Tour v531
ZS
ZSCALER INC
$211.80 +4.96%
◀ 10/6 10:00 ▶

Option Volume

Detail
ℹ
Current (10/06 10:00am) 7,908
Calls: 5,972 (76%)
Puts: 1,936 (24%)
Prior (09/15) 5,430
Calls: 2,997 (55%)
Puts: 2,433 (45%)
Current vs Prior +45.64%
Calls: +99.27% (Calls)
Puts: -20.43% (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 -79.46%
Calls: -74.24%
Puts: -87.36%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:00am) $6.39M
Calls: $5.79M (91%)
Puts: $590.9K (9%)
Prior (09/15) $3.68M
Calls: $2.74M (74%)
Puts: $945.2K (26%)
Current vs Prior +73.31%
Calls: +111.54%
Puts: -37.49%
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 -77.01%
Calls: -71.18%
Puts: -92.30%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:00am) 0.32
Prior (09/15) 0.81
Current vs Prior -60.07%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -46.99%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:00am) 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 6.14% | 8.34%8.34% | 17.80%
Prior 5.80% | 8.31%5.80% | 14.43%
Current vs Prior +5.99% | +0.38%+43.87% | +23.36%
Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%
Current vs 7-Day Avg -33.25% | -39.75%-40.05% | -7.02%
Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%
Current vs 7-Day Eod +5.99% | +0.38%-9.39% | -2.73%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.23% | 21.45%
Calls: 15.04% | 22.21%
Puts: 17.41% | 20.68%
Prior 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Current vs Prior -9.02% | +107.45%
Prior 7-Day Avg 20.47% | 8.17%
Calls: 21.11% | 6.99%
Puts: 19.83% | 9.35%
Current vs 7-Day Avg -20.72% | +162.45%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($5.79M) vs puts ($590.9K). Elevated premium activity with dollar volume up 73% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (5,972 calls vs 1,936 puts). P/C ratio dropping 60% - sentiment shifting bullish.

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 BULLISH
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
10:00BULLISHBULLISHBULLISH
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 37 of results (avg 8.1%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 1641.6044.15$42.885.9%10.99412
$210.00Nov 2017.3518.45$17.906.1%100.57508
$170.00Oct 3042.2045.00$43.606.4%--0.9511
$170.00Nov 2044.3547.30$45.836.4%10.901.5K
$170.00Oct 2341.6544.50$43.086.6%10.9717
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2040.1042.85$41.486.6%--0.7711
$240.00Nov 2031.9534.80$33.388.5%--0.70204
$220.00Nov 2018.8520.75$19.809.6%--0.5365
$180.00Nov 203.904.30$4.109.8%20.17577

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 938.6541.60$40.137.4%--1.0034
$180.00Oct 931.1533.95$32.558.6%370.99108
$170.00Oct 940.9543.90$42.437.0%--0.9934
$177.50Oct 933.7036.45$35.087.8%10.9955
$175.00Oct 936.2039.10$37.657.7%--0.9926
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1618.3021.10$19.7014.2%--0.7912
$225.00Oct 912.7515.50$14.1319.5%--0.7916
$250.00Nov 2040.1042.85$41.486.6%--0.7711
$232.50Oct 2321.8024.45$23.1311.5%--0.7612
$222.50Oct 911.3513.40$12.3816.6%140.73--

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 6.8K, top 788)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 92.603.15$2.8819.1%7880.32869
$210.00Oct 96.457.50$6.9815.0%4700.582.2K
$230.00Oct 90.901.28$1.0934.9%4010.14178
$230.00Oct 162.192.45$2.3211.2%3390.221.8K
$205.00Oct 99.3010.00$9.657.3%3260.702.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.211.50$1.3621.3%2830.181.1K
$210.00Oct 94.055.35$4.7027.7%1400.42120
$195.00Oct 90.540.85$0.7044.3%1370.10489
$207.50Oct 93.004.20$3.6033.3%1320.3661
$185.00Oct 90.070.36$0.22131.8%1060.03786

