ZS - Options Database

ZSCALER INC

$212.25 +5.18%

$212.50 (+0.12%)🌙

as of 10/06 06:57 PM

(10/6 10:35) ◀

Tuesday, October 6, 2026 (6:58pm)

▶ (10/7 18:56)

◀ 10/6 18:58 ▶

Option Volume

Detail

ℹ

Current (10/06) 28,751

Calls: 19,462 (68%)

Puts: 9,289 (32%)

Prior (10/05) 21,398

Calls: 14,740 (69%)

Puts: 6,658 (31%)

Current vs Prior +34.36%

Calls: +32.04% (Calls)

Puts: +39.52% (Puts)

Prior 7-Day Total 122,708

Calls: 82,300 (67%)

Puts: 40,408 (33%)

Prior 7-Day Average 20,451

Calls: 11,757 (67%)

Puts: 5,772 (33%)

Current vs Prior 7-Day Avg +40.58%

Calls: +65.53%

Puts: +60.92%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06) $20.84M

Calls: $17.48M (84%)

Puts: $3.36M (16%)

Prior (10/05) $12.77M

Calls: $9.07M (71%)

Puts: $3.70M (29%)

Current vs Prior +63.17%

Calls: +92.71%

Puts: -9.18%

Prior 7-Day Total $84.08M

Calls: $52.66M (63%)

Puts: $31.42M (37%)

Prior 7-Day Average $14.01M

Calls: $7.52M (63%)

Puts: $4.49M (37%)

Current vs Prior 7-Day Avg +48.75%

Calls: +132.35%

Puts: -25.05%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06) 0.48

Prior (10/05) 0.45

Current vs Prior +5.67%

Prior 7-Day Average 0.55

Current vs Prior 7-Day Avg -13.31%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06) 130,198

Calls: 82,166 (63%)

Puts: 48,032 (37%)

Prior (10/05) 94,924

Calls: 63,729 (67%)

Puts: 31,195 (33%)

Current vs Prior +37.16%

Prior 7-Day Total 738,923

Calls: 460,353 (62%)

Puts: 278,570 (38%)

Prior 7-Day Average 105,560

Calls: 65,764 (62%)

Puts: 39,795 (38%)

Current vs Prior 7-Day Avg +23.34%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 5.15% | 7.72%7.72% | 17.31%

Prior 7.00% | 9.20%9.20% | 18.30%

Current vs Prior -26.46% | -16.14%-16.14% | -5.39%

Prior 7-Day Avg 5.66% | 8.88%10.11% | 18.00%

Current vs 7-Day Avg -8.98% | -13.14%-23.63% | -3.82%

Prior 7-Day Eod 7.00% | 9.20%9.20% | 18.30%

Current vs 7-Day Eod -26.46% | -16.14%-16.14% | -5.39%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.25% | 8.01%

Calls: 13.69% | 8.15%

Puts: 22.82% | 7.87%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +2.30% | -22.53%

Prior 7-Day Avg 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs 7-Day Avg +2.30% | -22.53%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($17.48M) vs puts ($3.36M). Elevated premium activity with dollar volume up 63% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (19,462 calls vs 9,289 puts). Call-heavy open interest (82,166 calls vs 48,032 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

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 33 of results (avg 7.0%, best 2.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Nov 20	22.50	23.05	$22.78	2.4%	205	0.65	912
$190.00	Nov 20	28.85	29.65	$29.25	2.7%	29	0.76	847
$170.00	Nov 20	44.05	45.80	$44.93	3.9%	2	0.90	1.5K
$225.00	Oct 9	1.05	1.10	$1.08	4.6%	1.3K	0.16	1.1K
$172.50	Oct 9	38.35	40.45	$39.40	5.3%	3	1.00	--

PUTS (0)

No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 9	0.71	0.84	$0.77	16.9%	500	0.13	1.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 84 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 9	40.55	42.95	$41.75	5.7%	9	1.00	34
$172.50	Oct 9	38.35	40.45	$39.40	5.3%	3	1.00	--
$177.50	Oct 9	33.40	35.50	$34.45	6.1%	1	1.00	55
$180.00	Oct 9	31.30	33.15	$32.23	5.7%	71	1.00	108
$185.00	Oct 9	26.30	28.05	$27.18	6.4%	4	1.00	67

