ZS - Options Database

ZSCALER INC

$209.56 +3.84%

(10/6 10:15) ◀

Tuesday, October 6, 2026 (10:20am)

▶ (10/6 10:25)

◀ 10/6 10:20 ▶

Option Volume

Detail

ℹ

Current (10/06 10:20am) 10,034

Calls: 7,091 (71%)

Puts: 2,943 (29%)

Prior (09/15) 6,212

Calls: 3,506 (56%)

Puts: 2,706 (44%)

Current vs Prior +61.53%

Calls: +102.25% (Calls)

Puts: +8.76% (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 -73.94%

Calls: -69.41%

Puts: -80.79%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:20am) $7.83M

Calls: $6.52M (83%)

Puts: $1.31M (17%)

Prior (09/15) $4.33M

Calls: $3.21M (74%)

Puts: $1.12M (26%)

Current vs Prior +80.93%

Calls: +103.19%

Puts: +17.11%

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 -71.81%

Calls: -67.57%

Puts: -82.92%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:20am) 0.41

Prior (09/15) 0.77

Current vs Prior -46.23%

Prior 7-Day Average 0.61

Current vs Prior 7-Day Avg -32.14%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:20am) 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 6.10% | 8.19%8.19% | 17.56%

Prior 5.80% | 8.31%5.80% | 14.43%

Current vs Prior +5.23% | -1.42%+41.29% | +21.71%

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

Current vs 7-Day Avg -33.73% | -40.83%-41.12% | -8.27%

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

Current vs 7-Day Eod +5.23% | -1.42%-11.01% | -4.04%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 13.56% | 11.50%

Calls: 15.26% | 13.54%

Puts: 11.86% | 9.46%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior -23.99% | +11.22%

Prior 7-Day Avg 20.47% | 8.17%

Calls: 21.11% | 6.99%

Puts: 19.83% | 9.35%

Current vs 7-Day Avg -33.76% | +40.71%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($6.52M) vs puts ($1.31M). Elevated premium activity with dollar volume up 81% vs prior. Above-average activity with volume up 62% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (7,091 calls vs 2,943 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
10:20	BULLISH	BULLISH	BULLISH
10:15	BULLISH	BULLISH	BULLISH
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

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💰 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

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 67 of results (avg 7.4%, best 2.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Nov 20	16.00	16.45	$16.23	2.8%	64	0.54	508
$220.00	Nov 20	11.90	12.25	$12.08	2.9%	138	0.44	2.4K
$200.00	Nov 20	21.05	21.95	$21.50	4.2%	111	0.64	912
$195.00	Nov 20	23.60	24.70	$24.15	4.6%	10	0.69	205
$190.00	Nov 20	26.90	28.25	$27.58	4.9%	9	0.74	847

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Nov 20	10.60	10.85	$10.73	2.3%	20	0.36	839
$220.00	Nov 20	20.85	21.50	$21.18	3.1%	7	0.56	65
$210.00	Nov 20	15.00	15.60	$15.30	3.9%	7	0.47	188
$222.50	Oct 30	18.65	19.50	$19.08	4.5%	--	0.63	16
$217.50	Oct 30	15.35	16.15	$15.75	5.1%	--	0.57	52

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. 96 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 9	38.05	40.80	$39.42	7.0%	--	1.00	34
$172.50	Oct 9	35.55	38.55	$37.05	8.1%	3	1.00	34
$175.00	Oct 9	32.95	35.70	$34.33	8.0%	--	1.00	26
$177.50	Oct 9	30.55	33.55	$32.05	9.4%	1	1.00	55
$180.00	Oct 9	28.10	31.05	$29.58	10.0%	37	1.00	108

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 9	15.45	18.20	$16.83	16.3%	--	0.84	16
$230.00	Oct 16	21.25	24.05	$22.65	12.4%	--	0.81	12
$222.50	Oct 9	13.60	16.25	$14.93	17.7%	14	0.79	--
$250.00	Nov 20	43.20	45.55	$44.38	5.3%	--	0.78	11
$232.50	Oct 23	24.80	27.55	$26.18	10.5%	--	0.76	12

Most actively traded options today. High liquidity = easy entry/exit. 187 active (total vol 8.7K, top 872)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 9	2.01	2.19	$2.10	8.6%	872	0.25	869
$210.00	Oct 9	5.10	5.85	$5.48	13.7%	655	0.50	2.2K
$230.00	Oct 9	0.58	0.80	$0.69	31.9%	430	0.10	178
$230.00	Oct 16	1.81	2.49	$2.15	31.6%	415	0.19	1.8K
$205.00	Oct 9	7.70	8.65	$8.18	11.6%	400	0.64	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 9	1.72	2.24	$1.98	26.3%	312	0.23	1.1K
$205.00	Oct 9	3.25	3.80	$3.53	15.6%	308	0.36	747
$210.00	Oct 9	5.55	6.25	$5.90	11.9%	166	0.50	120
$195.00	Oct 9	0.82	1.05	$0.94	24.5%	163	0.13	489
$207.50	Oct 9	4.25	5.15	$4.70	19.1%	146	0.43	61

