Tour v531
ZS
ZSCALER INC
$216.81 +1.53%
$217.47 (+0.30%)🌙
as of 10/08 06:52 PM
◀ 10/8 18:52 ▶

Option Volume

Detail
ℹ
Current (10/08) 17,595
Calls: 11,453 (65%)
Puts: 6,142 (35%)
Prior (10/07) 15,763
Calls: 7,539 (48%)
Puts: 8,224 (52%)
Current vs Prior +11.62%
Calls: +51.92% (Calls)
Puts: -25.32% (Puts)
Prior 7-Day Total 116,193
Calls: 76,546 (66%)
Puts: 39,647 (34%)
Prior 7-Day Average 16,599
Calls: 10,935 (66%)
Puts: 5,663 (34%)
Current vs Prior 7-Day Avg +6.00%
Calls: +4.74%
Puts: +8.44%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/08) $13.44M
Calls: $11.72M (87%)
Puts: $1.72M (13%)
Prior (10/07) $11.05M
Calls: $8.32M (75%)
Puts: $2.73M (25%)
Current vs Prior +21.67%
Calls: +40.96%
Puts: -37.00%
Prior 7-Day Total $80.22M
Calls: $56.07M (70%)
Puts: $24.14M (30%)
Prior 7-Day Average $11.46M
Calls: $8.01M (70%)
Puts: $3.45M (30%)
Current vs Prior 7-Day Avg +17.31%
Calls: +46.33%
Puts: -50.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 0.54
Prior (10/07) 1.09
Current vs Prior -50.84%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -2.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/08) 126,196
Calls: 78,596 (62%)
Puts: 47,600 (38%)
Prior (10/07) 117,643
Calls: 70,954 (60%)
Puts: 46,689 (40%)
Current vs Prior +7.27%
Prior 7-Day Total 723,822
Calls: 454,721 (63%)
Puts: 269,101 (37%)
Prior 7-Day Average 103,403
Calls: 64,960 (63%)
Puts: 38,443 (37%)
Current vs Prior 7-Day Avg +22.04%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.82% | 6.35%6.35% | 16.16%
Prior 3.84% | 6.45%6.45% | 16.23%
Current vs Prior -26.58% | -1.65%-1.65% | -0.42%
Prior 7-Day Avg 5.11% | 8.13%8.94% | 17.51%
Current vs 7-Day Avg -44.72% | -21.91%-29.02% | -7.75%
Prior 7-Day Eod 3.84% | 6.45%6.45% | 16.23%
Current vs 7-Day Eod -26.58% | -1.65%-1.65% | -0.42%
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 17.96% | 9.67%
Calls: 22.53% | 10.64%
Puts: 13.39% | 8.71%
Current vs 7-Day Avg +1.63% | -17.20%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($11.72M) vs puts ($1.72M). Bullish P/C ratio of 0.54. P/C ratio dropping 51% - sentiment shifting bullish. Call-heavy open interest (78,596 calls vs 47,600 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 14 of results (avg 7.9%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Nov 2043.6546.35$45.006.0%20.91258
$175.00Oct 941.0043.60$42.306.1%71.0030
$180.00Oct 2336.8039.15$37.976.2%40.9724
$180.00Oct 1636.5539.00$37.786.5%130.98392
$180.00Nov 2039.0042.00$40.507.4%70.88701
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 $0.93, cheapest $0.93)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 160.851.00$0.9316.1%4210.12368

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 941.0043.60$42.306.1%71.0030
$185.00Oct 930.7534.30$32.5310.9%11.00--
$192.50Oct 923.2526.10$24.6811.5%30.9996
$200.00Oct 916.7018.70$17.7011.3%140.99805
$197.50Oct 919.0521.70$20.3813.0%40.98311
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Oct 99.2011.95$10.5826.0%11.00--
$237.50Oct 1619.6522.75$21.2014.6%10.87--
$232.50Oct 1615.4518.45$16.9517.7%10.81--
$220.00Oct 93.555.05$4.3034.9%3720.7035
$222.50Oct 167.7010.45$9.0730.3%30.62--

