Tour v531
ZS
ZSCALER INC
$208.73 +3.43%
◀ 10/6 10:05 ▶

Option Volume

Detail
ℹ
Current (10/06 10:05am) 8,889
Calls: 6,301 (71%)
Puts: 2,588 (29%)
Prior (09/15) 5,577
Calls: 3,087 (55%)
Puts: 2,490 (45%)
Current vs Prior +59.39%
Calls: +104.11% (Calls)
Puts: +3.94% (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 -76.91%
Calls: -72.82%
Puts: -83.11%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:05am) $6.49M
Calls: $5.47M (84%)
Puts: $1.02M (16%)
Prior (09/15) $3.87M
Calls: $2.92M (75%)
Puts: $951.6K (25%)
Current vs Prior +67.63%
Calls: +87.48%
Puts: +6.79%
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 -76.65%
Calls: -72.80%
Puts: -86.75%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:05am) 0.41
Prior (09/15) 0.81
Current vs Prior -49.08%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -32.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:05am) 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 6.00% | 8.16%8.16% | 17.49%
Prior 5.80% | 8.31%5.80% | 14.43%
Current vs Prior +3.49% | -1.78%+40.78% | +21.23%
Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%
Current vs 7-Day Avg -34.82% | -41.04%-41.34% | -8.63%
Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%
Current vs 7-Day Eod +3.49% | -1.78%-11.34% | -4.42%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.72% | 25.30%
Calls: 19.40% | 27.66%
Puts: 18.04% | 22.94%
Prior 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Current vs Prior +4.93% | +144.68%
Prior 7-Day Avg 20.47% | 8.17%
Calls: 21.11% | 6.99%
Puts: 19.83% | 9.35%
Current vs 7-Day Avg -8.56% | +209.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($5.47M) vs puts ($1.02M). Elevated premium activity with dollar volume up 68% vs prior. Above-average activity with volume up 59% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (6,301 calls vs 2,588 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 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
10:05BULLISHBULLISHBULLISH
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 28 of results (avg 8.1%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 2011.5012.15$11.835.5%740.452.4K
$175.00Nov 2037.4039.75$38.586.1%--0.87258
$167.50Oct 940.8543.45$42.156.2%--0.9716
$170.00Oct 1638.1540.70$39.426.5%20.99412
$170.00Nov 2041.5544.40$42.976.6%10.901.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2042.6545.35$44.006.1%--0.8011
$220.00Oct 2315.7517.00$16.387.6%--0.6314
$240.00Nov 2034.3037.05$35.677.7%--0.73204
$230.00Nov 2026.6529.40$28.039.8%--0.6668

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. 102 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 935.6538.70$37.178.2%31.0034
$170.00Oct 938.1040.95$39.537.2%--1.0034
$177.50Oct 930.5033.65$32.089.8%11.0055
$175.00Oct 933.1536.20$34.678.8%--0.9926
$180.00Oct 927.8031.25$29.5311.7%370.99108
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 915.2517.80$16.5215.4%--0.8816
$230.00Oct 1620.9024.10$22.5014.2%--0.8612
$222.50Oct 913.1016.05$14.5820.2%140.82--
$250.00Nov 2042.6545.35$44.006.1%--0.8011
$232.50Oct 2324.2027.20$25.7011.7%--0.7912

Most actively traded options today. High liquidity = easy entry/exit. 175 active (total vol 7.8K, top 818)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 91.802.43$2.1229.7%8180.26869
$210.00Oct 94.905.50$5.2011.5%4730.512.2K
$230.00Oct 161.852.05$1.9510.3%4120.191.8K
$230.00Oct 90.600.86$0.7335.6%4090.12178
$205.00Oct 97.408.65$8.0315.6%3700.652.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.642.40$2.0237.6%3030.231.1K
$205.00Oct 93.254.25$3.7526.7%3030.36747
$195.00Oct 91.041.29$1.1721.4%1510.14489
$210.00Oct 95.306.35$5.8218.0%1410.51120
$207.50Oct 93.255.35$4.3048.8%1320.4361

