Tour v531
ZS
ZSCALER INC
$212.46 +5.28%
◀ 10/6 09:55 ▶

Option Volume

Detail
ℹ
Current (10/06 9:55am) 7,342
Calls: 5,629 (77%)
Puts: 1,713 (23%)
Prior (09/15) 4,738
Calls: 2,462 (52%)
Puts: 2,276 (48%)
Current vs Prior +54.96%
Calls: +128.64% (Calls)
Puts: -24.74% (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 -80.93%
Calls: -75.72%
Puts: -88.82%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:55am) $6.08M
Calls: $5.57M (92%)
Puts: $514.2K (8%)
Prior (09/15) $2.95M
Calls: $2.00M (68%)
Puts: $957.9K (32%)
Current vs Prior +105.87%
Calls: +178.89%
Puts: -46.32%
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 -78.11%
Calls: -72.31%
Puts: -93.30%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:55am) 0.30
Prior (09/15) 0.92
Current vs Prior -67.08%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -50.24%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 9:55am) 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 6.34% | 8.16%8.16% | 18.11%
Prior 5.80% | 8.31%5.80% | 14.43%
Current vs Prior +9.47% | -1.80%+40.74% | +25.53%
Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%
Current vs 7-Day Avg -31.05% | -41.06%-41.35% | -5.39%
Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%
Current vs 7-Day Eod +9.47% | -1.80%-11.36% | -1.03%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.32% | 24.46%
Calls: 25.56% | 24.88%
Puts: 17.09% | 24.04%
Prior 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Current vs Prior +19.51% | +136.56%
Prior 7-Day Avg 20.47% | 8.17%
Calls: 21.11% | 6.99%
Puts: 19.83% | 9.35%
Current vs 7-Day Avg +4.15% | +199.28%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($5.57M) vs puts ($514.2K). Massive premium surge with dollar volume up 106% vs prior. Above-average activity with volume up 55% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (5,629 calls vs 1,713 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
09:55BULLISHBULLISHBULLISH
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 30 of results (avg 7.8%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 2036.6538.15$37.404.0%40.84710
$200.00Nov 2022.8523.80$23.334.1%860.68912
$170.00Oct 2342.0544.55$43.305.8%10.9717
$195.00Nov 2025.8527.45$26.656.0%20.72205
$170.00Oct 941.7544.55$43.156.5%--0.9934
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 2019.2520.45$19.856.0%--0.5365
$250.00Nov 2039.6542.85$41.257.8%--0.7711
$240.00Nov 2031.6034.35$32.988.3%--0.69204
$200.00Oct 162.903.20$3.059.8%180.24346

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. 100 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 938.8542.05$40.457.9%--1.0034
$180.00Oct 931.3034.60$32.9510.0%370.99108
$170.00Oct 941.7544.55$43.156.5%--0.9934
$177.50Oct 933.9037.15$35.539.1%10.9955
$175.00Oct 936.3039.65$37.978.8%--0.9926
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1617.9520.60$19.2713.8%--0.7912
$225.00Oct 912.3015.50$13.9023.0%--0.7816
$250.00Nov 2039.6542.85$41.257.8%--0.7711
$232.50Oct 2321.7524.25$23.0010.9%--0.7612
$222.50Oct 910.3513.40$11.8825.7%140.72--

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 6.4K, top 757)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 92.853.40$3.1317.6%7570.33869
$210.00Oct 96.658.60$7.6325.6%4660.592.2K
$230.00Oct 90.981.29$1.1427.2%3950.15178
$230.00Oct 162.392.95$2.6721.0%3390.231.8K
$205.00Oct 99.8510.75$10.308.7%3110.702.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.211.69$1.4533.1%2280.181.1K
$210.00Oct 94.305.10$4.7017.0%1360.42120
$207.50Oct 92.634.00$3.3241.3%1280.3461
$195.00Oct 90.520.72$0.6232.3%1260.09489
$185.00Oct 90.050.10$0.0862.5%1040.01786