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 15.1K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 91.151.50$1.3326.3%1.3K0.35824
$250.00Nov 204.755.45$5.1013.7%1.1K0.24367
$240.00Nov 206.158.50$7.3332.1%9660.321.2K
$215.00Oct 166.508.35$7.4324.9%6350.58888
$220.00Oct 308.8011.00$9.9022.2%5010.49537
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 91.201.80$1.5040.0%7990.34228
$200.00Oct 160.851.00$0.9316.1%4210.12368
$200.00Oct 90.020.07$0.05100.0%3990.01851
$220.00Oct 93.555.05$4.3034.9%3720.7035
$195.00Oct 160.220.57$0.3989.7%2870.06971

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 15.6%, max 24.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$212.50Oct 9Nov 660.8%48.8%24.4%36661
$215.00Oct 9Nov 1360.7%49.6%22.4%417816
$217.50Oct 9Nov 1359.9%49.3%21.5%248753
$222.50Oct 9Nov 1353.2%51.5%3.3%58313
$220.00Oct 9Nov 2052.0%51.6%0.7%1.7K3.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$212.50Oct 9Nov 660.8%48.8%24.4%84180
$215.00Oct 9Nov 660.7%49.6%22.4%845228
$217.50Oct 9Nov 659.9%49.7%20.6%2815
$220.00Oct 9Nov 2052.0%51.6%0.7%397149

