ZS - Options Database

ZSCALER INC

$213.94 +6.02%

(10/6 09:40) ◀

Tuesday, October 6, 2026 (9:45am)

▶ (10/6 09:50)

◀ 10/6 09:45 ▶

Option Volume

Detail

ℹ

Current (10/06 9:45am) 6,403

Calls: 5,038 (79%)

Puts: 1,365 (21%)

Prior (09/15) 3,343

Calls: 1,648 (49%)

Puts: 1,695 (51%)

Current vs Prior +91.53%

Calls: +205.70% (Calls)

Puts: -19.47% (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 -83.37%

Calls: -78.27%

Puts: -91.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 9:45am) $4.57M

Calls: $4.15M (91%)

Puts: $415.7K (9%)

Prior (09/15) $2.14M

Calls: $1.55M (72%)

Puts: $591.9K (28%)

Current vs Prior +113.19%

Calls: +167.72%

Puts: -29.77%

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 -83.55%

Calls: -79.34%

Puts: -94.58%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 9:45am) 0.27

Prior (09/15) 1.03

Current vs Prior -73.66%

Prior 7-Day Average 0.61

Current vs Prior 7-Day Avg -55.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 9:45am) 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 6.44% | 8.31%8.31% | 17.92%

Prior 5.80% | 8.31%5.80% | 14.43%

Current vs Prior +11.14% | +0.05%+43.39% | +24.17%

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

Current vs 7-Day Avg -30.01% | -39.95%-40.25% | -6.42%

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

Current vs 7-Day Eod +11.14% | +0.05%-9.69% | -2.10%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 27.21% | 18.27%

Calls: 27.14% | 16.33%

Puts: 27.29% | 20.22%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +52.52% | +76.69%

Prior 7-Day Avg 20.47% | 8.17%

Calls: 21.11% | 6.99%

Puts: 19.83% | 9.35%

Current vs 7-Day Avg +32.92% | +123.54%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($4.15M) vs puts ($415.7K). Massive premium surge with dollar volume up 113% vs prior. Above-average activity with volume up 92% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (5,038 calls vs 1,365 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
09:45	BULLISH	BULLISH	BULLISH
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

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Tightest Spreads

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Best Value <$1

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High Delta

⚖️

Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 35 of results (avg 8.2%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$175.00	Oct 9	38.55	40.20	$39.38	4.2%	--	1.00	26
$180.00	Nov 20	37.80	40.00	$38.90	5.7%	3	0.83	710
$172.50	Oct 9	40.45	43.00	$41.73	6.1%	--	1.00	34
$185.00	Oct 9	28.45	30.25	$29.35	6.1%	--	1.00	67
$175.00	Oct 16	38.35	41.10	$39.73	6.9%	1	1.00	352

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Nov 20	39.25	42.05	$40.65	6.9%	--	0.75	11
$220.00	Nov 20	18.35	20.10	$19.23	9.1%	--	0.51	65
$240.00	Nov 20	31.25	34.25	$32.75	9.2%	--	0.68	204
$232.50	Oct 23	20.80	22.90	$21.85	9.6%	--	0.74	12

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. 93 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$172.50	Oct 9	40.45	43.00	$41.73	6.1%	--	1.00	34
$175.00	Oct 9	38.55	40.20	$39.38	4.2%	--	1.00	26
$177.50	Oct 9	35.55	38.45	$37.00	7.8%	1	1.00	55
$180.00	Oct 9	33.15	35.90	$34.53	8.0%	37	1.00	108
$182.50	Oct 9	30.70	33.40	$32.05	8.4%	--	1.00	13

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Nov 20	39.25	42.05	$40.65	6.9%	--	0.75	11
$230.00	Oct 16	17.45	20.25	$18.85	14.9%	--	0.75	12
$232.50	Oct 23	20.80	22.90	$21.85	9.6%	--	0.74	12
$225.00	Oct 9	12.00	14.20	$13.10	16.8%	--	0.74	16
$222.50	Oct 9	10.35	12.50	$11.43	18.8%	14	0.69	--

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 5.7K, top 723)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 9	3.35	4.20	$3.78	22.5%	723	0.37	869
$210.00	Oct 9	7.95	9.00	$8.48	12.4%	462	0.61	2.2K
$230.00	Oct 9	1.21	1.83	$1.52	40.8%	382	0.18	178
$230.00	Oct 16	2.72	3.30	$3.01	19.3%	323	0.25	1.8K
$205.00	Oct 9	10.45	12.90	$11.68	21.0%	304	0.72	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 9	1.01	1.60	$1.31	45.0%	201	0.16	1.1K
$207.50	Oct 9	2.60	4.00	$3.30	42.4%	127	0.32	61
$195.00	Oct 9	0.45	0.72	$0.59	45.8%	123	0.08	489
$210.00	Oct 9	3.40	5.65	$4.53	49.7%	110	0.39	120
$185.00	Oct 9	0.05	0.28	$0.17	135.3%	91	0.03	786

