Tour v531
ZS
ZSCALER INC
$207.38 -6.29%
$204.88 (-1.21%)🌙
as of 10/17 03:38 AM
◀ 10/16 03:38

Option Volume

Detail
ℹ
Current (10/17) 20,487
Calls: 11,136 (54%)
Puts: 9,351 (46%)
Prior (10/14) 8,705
Calls: 4,576 (53%)
Puts: 4,129 (47%)
Current vs Prior +135.35%
Calls: +143.36% (Calls)
Puts: +126.47% (Puts)
Prior 7-Day Total 125,008
Calls: 73,858 (59%)
Puts: 51,150 (41%)
Prior 7-Day Average 17,858
Calls: 10,551 (59%)
Puts: 7,307 (41%)
Current vs Prior 7-Day Avg +14.72%
Calls: +5.54%
Puts: +27.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/17) $14.48M
Calls: $7.74M (53%)
Puts: $6.74M (47%)
Prior (10/14) $7.90M
Calls: $5.46M (69%)
Puts: $2.44M (31%)
Current vs Prior +83.20%
Calls: +41.61%
Puts: +176.39%
Prior 7-Day Total $104.68M
Calls: $74.95M (72%)
Puts: $29.72M (28%)
Prior 7-Day Average $14.95M
Calls: $10.71M (72%)
Puts: $4.25M (28%)
Current vs Prior 7-Day Avg -3.16%
Calls: -27.73%
Puts: +58.81%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/17) 0.84
Prior (10/14) 0.90
Current vs Prior -6.94%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg +6.22%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/17) 120,208
Calls: 73,176 (61%)
Puts: 47,032 (39%)
Prior (10/14) 105,661
Calls: 67,550 (64%)
Puts: 38,111 (36%)
Current vs Prior +13.77%
Prior 7-Day Total 802,680
Calls: 498,802 (62%)
Puts: 303,878 (38%)
Prior 7-Day Average 114,668
Calls: 71,257 (62%)
Puts: 43,411 (38%)
Current vs Prior 7-Day Avg +4.83%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 7.54% | 9.73%16.48% | 24.15%
Prior 4.41% | 7.62%4.41% | 16.23%
Current vs Prior +71.02% | +27.66%+274.00% | +48.81%
Prior 7-Day Avg 4.70% | 7.55%6.25% | 16.46%
Current vs 7-Day Avg +60.51% | +28.85%+163.60% | +46.68%
Prior 7-Day Eod 4.41% | 7.62%4.41% | 16.23%
Current vs 7-Day Eod +71.02% | +27.66%+274.00% | +48.81%
Sentiment BEARISHBEARISH

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 18.19% | 8.34%
Calls: 15.46% | 8.65%
Puts: 20.93% | 8.04%
Current vs 7-Day Avg +0.32% | -3.99%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 83% vs prior. Unusually high activity with volume up 135% vs prior - elevated interest. Call-heavy open interest (73,176 calls vs 47,032 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 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 11 of results (avg 8.2%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 209.459.90$9.684.6%1960.422.8K
$207.50Oct 236.657.15$6.907.2%130.5117
$175.00Oct 1631.2533.95$32.608.3%8999.00327
$220.00Oct 232.252.45$2.358.5%1920.24183
$210.00Oct 235.506.00$5.758.7%580.45138
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 2014.7515.70$15.236.2%4590.50558
$242.50Oct 2333.5536.95$35.259.6%11.00--

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. 133 found (avg delta 406.03, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 1631.2533.95$32.608.3%8999.00327
$180.00Oct 1626.2528.95$27.609.8%12999.00378
$185.00Oct 1621.2523.95$22.6011.9%7999.00645
$187.50Oct 1618.1521.55$19.8517.1%5999.00--
$190.00Oct 1616.5018.55$17.5211.7%38999.00519
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 160.000.05$0.03166.7%2999.00--
$175.00Oct 160.001.50$0.75200.0%2999.00--
$177.50Oct 160.000.01$0.01100.0%5999.00152
$180.00Oct 160.000.05$0.03166.7%1999.00--
$182.50Oct 160.000.04$0.02200.0%5999.0016

Most actively traded options today. High liquidity = easy entry/exit. 254 active (total vol 15.9K, top 611)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Oct 234.355.25$4.8018.8%6110.40201
$217.50Oct 232.553.65$3.1035.5%3810.3087
$215.00Oct 160.000.01$0.01100.0%349999.00655
$210.00Nov 2012.5015.40$13.9520.8%3400.53747
$230.00Oct 230.551.49$1.0292.2%3130.12211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Oct 302.553.60$3.0834.1%5300.21120
$217.50Oct 168.4511.75$10.1032.7%508999.00252
$210.00Nov 2014.7515.70$15.236.2%4590.50558
$205.00Oct 160.030.15$0.09133.3%427999.00297
$180.00Nov 203.404.75$4.0833.1%4170.19818

