Tour v531
ZS
ZSCALER INC
$209.81 +3.97%
◀ 10/6 10:15 ▶

Option Volume

Detail
ℹ
Current (10/06 10:15am) 9,871
Calls: 6,980 (71%)
Puts: 2,891 (29%)
Prior (09/15) 5,891
Calls: 3,220 (55%)
Puts: 2,671 (45%)
Current vs Prior +67.56%
Calls: +116.77% (Calls)
Puts: +8.24% (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 -74.36%
Calls: -69.89%
Puts: -81.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:15am) $7.54M
Calls: $6.27M (83%)
Puts: $1.27M (17%)
Prior (09/15) $4.10M
Calls: $2.99M (73%)
Puts: $1.11M (27%)
Current vs Prior +84.06%
Calls: +109.74%
Puts: +14.64%
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 -72.85%
Calls: -68.80%
Puts: -83.46%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:15am) 0.41
Prior (09/15) 0.83
Current vs Prior -50.07%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -32.27%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:15am) 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 6.07% | 8.21%8.21% | 17.61%
Prior 5.80% | 8.31%5.80% | 14.43%
Current vs Prior +4.69% | -1.19%+41.61% | +22.06%
Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%
Current vs 7-Day Avg -34.07% | -40.69%-40.99% | -8.01%
Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%
Current vs 7-Day Eod +4.69% | -1.19%-10.81% | -3.77%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 12.02% | 10.06%
Calls: 13.51% | 11.27%
Puts: 10.53% | 8.86%
Prior 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Current vs Prior -32.62% | -2.71%
Prior 7-Day Avg 20.47% | 8.17%
Calls: 21.11% | 6.99%
Puts: 19.83% | 9.35%
Current vs 7-Day Avg -41.28% | +23.09%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($6.27M) vs puts ($1.27M). Elevated premium activity with dollar volume up 84% vs prior. Above-average activity with volume up 68% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (6,980 calls vs 2,891 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
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
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 64 of results (avg 7.6%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 2015.9016.65$16.274.6%640.54508
$207.50Oct 3012.7013.30$13.004.6%--0.5655
$220.00Nov 2011.7512.35$12.055.0%1350.452.4K
$195.00Nov 2023.6024.90$24.255.4%100.69205
$190.00Nov 2026.9028.40$27.655.4%90.74847
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 2020.8021.60$21.203.8%70.5565
$210.00Nov 2014.9515.75$15.355.2%70.46188
$250.00Nov 2043.2045.55$44.385.3%--0.7811
$222.50Oct 3018.5519.65$19.105.8%--0.6216
$220.00Oct 2315.4016.35$15.886.0%--0.6214

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)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Oct 938.0540.80$39.427.0%--1.0034
$172.50Oct 935.5538.55$37.058.1%31.0034
$175.00Oct 932.9535.70$34.338.0%--1.0026
$177.50Oct 930.5533.55$32.059.4%11.0055
$180.00Oct 928.1031.05$29.5810.0%371.00108
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 915.4518.20$16.8316.3%--0.8316
$230.00Oct 1621.2524.05$22.6512.4%--0.8012
$222.50Oct 913.6016.25$14.9317.7%140.78--
$250.00Nov 2043.2045.55$44.385.3%--0.7811
$232.50Oct 2324.8027.55$26.1810.5%--0.7512

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 8.6K, top 864)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 92.072.41$2.2415.2%8640.27869
$210.00Oct 95.256.10$5.6815.0%6550.512.2K
$230.00Oct 90.580.97$0.7750.6%4290.11178
$230.00Oct 161.862.49$2.1828.9%4140.201.8K
$205.00Oct 97.808.95$8.3813.7%3990.652.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.702.12$1.9122.0%3100.231.1K
$205.00Oct 93.203.75$3.4815.8%3080.35747
$210.00Oct 95.406.00$5.7010.5%1640.49120
$195.00Oct 90.771.11$0.9436.2%1630.13489
$207.50Oct 94.255.40$4.8323.8%1460.4261