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$222.50	Oct 9	10.60	13.45	$12.02	23.7%	14	0.79	--
$220.00	Oct 9	8.80	11.60	$10.20	27.5%	20	0.73	26
$222.50	Oct 16	12.85	15.45	$14.15	18.4%	6	0.69	--
$217.50	Oct 9	7.35	9.40	$8.38	24.5%	28	0.67	4
$222.50	Oct 23	14.70	17.45	$16.08	17.1%	3	0.66	--

Most actively traded options today. High liquidity = easy entry/exit. 245 active (total vol 25.4K, top 2.3K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 9	5.50	6.25	$5.88	12.8%	2.3K	0.58	2.2K
$220.00	Oct 9	1.75	2.13	$1.94	19.6%	1.7K	0.27	869
$225.00	Oct 9	1.05	1.10	$1.08	4.6%	1.3K	0.16	1.1K
$205.00	Oct 9	7.80	9.45	$8.63	19.1%	1.2K	0.74	2.1K
$212.50	Oct 9	4.00	5.00	$4.50	22.2%	993	0.49	374

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$205.00	Oct 9	1.50	2.51	$2.01	50.2%	769	0.27	747
$210.00	Oct 16	5.80	7.10	$6.45	20.2%	768	0.45	299
$185.00	Oct 9	0.05	0.26	$0.16	131.2%	732	0.03	786
$190.00	Oct 9	0.05	0.33	$0.19	147.4%	504	0.04	348
$200.00	Oct 9	0.71	0.84	$0.77	16.9%	500	0.13	1.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 20.9%, max 33.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$207.50	Oct 9	Oct 30	67.5%	51.7%	30.5%	424	1.1K
$205.00	Oct 9	Nov 13	62.7%	50.6%	23.9%	1.2K	2.1K
$225.00	Oct 9	Nov 13	66.8%	54.0%	23.7%	1.3K	1.1K
$220.00	Oct 9	Nov 20	64.7%	53.9%	19.9%	2.3K	3.3K
$210.00	Oct 9	Nov 20	61.2%	51.3%	19.4%	2.5K	2.7K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$207.50	Oct 9	Nov 13	67.5%	50.4%	33.8%	179	61
$205.00	Oct 9	Oct 30	62.7%	50.5%	24.0%	791	748
$220.00	Oct 9	Nov 20	64.7%	53.9%	19.9%	27	91
$210.00	Oct 9	Nov 20	61.2%	51.3%	19.4%	218	308
$215.00	Oct 9	Oct 30	64.3%	53.9%	19.4%	12	23

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 165 found (best R:R 4.08, avg 4.00)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$240.00	Nov 20	$1.97	$8.03	$1.97	36%	4.08	$231.97
$185.00	$190.00	Nov 20	$2.95	$2.05	$2.95	80%	0.69	$187.95
$195.00	$200.00	Nov 20	$2.62	$2.38	$2.62	71%	0.91	$197.62
$220.00	$225.00	Nov 6	$1.25	$3.75	$1.25	43%	3.00	$221.25
$202.50	$205.00	Oct 30	$0.92	$1.58	$0.92	65%	1.72	$203.42

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$207.50	Oct 9	$0.57	$1.93	$0.57	42%	3.39	$209.43
$205.00	$202.50	Oct 23	$0.52	$1.98	$0.52	37%	3.81	$204.48
$202.50	$200.00	Oct 30	$0.57	$1.93	$0.57	35%	3.39	$201.93
$185.00	$182.50	Oct 23	$0.10	$2.40	$0.10	12%	24.00	$184.90
$200.00	$197.50	Oct 16	$0.38	$2.12	$0.38	24%	5.58	$199.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 0.43, avg 0.39)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$242.50	$245.00	Oct 9	$0.54	$0.54	$1.96	89%	0.28	$243.04
$222.50	$225.00	Oct 30	$1.22	$1.22	$1.28	62%	0.95	$223.72
$232.50	$235.00	Nov 6	$1.02	$1.02	$1.48	70%	0.69	$233.52
$232.50	$235.00	Oct 23	$0.79	$0.79	$1.71	77%	0.46	$233.29
$245.00	$250.00	Oct 9	$0.41	$0.41	$4.59	93%	0.09	$245.41

