Tour v531
ZS
ZSCALER INC
$209.60 +3.87%
◀ 10/6 10:25 ▶

Option Volume

Detail
ℹ
Current (10/06 10:25am) 10,445
Calls: 7,407 (71%)
Puts: 3,038 (29%)
Prior (09/15) 7,315
Calls: 4,490 (61%)
Puts: 2,825 (39%)
Current vs Prior +42.79%
Calls: +64.97% (Calls)
Puts: +7.54% (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 -72.87%
Calls: -68.05%
Puts: -80.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:25am) $8.69M
Calls: $7.35M (85%)
Puts: $1.34M (15%)
Prior (09/15) $4.84M
Calls: $3.68M (76%)
Puts: $1.16M (24%)
Current vs Prior +79.45%
Calls: +99.81%
Puts: +15.11%
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 -68.71%
Calls: -63.44%
Puts: -82.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:25am) 0.41
Prior (09/15) 0.63
Current vs Prior -34.81%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -32.93%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:25am) 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 5.98% | 8.14%8.14% | 17.50%
Prior 5.80% | 8.31%5.80% | 14.43%
Current vs Prior +3.15% | -2.01%+40.44% | +21.25%
Prior 7-Day Avg 9.20% | 13.84%13.91% | 19.14%
Current vs 7-Day Avg -35.04% | -41.19%-41.48% | -8.61%
Prior 7-Day Eod 5.80% | 8.31%9.20% | 18.30%
Current vs 7-Day Eod +3.15% | -2.01%-11.55% | -4.40%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 12.22% | 12.84%
Calls: 14.01% | 13.54%
Puts: 10.43% | 12.13%
Prior 17.84% | 10.34%
Calls: 26.07% | 11.63%
Puts: 9.62% | 9.05%
Current vs Prior -31.50% | +24.18%
Prior 7-Day Avg 20.47% | 8.17%
Calls: 21.11% | 6.99%
Puts: 19.83% | 9.35%
Current vs 7-Day Avg -40.31% | +57.11%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($7.35M) vs puts ($1.34M). Elevated premium activity with dollar volume up 79% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (7,407 calls vs 3,038 puts). P/C ratio dropping 35% - 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 BULLISH
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
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
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 66 of results (avg 7.3%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Nov 2015.9516.35$16.152.5%650.54508
$200.00Nov 2021.0021.80$21.403.7%1120.64912
$220.00Nov 2011.8012.25$12.033.7%1390.442.4K
$207.50Oct 3012.5513.20$12.885.0%--0.5655
$210.00Oct 3011.4512.05$11.755.1%410.5289
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Nov 2020.8021.50$21.153.3%70.5665
$200.00Nov 2010.4010.80$10.603.8%220.36839
$210.00Nov 2014.9515.60$15.274.3%70.47188
$217.50Oct 3015.5016.20$15.854.4%--0.5752
$222.50Oct 3018.6519.50$19.084.5%--0.6316

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 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Oct 935.5538.55$37.058.1%30.9934
$170.00Oct 938.0540.80$39.427.0%--0.9934
$175.00Oct 932.9535.90$34.428.6%--0.9926
$180.00Oct 928.1031.05$29.5810.0%370.99108
$177.50Oct 930.5533.55$32.059.4%10.9955
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Oct 915.4518.20$16.8316.3%--0.8316
$230.00Oct 1621.3522.95$22.157.2%--0.8112
$222.50Oct 913.6016.25$14.9317.7%140.79--
$250.00Nov 2043.2045.55$44.385.3%--0.7811
$232.50Oct 2324.8027.55$26.1810.5%--0.7612