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 31.2%, max 38.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2072.4%52.4%38.3%7192.7K
$200.00Oct 9Nov 2072.3%52.6%37.4%1481.8K
$202.50Oct 9Nov 673.1%53.4%36.8%66317
$207.50Oct 9Oct 3075.8%55.6%36.3%121.1K
$205.00Oct 9Nov 1371.6%52.9%35.4%4022.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2072.4%52.4%38.3%171308
$197.50Oct 9Oct 3072.2%52.5%37.4%88734
$200.00Oct 9Nov 2072.3%52.6%37.4%3301.9K
$207.50Oct 9Oct 3075.8%55.6%36.3%146206
$220.00Oct 9Nov 2075.0%55.5%35.2%2591

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 170 found (best R:R 0.50, avg 4.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$195.00Nov 6$6.67$3.33$6.6782%0.50$191.67
$220.00$230.00Nov 20$3.00$7.00$3.0044%2.33$223.00
$230.00$235.00Oct 30$0.47$4.53$0.4729%9.64$230.47
$185.00$190.00Nov 20$3.08$1.92$3.0878%0.62$188.08
$215.00$225.00Nov 13$3.40$6.60$3.4048%1.94$218.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$207.50Oct 30$0.72$1.78$0.7247%2.47$209.28
$212.50$207.50Oct 23$2.00$3.00$2.0051%1.50$210.50
$180.00$175.00Nov 13$0.36$4.64$0.3616%12.89$179.64
$200.00$195.00Nov 6$1.25$3.75$1.2535%3.00$198.75
$190.00$187.50Nov 6$0.25$2.25$0.2524%9.00$189.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 0.50, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$225.00Oct 16$1.25$1.25$1.2569%1.00$223.75
$225.00$230.00Oct 23$1.75$1.75$3.2568%0.54$226.75
$227.50$230.00Oct 30$1.05$1.05$1.4568%0.72$228.55
$235.00$240.00Oct 16$0.81$0.81$4.1984%0.19$235.81
$235.00$240.00Oct 30$1.36$1.36$3.6474%0.37$236.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$200.00$182.50Nov 13$5.80$5.80$11.7064%0.50$194.20
$200.00$197.50Oct 30$1.48$1.48$1.0266%1.45$198.52
$207.50$205.00Oct 23$1.68$1.68$0.8256%2.05$205.82
$187.50$185.00Nov 6$1.11$1.11$1.3978%0.80$186.39
$195.00$190.00Oct 30$1.70$1.70$3.3072%0.52$193.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.26, cheapest $2.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$207.50Oct 9Oct 16$2.2975.8%57.8%
$210.00Oct 9Oct 16$2.3572.4%55.7%
$205.00Oct 9Oct 16$2.1771.6%55.3%
$212.50Oct 9Oct 16$2.2073.4%57.7%
$215.00Oct 9Oct 16$2.2572.8%57.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$207.50Oct 9Oct 16$2.0775.8%57.8%
$210.00Oct 9Oct 16$2.2072.4%55.7%
$205.00Oct 9Oct 16$2.0771.6%55.3%
$212.50Oct 9Oct 16$2.1273.4%57.7%
$215.00Oct 9Oct 16$1.7572.8%57.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 5.42% of stock, avg 10.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Oct 9$5.68$5.70$11.38$198.62$221.385.42%
$212.50Oct 9$4.63$7.20$11.83$200.67$224.335.64%
$205.00Oct 9$8.38$3.48$11.86$193.14$216.865.65%
$207.50Oct 9$7.03$4.83$11.86$195.64$219.365.65%
$215.00Oct 9$3.63$8.98$12.61$202.39$227.616.01%
$202.50Oct 9$10.15$2.72$12.87$189.63$215.376.13%
$200.00Oct 9$11.65$1.91$13.56$186.44$213.566.46%
$220.00Oct 9$2.24$12.48$14.72$205.28$234.727.02%
$197.50Oct 9$13.83$1.40$15.23$182.27$212.737.26%
$210.00Oct 16$8.03$7.90$15.93$194.07$225.937.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.76% of stock, avg 6.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$222.50$200.00Oct 9$1.78$1.91$3.69$196.31$226.19
$220.00$200.00Oct 9$2.24$1.91$4.15$195.85$224.15
$222.50$202.50Oct 9$1.78$2.72$4.50$198.00$227.00
$220.00$202.50Oct 9$2.24$2.72$4.96$197.54$224.96
$217.50$200.00Oct 9$2.79$1.91$4.70$195.30$222.20
$217.50$202.50Oct 9$2.79$2.72$5.51$196.99$223.01
$222.50$205.00Oct 9$1.78$3.48$5.26$199.74$227.76
$220.00$205.00Oct 9$2.24$3.48$5.72$199.28$225.72
$215.00$200.00Oct 9$3.63$1.91$5.54$194.46$220.54
$217.50$205.00Oct 9$2.79$3.48$6.27$198.73$223.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 227 found (best R:R 1.50, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
175/178222/225Oct 16$1.50$1.0064%1.50$176.00$224.00
185/188222/225Oct 16$1.66$0.8458%1.98$185.84$224.16
182/185222/225Oct 16$1.58$0.9261%1.72$183.42$224.08
195/198222/225Oct 16$1.97$0.5345%3.72$195.53$224.47
190/192222/225Oct 16$1.69$0.8152%2.09$190.81$224.19
200/202222/225Oct 16$2.05$0.4536%4.56$200.45$224.55
198/200222/225Oct 16$1.92$0.5841%3.31$198.08$224.42
192/195222/225Oct 16$1.68$0.8249%2.05$193.32$224.18
190/195235/240Oct 30$3.06$1.9447%1.58$191.94$238.06
185/188228/230Oct 30$1.64$0.8649%1.91$185.86$229.14

