ZS - Options Database

ZSCALER INC

$201.80 +2.64%

$202.55 (+0.37%)🌙

as of 10/05 06:58 PM

(10/2 18:53) ◀

Monday, October 5, 2026 (6:58pm)

▶ (10/6 09:35)

◀ 10/5 18:58 ▶

Option Volume

Detail

ℹ

Current (10/05) 21,398

Calls: 14,740 (69%)

Puts: 6,658 (31%)

Prior (10/02) 16,789

Calls: 11,350 (68%)

Puts: 5,439 (32%)

Current vs Prior +27.45%

Calls: +29.87% (Calls)

Puts: +22.41% (Puts)

Prior 7-Day Total 110,344

Calls: 73,132 (66%)

Puts: 37,212 (34%)

Prior 7-Day Average 18,390

Calls: 10,447 (66%)

Puts: 5,316 (34%)

Current vs Prior 7-Day Avg +16.35%

Calls: +41.09%

Puts: +25.24%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/05) $12.77M

Calls: $9.07M (71%)

Puts: $3.70M (29%)

Prior (10/02) $11.44M

Calls: $8.58M (75%)

Puts: $2.86M (25%)

Current vs Prior +11.68%

Calls: +5.74%

Puts: +29.49%

Prior 7-Day Total $81.91M

Calls: $51.36M (63%)

Puts: $30.55M (37%)

Prior 7-Day Average $13.65M

Calls: $7.34M (63%)

Puts: $4.36M (37%)

Current vs Prior 7-Day Avg -6.43%

Calls: +23.63%

Puts: -15.14%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/05) 0.45

Prior (10/02) 0.48

Current vs Prior -5.74%

Prior 7-Day Average 0.57

Current vs Prior 7-Day Avg -21.41%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/05) 94,924

Calls: 63,729 (67%)

Puts: 31,195 (33%)

Prior (10/02) 107,961

Calls: 63,490 (59%)

Puts: 44,471 (41%)

Current vs Prior -12.08%

Prior 7-Day Total 753,734

Calls: 466,814 (62%)

Puts: 286,920 (38%)

Prior 7-Day Average 107,676

Calls: 66,687 (62%)

Puts: 40,988 (38%)

Current vs Prior 7-Day Avg -11.84%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 7.00% | 9.20%9.20% | 18.30%

Prior 7.04% | 9.18%9.18% | 17.49%

Current vs Prior -0.61% | +0.23%+0.23% | +4.65%

Prior 7-Day Avg 5.03% | 8.56%10.45% | 18.31%

Current vs 7-Day Avg +39.17% | +7.44%-11.94% | -0.04%

Prior 7-Day Eod 7.04% | 9.18%9.18% | 17.49%

Current vs 7-Day Eod -0.61% | +0.23%+0.23% | +4.65%

Sentiment BULLISHBEARISH

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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Moderately bullish flow with 71% call dollar volume ($9.07M). Extreme bullish P/C ratio of 0.45 - heavy call buying (14,740 calls vs 6,658 puts). Call-heavy open interest (63,729 calls vs 31,195 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 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

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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🛡️ 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 6 of results (avg 9.3%, best 8.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$202.50	Oct 9	6.30	6.90	$6.60	9.1%	409	0.51	188
$162.50	Oct 23	38.05	41.75	$39.90	9.3%	9	0.94	--
$175.00	Oct 23	27.20	29.90	$28.55	9.5%	20	0.89	--
$170.00	Oct 16	31.00	34.15	$32.58	9.7%	4	0.95	--
$165.00	Oct 9	35.00	38.60	$36.80	9.8%	1	0.98	17

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$192.50	Oct 9	2.73	2.98	$2.86	8.7%	516	0.27	196

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.91, cheapest $0.91)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 9	0.83	0.99	$0.91	17.6%	1.3K	0.11	240