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 33.2%, max 48.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Oct 9Nov 1378.2%52.8%48.0%3112.1K
$210.00Oct 9Nov 2074.7%52.7%41.6%4742.7K
$212.50Oct 9Nov 674.2%52.8%40.6%253374
$222.50Oct 9Oct 3078.4%56.4%38.8%149118
$227.50Oct 9Nov 678.3%56.6%38.2%3884
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2074.7%52.7%41.6%136308
$205.00Oct 9Oct 2378.2%55.9%39.9%--809
$222.50Oct 9Oct 3078.4%56.4%38.8%1416
$200.00Oct 9Nov 2073.0%53.1%37.6%2321.9K
$212.50Oct 9Oct 3074.2%54.0%37.4%61269

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 1.13, avg 3.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$4.70$5.30$4.7068%1.13$204.70
$215.00$220.00Nov 6$1.08$3.92$1.0852%3.63$216.08
$230.00$240.00Nov 20$2.27$7.73$2.2739%3.41$232.27
$180.00$185.00Nov 20$3.25$1.75$3.2584%0.54$183.25
$200.00$202.50Oct 16$1.00$1.50$1.0077%1.50$201.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$207.50$205.00Oct 9$0.26$2.24$0.2634%8.62$207.24
$212.50$210.00Oct 16$0.68$1.82$0.6846%2.68$211.82
$215.00$212.50Oct 9$0.88$1.62$0.8855%1.84$214.12
$190.00$187.50Nov 6$0.11$2.39$0.1120%21.73$189.89
$195.00$192.50Oct 16$0.15$2.35$0.1516%15.67$194.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 116 found (best R:R 0.81, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$212.50$215.00Nov 6$1.97$1.97$0.5345%3.72$214.47
$217.50$220.00Oct 23$1.75$1.75$0.7553%2.33$219.25
$217.50$220.00Oct 16$1.48$1.48$1.0255%1.45$218.98
$212.50$215.00Oct 16$1.61$1.61$0.8946%1.81$214.11
$222.50$225.00Oct 9$0.82$0.82$1.6872%0.49$223.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Nov 6$4.47$4.47$5.5357%0.81$205.53
$192.50$190.00Nov 6$1.35$1.35$1.1576%1.17$191.15
$210.00$200.00Nov 20$4.40$4.40$5.6057%0.79$205.60
$205.00$202.50Oct 9$1.21$1.21$1.2970%0.94$203.79
$192.50$190.00Oct 23$0.93$0.93$1.5780%0.59$191.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.30, cheapest $2.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Oct 9Oct 16$2.1775.4%54.2%
$212.50Oct 9Oct 16$2.5574.2%55.2%
$220.00Oct 9Oct 16$2.0274.7%56.5%
$217.50Oct 9Oct 16$2.6375.3%58.6%
$210.00Oct 9Oct 16$2.4274.7%58.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Oct 9Oct 16$2.0575.4%54.2%
$212.50Oct 9Oct 16$1.4374.2%55.2%
$220.00Oct 9Oct 16$1.8274.7%56.5%
$210.00Oct 9Oct 16$1.9074.7%58.3%
$207.50Oct 9Oct 16$2.3669.7%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 5.47% of stock, avg 10.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Oct 9$4.90$6.73$11.63$203.37$226.635.47%
$212.50Oct 9$6.13$5.85$11.98$200.52$224.485.64%
$207.50Oct 9$8.75$3.32$12.07$195.43$219.575.68%
$210.00Oct 9$7.63$4.70$12.33$197.67$222.335.80%
$220.00Oct 9$3.13$10.20$13.33$206.67$233.336.27%
$205.00Oct 9$10.30$3.06$13.36$191.64$218.366.29%
$202.50Oct 9$12.20$1.85$14.05$188.45$216.556.61%
$222.50Oct 9$2.68$11.88$14.56$207.94$237.066.85%
$200.00Oct 9$14.20$1.45$15.65$184.35$215.657.37%
$225.00Oct 9$1.86$13.90$15.76$209.24$240.767.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 1.75% of stock, avg 6.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$225.00$202.50Oct 9$1.86$1.85$3.71$198.79$228.71
