Tour v531
ZS
ZSCALER INC
$213.55 +0.61%
$214.01 (+0.22%)🌙
as of 10/07 06:56 PM
◀ 10/7 18:56

Option Volume

Detail
ℹ
Current (10/07) 15,763
Calls: 7,539 (48%)
Puts: 8,224 (52%)
Prior (10/06) 28,751
Calls: 19,462 (68%)
Puts: 9,289 (32%)
Current vs Prior -45.17%
Calls: -61.26% (Calls)
Puts: -11.47% (Puts)
Prior 7-Day Total 100,430
Calls: 69,007 (69%)
Puts: 31,423 (31%)
Prior 7-Day Average 16,738
Calls: 9,858 (69%)
Puts: 4,489 (31%)
Current vs Prior 7-Day Avg -5.83%
Calls: -23.53%
Puts: +83.20%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $11.05M
Calls: $8.32M (75%)
Puts: $2.73M (25%)
Prior (10/06) $20.84M
Calls: $17.48M (84%)
Puts: $3.36M (16%)
Current vs Prior -46.99%
Calls: -52.43%
Puts: -18.73%
Prior 7-Day Total $69.17M
Calls: $47.76M (69%)
Puts: $21.41M (31%)
Prior 7-Day Average $11.53M
Calls: $6.82M (69%)
Puts: $3.06M (31%)
Current vs Prior 7-Day Avg -4.15%
Calls: +21.88%
Puts: -10.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 1.09
Prior (10/06) 0.48
Current vs Prior +128.55%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +102.38%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 117,643
Calls: 70,954 (60%)
Puts: 46,689 (40%)
Prior (10/06) 130,198
Calls: 82,166 (63%)
Puts: 48,032 (37%)
Current vs Prior -9.64%
Prior 7-Day Total 723,524
Calls: 456,302 (63%)
Puts: 267,222 (37%)
Prior 7-Day Average 103,360
Calls: 65,186 (63%)
Puts: 38,174 (37%)
Current vs Prior 7-Day Avg +13.82%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 3.84% | 6.45%6.45% | 16.23%
Prior 5.15% | 7.72%7.72% | 17.31%
Current vs Prior -25.34% | -16.39%-16.39% | -6.29%
Prior 7-Day Avg 5.44% | 8.58%9.58% | 17.83%
Current vs 7-Day Avg -29.38% | -24.80%-32.61% | -9.01%
Prior 7-Day Eod 5.15% | 7.72%7.72% | 17.31%
Current vs 7-Day Eod -25.34% | -16.39%-16.39% | -6.29%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Prior 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.90% | 10.01%
Calls: 24.30% | 11.13%
Puts: 11.51% | 8.88%
Current vs 7-Day Avg +1.96% | -19.96%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($8.32M) vs puts ($2.73M). Below-average activity with volume down 45% vs prior. Slightly bearish P/C ratio of 1.09. P/C ratio rising 129% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 19 of results (avg 7.3%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Nov 2040.9542.95$41.954.8%20.90258
$200.00Nov 2022.5023.70$23.105.2%2770.69867
$220.00Nov 2012.0012.65$12.335.3%4180.472.4K
$185.00Nov 2032.5034.30$33.405.4%60.83116
$190.00Nov 2028.8030.50$29.655.7%40.79829
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Oct 929.4532.50$30.989.8%21.00--
$185.00Nov 203.353.70$3.539.9%400.17382

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. 72 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 940.3043.25$41.787.1%41.00--
$192.50Oct 920.5522.70$21.639.9%50.99--
$175.00Oct 938.0040.40$39.206.1%40.99--
$190.00Oct 923.0525.80$24.4311.3%30.98144
$195.00Oct 918.2020.80$19.5013.3%10.97162
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Oct 929.4532.50$30.989.8%21.00--
$242.50Oct 926.9530.00$28.4810.7%20.97--
$220.00Oct 95.858.35$7.1035.2%130.8028
$230.00Oct 3018.6021.20$19.9013.1%60.70--
$217.50Oct 94.006.65$5.3349.7%90.7019