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 31.4%, max 40.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	72.5%	51.8%	40.1%	719	2.7K
$200.00	Oct 9	Nov 20	71.0%	52.8%	34.6%	156	1.8K
$212.50	Oct 9	Nov 6	73.4%	55.0%	33.5%	258	374
$205.00	Oct 9	Nov 13	70.4%	52.8%	33.4%	403	2.1K
$220.00	Oct 9	Nov 20	73.3%	55.2%	32.8%	1.0K	3.3K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	72.5%	51.8%	40.1%	173	308
$197.50	Oct 9	Oct 30	71.4%	52.6%	35.8%	103	734
$215.00	Oct 9	Oct 30	74.6%	55.3%	34.9%	11	127
$200.00	Oct 9	Nov 20	71.0%	52.8%	34.6%	332	1.9K
$220.00	Oct 9	Nov 20	73.3%	55.2%	32.8%	25	91

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 168 found (best R:R 0.50, avg 4.24)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$185.00	$195.00	Nov 6	$6.67	$3.33	$6.67	82%	0.50	$191.67
$230.00	$235.00	Oct 30	$0.47	$4.53	$0.47	29%	9.64	$230.47
$220.00	$230.00	Nov 20	$3.08	$6.92	$3.08	44%	2.25	$223.08
$215.00	$225.00	Nov 13	$3.40	$6.60	$3.40	48%	1.94	$218.40
$245.00	$250.00	Nov 6	$0.17	$4.83	$0.17	19%	28.41	$245.17

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$210.00	$207.50	Oct 30	$0.65	$1.85	$0.65	48%	2.85	$209.35
$180.00	$175.00	Nov 13	$0.30	$4.70	$0.30	16%	15.67	$179.70
$200.00	$195.00	Nov 6	$1.15	$3.85	$1.15	35%	3.35	$198.85
$212.50	$207.50	Oct 23	$2.02	$2.98	$2.02	52%	1.48	$210.48
$190.00	$187.50	Nov 6	$0.25	$2.25	$0.25	23%	9.00	$189.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 0.50, avg 0.39)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$222.50	$225.00	Oct 16	$1.18	$1.18	$1.32	69%	0.89	$223.68
$227.50	$230.00	Oct 30	$1.05	$1.05	$1.45	68%	0.72	$228.55
$225.00	$230.00	Oct 23	$1.65	$1.65	$3.35	68%	0.49	$226.65
$235.00	$240.00	Oct 30	$1.36	$1.36	$3.64	74%	0.37	$236.36
$217.50	$220.00	Oct 30	$1.30	$1.30	$1.20	57%	1.08	$218.80

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
$207.50	$205.00	Oct 23	$1.75	$1.75	$0.75	56%	2.33	$205.75
$187.50	$185.00	Nov 6	$1.11	$1.11	$1.39	78%	0.80	$186.39
$195.00	$190.00	Oct 30	$1.70	$1.70	$3.30	72%	0.52	$193.30
$202.50	$200.00	Oct 30	$1.40	$1.40	$1.10	62%	1.27	$201.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.26, cheapest $1.70)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Oct 9	Oct 16	$2.17	74.6%	57.8%
$210.00	Oct 9	Oct 16	$2.47	72.5%	55.7%
$217.50	Oct 9	Oct 16	$2.04	73.5%	57.4%
$212.50	Oct 9	Oct 16	$2.35	73.4%	57.3%
$205.00	Oct 9	Oct 16	$2.34	70.4%	55.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Oct 9	Oct 16	$1.70	74.6%	57.8%
$210.00	Oct 9	Oct 16	$2.03	72.5%	55.7%
$212.50	Oct 9	Oct 16	$2.04	73.4%	57.3%
$205.00	Oct 9	Oct 16	$2.02	70.4%	55.6%
$207.50	Oct 9	Oct 16	$2.20	72.0%	57.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 5.43% of stock, avg 10.26%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$210.00	Oct 9	$5.48	$5.90	$11.38	$198.62	$221.38	5.43%
$207.50	Oct 9	$6.88	$4.70	$11.58	$195.92	$219.08	5.53%
$212.50	Oct 9	$4.45	$7.23	$11.68	$200.82	$224.18	5.57%
$205.00	Oct 9	$8.18	$3.53	$11.71	$193.29	$216.71	5.59%
$202.50	Oct 9	$9.95	$2.73	$12.68	$189.82	$215.18	6.05%
$215.00	Oct 9	$3.68	$9.00	$12.68	$202.32	$227.68	6.05%
$200.00	Oct 9	$11.50	$1.98	$13.48	$186.52	$213.48	6.43%
$220.00	Oct 9	$2.10	$12.58	$14.68	$205.32	$234.68	7.01%
$197.50	Oct 9	$13.55	$1.44	$14.99	$182.51	$212.49	7.15%
$210.00	Oct 16	$7.95	$7.93	$15.88	$194.12	$225.88	7.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.50% of stock, avg 6.71%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$222.50	$197.50	Oct 9	$1.71	$1.44	$3.15	$194.35	$225.65
$222.50	$200.00	Oct 9	$1.71	$1.98	$3.69	$196.31	$226.19
$220.00	$197.50	Oct 9	$2.10	$1.44	$3.54	$193.96	$223.54
$220.00	$200.00	Oct 9	$2.10	$1.98	$4.08	$195.92	$224.08
$222.50	$202.50	Oct 9	$1.71	$2.73	$4.44	$198.06	$226.94
$217.50	$197.50	Oct 9	$2.86	$1.44	$4.30	$193.20	$221.80
$220.00	$202.50	Oct 9	$2.10	$2.73	$4.83	$197.67	$224.83
$217.50	$200.00	Oct 9	$2.86	$1.98	$4.84	$195.16	$222.34
$217.50	$202.50	Oct 9	$2.86	$2.73	$5.59	$196.91	$223.09
$222.50	$205.00	Oct 9	$1.71	$3.53	$5.24	$199.76	$227.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 213 found (best R:R 1.53, avg credit $1.31)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
182/185	222/225	Oct 16	$1.51	$0.99	61%	1.53	$183.49	$224.01
175/178	222/225	Oct 16	$1.40	$1.10	64%	1.27	$176.10	$223.90
195/198	222/225	Oct 16	$1.87	$0.63	45%	2.97	$195.63	$224.37
198/200	222/225	Oct 16	$1.94	$0.56	40%	3.46	$198.06	$224.44
172/175	228/230	Oct 30	$1.47	$1.03	59%	1.43	$173.53	$228.97
185/188	222/225	Oct 16	$1.45	$1.05	59%	1.38	$186.05	$223.95
188/190	222/225	Oct 16	$1.51	$0.99	56%	1.53	$188.49	$224.01
190/192	222/225	Oct 16	$1.58	$0.92	53%	1.72	$190.92	$224.08
198/200	228/230	Oct 30	$2.05	$0.45	34%	4.56	$197.95	$229.55
190/195	235/240	Oct 30	$3.06	$1.94	46%	1.58	$191.94	$238.06