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 156 found (best R:R 5.94, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$212.50$215.00Oct 16$0.35$2.15$0.35100%6.14$212.85
$217.50$220.00Oct 16$0.71$1.79$0.71100%2.52$218.21
$207.50$210.00Oct 16$0.92$1.58$0.92100%1.72$208.42
$232.50$235.00Oct 16$1.06$1.44$1.06100%1.36$233.56
$205.00$207.50Oct 16$1.46$1.04$1.46100%0.71$206.46
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$170.00Oct 16$0.72$4.28$0.72100%5.94$174.28
$197.50$195.00Oct 16$0.22$2.28$0.22100%10.36$197.28
$185.00$182.50Oct 16$0.42$2.08$0.42100%4.95$184.58
$187.50$185.00Oct 16$0.63$1.87$0.63100%2.97$186.87
$192.50$190.00Oct 16$1.05$1.45$1.05100%1.38$191.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 0.59, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$225.00Oct 23$0.69$0.69$1.8180%0.38$223.19
$240.00$242.50Oct 23$0.38$0.38$2.1291%0.18$240.38
$217.50$220.00Oct 30$1.08$1.08$1.4262%0.76$218.58
$235.00$237.50Oct 23$0.33$0.33$2.1791%0.15$235.33
$220.00$222.50Nov 6$1.05$1.05$1.4563%0.72$221.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 27$3.70$3.70$6.3070%0.59$186.30
$195.00$190.00Nov 20$2.17$2.17$2.8367%0.77$192.83
$190.00$185.00Nov 6$1.64$1.64$3.3674%0.49$188.36
$197.50$195.00Oct 30$1.20$1.20$1.3068%0.92$196.30
$205.00$202.50Oct 23$1.48$1.48$1.0255%1.45$203.52

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 1.15% of stock, avg 9.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$207.50Oct 16$1.18$1.21$2.39$205.11$209.891.15%
$205.00Oct 16$2.64$0.09$2.73$202.27$207.731.32%
$210.00Oct 16$0.26$2.54$2.80$207.20$212.801.35%
$202.50Oct 16$4.88$0.10$4.98$197.52$207.482.40%
$212.50Oct 16$0.36$5.43$5.79$206.71$218.292.79%
$215.00Oct 16$0.01$7.45$7.46$207.54$222.463.60%
$200.00Oct 16$7.48$0.01$7.49$192.51$207.493.61%
$197.50Oct 16$10.13$0.32$10.45$187.05$207.955.04%
$217.50Oct 16$0.84$10.10$10.94$206.56$228.445.28%
$195.00Oct 16$12.60$0.10$12.70$182.30$207.706.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 2.25% of stock, avg 7.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$220.00$195.00Oct 23$2.35$2.31$4.66$190.34$224.66
$220.00$197.50Oct 23$2.35$2.97$5.32$192.18$225.32
$217.50$195.00Oct 23$3.10$2.31$5.41$189.59$222.91
$217.50$197.50Oct 23$3.10$2.97$6.07$191.43$223.57
$220.00$200.00Oct 23$2.35$3.78$6.13$193.87$226.13
$215.00$195.00Oct 23$3.85$2.31$6.16$188.84$221.16
$217.50$200.00Oct 23$3.10$3.78$6.88$193.12$224.38
$215.00$197.50Oct 23$3.85$2.97$6.82$190.68$221.82
$215.00$200.00Oct 23$3.85$3.78$7.63$192.37$222.63
$220.00$202.50Oct 23$2.35$4.70$7.05$195.45$227.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 0.81, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
170/172222/225Oct 23$1.12$1.3875%0.81$171.38$223.62
170/172235/238Oct 23$0.76$1.7486%0.44$171.74$235.76
195/198230/232Oct 30$1.73$0.7746%2.25$195.77$231.73
195/198225/228Oct 30$1.81$0.6940%2.62$195.69$226.81
170/172218/220Oct 23$1.18$1.3265%0.89$171.32$218.68
170/172230/232Oct 23$0.69$1.8183%0.38$171.81$230.69
170/172220/222Oct 23$0.98$1.5270%0.64$171.52$220.98
180/182222/225Oct 23$0.90$1.6073%0.56$181.60$223.40
195/198228/230Oct 30$1.62$0.8844%1.84$195.88$229.12
185/188222/225Oct 23$0.99$1.5168%0.66$186.51$223.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 111 found (best R:R 165.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.06$9.9419%165.67
$200.00$210.00$220.00Nov 20$0.73$9.2722%12.70
$190.00$200.00$210.00Nov 27$0.85$9.1518%10.76
$180.00$185.00$190.00Nov 20$0.10$4.909%49.00
$205.00$207.50$210.00Oct 30$0.09$2.419%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.77$9.2322%11.99
$200.00$210.00$220.00Nov 20$0.87$9.1323%10.49
$220.00$222.50$225.00Oct 23$0.13$2.3718%18.23
$175.00$180.00$185.00Nov 20$0.12$4.889%40.67
$217.50$220.00$222.50Oct 23$0.09$2.4112%26.78

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 $-4.05, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$182.50$200.001:2Nov 6-$4.05$13.45
$225.00$227.501:2Oct 16-$0.01$2.49
$235.00$237.501:2Oct 16-$0.01$2.49
$237.50$240.001:2Oct 16-$0.01$2.49
$222.50$225.001:2Oct 16-$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$182.50$180.001:2Oct 16-$0.04$2.46
$205.00$202.501:2Oct 16-$0.11$2.39
$200.00$197.501:2Oct 16-$0.63$1.87
$177.50$175.001:2Oct 16-$1.49$1.01
$190.00$180.001:2Nov 27-$1.78$8.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 6.22%, avg 2.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$215.00Nov 27$12.900.483.7%6.22%9.89%4--
$220.00Nov 27$11.000.446.1%5.30%11.39%1--
$210.00Nov 27$15.050.531.3%7.26%8.52%610
$230.00Nov 27$7.750.3610.9%3.74%14.64%1--
$235.00Nov 27$6.400.3213.3%3.09%16.40%217
$240.00Nov 27$5.500.2915.7%2.65%18.38%47
$220.00Nov 20$9.450.426.1%4.56%10.64%1962.8K
$245.00Nov 27$4.200.2618.1%2.03%20.17%23
$210.00Nov 20$12.500.531.3%6.03%7.29%340747
$230.00Nov 20$5.700.3210.9%2.75%13.66%1881.7K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 11,136
Total Puts 9,351
Put/Call Ratio 0.84
Net Difference 1,785

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 73,858
Total Puts 51,150
Average Put/Call Ratio 0.79
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All