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 12.0K, top 729)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 91.111.50$1.3129.8%7290.271.0K
$215.00Oct 92.523.50$3.0132.6%6700.50598
$220.00Oct 163.655.50$4.5840.4%5470.383.4K
$220.00Nov 2012.0012.65$12.335.3%4180.472.4K
$215.00Oct 165.556.30$5.9312.6%3690.49958
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 90.150.37$0.2684.6%6380.061.1K
$210.00Oct 91.102.16$1.6365.0%6140.29228
$207.50Oct 234.355.95$5.1531.1%3790.3558
$202.50Oct 90.260.43$0.3548.6%3620.08463
$207.50Oct 90.221.27$0.75140.0%3600.17179

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 8.6%, max 19.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2057.1%47.9%19.1%4782.3K
$207.50Oct 9Oct 2351.1%46.5%10.1%40981
$212.50Oct 9Nov 1352.4%47.8%9.7%154667
$215.00Oct 9Nov 650.0%48.1%4.0%671611
$222.50Oct 9Nov 653.1%51.2%3.9%23306
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2057.1%47.9%19.1%666442
$212.50Oct 9Oct 3052.4%46.2%13.4%204405
$207.50Oct 9Nov 651.1%48.8%4.7%361179
$215.00Oct 9Oct 2350.0%47.7%4.7%22049
$220.00Oct 9Nov 2051.9%50.3%3.2%9186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 1.27, avg 4.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$210.00Nov 13$2.20$2.80$2.2065%1.27$207.20
$212.50$225.00Nov 13$5.17$7.33$5.1756%1.42$217.67
$220.00$230.00Nov 20$3.38$6.62$3.3847%1.96$223.38
$195.00$200.00Nov 20$2.95$2.05$2.9574%0.69$197.95
$222.50$225.00Nov 6$0.37$2.13$0.3743%5.76$222.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$212.50$210.00Oct 23$0.78$1.72$0.7845%2.21$211.72
$207.50$205.00Oct 23$0.62$1.88$0.6235%3.03$206.88
$212.50$210.00Oct 9$0.62$1.88$0.6240%3.03$211.88
$205.00$202.50Oct 16$0.42$2.08$0.4226%4.95$204.58
$207.50$205.00Oct 9$0.18$2.32$0.1817%12.89$207.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 0.78, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$227.50Nov 6$1.62$1.62$0.8859%1.84$226.62
$225.00$227.50Oct 30$1.18$1.18$1.3263%0.89$226.18
$220.00$222.50Oct 23$1.22$1.22$1.2858%0.95$221.22
$215.00$217.50Oct 9$1.31$1.31$1.1950%1.10$216.31
$232.50$235.00Oct 9$0.28$0.28$2.2293%0.13$232.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$4.37$4.37$5.6358%0.78$205.63
$207.50$200.00Nov 6$3.11$3.11$4.3962%0.71$204.39
$182.50$180.00Nov 6$0.81$0.81$1.6987%0.48$181.69
$200.00$195.00Nov 20$1.78$1.78$3.2269%0.55$198.22
$207.50$205.00Oct 16$1.09$1.09$1.4167%0.77$206.41

