Tour v531
ZS
ZSCALER INC
$220.79 -3.44%
$218.10 (-1.22%)🌙
as of 10/14 06:57 PM
◀ 10/14 18:57 ▶

Option Volume

Detail
ℹ
Current (10/14) 8,705
Calls: 4,576 (53%)
Puts: 4,129 (47%)
Prior (10/13) 17,078
Calls: 8,239 (48%)
Puts: 8,839 (52%)
Current vs Prior -49.03%
Calls: -44.46% (Calls)
Puts: -53.29% (Puts)
Prior 7-Day Total 133,092
Calls: 80,632 (61%)
Puts: 52,460 (39%)
Prior 7-Day Average 19,013
Calls: 11,518 (61%)
Puts: 7,494 (39%)
Current vs Prior 7-Day Avg -54.22%
Calls: -60.27%
Puts: -44.90%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $7.90M
Calls: $5.46M (69%)
Puts: $2.44M (31%)
Prior (10/13) $23.79M
Calls: $14.17M (60%)
Puts: $9.62M (40%)
Current vs Prior -66.78%
Calls: -61.44%
Puts: -74.65%
Prior 7-Day Total $108.21M
Calls: $78.07M (72%)
Puts: $30.14M (28%)
Prior 7-Day Average $15.46M
Calls: $11.15M (72%)
Puts: $4.31M (28%)
Current vs Prior 7-Day Avg -48.87%
Calls: -51.00%
Puts: -43.34%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.90
Prior (10/13) 1.07
Current vs Prior -15.89%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +23.59%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/14) 105,661
Calls: 67,550 (64%)
Puts: 38,111 (36%)
Prior (10/13) 109,742
Calls: 68,573 (62%)
Puts: 41,169 (38%)
Current vs Prior -3.72%
Prior 7-Day Total 804,980
Calls: 494,742 (61%)
Puts: 310,238 (39%)
Prior 7-Day Average 114,997
Calls: 70,677 (61%)
Puts: 44,319 (39%)
Current vs Prior 7-Day Avg -8.12%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 4.41% | 7.62%4.41% | 16.23%
Prior 4.83% | 8.03%4.83% | 15.63%
Current vs Prior -8.81% | -5.01%-8.81% | +3.85%
Prior 7-Day Avg 5.07% | 7.77%6.93% | 16.64%
Current vs 7-Day Avg -13.12% | -1.96%-36.45% | -2.49%
Prior 7-Day Eod 4.83% | 8.03%4.83% | 15.63%
Current vs 7-Day Eod -8.81% | -5.01%-8.81% | +3.85%
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 18.13% | 8.68%
Calls: 17.23% | 9.14%
Puts: 19.05% | 8.21%
Current vs 7-Day Avg +0.65% | -7.67%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($5.46M). Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 49% vs prior. Call-heavy open interest (67,550 calls vs 38,111 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 20 of results (avg 7.6%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1639.5541.60$40.585.1%10.97380
$210.00Nov 2020.6521.95$21.306.1%170.65739
$200.00Nov 2026.8028.50$27.656.1%70.74788
$182.50Oct 1637.0539.40$38.226.1%10.96--
$180.00Nov 2042.0544.85$43.456.4%10.88695
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 206.106.45$6.285.6%3360.251.4K
$210.00Nov 209.3010.00$9.657.3%740.35514
$260.00Oct 3038.6041.90$40.258.2%10.892
$250.00Oct 2328.9031.65$30.289.1%20.906

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. 83 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 2339.4542.60$41.037.7%31.00--
$190.00Oct 1629.2531.80$30.538.4%160.99522
$192.50Oct 1626.7529.80$28.2810.8%20.99--
$195.00Oct 1624.3026.85$25.5810.0%50.99187
$185.00Oct 1634.2037.35$35.788.8%20.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Oct 1622.8026.00$24.4013.1%10.96--
$237.50Oct 1615.5018.35$16.9316.8%50.94--
$235.00Oct 1613.7516.00$14.8815.1%20.91--
$250.00Oct 2328.9031.65$30.289.1%20.906
$260.00Oct 3038.6041.90$40.258.2%10.892