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 34.5%, max 46.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Oct 9Nov 1376.5%52.1%46.9%3262.1K
$212.50Oct 9Nov 675.0%52.2%43.6%253374
$210.00Oct 9Nov 2072.6%51.9%39.9%4802.7K
$202.50Oct 9Nov 672.8%52.5%38.6%61317
$227.50Oct 9Nov 677.8%56.9%36.7%7884
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Oct 9Oct 2376.5%54.4%40.8%1809
$212.50Oct 9Oct 3075.0%53.3%40.6%86269
$210.00Oct 9Nov 2072.6%51.9%39.9%140308
$222.50Oct 9Oct 3076.8%56.6%35.7%1416
$200.00Oct 9Nov 2071.4%53.0%34.6%3011.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 158 found (best R:R 0.90, avg 4.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$210.00Nov 20$5.27$4.73$5.2767%0.90$205.27
$230.00$240.00Nov 20$2.47$7.53$2.4738%3.05$232.47
$210.00$220.00Nov 20$4.40$5.60$4.4057%1.27$214.40
$210.00$215.00Nov 13$2.00$3.00$2.0057%1.50$212.00
$215.00$225.00Nov 13$3.93$6.07$3.9352%1.54$218.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$212.50Oct 9$0.80$1.70$0.8056%2.13$214.20
$190.00$187.50Nov 6$0.11$2.39$0.1120%21.73$189.89
$215.00$212.50Oct 16$0.90$1.60$0.9053%1.78$214.10
$205.00$202.50Oct 23$0.52$1.98$0.5235%3.81$204.48
$175.00$170.00Nov 6$0.12$4.88$0.129%40.67$174.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 119 found (best R:R 1.17, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$217.50$220.00Oct 23$1.58$1.58$0.9254%1.72$219.08
$222.50$225.00Oct 16$1.12$1.12$1.3866%0.81$223.62
$235.00$240.00Oct 30$1.40$1.40$3.6072%0.39$236.40
$232.50$235.00Oct 23$0.78$0.78$1.7274%0.45$233.28
$212.50$215.00Oct 23$1.48$1.48$1.0246%1.45$213.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$192.50$190.00Nov 6$1.35$1.35$1.1576%1.17$191.15
$210.00$200.00Nov 6$4.37$4.37$5.6356%0.78$205.63
$200.00$197.50Oct 23$1.18$1.18$1.3272%0.89$198.82
$180.00$175.00Nov 20$1.19$1.19$3.8183%0.31$178.81
$192.50$190.00Oct 23$0.90$0.90$1.6080%0.56$191.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.25, cheapest $1.29)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 9Oct 16$2.5876.5%53.7%
$212.50Oct 9Oct 16$2.2575.0%55.9%
$210.00Oct 9Oct 16$2.7072.6%54.9%
$220.00Oct 9Oct 16$1.9073.1%56.0%
$217.50Oct 9Oct 16$2.1273.1%56.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 9Oct 16$1.2976.5%53.7%
$212.50Oct 9Oct 16$1.9575.0%55.9%
$210.00Oct 9Oct 16$1.9072.6%54.9%
$220.00Oct 9Oct 16$1.7273.1%56.0%
$207.50Oct 9Oct 16$2.0871.8%56.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 5.41% of stock, avg 10.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$215.00Oct 9$4.63$6.83$11.46$203.54$226.465.41%
$210.00Oct 9$6.98$4.70$11.68$198.32$221.685.51%
$207.50Oct 9$8.20$3.60$11.80$195.70$219.305.57%
$212.50Oct 9$5.90$6.03$11.93$200.57$224.435.63%
$205.00Oct 9$9.65$3.06$12.71$192.29$217.716.00%
$220.00Oct 9$2.88$10.30$13.18$206.82$233.186.22%
$202.50Oct 9$11.63$2.09$13.72$188.78$216.226.48%
$222.50Oct 9$2.46$12.38$14.84$207.66$237.347.01%
$200.00Oct 9$13.60$1.36$14.96$185.04$214.967.06%
$215.00Oct 16$7.07$8.88$15.95$199.05$230.957.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 1.86% of stock, avg 6.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$225.00$202.50Oct 9$1.85$2.09$3.94$198.56$228.94
$222.50$202.50Oct 9$2.46$2.09$4.55$197.95$227.05
$225.00$205.00Oct 9$1.85$3.06$4.91$200.09$229.91
$220.00$202.50Oct 9$2.88$2.09$4.97$197.53$224.97
$222.50$205.00Oct 9$2.46$3.06$5.52$199.48$228.02
$220.00$205.00Oct 9$2.88$3.06$5.94$199.06$225.94
$225.00$207.50Oct 9$1.85$3.60$5.45$202.05$230.45
$222.50$207.50Oct 9$2.46$3.60$6.06$201.44$228.56
$217.50$202.50Oct 9$3.68$2.09$5.77$196.73$223.27
$220.00$207.50Oct 9$2.88$3.60$6.48$201.02$226.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 201 found (best R:R 3.63, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
198/200232/235Oct 23$1.96$0.5446%3.63$198.04$234.46
190/192232/235Oct 23$1.68$0.8254%2.05$190.82$234.18
185/188222/225Oct 16$1.58$0.9256%1.72$185.92$224.08
198/200230/232Oct 23$1.85$0.6542%2.85$198.15$231.85
190/192222/225Oct 16$1.63$0.8751%1.87$190.87$224.13
175/178222/225Oct 16$1.38$1.1261%1.23$176.12$223.88
195/198222/225Oct 16$1.74$0.7645%2.29$195.76$224.24
190/192230/232Oct 23$1.57$0.9351%1.69$190.93$231.57
200/202232/235Oct 23$1.78$0.7242%2.47$200.72$234.28
170/172222/225Oct 16$1.25$1.2563%1.00$171.25$223.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.34$9.6614%28.41
$200.00$205.00$210.00Nov 13$0.08$4.9211%61.50
$200.00$210.00$220.00Nov 20$0.87$9.1320%10.49
$210.00$220.00$230.00Nov 20$0.85$9.1518%10.76
$240.00$245.00$250.00Oct 30$0.06$4.947%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.36$9.6419%26.78
$230.00$240.00$250.00Nov 20$0.65$9.3514%14.38
$185.00$187.50$190.00Oct 23$0.07$2.435%34.71
$190.00$195.00$200.00Nov 20$0.28$4.729%16.86
$200.00$202.50$205.00Oct 16$0.15$2.359%15.67