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.70, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 9	29.95	33.70	$31.83	11.8%	2	0.98	--
$165.00	Oct 9	35.00	38.60	$36.80	9.8%	1	0.98	17
$172.50	Oct 9	28.25	31.25	$29.75	10.1%	5	0.98	--
$175.00	Oct 9	25.80	28.90	$27.35	11.3%	7	0.96	26
$177.50	Oct 9	23.20	26.00	$24.60	11.4%	1	0.95	55

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$215.00	Oct 9	14.30	16.85	$15.58	16.4%	1	0.76	22
$212.50	Oct 16	13.60	16.15	$14.88	17.1%	5	0.66	24
$210.00	Oct 9	10.35	13.30	$11.83	24.9%	5	0.66	123
$220.00	Nov 13	23.50	26.90	$25.20	13.5%	1	0.65	--
$212.50	Oct 23	15.45	17.80	$16.63	14.1%	1	0.63	2

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 18.6K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$205.00	Oct 9	5.15	5.80	$5.48	11.9%	2.7K	0.45	732
$210.00	Oct 9	3.50	4.40	$3.95	22.8%	2.3K	0.35	1.0K
$225.00	Oct 9	0.83	0.99	$0.91	17.6%	1.3K	0.11	240
$200.00	Oct 9	6.40	8.10	$7.25	23.4%	993	0.57	510
$230.00	Oct 16	1.25	1.45	$1.35	14.8%	590	0.13	1.6K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 9	5.55	6.65	$6.10	18.0%	1.0K	0.44	570
$205.00	Oct 9	7.75	9.85	$8.80	23.9%	798	0.55	77
$185.00	Oct 9	1.09	1.24	$1.17	12.8%	626	0.13	245
$192.50	Oct 9	2.73	2.98	$2.86	8.7%	516	0.27	196
$197.50	Oct 9	3.95	5.60	$4.78	34.5%	471	0.38	309

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 44.8%, max 60.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$200.00	Oct 9	Nov 13	85.6%	53.4%	60.4%	995	512
$190.00	Oct 9	Nov 6	82.3%	52.1%	57.8%	56	116
$195.00	Oct 9	Nov 6	81.6%	53.7%	52.0%	82	130
$202.50	Oct 9	Nov 6	81.1%	53.9%	50.5%	412	195
$197.50	Oct 9	Oct 30	82.9%	55.1%	50.3%	12	326

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$200.00	Oct 9	Nov 6	85.6%	54.4%	57.5%	1.0K	587
$190.00	Oct 9	Nov 13	82.3%	53.8%	52.8%	288	292
$197.50	Oct 9	Oct 30	82.9%	55.1%	50.3%	483	309
$195.00	Oct 9	Oct 30	81.6%	54.8%	49.0%	208	447
$215.00	Oct 9	Nov 13	82.3%	56.1%	46.7%	2	22

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 156 found (best R:R 0.79, avg 4.44)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$185.00	$200.00	Nov 13	$8.38	$6.62	$8.38	72%	0.79	$193.38
$207.50	$210.00	Oct 30	$0.14	$2.36	$0.14	45%	16.86	$207.64
$212.50	$215.00	Oct 30	$0.23	$2.27	$0.23	39%	9.87	$212.73
$200.00	$202.50	Oct 9	$0.65	$1.85	$0.65	57%	2.85	$200.65
$205.00	$207.50	Oct 16	$0.43	$2.07	$0.43	46%	4.81	$205.43

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$190.00	$187.50	Nov 6	$0.35	$2.15	$0.35	32%	6.14	$189.65
$195.00	$192.50	Oct 30	$0.52	$1.98	$0.52	38%	3.81	$194.48
$202.50	$200.00	Oct 9	$0.78	$1.72	$0.78	49%	2.21	$201.72
$207.50	$205.00	Oct 9	$1.18	$1.32	$1.18	61%	1.12	$206.32
$215.00	$212.50	Oct 30	$1.28	$1.22	$1.28	63%	0.95	$213.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 0.98, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$212.50	Oct 30	$1.60	$1.60	$0.90	57%	1.78	$211.60
$205.00	$207.50	Oct 30	$1.63	$1.63	$0.87	51%	1.87	$206.63
$235.00	$240.00	Nov 6	$1.26	$1.26	$3.74	79%	0.34	$236.26
$220.00	$222.50	Oct 30	$1.12	$1.12	$1.38	68%	0.81	$221.12
$202.50	$205.00	Oct 16	$1.45	$1.45	$1.05	49%	1.38	$203.95