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 6.4K, top 459)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 233.105.80$4.4560.7%3030.34189
$225.00Oct 161.953.30$2.6351.3%2980.37351
$240.00Oct 160.120.38$0.25104.0%2690.051.1K
$230.00Oct 160.841.28$1.0641.5%2090.202.0K
$220.00Nov 2014.5517.10$15.8316.1%1950.542.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 233.155.55$4.3555.2%4590.3219
$200.00Nov 206.106.45$6.285.6%3360.251.4K
$217.50Oct 161.383.60$2.4989.2%2350.35182
$200.00Oct 160.020.38$0.20180.0%1960.04895
$220.00Oct 162.844.00$3.4233.9%1590.45473

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 13.6%, max 31.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Oct 16Nov 2771.3%58.9%21.1%59677
$232.50Oct 16Nov 668.9%57.0%20.9%72307
$222.50Oct 16Oct 2363.4%58.8%7.8%128235
$220.00Oct 16Nov 2762.2%58.9%5.6%993.4K
$225.00Oct 16Nov 2766.2%62.8%5.5%315355
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Oct 16Nov 671.3%54.4%31.0%69385
$212.50Oct 16Nov 1366.0%54.7%20.8%14184
$232.50Oct 16Oct 3068.9%57.8%19.1%1464
$217.50Oct 16Nov 664.0%54.3%17.7%236210
$230.00Oct 16Nov 2061.8%54.6%13.1%77564

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 146 found (best R:R 0.73, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$215.00Nov 27$8.65$6.35$8.6572%0.73$208.65
$215.00$225.00Nov 13$4.50$5.50$4.5060%1.22$219.50
$250.00$260.00Nov 20$1.28$8.72$1.2826%6.81$251.28
$200.00$210.00Nov 20$6.35$3.65$6.3574%0.57$206.35
$210.00$220.00Oct 30$5.48$4.52$5.4869%0.82$215.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$212.50Oct 23$0.33$2.17$0.3336%6.58$214.67
$217.50$215.00Oct 16$0.41$2.09$0.4135%5.10$217.09
$222.50$220.00Oct 23$1.08$1.42$1.0852%1.31$221.42
$185.00$180.00Oct 30$0.12$4.88$0.126%40.67$184.88
$210.00$207.50Oct 23$0.54$1.96$0.5427%3.63$209.46