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 $-4.34, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$245.001:2Nov 6-$2.11$7.89
$225.00$230.001:2Oct 16-$1.01$3.99
$240.00$245.001:2Oct 16-$0.43$4.57
$232.50$235.001:2Oct 9-$0.27$2.23
$235.00$237.501:2Oct 9-$0.21$2.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Oct 16-$4.34$5.66
$232.50$220.001:2Oct 23-$5.77$6.73
$210.00$200.001:2Nov 6-$2.91$7.09
$195.00$192.501:2Oct 9-$0.06$2.44
$187.50$185.001:2Oct 16-$0.08$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 6.07%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$12.850.473.9%6.07%9.94%732.4K
$230.00Nov 20$9.450.388.6%4.46%13.05%131.8K
$240.00Nov 20$6.850.3113.3%3.23%16.55%31.2K
$215.00Nov 13$13.300.521.5%6.28%7.79%32
$225.00Nov 13$9.400.426.2%4.44%10.67%18
$230.00Nov 13$7.650.388.6%3.61%12.20%19
$250.00Nov 20$4.850.2418.0%2.29%20.33%176454
$220.00Nov 6$9.750.463.9%4.60%8.47%1132
$225.00Nov 6$8.050.416.2%3.80%10.03%--11
$215.00Nov 6$11.650.521.5%5.50%7.01%1210

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 5,972
Total Puts 1,936
Put/Call Ratio 0.32
Net Difference 4,036

Prior's Put/Call Breakdown

Total Calls 2,997
Total Puts 2,433
Put/Call Ratio 0.81
Net Difference 564

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...

Chart Title

Price — Past 7 Days

Add Card

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