103.8%2050.80128
$192.50Oct 20.000.34$0.17200.0%1680.11606

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 27.3%, max 34.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Oct 2Nov 674.9%55.8%34.2%214303
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$197.50Oct 2Nov 674.9%55.8%34.2%210130
$215.00Oct 9Oct 1661.1%53.8%13.6%2866

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 0.54, avg 4.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$170.00$192.50Nov 6$14.58$7.92$14.5883%0.54$184.58
$200.00$220.00Nov 13$5.80$14.20$5.8050%2.45$205.80
$177.50$195.00Oct 23$10.95$6.55$10.9580%0.60$188.45
$187.50$200.00Nov 13$6.47$6.03$6.4764%0.93$193.97
$177.50$180.00Oct 30$1.33$1.17$1.3378%0.88$178.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$197.50$195.00Oct 9$0.80$1.70$0.8051%2.13$196.70
$195.00$192.50Oct 16$0.80$1.70$0.8045%2.13$194.20
$187.50$185.00Oct 23$0.60$1.90$0.6034%3.17$186.90
$187.50$185.00Oct 30$0.67$1.83$0.6735%2.73$186.83
$165.00$160.00Nov 6$0.38$4.62$0.3812%12.16$164.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 107 found (best R:R 0.52, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$197.50$200.00Oct 16$1.43$1.43$1.0750%1.34$198.93
$225.00$230.00Oct 2$0.23$0.23$4.7796%0.05$225.23
$207.50$210.00Oct 9$0.77$0.77$1.7372%0.45$208.27
$212.50$215.00Oct 2$0.13$0.13$2.3796%0.05$212.63
$212.50$215.00Oct 9$0.51$0.51$1.9981%0.26$213.01
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$170.00Nov 13$1.72$1.72$3.2877%0.52$173.28
$180.00$175.00Nov 13$1.82$1.82$3.1872%0.57$178.18
$175.00$170.00Nov 6$1.36$1.36$3.6478%0.37$173.64
$185.00$182.50Oct 16$1.05$1.05$1.4573%0.72$183.95
$185.00$180.00Nov 6$1.87$1.87$3.1367%0.60$183.13

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 0.61% of stock, avg 8.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Oct 2$0.13$1.06$1.19$196.31$198.690.61%
$195.00Oct 2$1.58$0.12$1.70$193.30$196.700.86%
$192.50Oct 2$3.64$0.17$3.81$188.69$196.311.94%
$200.00Oct 2$0.01$4.10$4.11$195.89$204.112.09%
$202.50Oct 2$0.01$5.95$5.96$196.54$208.463.03%
$190.00Oct 2$5.95$0.03$5.98$184.02$195.983.04%
$187.50Oct 2$8.52$0.07$8.59$178.91$196.094.37%
$205.00Oct 2$0.02$8.98$9.00$196.00$214.004.58%
$185.00Oct 2$10.75$0.36$11.11$173.89$196.115.65%
$207.50Oct 2$0.01$11.50$11.51$195.99$219.015.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.13% of stock, avg 6.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$197.50$195.00Oct 2$0.13$0.12$0.25$194.75$197.75
$197.50$192.50Oct 2$0.13$0.17$0.30$192.20$197.80
$197.50$182.50Oct 2$0.13$0.34$0.47$182.03$197.97
$197.50$185.00Oct 2$0.13$0.36$0.49$184.51$197.99
$197.50$160.00Oct 2$0.13$1.07$1.20$158.80$198.70
$207.50$185.00Oct 9$2.84$2.07$4.91$180.09$212.41
$207.50$187.50Oct 9$2.84$2.73$5.57$181.93$213.07
$205.00$185.00Oct 9$3.22$2.07$5.29$179.71$210.29
$205.00$187.50Oct 9$3.22$2.73$5.95$181.55$210.95
$207.50$190.00Oct 9$2.84$3.53$6.37$183.63$213.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 213 found (best R:R 2.68, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185212/215Oct 23$1.82$0.6840%2.68$183.18$214.32
182/185220/222Oct 16$1.40$1.1056%1.27$183.60$221.40
182/185210/212Oct 16$1.68$0.8245%2.05$183.32$211.68
182/185218/220Oct 16$1.46$1.0454%1.40$183.54$218.96
182/185208/210Oct 16$1.78$0.7241%2.47$183.22$209.28
175/178212/215Oct 2$0.56$1.9489%0.29$176.94$213.06
182/185212/215Oct 16$1.56$0.9449%1.66$183.44$214.06
172/175212/215Oct 23$1.37$1.1354%1.21$173.63$213.87
172/175232/235Oct 30$1.10$1.4064%0.79$173.90$233.60
180/182208/210Oct 9$1.28$1.2255%1.05$181.22$208.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 3.10, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$192.50$195.00$197.50Oct 2$0.61$1.8969%3.10
$195.00$197.50$200.00Oct 2$1.33$1.1785%0.88
$170.00$175.00$180.00Oct 16$0.06$4.9410%82.33
$205.00$210.00$215.00Oct 30$0.13$4.8711%37.46
$197.50$200.00$202.50Oct 2$0.12$2.3820%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$210.00$215.00Oct 16$0.06$4.9415%82.33
$192.50$195.00$197.50Oct 2$0.99$1.5169%1.53
$170.00$175.00$180.00Nov 6$0.07$4.9310%70.43
$170.00$175.00$180.00Nov 13$0.10$4.9011%49.00
$160.00$165.00$170.00Oct 16$0.08$4.925%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-0.82, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$192.501:2Nov 6-$0.82$21.68
$177.50$195.001:2Oct 23$0.00$17.50
$200.00$220.001:2Nov 13-$1.20$18.80
$190.00$192.501:2Oct 2-$1.33$1.17
$187.50$200.001:2Nov 13-$6.33$6.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$202.50$190.001:2Oct 30-$1.71$10.79
$170.00$160.001:2Nov 13-$0.57$9.43
$197.50$187.501:2Nov 6-$3.67$6.33
$202.50$200.001:2Oct 2-$2.25$0.25
$170.00$165.001:2Oct 16-$0.12$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.75%, avg 1.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Nov 13$11.300.501.7%5.75%7.48%2--
$220.00Nov 13$5.500.3111.9%2.80%14.70%1--
$207.50Nov 6$7.600.415.5%3.87%9.41%11
$197.50Nov 6$11.500.520.5%5.85%6.31%110
$202.50Nov 6$9.150.463.0%4.65%7.66%3--
$200.00Nov 6$10.050.491.7%5.11%6.84%128
$210.00Nov 6$6.550.386.8%3.33%10.15%16
$230.00Nov 13$3.350.2417.0%1.70%18.69%1--
$200.00Oct 30$8.900.471.7%4.53%6.26%98159
$205.00Oct 30$7.050.414.3%3.59%7.86%7330

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 11,350
Total Puts 5,439
Put/Call Ratio 0.48
Net Difference 5,911

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 78,379
Total Puts 39,287
Average Put/Call Ratio 0.57
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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