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$190.00	Nov 6	$4.95	$4.95	$5.05	55%	0.98	$195.05
$190.00	$180.00	Nov 13	$3.60	$3.60	$6.40	67%	0.56	$186.40
$190.00	$187.50	Oct 23	$1.38	$1.38	$1.12	70%	1.23	$188.62
$185.00	$180.00	Oct 30	$1.68	$1.68	$3.32	74%	0.51	$183.32
$200.00	$197.50	Oct 30	$1.65	$1.65	$0.85	56%	1.94	$198.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $2.00, cheapest $1.68)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$200.00	Oct 9	Oct 16	$2.57	85.6%	62.7%
$210.00	Oct 9	Oct 16	$1.53	84.7%	63.1%
$197.50	Oct 9	Oct 16	$2.22	82.9%	61.3%
$205.00	Oct 9	Oct 16	$1.45	81.0%	59.8%
$202.50	Oct 9	Oct 16	$1.78	81.1%	62.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$200.00	Oct 9	Oct 16	$1.68	85.6%	62.7%
$210.00	Oct 9	Oct 16	$1.42	84.7%	63.1%
$197.50	Oct 9	Oct 16	$1.65	82.9%	61.3%
$205.00	Oct 9	Oct 16	$1.45	81.0%	59.8%
$202.50	Oct 9	Oct 23	$3.90	81.1%	60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 6.62% of stock, avg 10.44%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$200.00	Oct 9	$7.25	$6.10	$13.35	$186.65	$213.35	6.62%
$202.50	Oct 9	$6.60	$6.88	$13.48	$189.02	$215.98	6.68%
$197.50	Oct 9	$8.73	$4.78	$13.51	$183.99	$211.01	6.69%
$205.00	Oct 9	$5.48	$8.80	$14.28	$190.72	$219.28	7.08%
$207.50	Oct 9	$4.43	$9.98	$14.41	$193.09	$221.91	7.14%
$195.00	Oct 9	$10.98	$3.73	$14.71	$180.29	$209.71	7.29%
$192.50	Oct 9	$12.20	$2.86	$15.06	$177.44	$207.56	7.46%
$210.00	Oct 9	$3.95	$11.83	$15.78	$194.22	$225.78	7.82%
$190.00	Oct 9	$14.00	$2.28	$16.28	$173.72	$206.28	8.07%
$205.00	Oct 16	$6.93	$10.25	$17.18	$187.82	$222.18	8.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.63% of stock, avg 6.81%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$215.00	$192.50	Oct 9	$2.44	$2.86	$5.30	$187.20	$220.30
$212.50	$192.50	Oct 9	$2.99	$2.86	$5.85	$186.65	$218.35
$215.00	$195.00	Oct 9	$2.44	$3.73	$6.17	$188.83	$221.17
$212.50	$195.00	Oct 9	$2.99	$3.73	$6.72	$188.28	$219.22
$210.00	$192.50	Oct 9	$3.95	$2.86	$6.81	$185.69	$216.81
$215.00	$190.00	Oct 16	$3.88	$3.63	$7.51	$182.49	$222.51
$210.00	$195.00	Oct 9	$3.95	$3.73	$7.68	$187.32	$217.68
$215.00	$197.50	Oct 9	$2.44	$4.78	$7.22	$190.28	$222.22
$207.50	$192.50	Oct 9	$4.43	$2.86	$7.29	$185.21	$214.79
$215.00	$192.50	Oct 16	$3.88	$4.43	$8.31	$184.19	$223.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 231 found (best R:R 3.72, avg credit $1.22)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
188/190	228/230	Oct 23	$1.97	$0.53	49%	3.72	$188.03	$229.47
188/190	225/228	Oct 23	$1.94	$0.56	47%	3.46	$188.06	$226.94
188/190	218/220	Oct 23	$2.13	$0.37	39%	5.76	$187.87	$219.63
175/178	220/222	Oct 30	$1.82	$0.68	50%	2.68	$175.68	$221.82
188/190	220/222	Oct 23	$1.97	$0.53	42%	3.72	$188.03	$221.97
172/175	220/222	Oct 30	$1.60	$0.90	53%	1.78	$173.40	$221.60
180/185	235/240	Nov 6	$2.79	$2.21	52%	1.26	$182.21	$237.79
165/168	220/222	Oct 30	$1.43	$1.07	58%	1.34	$166.07	$221.43
188/190	210/212	Oct 9	$1.78	$0.72	43%	2.47	$188.22	$211.78
175/178	228/230	Oct 23	$1.22	$1.28	65%	0.95	$176.28	$228.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 25.32, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$190.00	$195.00	$200.00	Nov 6	$0.19	$4.81	12%	25.32
$202.50	$205.00	$207.50	Oct 9	$0.07	$2.43	12%	34.71
$217.50	$220.00	$222.50	Oct 16	$0.10	$2.40	7%	24.00
$192.50	$195.00	$197.50	Oct 16	$0.18	$2.32	9%	12.89
$177.50	$180.00	$182.50	Oct 9	$0.14	$2.36	5%	16.86