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 38.5%, max 58.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$232.50	Oct 9	Oct 23	85.2%	53.8%	58.3%	100	261
$205.00	Oct 9	Nov 13	83.6%	53.0%	57.6%	304	2.1K
$210.00	Oct 9	Nov 20	78.9%	53.5%	47.6%	467	2.7K
$227.50	Oct 9	Nov 6	81.3%	55.6%	46.2%	36	84
$202.50	Oct 9	Nov 6	77.2%	54.0%	42.9%	51	317

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	78.9%	53.5%	47.6%	110	308
$205.00	Oct 9	Oct 23	83.6%	56.7%	47.3%	--	809
$212.50	Oct 9	Oct 30	77.2%	54.7%	41.0%	28	269
$202.50	Oct 9	Oct 30	77.2%	55.6%	38.9%	14	475
$215.00	Oct 9	Oct 30	78.1%	57.1%	36.7%	8	127

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 153 found (best R:R 0.97, avg 4.02)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$205.00	$215.00	Nov 6	$5.07	$4.93	$5.07	64%	0.97	$210.07
$210.00	$220.00	Nov 20	$4.58	$5.42	$4.58	58%	1.18	$214.58
$200.00	$210.00	Nov 20	$5.73	$4.27	$5.73	67%	0.75	$205.73
$215.00	$225.00	Nov 13	$4.05	$5.95	$4.05	52%	1.47	$219.05
$202.50	$205.00	Oct 30	$1.07	$1.43	$1.07	68%	1.34	$203.57

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	32%	9.87	$207.27
$205.00	$202.50	Oct 16	$0.43	$2.07	$0.43	31%	4.81	$204.57
$200.00	$197.50	Oct 16	$0.28	$2.22	$0.28	22%	7.93	$199.72
$195.00	$192.50	Nov 6	$0.42	$2.08	$0.42	25%	4.95	$194.58
$225.00	$222.50	Oct 9	$1.67	$0.83	$1.67	74%	0.50	$223.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 114 found (best R:R 1.12, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$232.50	Oct 23	$1.10	$1.10	$1.40	70%	0.79	$231.10
$230.00	$232.50	Oct 16	$0.84	$0.84	$1.66	75%	0.51	$230.84
$232.50	$235.00	Oct 9	$0.59	$0.59	$1.91	84%	0.31	$233.09
$220.00	$222.50	Oct 23	$1.27	$1.27	$1.23	56%	1.03	$221.27
$220.00	$222.50	Oct 16	$1.18	$1.18	$1.32	59%	0.89	$221.18

