Tour v531
ZS
ZSCALER INC
$214.02 +6.06%
◀ 10/6 09:50 ▶

Option Volume

Detail
ℹ
Current (10/06 9:50am) 6,930
Calls: 5,379 (78%)
Puts: 1,551 (22%)
Prior (09/15) 4,157
Calls: 1,994 (48%)
Puts: 2,163 (52%)
Current vs Prior +66.71%
Calls: +169.76% (Calls)
Puts: -28.29% (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 -82.00%
Calls: -76.80%
Puts: -89.88%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:50am) $6.10M
Calls: $5.65M (93%)
Puts: $446.8K (7%)
Prior (09/15) $2.59M
Calls: $1.77M (69%)
Puts: $813.3K (31%)
Current vs Prior +135.79%
Calls: +218.78%
Puts: -45.06%
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 -78.05%
Calls: -71.90%
Puts: -94.18%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:50am) 0.29
Prior (09/15) 1.08
Current vs Prior -73.42%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -52.86%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 9:50am) 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
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.46% | 8.23%8.23% | 17.83%
Prior 5.80% | 8.31%5.80% | 14.43%
Current vs Prior +11.50% | -0.94%+41.97% | +23.54%
Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%
Current vs 7-Day Avg -29.78% | -40.54%-40.84% | -6.89%
Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%
Current vs 7-Day Eod +11.50% | -0.94%-10.58% | -2.60%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.90% | 20.49%
Calls: 18.31% | 17.36%
Puts: 27.49% | 23.62%
Prior 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Current vs Prior +28.36% | +98.16%
Prior 7-Day Avg 20.47% | 8.17%
Calls: 21.11% | 6.99%
Puts: 19.83% | 9.35%
Current vs 7-Day Avg +11.86% | +150.71%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($5.65M) vs puts ($446.8K). Massive premium surge with dollar volume up 136% vs prior. Above-average activity with volume up 67% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (5,379 calls vs 1,551 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)
TimeSmart MoneyRetailOverall
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 25 of results (avg 8.5%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 2037.5540.00$38.786.3%30.83710
$200.00Nov 2023.7025.45$24.587.1%850.68912
$172.50Oct 940.4043.40$41.907.2%--1.0034
$175.00Oct 2338.1041.10$39.607.6%--0.9366
$175.00Oct 937.9040.90$39.407.6%--1.0026
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2039.0541.95$40.507.2%--0.7511
$240.00Nov 2031.2534.15$32.708.9%--0.68204
$220.00Nov 2018.2020.10$19.159.9%--0.5265

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)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 940.4043.40$41.907.2%--1.0034
$175.00Oct 937.9040.90$39.407.6%--1.0026
$177.50Oct 935.3038.50$36.908.7%11.0055
$180.00Oct 932.9536.00$34.488.8%371.00108
$182.50Oct 930.4033.45$31.939.6%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2039.0541.95$40.507.2%--0.7511
$230.00Oct 1617.2520.15$18.7015.5%--0.7412
$225.00Oct 911.8014.40$13.1019.8%--0.7416
$232.50Oct 2320.6523.25$21.9511.8%--0.7412
$222.50Oct 910.5012.15$11.3314.6%140.69--

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 6.0K, top 730)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 93.504.10$3.8015.8%7300.37869
$210.00Oct 97.758.95$8.3514.4%4650.622.2K
$230.00Oct 91.221.70$1.4632.9%3830.18178
$230.00Oct 162.723.35$3.0420.7%3360.251.8K
$205.00Oct 911.2012.35$11.779.8%3090.722.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.011.40$1.2132.2%2010.151.1K
$207.50Oct 92.603.40$3.0026.7%1270.3161
$210.00Oct 93.304.40$3.8528.6%1250.38120
$195.00Oct 90.430.72$0.5750.9%1230.08489
$185.00Oct 90.050.28$0.17135.3%910.03786