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 105 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$205.00	$210.00	$215.00	Nov 13	$0.05	$4.95	10%	99.00
$220.00	$230.00	$240.00	Nov 20	$0.66	$9.34	16%	14.15
$230.00	$240.00	$250.00	Nov 20	$0.59	$9.41	14%	15.95
$185.00	$190.00	$195.00	Oct 16	$0.17	$4.83	12%	28.41
$215.00	$217.50	$220.00	Oct 9	$0.06	$2.44	12%	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$230.00	$240.00	$250.00	Nov 20	$0.18	$9.82	14%	54.56
$220.00	$230.00	$240.00	Nov 20	$0.53	$9.47	16%	17.87
$207.50	$210.00	$212.50	Oct 9	$0.13	$2.37	14%	18.23
$195.00	$197.50	$200.00	Oct 16	$0.07	$2.43	9%	34.71
$180.00	$185.00	$190.00	Nov 20	$0.18	$4.82	8%	26.78

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 $-5.78, 95 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$235.00	$245.00	1:2	Nov 6	-$1.35	$8.65
$235.00	$240.00	1:2	Oct 16	-$0.19	$4.81
$245.00	$250.00	1:2	Oct 16	-$0.09	$4.91
$245.00	$250.00	1:2	Oct 23	-$0.40	$4.60
$237.50	$240.00	1:2	Oct 9	-$0.08	$2.42

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$232.50	$220.00	1:2	Oct 23	-$5.78	$6.72
$210.00	$200.00	1:2	Nov 6	-$2.58	$7.42
$230.00	$220.00	1:2	Oct 16	-$6.81	$3.19
$177.50	$175.00	1:2	Oct 16	-$0.03	$2.47
$192.50	$190.00	1:2	Oct 9	-$0.13	$2.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 5.68%, avg 2.43%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$11.90	0.44	5.0%	5.68%	10.66%	138	2.4K
$210.00	Nov 20	$16.00	0.54	0.2%	7.64%	7.85%	64	508
$230.00	Nov 20	$8.60	0.36	9.8%	4.10%	13.86%	39	1.8K
$240.00	Nov 20	$6.25	0.28	14.5%	2.98%	17.51%	5	1.2K
$210.00	Nov 13	$14.05	0.53	0.2%	6.70%	6.91%	--	28
$215.00	Nov 13	$11.60	0.48	2.6%	5.54%	8.13%	3	2
$225.00	Nov 13	$8.20	0.38	7.4%	3.91%	11.28%	1	8
$230.00	Nov 13	$6.50	0.34	9.8%	3.10%	12.86%	1	9
$250.00	Nov 20	$4.50	0.22	19.3%	2.15%	21.44%	177	454
$215.00	Nov 6	$10.35	0.47	2.6%	4.94%	7.53%	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 7,091

Total Puts 2,943

Put/Call Ratio 0.41

Net Difference 4,148

Prior's Put/Call Breakdown

Total Calls 3,506

Total Puts 2,706

Put/Call Ratio 0.77

Net Difference 800

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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