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.53$9.4716%17.87
$205.00$210.00$215.00Nov 13$0.05$4.9510%99.00
$185.00$190.00$195.00Oct 16$0.17$4.8311%28.41
$230.00$240.00$250.00Nov 20$0.64$9.3614%14.62
$207.50$210.00$212.50Oct 16$0.09$2.4110%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.18$9.8214%54.56
$220.00$230.00$240.00Nov 20$0.55$9.4516%17.18
$190.00$195.00$200.00Nov 20$0.20$4.8010%24.00
$197.50$200.00$202.50Oct 23$0.08$2.428%30.25
$212.50$215.00$217.50Oct 30$0.07$2.436%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 $-5.58, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$245.001:2Nov 6-$1.35$8.65
$235.00$240.001:2Oct 16-$0.11$4.89
$245.00$250.001:2Oct 16-$0.15$4.85
$237.50$240.001:2Oct 9-$0.08$2.42
$230.00$232.501:2Oct 9-$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$220.001:2Oct 23-$5.58$6.92
$210.00$200.001:2Nov 6-$2.18$7.82
$230.00$220.001:2Oct 16-$6.81$3.19
$185.00$182.501:2Oct 16-$0.11$2.39
$172.50$170.001:2Oct 16-$0.06$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 5.60%, avg 2.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$11.750.454.9%5.60%10.46%1352.4K
$210.00Nov 20$15.900.540.1%7.58%7.67%64508
$230.00Nov 20$8.700.369.6%4.15%13.77%361.8K
$240.00Nov 20$6.250.2814.4%2.98%17.37%51.2K
$210.00Nov 13$14.050.530.1%6.70%6.79%--28
$215.00Nov 13$11.600.482.5%5.53%8.00%32
$225.00Nov 13$8.200.387.2%3.91%11.15%18
$230.00Nov 13$6.500.349.6%3.10%12.72%19
$250.00Nov 20$4.500.2219.2%2.14%21.30%177454
$215.00Nov 6$10.350.472.5%4.93%7.41%1210

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 6,980
Total Puts 2,891
Put/Call Ratio 0.41
Net Difference 4,089

Prior's Put/Call Breakdown

Total Calls 3,220
Total Puts 2,671
Put/Call Ratio 0.83
Net Difference 549

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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