$222.50$202.50Oct 9$2.68$1.85$4.53$197.97$227.03
$225.00$205.00Oct 9$1.86$3.06$4.92$200.08$229.92
$220.00$202.50Oct 9$3.13$1.85$4.98$197.52$224.98
$222.50$205.00Oct 9$2.68$3.06$5.74$199.26$228.24
$225.00$207.50Oct 9$1.86$3.32$5.18$202.32$230.18
$222.50$207.50Oct 9$2.68$3.32$6.00$201.50$228.50
$220.00$205.00Oct 9$3.13$3.06$6.19$198.81$226.19
$220.00$207.50Oct 9$3.13$3.32$6.45$201.05$226.45
$217.50$202.50Oct 9$4.00$1.85$5.85$196.65$223.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 184 found (best R:R 4.32, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
202/205222/225Oct 9$2.03$0.4742%4.32$202.97$224.53
190/192230/232Oct 23$1.76$0.7451%2.38$190.74$231.76
202/205232/235Oct 9$1.59$0.9157%1.75$203.41$234.09
198/200230/232Oct 23$1.90$0.6043%3.17$198.10$231.90
202/205238/240Oct 9$1.41$1.0962%1.29$203.59$238.91
202/205228/230Oct 9$1.68$0.8251%2.05$203.32$229.18
190/192232/235Oct 23$1.58$0.9254%1.72$190.92$234.08
198/200232/235Oct 23$1.72$0.7846%2.21$198.28$234.22
195/198222/225Oct 9$1.21$1.2958%0.94$196.29$223.71
202/205225/228Oct 9$1.46$1.0448%1.40$203.54$226.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Nov 20$0.07$9.9319%141.86
$210.00$220.00$230.00Nov 20$0.73$9.2719%12.70
$205.00$210.00$215.00Nov 13$0.05$4.9511%99.00
$240.00$245.00$250.00Oct 30$0.06$4.947%82.33
$240.00$245.00$250.00Oct 16$0.06$4.946%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$195.00$200.00Nov 20$0.21$4.799%22.81
$185.00$190.00$195.00Nov 20$0.21$4.798%22.81
$192.50$195.00$197.50Oct 9$0.13$2.377%18.23
$202.50$205.00$207.50Oct 23$0.14$2.367%16.86
$172.50$175.00$177.50Oct 23$0.07$2.431%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. 98 found (best net $-4.86, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$245.001:2Nov 6-$1.81$8.19
$235.00$240.001:2Oct 16-$0.58$4.42
$245.00$250.001:2Oct 16-$0.33$4.67
$237.50$240.001:2Oct 9-$0.18$2.32
$232.50$235.001:2Oct 9-$0.29$2.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$220.001:2Oct 23-$4.86$7.64
$230.00$220.001:2Oct 16-$4.77$5.23
$210.00$200.001:2Nov 6-$2.71$7.29
$177.50$175.001:2Oct 16$0.00$2.50
$195.00$192.501:2Oct 9-$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 6.17%, avg 2.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$13.100.483.5%6.17%9.71%642.4K
$230.00Nov 20$9.650.398.3%4.54%12.80%131.8K
$240.00Nov 20$7.000.3213.0%3.29%16.26%31.2K
$215.00Nov 13$13.500.531.2%6.35%7.55%32
$225.00Nov 13$9.450.435.9%4.45%10.35%18
$230.00Nov 13$7.650.388.3%3.60%11.86%19
$250.00Nov 20$5.050.2417.7%2.38%20.05%176454
$220.00Nov 6$9.950.473.5%4.68%8.23%1132
$225.00Nov 6$8.250.415.9%3.88%9.79%--11
$227.50Nov 6$7.450.397.1%3.51%10.59%110

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 5,629
Total Puts 1,713
Put/Call Ratio 0.30
Net Difference 3,916

Prior's Put/Call Breakdown

Total Calls 2,462
Total Puts 2,276
Put/Call Ratio 0.92
Net Difference 186

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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