ZS - Options Database

ZSCALER INC

$209.59 +3.86%

(10/6 10:05) ◀

Tuesday, October 6, 2026 (10:10am)

▶ (10/6 10:15)

◀ 10/6 10:10 ▶

Option Volume

Detail

ℹ

Current (10/06 10:10am) 9,559

Calls: 6,750 (71%)

Puts: 2,809 (29%)

Prior (09/15) 5,714

Calls: 3,145 (55%)

Puts: 2,569 (45%)

Current vs Prior +67.29%

Calls: +114.63% (Calls)

Puts: +9.34% (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 -75.17%

Calls: -70.88%

Puts: -81.67%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:10am) $7.19M

Calls: $5.92M (82%)

Puts: $1.26M (18%)

Prior (09/15) $3.91M

Calls: $2.89M (74%)

Puts: $1.01M (26%)

Current vs Prior +83.90%

Calls: +104.66%

Puts: +24.56%

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 -74.14%

Calls: -70.54%

Puts: -83.56%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:10am) 0.42

Prior (09/15) 0.82

Current vs Prior -49.05%

Prior 7-Day Average 0.61

Current vs Prior 7-Day Avg -31.96%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:10am) 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 6.21% | 8.17%8.17% | 17.77%

Prior 5.80% | 8.31%5.80% | 14.43%

Current vs Prior +7.10% | -1.66%+40.94% | +23.18%

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

Current vs 7-Day Avg -32.55% | -40.98%-41.27% | -7.16%

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

Current vs 7-Day Eod +7.10% | -1.66%-11.24% | -2.88%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 27.67% | 11.45%

Calls: 27.01% | 10.47%

Puts: 28.33% | 12.42%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +55.10% | +10.74%

Prior 7-Day Avg 20.47% | 8.17%

Calls: 21.11% | 6.99%

Puts: 19.83% | 9.35%

Current vs 7-Day Avg +35.16% | +40.10%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($5.92M) vs puts ($1.26M). Elevated premium activity with dollar volume up 84% vs prior. Above-average activity with volume up 67% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (6,750 calls vs 2,809 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)

Time	Smart Money	Retail	Overall
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 56 of results (avg 7.9%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$195.00	Oct 30	20.05	21.00	$20.53	4.6%	1	0.72	71
$210.00	Nov 20	15.90	16.75	$16.33	5.2%	30	0.53	508
$190.00	Nov 20	26.60	28.20	$27.40	5.8%	9	0.73	847
$200.00	Nov 20	21.00	22.30	$21.65	6.0%	103	0.64	912
$220.00	Nov 20	11.80	12.55	$12.18	6.2%	85	0.44	2.4K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Nov 20	43.40	45.35	$44.38	4.4%	--	0.78	11
$220.00	Nov 20	20.95	21.90	$21.42	4.4%	7	0.56	65
$217.50	Oct 30	15.60	16.40	$16.00	5.0%	--	0.57	52
$210.00	Nov 20	15.15	16.05	$15.60	5.8%	7	0.47	188
$230.00	Nov 20	27.65	29.55	$28.60	6.6%	--	0.64	68

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. 97 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 9	37.70	40.60	$39.15	7.4%	--	1.00	34
$172.50	Oct 9	35.10	38.55	$36.83	9.4%	3	1.00	34
$175.00	Oct 9	32.60	35.30	$33.95	8.0%	--	1.00	26
$177.50	Oct 9	30.65	33.55	$32.10	9.0%	1	1.00	55
$180.00	Oct 9	27.65	30.70	$29.17	10.5%	37	1.00	108

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 9	16.05	18.00	$17.02	11.5%	--	0.84	16
$230.00	Oct 16	21.45	24.40	$22.92	12.9%	--	0.81	12
$222.50	Oct 9	13.60	16.50	$15.05	19.3%	14	0.80	--
$250.00	Nov 20	43.40	45.35	$44.38	4.4%	--	0.78	11
$232.50	Oct 23	25.00	27.90	$26.45	11.0%	--	0.76	12

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 8.3K, top 852)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 9	1.95	2.38	$2.17	19.8%	852	0.25	869
$210.00	Oct 9	4.90	5.95	$5.43	19.3%	634	0.48	2.2K
$230.00	Oct 9	0.60	0.88	$0.74	37.8%	428	0.10	178
$230.00	Oct 16	1.80	2.32	$2.06	25.2%	412	0.19	1.8K
$205.00	Oct 9	6.90	8.65	$7.78	22.5%	398	0.63	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$205.00	Oct 9	3.35	4.05	$3.70	18.9%	306	0.38	747
$200.00	Oct 9	1.78	2.30	$2.04	25.5%	304	0.24	1.1K
$210.00	Oct 9	5.60	7.45	$6.53	28.3%	158	0.52	120
$195.00	Oct 9	0.85	1.44	$1.15	51.3%	154	0.15	489
$207.50	Oct 9	4.40	4.80	$4.60	8.7%	145	0.45	61