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 110 found (best R:R 0.98, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$227.50Oct 16$1.22$1.22$1.2863%0.95$226.22
$222.50$225.00Oct 23$1.48$1.48$1.0252%1.45$223.98
$232.50$235.00Oct 23$0.94$0.94$1.5670%0.60$233.44
$227.50$230.00Nov 6$1.27$1.27$1.2355%1.03$228.77
$242.50$245.00Oct 23$0.55$0.55$1.9582%0.28$243.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Nov 27$4.95$4.95$5.0555%0.98$215.05
$200.00$190.00Nov 13$2.50$2.50$7.5076%0.33$197.50
$220.00$210.00Nov 20$4.53$4.53$5.4754%0.83$215.47
$217.50$215.00Oct 23$1.50$1.50$1.0058%1.50$216.00
$210.00$200.00Nov 20$3.37$3.37$6.6365%0.51$206.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.65, cheapest $3.17)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Oct 16Oct 23$3.1766.2%55.8%
$220.00Oct 16Oct 23$3.7262.2%56.5%
$222.50Oct 16Oct 23$3.8563.4%58.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Oct 16Oct 23$3.7366.2%55.8%
$217.50Oct 16Oct 23$3.6964.0%56.3%
$220.00Oct 16Oct 23$3.9862.2%56.5%
$222.50Oct 16Oct 23$3.3863.4%58.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 3.65% of stock, avg 9.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$220.00Oct 16$4.63$3.42$8.05$211.95$228.053.65%
$222.50Oct 16$3.43$5.10$8.53$213.97$231.033.86%
$217.50Oct 16$6.18$2.49$8.67$208.83$226.173.93%
$225.00Oct 16$2.63$6.55$9.18$215.82$234.184.16%
$227.50Oct 16$1.41$8.45$9.86$217.64$237.364.47%
$215.00Oct 16$7.83$2.08$9.91$205.09$224.914.49%
$212.50Oct 16$9.28$1.18$10.46$202.04$222.964.74%
$230.00Oct 16$1.06$10.23$11.29$218.71$241.295.11%
$210.00Oct 16$11.27$0.80$12.07$197.93$222.075.47%
$232.50Oct 16$0.94$12.65$13.59$218.91$246.096.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.79% of stock, avg 6.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$232.50$210.00Oct 16$0.94$0.80$1.74$208.26$234.24
$230.00$210.00Oct 16$1.06$0.80$1.86$208.14$231.86
$232.50$212.50Oct 16$0.94$1.18$2.12$210.38$234.62
$230.00$212.50Oct 16$1.06$1.18$2.24$210.26$232.24
$227.50$210.00Oct 16$1.41$0.80$2.21$207.79$229.71
$227.50$212.50Oct 16$1.41$1.18$2.59$209.91$230.09
$232.50$215.00Oct 16$0.94$2.08$3.02$211.98$235.52
$230.00$215.00Oct 16$1.06$2.08$3.14$211.86$233.14
$227.50$215.00Oct 16$1.41$2.08$3.49$211.51$230.99
$230.00$217.50Oct 16$1.06$2.49$3.55$213.95$233.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 203 found (best R:R 2.91, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
208/210242/245Oct 30$1.86$0.6444%2.91$208.14$244.36
210/212232/235Oct 23$2.00$0.5038%4.00$210.50$234.50
210/212242/245Oct 23$1.61$0.8950%1.81$210.89$244.11
180/182232/235Oct 23$1.18$1.3266%0.89$181.32$233.68
205/208232/235Oct 23$1.62$0.8847%1.84$205.88$234.12
180/182242/245Oct 23$0.79$1.7179%0.46$181.71$243.29
210/212248/250Oct 23$1.35$1.1556%1.17$211.15$248.85
212/215248/250Oct 16$1.08$1.4266%0.76$213.92$248.58
198/200232/235Oct 23$1.30$1.2057%1.08$198.70$233.80
192/195232/235Oct 23$1.17$1.3362%0.88$193.83$233.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 24.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.40$9.6018%24.00
$235.00$245.00$255.00Nov 6$0.68$9.3217%13.71
$200.00$210.00$220.00Nov 20$0.88$9.1220%10.36
$240.00$245.00$250.00Nov 13$0.07$4.939%70.43
$215.00$217.50$220.00Oct 16$0.10$2.4016%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$190.00$195.00Nov 20$0.08$4.928%61.50
$190.00$195.00$200.00Oct 30$0.14$4.869%34.71
$200.00$205.00$210.00Nov 27$0.17$4.839%28.41
$240.00$245.00$250.00Oct 23$0.26$4.7411%18.23
$200.00$210.00$220.00Nov 20$1.16$8.8420%7.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 105 found (best net $-3.97, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$200.001:2Oct 23-$3.97$16.03
$195.00$210.001:2Nov 13-$10.27$4.73
$210.00$220.001:2Oct 30-$5.52$4.48
$245.00$255.001:2Nov 6-$1.39$8.61
$225.00$227.501:2Oct 16-$0.19$2.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Nov 13-$4.32$15.68
$225.00$215.001:2Oct 30-$2.06$7.94
$200.00$190.001:2Nov 13-$0.38$9.62
$190.00$180.001:2Nov 13-$0.28$9.72
$215.00$212.501:2Oct 16-$0.28$2.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 7.09%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$225.00Nov 27$15.650.511.9%7.09%8.99%174
$240.00Nov 27$10.150.398.7%4.60%13.30%1--
$230.00Nov 27$13.300.474.2%6.02%10.20%2--
$235.00Nov 27$11.500.436.4%5.21%11.64%116
$245.00Nov 27$8.600.3511.0%3.90%14.86%1--
$250.00Nov 27$7.200.3213.2%3.26%16.49%2--
$255.00Nov 27$6.150.2915.5%2.79%18.28%14--
$260.00Nov 27$5.300.2617.8%2.40%20.16%203
$240.00Nov 20$7.900.358.7%3.58%12.28%551.4K
$230.00Nov 20$10.300.444.2%4.67%8.84%231.7K

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 4,576
Total Puts 4,129
Put/Call Ratio 0.90
Net Difference 447

Prior's Put/Call Breakdown

Total Calls 8,239
Total Puts 8,839
Put/Call Ratio 1.07
Net Difference -600

Prior 7-Day Put/Call Summary

Total Calls 80,632
Total Puts 52,460
Average Put/Call Ratio 0.73
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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