ZS - Options Database

ZSCALER INC

$213.97 +6.03%

(10/6 09:35) ◀

Tuesday, October 6, 2026 (9:40am)

▶ (10/6 09:45)

◀ 10/6 09:40 ▶

Option Volume

Detail

ℹ

Current (10/06 9:40am) 5,476

Calls: 4,438 (81%)

Puts: 1,038 (19%)

Prior (09/15) 3,079

Calls: 1,463 (48%)

Puts: 1,616 (52%)

Current vs Prior +77.85%

Calls: +203.35% (Calls)

Puts: -35.77% (Puts)

Prior 7-Day Total 269,519

Calls: 162,269 (60%)

Puts: 107,250 (40%)

Prior 7-Day Average 38,502

Calls: 23,181 (60%)

Puts: 15,321 (40%)

Current vs Prior 7-Day Avg -85.78%

Calls: -80.86%

Puts: -93.23%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 9:40am) $3.70M

Calls: $3.33M (90%)

Puts: $375.1K (10%)

Prior (09/15) $2.04M

Calls: $1.47M (72%)

Puts: $579.5K (28%)

Current vs Prior +81.12%

Calls: +127.15%

Puts: -35.27%

Prior 7-Day Total $194.46M

Calls: $140.75M (72%)

Puts: $53.70M (28%)

Prior 7-Day Average $27.78M

Calls: $20.11M (72%)

Puts: $7.67M (28%)

Current vs Prior 7-Day Avg -86.67%

Calls: -83.45%

Puts: -95.11%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 9:40am) 0.23

Prior (09/15) 1.10

Current vs Prior -78.83%

Prior 7-Day Average 0.61

Current vs Prior 7-Day Avg -61.75%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 9:40am) 221,041

Calls: 122,741 (56%)

Puts: 98,300 (44%)

Prior (09/15) 241,388

Calls: 137,987 (57%)

Puts: 103,401 (43%)

Current vs Prior -8.43%

Prior 7-Day Total 1,380,321

Calls: 763,439 (55%)

Puts: 616,882 (45%)

Prior 7-Day Average 197,188

Calls: 109,062 (55%)

Puts: 88,126 (45%)

Current vs Prior 7-Day Avg +12.10%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 6.55% | 8.39%8.39% | 17.87%

Prior 5.80% | 8.31%5.80% | 14.43%

Current vs Prior +12.98% | +0.99%+44.75% | +23.83%

Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%

Current vs 7-Day Avg -28.85% | -39.38%-39.68% | -6.67%

Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%

Current vs 7-Day Eod +12.98% | +0.99%-8.84% | -2.37%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 26.53% | 19.99%

Calls: 24.73% | 21.16%

Puts: 28.33% | 18.82%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +48.71% | +93.33%

Prior 7-Day Avg 20.47% | 8.17%

Calls: 21.11% | 6.99%

Puts: 19.83% | 9.35%

Current vs 7-Day Avg +29.60% | +144.59%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($3.33M) vs puts ($375.1K). Elevated premium activity with dollar volume up 81% vs prior. Above-average activity with volume up 78% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (4,438 calls vs 1,038 puts).

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

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	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 32 of results (avg 8.3%, best 5.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 9	32.85	34.80	$33.83	5.8%	17	0.99	108
$180.00	Nov 20	37.65	40.00	$38.83	6.1%	2	0.84	710
$175.00	Oct 23	38.45	41.00	$39.73	6.4%	--	0.94	66
$175.00	Oct 9	38.00	40.65	$39.33	6.7%	--	0.99	26
$175.00	Oct 16	38.30	41.10	$39.70	7.1%	1	0.97	352

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Nov 20	38.90	41.90	$40.40	7.4%	--	0.75	11
$240.00	Nov 20	31.25	33.90	$32.58	8.1%	--	0.68	204
$230.00	Nov 20	24.25	26.70	$25.48	9.6%	--	0.61	68