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 31.9%, max 44.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	75.8%	52.5%	44.5%	664	2.7K
$202.50	Oct 9	Nov 6	73.8%	52.6%	40.2%	61	317
$197.50	Oct 9	Nov 6	73.6%	52.8%	39.3%	16	334
$220.00	Oct 9	Nov 20	77.0%	55.9%	37.9%	937	3.3K
$212.50	Oct 9	Nov 6	76.9%	56.6%	35.9%	256	374

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	75.8%	52.5%	44.5%	165	308
$197.50	Oct 9	Oct 30	73.6%	53.1%	38.5%	88	734
$220.00	Oct 9	Nov 20	77.0%	55.9%	37.9%	25	91
$215.00	Oct 9	Oct 30	77.3%	56.4%	37.0%	11	127
$195.00	Oct 9	Nov 20	72.5%	52.9%	36.9%	184	693

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 166 found (best R:R 14.62, avg 4.18)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$230.00	$235.00	Oct 30	$0.32	$4.68	$0.32	28%	14.62	$230.32
$192.50	$195.00	Oct 23	$0.97	$1.53	$0.97	78%	1.58	$193.47
$192.50	$195.00	Oct 30	$0.95	$1.55	$0.95	76%	1.63	$193.45
$195.00	$200.00	Nov 20	$2.48	$2.52	$2.48	69%	1.02	$197.48
$195.00	$197.50	Oct 16	$1.10	$1.40	$1.10	79%	1.27	$196.10

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$180.00	$175.00	Nov 13	$0.26	$4.74	$0.26	16%	18.23	$179.74
$200.00	$195.00	Nov 6	$1.13	$3.87	$1.13	36%	3.42	$198.87
$190.00	$187.50	Nov 6	$0.15	$2.35	$0.15	24%	15.67	$189.85
$210.00	$207.50	Oct 30	$0.75	$1.75	$0.75	48%	2.33	$209.25
$195.00	$192.50	Oct 23	$0.31	$2.19	$0.31	25%	7.06	$194.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 122 found (best R:R 0.50, avg 0.38)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$227.50	$230.00	Oct 30	$1.20	$1.20	$1.30	68%	0.92	$228.70
$222.50	$225.00	Oct 16	$0.99	$0.99	$1.51	70%	0.66	$223.49
$217.50	$220.00	Oct 23	$1.28	$1.28	$1.22	59%	1.05	$218.78
$232.50	$235.00	Oct 16	$0.63	$0.63	$1.87	81%	0.34	$233.13
$235.00	$240.00	Oct 30	$1.31	$1.31	$3.69	74%	0.36	$236.31

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$182.50	Nov 13	$5.80	$5.80	$11.70	64%	0.50	$194.20
$187.50	$185.00	Nov 6	$1.21	$1.21	$1.29	78%	0.94	$186.29
$207.50	$205.00	Oct 23	$1.62	$1.62	$0.88	56%	1.84	$205.88
$195.00	$190.00	Oct 30	$1.72	$1.72	$3.28	72%	0.52	$193.28
$200.00	$197.50	Oct 30	$1.35	$1.35	$1.15	66%	1.17	$198.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.17, cheapest $1.58)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Oct 9	Oct 16	$2.12	77.3%	57.4%
$217.50	Oct 9	Oct 16	$2.08	77.9%	58.2%
$212.50	Oct 9	Oct 16	$2.25	76.9%	57.4%
$210.00	Oct 9	Oct 16	$2.39	75.8%	57.5%
$202.50	Oct 9	Oct 16	$2.65	73.8%	56.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Oct 9	Oct 16	$1.58	77.3%	57.4%
$212.50	Oct 9	Oct 16	$1.80	76.9%	57.4%
$210.00	Oct 9	Oct 16	$1.52	75.8%	57.5%
$202.50	Oct 9	Oct 16	$1.62	73.8%	56.2%
$205.00	Oct 9	Oct 16	$2.00	69.3%	56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 5.29% of stock, avg 10.29%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$207.50	Oct 9	$6.48	$4.60	$11.08	$196.42	$218.58	5.29%
$205.00	Oct 9	$7.78	$3.70	$11.48	$193.52	$216.48	5.48%
$210.00	Oct 9	$5.43	$6.53	$11.96	$198.04	$221.96	5.71%
$212.50	Oct 9	$4.45	$7.63	$12.08	$200.42	$224.58	5.76%
$202.50	Oct 9	$9.30	$3.10	$12.40	$190.10	$214.90	5.92%
$215.00	Oct 9	$3.58	$9.40	$12.98	$202.02	$227.98	6.19%
$200.00	Oct 9	$11.25	$2.04	$13.29	$186.71	$213.29	6.34%
$197.50	Oct 9	$13.00	$1.69	$14.69	$182.81	$212.19	7.01%
$220.00	Oct 9	$2.17	$12.90	$15.07	$204.93	$235.07	7.19%
$210.00	Oct 16	$7.82	$8.05	$15.87	$194.13	$225.87	7.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.84% of stock, avg 6.82%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$220.00	$197.50	Oct 9	$2.17	$1.69	$3.86	$193.64	$223.86
$220.00	$200.00	Oct 9	$2.17	$2.04	$4.21	$195.79	$224.21
$217.50	$197.50	Oct 9	$2.85	$1.69	$4.54	$192.96	$222.04
$217.50	$200.00	Oct 9	$2.85	$2.04	$4.89	$195.11	$222.39
$220.00	$202.50	Oct 9	$2.17	$3.10	$5.27	$197.23	$225.27
$217.50	$202.50	Oct 9	$2.85	$3.10	$5.95	$196.55	$223.45
$215.00	$197.50	Oct 9	$3.58	$1.69	$5.27	$192.23	$220.27
$215.00	$200.00	Oct 9	$3.58	$2.04	$5.62	$194.38	$220.62
$220.00	$205.00	Oct 9	$2.17	$3.70	$5.87	$199.13	$225.87
$215.00	$202.50	Oct 9	$3.58	$3.10	$6.68	$195.82	$221.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 2.05, avg credit $1.26)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
180/182	228/230	Oct 30	$1.68	$0.82	53%	2.05	$180.82	$229.18
178/180	228/230	Oct 30	$1.59	$0.91	55%	1.75	$178.41	$229.09
172/175	228/230	Oct 30	$1.49	$1.01	59%	1.48	$173.51	$228.99
188/190	228/230	Oct 30	$1.80	$0.70	46%	2.57	$188.20	$229.30
175/178	228/230	Oct 30	$1.51	$0.99	57%	1.53	$175.99	$229.01
185/188	222/225	Oct 16	$1.46	$1.04	59%	1.40	$186.04	$223.96
170/172	228/230	Oct 30	$1.41	$1.09	61%	1.29	$171.09	$228.91
200/202	222/225	Oct 16	$1.98	$0.52	36%	3.81	$200.52	$224.48
182/185	228/230	Oct 30	$1.59	$0.91	51%	1.75	$183.41	$229.09
190/195	235/240	Oct 30	$3.03	$1.97	46%	1.54	$191.97	$238.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 104 found (best R:R 34.71, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$207.50	$210.00	$212.50	Oct 9	$0.07	$2.43	14%	34.71
$175.00	$180.00	$185.00	Nov 20	$0.08	$4.92	7%	61.50
$217.50	$220.00	$222.50	Oct 9	$0.05	$2.45	11%	49.00
$185.00	$190.00	$195.00	Oct 16	$0.24	$4.76	12%	19.83
$210.00	$220.00	$230.00	Nov 20	$0.90	$9.10	18%	10.11