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$197.50	Oct 23	$1.32	$1.32	$1.18	72%	1.12	$198.68
$202.50	$200.00	Oct 16	$1.22	$1.22	$1.28	72%	0.95	$201.28
$190.00	$185.00	Nov 20	$1.58	$1.58	$3.42	76%	0.46	$188.42
$192.50	$190.00	Oct 23	$0.93	$0.93	$1.57	81%	0.59	$191.57
$197.50	$195.00	Oct 30	$1.12	$1.12	$1.38	73%	0.81	$196.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.45, cheapest $5.37)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$222.50	Oct 9	Oct 16	$1.79	76.9%	57.1%
$210.00	Oct 9	Oct 16	$1.87	78.9%	59.5%
$215.00	Oct 9	Oct 16	$2.24	78.1%	59.8%
$220.00	Oct 9	Oct 16	$2.15	77.4%	59.3%
$212.50	Oct 9	Oct 16	$1.88	77.2%	59.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$222.50	Oct 9	Oct 30	$5.37	76.9%	56.2%
$210.00	Oct 9	Oct 16	$2.07	78.9%	59.5%
$215.00	Oct 9	Oct 16	$2.12	78.1%	59.8%
$220.00	Oct 9	Oct 16	$2.03	77.4%	59.3%
$212.50	Oct 9	Oct 16	$2.23	77.2%	59.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.84% of stock, avg 10.35%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$212.50	Oct 9	$7.00	$5.50	$12.50	$200.00	$225.00	5.84%
$215.00	Oct 9	$5.83	$6.78	$12.61	$202.39	$227.61	5.89%
$210.00	Oct 9	$8.48	$4.53	$13.01	$196.99	$223.01	6.08%
$207.50	Oct 9	$9.95	$3.30	$13.25	$194.25	$220.75	6.19%
$220.00	Oct 9	$3.78	$9.80	$13.58	$206.42	$233.58	6.35%
$222.50	Oct 9	$2.96	$11.43	$14.39	$208.11	$236.89	6.73%
$205.00	Oct 9	$11.68	$3.07	$14.75	$190.25	$219.75	6.89%
$225.00	Oct 9	$2.40	$13.10	$15.50	$209.50	$240.50	7.25%
$202.50	Oct 9	$13.63	$1.98	$15.61	$186.89	$218.11	7.30%
$212.50	Oct 16	$8.88	$7.73	$16.61	$195.89	$229.11	7.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 2.05% of stock, avg 6.57%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$225.00	$202.50	Oct 9	$2.40	$1.98	$4.38	$198.12	$229.38
$222.50	$202.50	Oct 9	$2.96	$1.98	$4.94	$197.56	$227.44
$225.00	$205.00	Oct 9	$2.40	$3.07	$5.47	$199.53	$230.47
$225.00	$207.50	Oct 9	$2.40	$3.30	$5.70	$201.80	$230.70
$222.50	$205.00	Oct 9	$2.96	$3.07	$6.03	$198.97	$228.53
$222.50	$207.50	Oct 9	$2.96	$3.30	$6.26	$201.24	$228.76
$220.00	$202.50	Oct 9	$3.78	$1.98	$5.76	$196.74	$225.76
$220.00	$207.50	Oct 9	$3.78	$3.30	$7.08	$200.42	$227.08
$220.00	$205.00	Oct 9	$3.78	$3.07	$6.85	$198.15	$226.85
$230.00	$205.00	Oct 16	$3.01	$4.40	$7.41	$197.59	$237.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 198 found (best R:R 4.32, avg credit $1.34)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
190/192	230/232	Oct 23	$2.03	$0.47	51%	4.32	$190.47	$232.03
200/202	230/232	Oct 16	$2.06	$0.44	47%	4.68	$200.44	$232.06
198/200	232/235	Oct 23	$1.93	$0.57	47%	3.39	$198.07	$234.43
202/205	232/235	Oct 9	$1.68	$0.82	56%	2.05	$203.32	$234.18
190/192	230/232	Oct 16	$1.49	$1.01	61%	1.48	$191.01	$231.49
180/182	230/232	Oct 23	$1.41	$1.09	61%	1.29	$181.09	$231.41
195/198	230/232	Oct 23	$1.75	$0.75	47%	2.33	$195.75	$231.75
190/192	232/235	Oct 23	$1.54	$0.96	55%	1.60	$190.96	$234.04
185/188	230/232	Oct 23	$1.48	$1.02	57%	1.45	$186.02	$231.48
195/198	230/232	Oct 16	$1.49	$1.01	55%	1.48	$196.01	$231.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 11.66, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$210.00	$220.00	$230.00	Nov 20	$0.79	$9.21	18%	11.66
$205.00	$210.00	$215.00	Nov 13	$0.10	$4.90	11%	49.00
$230.00	$240.00	$250.00	Nov 20	$0.65	$9.35	15%	14.38
$185.00	$190.00	$195.00	Oct 16	$0.07	$4.93	9%	70.43
$230.00	$235.00	$240.00	Oct 30	$0.18	$4.82	11%	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$220.00	$230.00	$240.00	Nov 20	$0.82	$9.18	17%	11.20
$230.00	$240.00	$250.00	Nov 20	$0.73	$9.27	15%	12.70
$190.00	$195.00	$200.00	Nov 20	$0.17	$4.83	9%	28.41
$215.00	$217.50	$220.00	Oct 16	$0.07	$2.43	9%	34.71
$202.50	$205.00	$207.50	Oct 23	$0.07	$2.43	7%	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. 91 found (best net $-5.05, 89 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$235.00	$245.00	1:2	Nov 6	-$1.81	$8.19
$235.00	$240.00	1:2	Oct 16	-$0.66	$4.34
$240.00	$245.00	1:2	Oct 9	-$0.20	$4.80
$232.50	$235.00	1:2	Oct 9	-$0.24	$2.26
$240.00	$245.00	1:2	Oct 16	-$0.52	$4.48

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$232.50	$220.00	1:2	Oct 23	-$5.05	$7.45
$230.00	$220.00	1:2	Oct 16	-$4.81	$5.19
$192.50	$190.00	1:2	Oct 9	-$0.09	$2.41
$190.00	$187.50	1:2	Oct 9	-$0.07	$2.43
$197.50	$195.00	1:2	Oct 9	-$0.21	$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 6.47%, avg 2.21%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$13.85	0.49	2.8%	6.47%	9.31%	59	2.4K
$230.00	Nov 20	$9.95	0.40	7.5%	4.65%	12.16%	12	1.8K
$240.00	Nov 20	$7.10	0.32	12.2%	3.32%	15.50%	3	1.2K
$225.00	Nov 13	$9.45	0.42	5.2%	4.42%	9.59%	1	8
$215.00	Nov 13	$13.50	0.52	0.5%	6.31%	6.81%	3	2
$250.00	Nov 20	$5.15	0.24	16.9%	2.41%	19.26%	172	454
$230.00	Nov 13	$7.65	0.38	7.5%	3.58%	11.08%	1	9
$215.00	Nov 6	$12.65	0.52	0.5%	5.91%	6.41%	10	10
$220.00	Nov 6	$10.15	0.47	2.8%	4.74%	7.58%	5	32
$225.00	Nov 6	$8.25	0.41	5.2%	3.86%	9.03%	--	11

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 5,038

Total Puts 1,365

Put/Call Ratio 0.27

Net Difference 3,673

Prior's Put/Call Breakdown

Total Calls 1,648

Total Puts 1,695

Put/Call Ratio 1.03

Net Difference -47

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
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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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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

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