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 34.6%, max 57.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Oct 9Nov 1383.5%53.1%57.4%3092.1K
$230.00Oct 9Nov 2078.8%56.5%39.5%3952.0K
$225.00Oct 9Nov 1377.5%55.7%39.1%2431.1K
$212.50Oct 9Nov 673.8%53.2%38.7%253374
$220.00Oct 9Nov 2077.7%56.3%38.1%7913.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Oct 9Oct 2383.5%56.7%47.2%--809
$220.00Oct 9Nov 2077.7%56.3%38.1%1891
$200.00Oct 9Nov 2073.0%53.3%37.1%2041.9K
$222.50Oct 9Oct 3076.9%56.1%37.0%1416
$215.00Oct 9Oct 3077.5%57.0%36.0%8127

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 0.79, avg 3.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$5.58$4.42$5.5868%0.79$205.58
$220.00$230.00Nov 20$3.58$6.42$3.5848%1.79$223.58
$210.00$220.00Nov 20$4.67$5.33$4.6758%1.14$214.67
$235.00$240.00Oct 23$0.39$4.61$0.3922%11.82$235.39
$230.00$240.00Nov 20$2.87$7.13$2.8740%2.48$232.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Oct 16$1.05$1.45$1.0559%1.38$218.95
$190.00$187.50Nov 6$0.11$2.39$0.1119%21.73$189.89
$180.00$175.00Nov 6$0.26$4.74$0.2612%18.23$179.74
$200.00$197.50Oct 16$0.28$2.22$0.2822%7.93$199.72
$202.50$200.00Oct 30$0.61$1.89$0.6132%3.10$201.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 112 found (best R:R 1.17, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$230.00$232.50Oct 23$1.10$1.10$1.4070%0.79$231.10
$230.00$232.50Oct 16$0.87$0.87$1.6375%0.53$230.87
$220.00$222.50Oct 23$1.27$1.27$1.2356%1.03$221.27
$235.00$240.00Oct 30$1.40$1.40$3.6072%0.39$236.40
$232.50$235.00Oct 23$0.76$0.76$1.7474%0.44$233.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$192.50$190.00Nov 6$1.35$1.35$1.1577%1.17$191.15
$210.00$200.00Nov 20$4.48$4.48$5.5258%0.81$205.52
$205.00$202.50Oct 9$1.35$1.35$1.1572%1.17$203.65
$192.50$190.00Oct 23$0.94$0.94$1.5681%0.60$191.56
$205.00$202.50Oct 16$1.22$1.22$1.2869%0.95$203.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.51, cheapest $5.44)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$222.50Oct 9Oct 16$1.7976.9%57.2%
$215.00Oct 9Oct 16$2.0477.5%58.3%
$220.00Oct 9Oct 16$2.0077.7%59.5%
$217.50Oct 9Oct 16$2.2377.5%59.6%
$212.50Oct 9Oct 16$1.8373.8%58.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$222.50Oct 9Oct 30$5.4476.9%56.1%
$215.00Oct 9Oct 16$1.9577.5%58.3%
$220.00Oct 9Oct 16$1.8077.7%59.5%
$212.50Oct 9Oct 16$2.4073.8%58.3%
$210.00Oct 9Oct 16$2.7570.2%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.70% of stock, avg 10.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Oct 9$8.35$3.85$12.20$197.80$222.205.70%
$212.50Oct 9$7.10$5.23$12.33$200.17$224.835.76%
$215.00Oct 9$5.78$6.73$12.51$202.49$227.515.85%
$207.50Oct 9$9.63$3.00$12.63$194.87$220.135.90%
$220.00Oct 9$3.80$9.50$13.30$206.70$233.306.21%
$222.50Oct 9$2.96$11.33$14.29$208.21$236.796.68%
$205.00Oct 9$11.77$3.06$14.83$190.17$219.836.93%
$202.50Oct 9$13.48$1.71$15.19$187.31$217.697.10%
$225.00Oct 9$2.26$13.10$15.36$209.64$240.367.18%
$215.00Oct 16$7.82$8.68$16.50$198.50$231.507.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 1.85% of stock, avg 6.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$225.00$202.50Oct 9$2.26$1.71$3.97$198.53$228.97
$222.50$202.50Oct 9$2.96$1.71$4.67$197.83$227.17
$225.00$205.00Oct 9$2.26$3.06$5.32$199.68$230.32
$225.00$207.50Oct 9$2.26$3.00$5.26$202.24$230.26
$222.50$207.50Oct 9$2.96$3.00$5.96$201.54$228.46
$222.50$205.00Oct 9$2.96$3.06$6.02$198.98$228.52
$220.00$202.50Oct 9$3.80$1.71$5.51$196.99$225.51
$225.00$210.00Oct 9$2.26$3.85$6.11$203.89$231.11
$220.00$207.50Oct 9$3.80$3.00$6.80$200.70$226.80
$222.50$210.00Oct 9$2.96$3.85$6.81$203.19$229.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 194 found (best R:R 4.43, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
190/192230/232Oct 23$2.04$0.4651%4.43$190.46$232.04
198/200230/232Oct 23$2.13$0.3743%5.76$197.87$232.13
202/205230/232Oct 16$2.09$0.4143%5.10$202.91$232.09
202/205232/235Oct 9$1.71$0.7958%2.16$203.29$234.21
195/198230/232Oct 16$1.74$0.7655%2.29$195.76$231.74
202/205222/225Oct 9$2.05$0.4541%4.56$202.95$224.55
202/205238/240Oct 9$1.50$1.0063%1.50$203.50$239.00
190/192232/235Oct 23$1.70$0.8055%2.13$190.80$234.20
202/205230/232Oct 9$1.71$0.7954%2.16$203.29$231.71
190/192230/232Oct 16$1.53$0.9761%1.58$190.97$231.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 12.51, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.71$9.2917%13.08
$200.00$210.00$220.00Nov 20$0.91$9.0919%9.99
$230.00$235.00$240.00Oct 30$0.18$4.8211%26.78
$240.00$245.00$250.00Oct 30$0.06$4.947%82.33
$230.00$240.00$250.00Nov 20$0.69$9.3115%13.49
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.74$9.2619%12.51
$220.00$230.00$240.00Nov 20$0.69$9.3117%13.49
$185.00$190.00$195.00Nov 20$0.08$4.928%61.50
$230.00$240.00$250.00Nov 20$0.68$9.3215%13.71
$210.00$212.50$215.00Oct 9$0.12$2.3814%19.83