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$180.00	$185.00	$190.00	Nov 20	$0.17	$4.83	8%	28.41
$190.00	$195.00	$200.00	Nov 20	$0.23	$4.77	10%	20.74
$200.00	$210.00	$220.00	Nov 20	$1.07	$8.93	19%	8.35
$197.50	$200.00	$202.50	Oct 23	$0.12	$2.38	8%	19.83
$182.50	$185.00	$187.50	Oct 9	$0.06	$2.44	3%	40.67

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 $-2.11, 91 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$235.00	$245.00	1:2	Nov 6	-$1.61	$8.39
$245.00	$250.00	1:2	Oct 16	-$0.15	$4.85
$235.00	$240.00	1:2	Oct 16	-$0.52	$4.48
$240.00	$245.00	1:2	Oct 16	-$0.45	$4.55
$235.00	$237.50	1:2	Oct 9	-$0.18	$2.32

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$210.00	$200.00	1:2	Nov 6	-$2.11	$7.89
$232.50	$220.00	1:2	Oct 23	-$7.45	$5.05
$230.00	$220.00	1:2	Oct 16	-$7.44	$2.56
$180.00	$177.50	1:2	Oct 9	$0.00	$2.50
$187.50	$185.00	1:2	Oct 16	-$0.17	$2.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 5.63%, avg 2.35%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$11.80	0.44	5.0%	5.63%	10.60%	85	2.4K
$210.00	Nov 20	$15.90	0.53	0.2%	7.59%	7.78%	30	508
$230.00	Nov 20	$8.55	0.35	9.7%	4.08%	13.82%	34	1.8K
$240.00	Nov 20	$6.15	0.28	14.5%	2.93%	17.44%	5	1.2K
$215.00	Nov 13	$11.65	0.47	2.6%	5.56%	8.14%	3	2
$230.00	Nov 13	$6.70	0.34	9.7%	3.20%	12.93%	1	9
$210.00	Nov 13	$13.15	0.52	0.2%	6.27%	6.47%	--	28
$250.00	Nov 20	$4.35	0.22	19.3%	2.08%	21.36%	177	454
$225.00	Nov 13	$7.45	0.37	7.3%	3.55%	10.91%	1	8
$215.00	Nov 6	$10.35	0.47	2.6%	4.94%	7.52%	12	10

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 6,750

Total Puts 2,809

Put/Call Ratio 0.42

Net Difference 3,941

Prior's Put/Call Breakdown

Total Calls 3,145

Total Puts 2,569

Put/Call Ratio 0.82

Net Difference 576

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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