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 33.7%, max 46.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Oct 9Nov 1374.7%51.1%46.0%3702.1K
$197.50Oct 9Nov 673.1%50.9%43.7%16334
$200.00Oct 9Nov 2072.7%51.5%41.2%1411.8K
$202.50Oct 9Nov 673.9%52.4%41.1%61317
$227.50Oct 9Nov 680.9%57.5%40.7%7884
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$202.50Oct 9Oct 3073.9%51.4%43.6%25475
$197.50Oct 9Oct 3073.1%51.4%42.1%86734
$200.00Oct 9Nov 2072.7%51.5%41.2%3231.9K
$220.00Oct 9Nov 2072.3%53.6%34.7%1891
$222.50Oct 9Oct 3075.6%56.5%33.9%1416

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 169 found (best R:R 1.30, avg 4.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$205.00Nov 13$2.17$2.83$2.1765%1.30$202.17
$205.00$207.50Oct 16$0.63$1.87$0.6363%2.97$205.63
$215.00$217.50Oct 30$0.32$2.18$0.3247%6.81$215.32
$230.00$240.00Nov 20$2.22$7.78$2.2236%3.50$232.22
$220.00$230.00Nov 20$3.08$6.92$3.0845%2.25$223.08
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$207.50$205.00Oct 23$0.42$2.08$0.4243%4.95$207.08
$207.50$205.00Oct 9$0.55$1.95$0.5543%3.55$206.95
$200.00$197.50Oct 23$0.43$2.07$0.4331%4.81$199.57
$175.00$170.00Nov 6$0.22$4.78$0.2210%21.73$174.78
$195.00$192.50Oct 23$0.41$2.09$0.4125%5.10$194.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 0.83, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$230.00Oct 16$1.34$1.34$3.6673%0.37$226.34
$212.50$215.00Oct 30$1.53$1.53$0.9749%1.58$214.03
$222.50$225.00Oct 16$0.96$0.96$1.5468%0.62$223.46
$235.00$245.00Nov 6$2.43$2.43$7.5771%0.32$237.43
$227.50$230.00Oct 9$0.51$0.51$1.9984%0.26$228.01
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$200.00$195.00Nov 6$2.27$2.27$2.7365%0.83$197.73
$205.00$202.50Oct 23$1.45$1.45$1.0560%1.38$203.55
$207.50$205.00Oct 16$1.53$1.53$0.9756%1.58$205.97
$182.50$180.00Nov 13$0.85$0.85$1.6582%0.52$181.65
$180.00$175.00Nov 20$1.19$1.19$3.8182%0.31$178.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.28, cheapest $1.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 9Oct 16$2.0074.7%52.2%
$217.50Oct 9Oct 16$2.3370.8%57.0%
$212.50Oct 9Oct 16$2.7072.5%59.1%
$207.50Oct 9Oct 16$2.7068.1%55.4%
$210.00Oct 9Oct 16$2.7366.9%54.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 9Oct 16$1.2274.7%52.2%
$212.50Oct 9Oct 16$1.7372.5%59.1%
$207.50Oct 9Oct 16$2.2068.1%55.4%
$210.00Oct 9Oct 16$1.8166.9%54.6%
$215.00Oct 9Oct 16$1.8869.5%58.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 5.27% of stock, avg 9.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$207.50Oct 9$6.70$4.30$11.00$196.50$218.505.27%
$210.00Oct 9$5.20$5.82$11.02$198.98$221.025.28%
$212.50Oct 9$4.53$7.15$11.68$200.82$224.185.60%
$205.00Oct 9$8.03$3.75$11.78$193.22$216.785.64%
$215.00Oct 9$3.35$8.65$12.00$203.00$227.005.75%
$202.50Oct 9$9.90$2.81$12.71$189.79$215.216.09%
$200.00Oct 9$11.75$2.02$13.77$186.23$213.776.60%
$220.00Oct 9$2.12$12.45$14.57$205.43$234.576.98%
$205.00Oct 16$10.03$4.97$15.00$190.00$220.007.19%
$197.50Oct 9$13.65$1.48$15.13$182.37$212.637.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 1.57% of stock, avg 6.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$222.50$197.50Oct 9$1.79$1.48$3.27$194.23$225.77