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $3.08, cheapest $2.45)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 9Oct 16$2.4552.4%46.1%
$215.00Oct 9Oct 16$2.9250.0%48.5%
$217.50Oct 9Oct 16$3.6845.5%52.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 9Oct 16$3.2352.4%46.1%
$215.00Oct 9Oct 16$3.1250.0%48.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 3.10% of stock, avg 8.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Oct 9$3.01$3.61$6.62$208.38$221.623.10%
$212.50Oct 9$4.60$2.25$6.85$205.65$219.353.21%
$217.50Oct 9$1.70$5.33$7.03$210.47$224.533.29%
$210.00Oct 9$5.78$1.63$7.41$202.59$217.413.47%
$220.00Oct 9$1.31$7.10$8.41$211.59$228.413.94%
$207.50Oct 9$7.93$0.75$8.68$198.82$216.184.06%
$205.00Oct 9$10.13$0.57$10.70$194.30$215.705.01%
$212.50Oct 16$7.05$5.48$12.53$199.97$225.035.87%
$202.50Oct 9$12.25$0.35$12.60$189.90$215.105.90%
$215.00Oct 16$5.93$6.73$12.66$202.34$227.665.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.39% of stock, avg 5.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$227.50$202.50Oct 9$0.48$0.35$0.83$201.67$228.33
$225.00$202.50Oct 9$0.55$0.35$0.90$201.60$225.90
$227.50$205.00Oct 9$0.48$0.57$1.05$203.95$228.55
$225.00$205.00Oct 9$0.55$0.57$1.12$203.88$226.12
$222.50$202.50Oct 9$0.83$0.35$1.18$201.32$223.68
$227.50$207.50Oct 9$0.48$0.75$1.23$206.27$228.73
$225.00$207.50Oct 9$0.55$0.75$1.30$206.20$226.30
$222.50$205.00Oct 9$0.83$0.57$1.40$203.60$223.90
$222.50$207.50Oct 9$0.83$0.75$1.58$205.92$224.08
$220.00$202.50Oct 9$1.31$0.35$1.66$200.84$221.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 158 found (best R:R 3.81, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/208222/225Oct 16$1.98$0.5234%3.81$205.52$224.48
208/210232/235Oct 9$1.16$1.3464%0.87$208.84$233.66
205/208235/238Oct 16$1.42$1.0853%1.31$206.08$236.42
202/205232/235Oct 23$1.57$0.9346%1.69$203.43$234.07
190/192222/225Oct 16$1.29$1.2157%1.07$191.21$223.79
180/182228/230Oct 30$1.30$1.2057%1.08$181.20$228.80
205/208238/240Oct 16$1.31$1.1956%1.10$206.19$238.81
205/208232/235Oct 16$1.46$1.0450%1.40$206.04$233.96
205/208240/242Oct 16$1.23$1.2758%0.97$206.27$241.23
172/175232/235Oct 9$0.41$2.0991%0.20$174.59$232.91

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 14.38, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.60$9.4016%15.67
$200.00$210.00$220.00Nov 20$1.03$8.9722%8.71
$220.00$230.00$240.00Nov 20$0.83$9.1718%11.05
$205.00$207.50$210.00Oct 9$0.05$2.4516%49.00
$190.00$195.00$200.00Oct 23$0.16$4.8411%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.65$9.3520%14.38
$200.00$210.00$220.00Nov 20$0.98$9.0222%9.20
$185.00$190.00$195.00Nov 20$0.08$4.929%61.50
$212.50$215.00$217.50Oct 9$0.36$2.1431%5.94
$200.00$202.50$205.00Oct 16$0.07$2.438%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-9.66, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$190.001:2Oct 9-$9.66$5.34
$190.00$205.001:2Nov 13-$7.02$7.98
$232.50$245.001:2Oct 30-$0.20$12.30
$212.50$225.001:2Nov 13-$4.56$7.94
$230.00$240.001:2Nov 6-$1.58$8.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$210.001:2Nov 6-$1.36$13.64
$222.50$212.501:2Oct 30-$3.20$6.80
$200.00$190.001:2Oct 30-$0.10$9.90
$215.00$212.501:2Oct 9-$0.89$1.61
$192.50$190.001:2Oct 16-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.62%, avg 1.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$12.000.473.0%5.62%8.64%4182.4K
$230.00Nov 20$8.350.387.7%3.91%11.61%1281.7K
$240.00Nov 20$6.000.2912.4%2.81%15.20%591.2K
$225.00Nov 13$8.500.425.4%3.98%9.34%1--
$225.00Nov 6$7.600.415.4%3.56%8.92%3--
$250.00Nov 20$4.050.2217.1%1.90%18.97%70365
$230.00Nov 13$6.050.367.7%2.83%10.54%1--
$217.50Nov 6$9.650.491.9%4.52%6.37%52
$215.00Nov 6$10.750.520.7%5.03%5.71%113
$220.00Nov 6$8.400.463.0%3.93%6.95%4--

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 7,539
Total Puts 8,224
Put/Call Ratio 1.09
Net Difference -685

Prior's Put/Call Breakdown

Total Calls 19,462
Total Puts 9,289
Put/Call Ratio 0.48
Net Difference 10,173

Prior 7-Day Put/Call Summary

Total Calls 69,007
Total Puts 31,423
Average Put/Call Ratio 0.54
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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