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. 92 found (avg delta 0.74, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$180.00	Oct 9	32.85	34.80	$33.83	5.8%	17	0.99	108
$182.50	Oct 9	30.60	33.40	$32.00	8.7%	--	0.99	13
$172.50	Oct 9	40.30	43.30	$41.80	7.2%	--	0.99	34
$175.00	Oct 9	38.00	40.65	$39.33	6.7%	--	0.99	26
$177.50	Oct 9	35.50	38.30	$36.90	7.6%	1	0.98	55

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Oct 16	17.15	20.25	$18.70	16.6%	--	0.75	12
$250.00	Nov 20	38.90	41.90	$40.40	7.4%	--	0.75	11
$225.00	Oct 9	12.00	14.50	$13.25	18.9%	--	0.75	16
$232.50	Oct 23	20.60	23.35	$21.98	12.5%	--	0.74	12
$222.50	Oct 9	10.35	12.65	$11.50	20.0%	14	0.69	--

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 4.9K, top 712)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 9	3.45	4.05	$3.75	16.0%	712	0.37	869
$210.00	Oct 9	7.70	8.70	$8.20	12.2%	426	0.62	2.2K
$230.00	Oct 9	1.40	1.60	$1.50	13.3%	378	0.18	178
$230.00	Oct 16	2.79	3.35	$3.07	18.2%	314	0.25	1.8K
$215.00	Oct 9	5.40	6.25	$5.83	14.6%	255	0.50	656

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 9	1.12	1.71	$1.42	41.5%	197	0.16	1.1K
$207.50	Oct 9	2.60	4.00	$3.30	42.4%	127	0.31	61
$210.00	Oct 9	3.50	5.75	$4.63	48.6%	110	0.38	120
$185.00	Oct 9	0.10	0.30	$0.20	100.0%	60	0.03	786
$197.50	Oct 9	0.75	1.35	$1.05	57.1%	35	0.13	715

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 39.0%, max 58.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$205.00	Oct 9	Nov 13	85.4%	53.9%	58.4%	153	2.1K
$232.50	Oct 9	Oct 23	83.6%	54.2%	54.4%	100	261
$210.00	Oct 9	Nov 20	82.4%	54.1%	52.5%	430	2.7K
$227.50	Oct 9	Nov 6	81.1%	55.7%	45.7%	36	84
$200.00	Oct 9	Nov 20	78.0%	54.3%	43.7%	108	1.8K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	82.4%	54.1%	52.5%	110	308
$205.00	Oct 9	Oct 23	85.4%	56.3%	51.6%	--	809
$212.50	Oct 9	Oct 30	79.0%	54.9%	43.9%	25	269
$200.00	Oct 9	Nov 20	78.0%	54.3%	43.7%	199	1.9K
$202.50	Oct 9	Oct 30	77.7%	55.7%	39.4%	11	475

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 3.05, avg 3.95)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$240.00	Nov 20	$2.47	$7.53	$2.47	39%	3.05	$232.47
$210.00	$225.00	Nov 13	$6.70	$8.30	$6.70	58%	1.24	$216.70
$210.00	$212.50	Oct 9	$0.72	$1.78	$0.72	62%	2.47	$210.72
$205.00	$215.00	Nov 6	$5.15	$4.85	$5.15	64%	0.94	$210.15
$210.00	$220.00	Nov 20	$4.60	$5.40	$4.60	58%	1.17	$214.60