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$170.00	$175.00	$180.00	Nov 6	$0.14	$4.86	8%	34.71
$165.00	$170.00	$175.00	Nov 6	$0.14	$4.86	7%	34.71
$197.50	$200.00	$202.50	Oct 23	$0.10	$2.40	8%	24.00
$202.50	$205.00	$207.50	Oct 23	$0.10	$2.40	7%	24.00
$175.00	$177.50	$180.00	Oct 9	$0.06	$2.44	4%	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-5.45, 74 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$175.00	$190.00	1:2	Oct 23	-$5.45	$9.55
$175.00	$190.00	1:2	Oct 30	-$7.88	$7.12
$185.00	$200.00	1:2	Nov 13	-$7.57	$7.43
$210.00	$220.00	1:2	Nov 6	-$3.67	$6.33
$227.50	$230.00	1:2	Oct 9	-$0.22	$2.28

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$200.00	$190.00	1:2	Nov 6	-$2.10	$7.90
$190.00	$180.00	1:2	Nov 13	-$1.33	$8.67
$175.00	$170.00	1:2	Oct 16	-$0.14	$4.86
$182.50	$180.00	1:2	Oct 9	-$0.22	$2.28
$172.50	$170.00	1:2	Oct 9	-$0.09	$2.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 5.03%, avg 2.10%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$210.00	Nov 13	$10.15	0.46	4.1%	5.03%	9.09%	28	--
$215.00	Nov 13	$8.10	0.40	6.5%	4.01%	10.56%	2	--
$220.00	Nov 13	$6.65	0.36	9.0%	3.30%	12.31%	1	1
$205.00	Nov 13	$11.55	0.51	1.6%	5.72%	7.31%	36	--
$225.00	Nov 13	$5.70	0.32	11.5%	2.82%	14.32%	7	2
$205.00	Nov 6	$10.50	0.50	1.6%	5.20%	6.79%	10	--
$210.00	Nov 6	$8.50	0.44	4.1%	4.21%	8.28%	1	--
$202.50	Nov 6	$11.50	0.52	0.3%	5.70%	6.05%	3	7
$230.00	Nov 13	$4.10	0.27	14.0%	2.03%	16.01%	6	3
$220.00	Nov 6	$5.50	0.33	9.0%	2.73%	11.74%	17	15

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 14,740

Total Puts 6,658

Put/Call Ratio 0.45

Net Difference 8,082

Prior's Put/Call Breakdown

Total Calls 11,350

Total Puts 5,439

Put/Call Ratio 0.48

Net Difference 5,911

Prior 7-Day Put/Call Summary

Total Calls 73,132

Total Puts 37,212

Average Put/Call Ratio 0.57

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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