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$197.50	$185.00	Nov 13	$3.75	$3.75	$8.75	68%	0.43	$193.75
$200.00	$195.00	Nov 20	$2.32	$2.32	$2.68	65%	0.87	$197.68
$210.00	$200.00	Nov 6	$4.47	$4.47	$5.53	55%	0.81	$205.53
$195.00	$190.00	Oct 30	$1.62	$1.62	$3.38	74%	0.48	$193.38
$185.00	$180.00	Nov 6	$1.27	$1.27	$3.73	82%	0.34	$183.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.60, cheapest $2.37)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$207.50	Oct 9	Oct 16	$2.75	67.5%	53.3%
$212.50	Oct 9	Oct 16	$2.28	63.4%	52.1%
$210.00	Oct 9	Oct 16	$2.92	61.2%	51.7%
$217.50	Oct 9	Oct 16	$2.57	63.5%	55.1%
$215.00	Oct 9	Oct 16	$2.75	64.3%	56.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$207.50	Oct 9	Oct 16	$2.37	67.5%	53.3%
$212.50	Oct 9	Oct 16	$2.53	63.4%	52.1%
$210.00	Oct 9	Oct 16	$2.72	61.2%	51.7%
$217.50	Oct 9	Oct 16	$2.45	63.5%	55.1%
$215.00	Oct 9	Oct 16	$2.62	64.3%	56.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 4.50% of stock, avg 9.28%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$212.50	Oct 9	$4.50	$5.05	$9.55	$202.95	$222.05	4.50%
$210.00	Oct 9	$5.88	$3.73	$9.61	$200.39	$219.61	4.53%
$215.00	Oct 9	$3.50	$6.73	$10.23	$204.77	$225.23	4.82%
$207.50	Oct 9	$7.20	$3.16	$10.36	$197.14	$217.86	4.88%
$205.00	Oct 9	$8.63	$2.01	$10.64	$194.36	$215.64	5.01%
$217.50	Oct 9	$2.56	$8.38	$10.94	$206.56	$228.44	5.15%
$202.50	Oct 9	$10.40	$1.25	$11.65	$190.85	$214.15	5.49%
$220.00	Oct 9	$1.94	$10.20	$12.14	$207.86	$232.14	5.72%
$200.00	Oct 9	$12.40	$0.77	$13.17	$186.83	$213.17	6.20%
$222.50	Oct 9	$1.41	$12.02	$13.43	$209.07	$235.93	6.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 1.03% of stock, avg 6.59%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$222.50	$200.00	Oct 9	$1.41	$0.77	$2.18	$197.82	$224.68
$222.50	$202.50	Oct 9	$1.41	$1.25	$2.66	$199.84	$225.16
$220.00	$200.00	Oct 9	$1.94	$0.77	$2.71	$197.29	$222.71
$220.00	$202.50	Oct 9	$1.94	$1.25	$3.19	$199.31	$223.19
$222.50	$205.00	Oct 9	$1.41	$2.01	$3.42	$201.58	$225.92
$220.00	$205.00	Oct 9	$1.94	$2.01	$3.95	$201.05	$223.95
$217.50	$200.00	Oct 9	$2.56	$0.77	$3.33	$196.67	$220.83
$217.50	$202.50	Oct 9	$2.56	$1.25	$3.81	$198.69	$221.31
$217.50	$205.00	Oct 9	$2.56	$2.01	$4.57	$200.43	$222.07
$222.50	$207.50	Oct 9	$1.41	$3.16	$4.57	$202.93	$227.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 248 found (best R:R 1.50, avg credit $1.29)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
190/192	232/235	Oct 23	$1.50	$1.00	58%	1.50	$191.00	$234.00
180/182	232/235	Oct 23	$1.27	$1.23	66%	1.03	$181.23	$233.77
202/205	230/232	Oct 16	$1.77	$0.73	46%	2.42	$203.23	$231.77
202/205	242/245	Oct 9	$1.30	$1.20	62%	1.08	$203.70	$243.80
198/200	232/235	Oct 23	$1.66	$0.84	48%	1.98	$198.34	$234.16
190/192	232/235	Nov 6	$1.72	$0.78	45%	2.21	$190.78	$234.22
182/185	242/245	Oct 9	$0.66	$1.84	87%	0.36	$184.34	$243.16
180/182	230/232	Oct 16	$0.98	$1.52	74%	0.64	$181.52	$230.98
202/205	220/222	Oct 16	$2.06	$0.44	30%	4.68	$202.94	$222.06
192/195	232/235	Nov 6	$1.75	$0.75	43%	2.33	$193.25	$234.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 12.51, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$210.00	$220.00	$230.00	Nov 20	$0.74	$9.26	19%	12.51
$212.50	$215.00	$217.50	Oct 9	$0.06	$2.44	16%	40.67
$205.00	$207.50	$210.00	Oct 9	$0.11	$2.39	16%	21.73
$217.50	$220.00	$222.50	Oct 9	$0.09	$2.41	12%	26.78
$220.00	$225.00	$230.00	Nov 13	$0.22	$4.78	10%	21.73