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$207.50	$205.00	Oct 9	$0.23	$2.27	$0.23	31%	9.87	$207.27
$215.00	$212.50	Oct 16	$0.72	$1.78	$0.72	50%	2.47	$214.28
$205.00	$202.50	Oct 16	$0.33	$2.17	$0.33	31%	6.58	$204.67
$200.00	$197.50	Oct 16	$0.25	$2.25	$0.25	22%	9.00	$199.75
$212.50	$210.00	Oct 9	$0.82	$1.68	$0.82	44%	2.05	$211.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 111 found (best R:R 1.31, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$232.50	Oct 23	$1.20	$1.20	$1.30	70%	0.92	$231.20
$230.00	$232.50	Oct 16	$0.90	$0.90	$1.60	75%	0.56	$230.90
$215.00	$217.50	Oct 23	$1.47	$1.47	$1.03	49%	1.43	$216.47
$232.50	$235.00	Oct 9	$0.53	$0.53	$1.97	84%	0.27	$233.03
$235.00	$240.00	Oct 30	$1.40	$1.40	$3.60	72%	0.39	$236.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$197.50	Oct 23	$1.42	$1.42	$1.08	72%	1.31	$198.58
$210.00	$200.00	Nov 20	$4.42	$4.42	$5.58	58%	0.79	$205.58
$202.50	$200.00	Oct 16	$1.35	$1.35	$1.15	72%	1.17	$201.15
$190.00	$185.00	Nov 20	$1.65	$1.65	$3.35	76%	0.49	$188.35
$205.00	$202.50	Oct 9	$1.16	$1.16	$1.34	72%	0.87	$203.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.45, cheapest $1.97)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$210.00	Oct 9	Oct 16	$2.50	82.4%	59.4%
$217.50	Oct 9	Oct 16	$2.12	79.9%	58.7%
$212.50	Oct 9	Oct 16	$1.97	79.0%	59.4%
$222.50	Oct 9	Oct 16	$1.77	77.5%	58.5%
$220.00	Oct 9	Oct 16	$2.10	74.4%	58.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$210.00	Oct 9	Oct 16	$1.97	82.4%	59.4%
$222.50	Oct 9	Oct 30	$5.33	77.5%	56.1%
$212.50	Oct 9	Oct 16	$2.33	79.0%	59.4%
$220.00	Oct 9	Oct 16	$2.03	74.4%	58.7%
$207.50	Oct 9	Oct 16	$2.43	76.2%	60.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.78% of stock, avg 10.39%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$215.00	Oct 9	$5.83	$6.53	$12.36	$202.64	$227.36	5.78%
$210.00	Oct 9	$8.20	$4.63	$12.83	$197.17	$222.83	6.00%
$212.50	Oct 9	$7.48	$5.45	$12.93	$199.57	$225.43	6.04%
$207.50	Oct 9	$10.15	$3.30	$13.45	$194.05	$220.95	6.29%
$220.00	Oct 9	$3.75	$9.80	$13.55	$206.45	$233.55	6.33%
$205.00	Oct 9	$11.58	$3.07	$14.65	$190.35	$219.65	6.85%
$222.50	Oct 9	$3.16	$11.50	$14.66	$207.84	$237.16	6.85%
$202.50	Oct 9	$13.70	$1.91	$15.61	$186.89	$218.11	7.30%
$225.00	Oct 9	$2.48	$13.25	$15.73	$209.27	$240.73	7.35%
$215.00	Oct 16	$7.78	$8.50	$16.28	$198.72	$231.28	7.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 1.90% of stock, avg 6.41%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$227.50	$202.50	Oct 9	$2.15	$1.91	$4.06	$198.44	$231.56
$225.00	$202.50	Oct 9	$2.48	$1.91	$4.39	$198.11	$229.39
$227.50	$205.00	Oct 9	$2.15	$3.07	$5.22	$199.78	$232.72
$225.00	$205.00	Oct 9	$2.48	$3.07	$5.55	$199.45	$230.55
$222.50	$202.50	Oct 9	$3.16	$1.91	$5.07	$197.43	$227.57
$227.50	$207.50	Oct 9	$2.15	$3.30	$5.45	$202.05	$232.95
$225.00	$207.50	Oct 9	$2.48	$3.30	$5.78	$201.72	$230.78
$222.50	$205.00	Oct 9	$3.16	$3.07	$6.23	$198.77	$228.73
$222.50	$207.50	Oct 9	$3.16	$3.30	$6.46	$201.04	$228.96
$220.00	$202.50	Oct 9	$3.75	$1.91	$5.66	$196.84	$225.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 212 found (best R:R 9.00, avg credit $1.30)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
200/202	230/232	Oct 16	$2.25	$0.25	47%	9.00	$200.25	$232.25
190/192	230/232	Oct 23	$2.13	$0.37	50%	5.76	$190.37	$232.13
198/200	232/235	Oct 23	$2.03	$0.47	46%	4.32	$197.97	$234.53
202/205	232/235	Oct 9	$1.69	$0.81	56%	2.09	$203.31	$234.19
202/205	228/230	Oct 9	$1.81	$0.69	49%	2.62	$203.19	$229.31
178/180	230/232	Oct 23	$1.48	$1.02	62%	1.45	$178.52	$231.48
202/205	238/240	Oct 9	$1.49	$1.01	61%	1.48	$203.51	$238.99
185/188	230/232	Oct 23	$1.58	$0.92	56%	1.72	$185.92	$231.58
190/192	230/232	Oct 16	$1.45	$1.05	61%	1.38	$191.05	$231.45
202/205	230/232	Oct 23	$2.08	$0.42	35%	4.95	$202.92	$232.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 44.45, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$230.00	$240.00	$250.00	Nov 20	$0.22	$9.78	14%	44.45
$210.00	$220.00	$230.00	Nov 20	$0.80	$9.20	18%	11.50
$240.00	$245.00	$250.00	Oct 30	$0.06	$4.94	7%	82.33
$197.50	$200.00	$202.50	Oct 23	$0.08	$2.42	8%	30.25
$230.00	$235.00	$240.00	Oct 30	$0.30	$4.70	12%	15.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$210.00	$220.00	Nov 20	$0.61	$9.39	19%	15.39
$220.00	$222.50	$225.00	Oct 9	$0.05	$2.45	11%	49.00
$175.00	$180.00	$185.00	Nov 6	$0.13	$4.87	7%	37.46
$190.00	$195.00	$200.00	Nov 20	$0.17	$4.83	9%	28.41
$220.00	$230.00	$240.00	Nov 20	$0.85	$9.15	16%	10.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-4.92, 92 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$210.00	$225.00	1:2	Nov 13	-$4.15	$10.85
$235.00	$245.00	1:2	Nov 6	-$1.81	$8.19
$240.00	$245.00	1:2	Oct 9	-$0.19	$4.81
$245.00	$250.00	1:2	Oct 16	-$0.33	$4.67
$235.00	$240.00	1:2	Oct 16	-$0.65	$4.35