$220.00$197.50Oct 9$2.12$1.48$3.60$193.90$223.60
$222.50$200.00Oct 9$1.79$2.02$3.81$196.19$226.31
$220.00$200.00Oct 9$2.12$2.02$4.14$195.86$224.14
$217.50$197.50Oct 9$2.67$1.48$4.15$193.35$221.65
$222.50$202.50Oct 9$1.79$2.81$4.60$197.90$227.10
$217.50$200.00Oct 9$2.67$2.02$4.69$195.31$222.19
$220.00$202.50Oct 9$2.12$2.81$4.93$197.57$224.93
$217.50$202.50Oct 9$2.67$2.81$5.48$197.02$222.98
$215.00$197.50Oct 9$3.35$1.48$4.83$192.67$219.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 215 found (best R:R 1.60, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
188/190232/235Oct 23$1.54$0.9657%1.60$188.46$234.04
190/192232/235Oct 23$1.59$0.9153%1.75$190.91$234.09
192/195228/230Oct 9$0.99$1.5171%0.66$194.01$228.49
185/188222/225Oct 16$1.30$1.2058%1.08$186.20$223.80
188/190222/225Oct 16$1.34$1.1655%1.16$188.66$223.84
182/185222/225Oct 16$1.18$1.3261%0.89$183.82$223.68
190/192222/225Oct 16$1.41$1.0952%1.29$191.09$223.91
172/175222/225Oct 16$1.06$1.4465%0.74$173.94$223.56
180/182228/230Oct 9$0.66$1.8481%0.36$181.84$228.16
170/172232/235Oct 23$0.94$1.5670%0.60$171.56$233.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 19.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.54$9.4614%17.52
$175.00$180.00$185.00Nov 20$0.08$4.928%61.50
$200.00$210.00$220.00Nov 20$1.00$9.0020%9.00
$185.00$190.00$195.00Oct 16$0.23$4.7712%20.74
$197.50$200.00$202.50Oct 9$0.05$2.4511%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.49$9.5117%19.41
$212.50$215.00$217.50Oct 16$0.07$2.4310%34.71
$197.50$200.00$202.50Oct 16$0.06$2.449%40.67
$230.00$240.00$250.00Nov 20$0.69$9.3114%13.49
$210.00$212.50$215.00Oct 9$0.17$2.3315%13.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-5.90, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$245.001:2Nov 6-$1.09$8.91
$225.00$230.001:2Oct 16-$0.61$4.39
$227.50$230.001:2Oct 9-$0.22$2.28
$240.00$245.001:2Oct 16-$0.38$4.62
$235.00$240.001:2Oct 16-$0.59$4.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Oct 16-$5.90$4.10
$232.50$220.001:2Oct 23-$7.06$5.44
$210.00$200.001:2Nov 6-$3.30$6.70
$195.00$192.501:2Oct 9-$0.21$2.29
$175.00$172.501:2Oct 16-$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 5.51%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$11.500.455.4%5.51%10.91%742.4K
$210.00Nov 20$15.400.540.6%7.38%7.99%19508
$230.00Nov 20$8.350.3610.2%4.00%14.19%211.8K
$240.00Nov 20$6.050.2815.0%2.90%17.88%41.2K
$215.00Nov 13$11.700.493.0%5.61%8.61%32
$225.00Nov 13$8.200.397.8%3.93%11.72%18
$230.00Nov 13$6.850.3510.2%3.28%13.47%19
$210.00Nov 13$13.550.540.6%6.49%7.10%--28
$250.00Nov 20$4.300.2219.8%2.06%21.83%177454
$220.00Nov 6$8.400.435.4%4.02%9.42%1132

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 6,301
Total Puts 2,588
Put/Call Ratio 0.41
Net Difference 3,713

Prior's Put/Call Breakdown

Total Calls 3,087
Total Puts 2,490
Put/Call Ratio 0.81
Net Difference 597

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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