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 0.56, avg 4.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$197.50$210.00Nov 6$8.00$4.50$8.0078%0.56$205.50
$207.50$215.00Nov 13$3.75$3.75$3.7565%1.00$211.25
$250.00$260.00Nov 20$1.17$8.83$1.1724%7.55$251.17
$230.00$240.00Nov 20$2.70$7.30$2.7041%2.70$232.70
$240.00$255.00Nov 13$2.60$12.40$2.6030%4.77$242.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$202.50Oct 23$0.19$2.31$0.1925%12.16$204.81
$222.50$220.00Oct 16$1.09$1.41$1.0962%1.29$221.41
$205.00$202.50Oct 16$0.10$2.40$0.1018%24.00$204.90
$197.50$195.00Nov 6$0.23$2.27$0.2322%9.87$197.27
$192.50$190.00Nov 6$0.11$2.39$0.1117%21.73$192.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 0.76, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Oct 9$1.47$1.47$1.0348%1.43$218.97
$235.00$237.50Oct 23$0.85$0.85$1.6575%0.52$235.85
$217.50$220.00Oct 16$1.45$1.45$1.0549%1.38$218.95
$232.50$235.00Oct 16$0.61$0.61$1.8980%0.32$233.11
$245.00$250.00Oct 30$1.02$1.02$3.9880%0.26$246.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 20$4.32$4.32$5.6861%0.76$205.68
$200.00$197.50Nov 6$1.25$1.25$1.2574%1.00$198.75
$195.00$192.50Nov 6$0.97$0.97$1.5380%0.63$194.03
$200.00$195.00Nov 20$1.73$1.73$3.2772%0.53$198.27
$207.50$205.00Oct 23$1.15$1.15$1.3570%0.85$206.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.51, cheapest $3.60)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Oct 9Oct 16$3.6059.9%49.0%
$215.00Oct 9Oct 16$3.8560.7%49.9%
$220.00Oct 9Oct 16$3.6252.0%48.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Oct 9Oct 16$3.7959.9%49.0%
$215.00Oct 9Oct 16$3.7360.7%49.9%
$225.00Oct 23Nov 6$3.7251.5%52.6%
$222.50Oct 16Oct 23$2.2849.2%53.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 2.34% of stock, avg 8.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Oct 9$3.58$1.50$5.08$209.92$220.082.34%
$217.50Oct 9$2.80$2.54$5.34$212.16$222.842.46%
$220.00Oct 9$1.33$4.30$5.63$214.37$225.632.60%
$212.50Oct 9$5.88$0.80$6.68$205.82$219.183.08%
$210.00Oct 9$8.00$0.40$8.40$201.60$218.403.87%
$207.50Oct 9$10.05$0.34$10.39$197.11$217.894.79%
$227.50Oct 9$0.28$10.58$10.86$216.64$238.365.01%
$215.00Oct 16$7.43$5.23$12.66$202.34$227.665.84%
$217.50Oct 16$6.40$6.33$12.73$204.77$230.235.87%
$205.00Oct 9$12.73$0.11$12.84$192.16$217.845.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.29% of stock, avg 5.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$227.50$207.50Oct 9$0.28$0.34$0.62$206.88$228.12
$227.50$210.00Oct 9$0.28$0.40$0.68$209.32$228.18
$225.00$207.50Oct 9$0.40$0.34$0.74$206.76$225.74
$225.00$210.00Oct 9$0.40$0.40$0.80$209.20$225.80
$222.50$207.50Oct 9$0.70$0.34$1.04$206.46$223.54
$222.50$210.00Oct 9$0.70$0.40$1.10$208.90$223.60
$227.50$212.50Oct 9$0.28$0.80$1.08$211.42$228.58
$225.00$212.50Oct 9$0.40$0.80$1.20$211.30$226.20
$222.50$212.50Oct 9$0.70$0.80$1.50$211.00$224.00
$220.00$210.00Oct 9$1.33$0.40$1.73$208.27$221.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 4.00, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/208235/238Oct 23$2.00$0.5044%4.00$205.50$237.00
198/200235/238Oct 23$1.67$0.8356%2.01$198.33$236.67
205/208232/235Oct 16$1.60$0.9055%1.78$205.90$234.10
205/208240/242Oct 16$1.32$1.1864%1.12$206.18$241.32
205/208238/240Oct 23$1.68$0.8249%2.05$205.82$239.18
205/208225/228Oct 16$1.86$0.6442%2.91$205.64$226.86
205/208238/240Oct 16$1.39$1.1160%1.25$206.11$238.89
198/200238/240Oct 23$1.35$1.1560%1.17$198.65$238.85
190/192235/238Oct 23$1.18$1.3264%0.89$191.32$236.18
205/208230/232Oct 23$1.82$0.6839%2.68$205.68$231.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.47$9.5316%20.28
$185.00$190.00$195.00Oct 30$0.09$4.918%54.56
$210.00$220.00$230.00Nov 20$1.06$8.9421%8.43
$190.00$195.00$200.00Oct 30$0.20$4.8010%24.00
$207.50$210.00$212.50Oct 23$0.05$2.459%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.18$9.8221%54.56
$200.00$205.00$210.00Oct 30$0.21$4.7913%22.81
$180.00$185.00$190.00Nov 20$0.06$4.947%82.33
$175.00$180.00$185.00Nov 20$0.06$4.946%82.33
$212.50$215.00$217.50Oct 9$0.34$2.1629%6.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-1.19, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$255.001:2Nov 13-$1.18$13.82
$245.00$260.001:2Nov 6-$0.25$14.75
$250.00$260.001:2Oct 30-$0.21$9.79
$212.50$215.001:2Oct 9-$1.28$1.22
$220.00$222.501:2Oct 9-$0.07$2.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$222.501:2Oct 16-$1.19$8.81
$220.00$217.501:2Oct 9-$0.78$1.72
$217.50$215.001:2Oct 9-$0.46$2.04
$210.00$200.001:2Nov 20-$2.66$7.34
$215.00$212.501:2Oct 9-$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 6.25%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$13.550.511.5%6.25%7.72%3482.6K
$230.00Nov 20$9.050.416.1%4.17%10.26%901.7K
$240.00Nov 20$6.150.3210.7%2.84%13.53%9661.2K
$222.50Nov 13$10.550.482.6%4.87%7.49%2--
$217.50Nov 13$12.900.530.3%5.95%6.27%3--
$220.00Nov 13$11.650.511.5%5.37%6.84%13
$225.00Nov 13$9.450.453.8%4.36%8.14%36
$250.00Nov 20$4.750.2415.3%2.19%17.50%1.1K367
$235.00Nov 13$6.250.358.4%2.88%11.27%10--
$240.00Nov 13$5.400.3010.7%2.49%13.19%1--

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 11,453
Total Puts 6,142
Put/Call Ratio 0.54
Net Difference 5,311

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 76,546
Total Puts 39,647
Average Put/Call Ratio 0.55
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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Chart Title

Price — Past 7 Days

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