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 $-4.91, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$245.001:2Nov 6-$1.78$8.22
$235.00$240.001:2Oct 16-$0.64$4.36
$245.00$250.001:2Oct 16-$0.27$4.73
$240.00$245.001:2Oct 16-$0.53$4.47
$232.50$235.001:2Oct 9-$0.38$2.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$220.001:2Oct 23-$4.91$7.59
$230.00$220.001:2Oct 16-$3.90$6.10
$205.00$202.501:2Oct 9-$0.36$2.14
$210.00$200.001:2Nov 6-$3.38$6.62
$190.00$187.501:2Oct 9-$0.08$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 6.38%, avg 2.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$13.650.482.8%6.38%9.17%612.4K
$230.00Nov 20$10.000.407.5%4.67%12.14%121.8K
$240.00Nov 20$7.100.3212.1%3.32%15.46%31.2K
$250.00Nov 20$5.150.2516.8%2.41%19.22%172454
$225.00Nov 13$9.450.425.1%4.42%9.55%18
$215.00Nov 13$13.500.530.5%6.31%6.77%32
$230.00Nov 13$7.650.387.5%3.57%11.04%19
$215.00Nov 6$12.500.520.5%5.84%6.30%1010
$227.50Nov 6$7.750.396.3%3.62%9.92%110
$220.00Nov 6$10.150.472.8%4.74%7.54%532

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 5,379
Total Puts 1,551
Put/Call Ratio 0.29
Net Difference 3,828

Prior's Put/Call Breakdown

Total Calls 1,994
Total Puts 2,163
Put/Call Ratio 1.08
Net Difference -169

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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Chart Title

Price — Past 7 Days

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