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$232.50	$220.00	1:2	Oct 23	-$4.92	$7.58
$230.00	$220.00	1:2	Oct 16	-$4.96	$5.04
$190.00	$187.50	1:2	Oct 9	-$0.04	$2.46
$192.50	$190.00	1:2	Oct 9	-$0.11	$2.39
$185.00	$182.50	1:2	Oct 16	-$0.16	$2.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 6.45%, avg 2.14%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$13.80	0.49	2.8%	6.45%	9.27%	46	2.4K
$230.00	Nov 20	$10.15	0.39	7.5%	4.74%	12.24%	10	1.8K
$240.00	Nov 20	$7.50	0.32	12.2%	3.51%	15.67%	3	1.2K
$250.00	Nov 20	$5.30	0.25	16.8%	2.48%	19.32%	172	454
$225.00	Nov 13	$9.45	0.43	5.2%	4.42%	9.57%	1	8
$230.00	Nov 13	$7.65	0.38	7.5%	3.58%	11.07%	1	9
$215.00	Nov 6	$12.70	0.53	0.5%	5.94%	6.42%	4	10
$220.00	Nov 6	$10.15	0.47	2.8%	4.74%	7.56%	--	32
$225.00	Nov 6	$8.25	0.41	5.2%	3.86%	9.01%	--	11
$227.50	Nov 6	$7.35	0.39	6.3%	3.44%	9.76%	--	10

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 4,438

Total Puts 1,038

Put/Call Ratio 0.23

Net Difference 3,400

Prior's Put/Call Breakdown

Total Calls 1,463

Total Puts 1,616

Put/Call Ratio 1.10

Net Difference -153

Prior 7-Day Put/Call Summary

Total Calls 162,269

Total Puts 107,250

Average Put/Call Ratio 0.61

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...

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

Add Card