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$190.00	$195.00	$200.00	Oct 30	$0.14	$4.86	13%	34.71
$180.00	$185.00	$190.00	Nov 20	$0.13	$4.87	8%	37.46
$175.00	$180.00	$185.00	Nov 20	$0.13	$4.87	7%	37.46
$215.00	$217.50	$220.00	Oct 9	$0.17	$2.33	14%	13.71
$207.50	$210.00	$212.50	Oct 23	$0.10	$2.40	8%	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.53, 96 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$235.00	$245.00	1:2	Oct 30	-$0.37	$9.63
$235.00	$245.00	1:2	Nov 6	-$1.35	$8.65
$180.00	$195.00	1:2	Nov 6	-$12.40	$2.60
$230.00	$240.00	1:2	Nov 13	-$2.46	$7.54
$240.00	$245.00	1:2	Oct 23	-$0.38	$4.62

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$197.50	$185.00	1:2	Nov 13	-$0.53	$11.97
$210.00	$200.00	1:2	Nov 6	-$3.16	$6.84
$192.50	$190.00	1:2	Oct 9	-$0.01	$2.49
$202.50	$200.00	1:2	Oct 9	-$0.29	$2.21
$205.00	$202.50	1:2	Oct 9	-$0.49	$2.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 5.51%, avg 2.09%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$11.70	0.45	3.6%	5.51%	9.16%	571	2.4K
$230.00	Nov 20	$7.90	0.36	8.4%	3.72%	12.08%	291	1.8K
$240.00	Nov 20	$6.30	0.28	13.1%	2.97%	16.04%	52	1.2K
$220.00	Nov 13	$9.75	0.44	3.6%	4.59%	8.24%	1	--
$215.00	Nov 13	$11.70	0.49	1.3%	5.51%	6.81%	3	--
$225.00	Nov 13	$7.95	0.39	6.0%	3.75%	9.75%	1	8
$230.00	Nov 13	$6.10	0.34	8.4%	2.87%	11.24%	11	9
$220.00	Nov 6	$8.55	0.43	3.6%	4.03%	7.68%	12	32
$225.00	Nov 6	$7.05	0.38	6.0%	3.32%	9.33%	2	11
$250.00	Nov 20	$3.90	0.21	17.8%	1.84%	19.62%	215	454

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 19,462

Total Puts 9,289

Put/Call Ratio 0.48

Net Difference 10,173

Prior's Put/Call Breakdown

Total Calls 14,740

Total Puts 6,658

Put/Call Ratio 0.45

Net Difference 8,082

Prior 7-Day Put/Call Summary

Total Calls 82,300

Total Puts 40,408

Average Put/Call Ratio 0.55

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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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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