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 9.0K, top 887)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 92.002.22$2.1110.4%8870.25869
$210.00Oct 95.105.85$5.4813.7%6640.502.2K
$230.00Oct 90.650.80$0.7320.5%4300.10178
$230.00Oct 161.812.49$2.1531.6%4160.191.8K
$205.00Oct 97.808.55$8.189.2%4010.642.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.702.11$1.9021.6%3120.231.1K
$205.00Oct 93.253.75$3.5014.3%3080.36747
$195.00Oct 90.811.04$0.9324.7%1680.13489
$210.00Oct 95.456.05$5.7510.4%1660.50120
$207.50Oct 94.054.95$4.5020.0%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. 23 strikes (avg 30.4%, max 38.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2071.6%51.6%38.8%7292.7K
$200.00Oct 9Nov 2070.4%52.2%34.8%1571.8K
$205.00Oct 9Nov 1370.8%52.8%34.2%4042.1K
$212.50Oct 9Nov 673.3%55.0%33.2%269374
$220.00Oct 9Nov 2073.0%55.1%32.5%1.0K3.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Oct 9Nov 2071.6%51.6%38.8%173308
$200.00Oct 9Nov 2070.4%52.2%34.8%3341.9K
$197.50Oct 9Oct 3070.1%52.7%33.1%103734
$205.00Oct 9Oct 2370.8%53.2%33.1%313809
$220.00Oct 9Nov 2073.0%55.1%32.5%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 0.52, avg 3.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$195.00Nov 6$6.57$3.43$6.5782%0.52$191.57
$230.00$235.00Oct 30$0.47$4.53$0.4729%9.64$230.47
$220.00$230.00Nov 20$3.03$6.97$3.0344%2.30$223.03
$185.00$190.00Nov 20$3.06$1.94$3.0678%0.63$188.06
$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$0.65$1.85$0.6548%2.85$209.35
$180.00$175.00Nov 13$0.30$4.70$0.3016%15.67$179.70
$200.00$195.00Nov 6$1.15$3.85$1.1535%3.35$198.85
$197.50$195.00Oct 30$0.50$2.00$0.5030%4.00$197.00
$210.00$207.50Oct 16$0.93$1.57$0.9349%1.69$209.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 0.50, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$225.00Oct 16$1.09$1.09$1.4169%0.77$223.59
$225.00$230.00Oct 23$1.75$1.75$3.2568%0.54$226.75
$232.50$235.00Oct 23$0.92$0.92$1.5876%0.58$233.42
$245.00$250.00Oct 9$0.39$0.39$4.6194%0.08$245.39
$227.50$230.00Oct 30$1.05$1.05$1.4568%0.72$228.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$200.00$182.50Nov 13$5.80$5.80$11.7064%0.50$194.20
$192.50$190.00Nov 6$1.40$1.40$1.1074%1.27$191.10
$187.50$185.00Nov 6$1.11$1.11$1.3978%0.80$186.39
$202.50$200.00Oct 30$1.50$1.50$1.0062%1.50$201.00
$207.50$205.00Oct 23$1.64$1.64$0.8656%1.91$205.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.30, cheapest $1.92)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 9Oct 16$2.2373.3%56.7%
$210.00Oct 9Oct 16$2.4071.6%55.1%
$205.00Oct 9Oct 16$2.4070.8%54.8%
$215.00Oct 9Oct 16$2.2572.8%57.1%
$217.50Oct 9Oct 16$2.1972.8%57.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$212.50Oct 9Oct 16$1.9273.3%56.7%
$210.00Oct 9Oct 16$2.0871.6%55.1%
$205.00Oct 9Oct 16$1.9370.8%54.8%
$215.00Oct 9Oct 16$1.8372.8%57.1%
$207.50Oct 9Oct 16$2.4070.3%57.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 5.36% of stock, avg 10.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Oct 9$5.48$5.75$11.23$198.77$221.235.36%
$207.50Oct 9$6.78$4.50$11.28$196.22$218.785.38%
$205.00Oct 9$8.18$3.50$11.68$193.32$216.685.57%
$212.50Oct 9$4.50$7.23$11.73$200.77$224.235.60%
$215.00Oct 9$3.53$8.90$12.43$202.57$227.435.93%
$202.50Oct 9$9.95$2.68$12.63$189.87$215.136.03%
$200.00Oct 9$11.58$1.90$13.48$186.52$213.486.43%
$220.00Oct 9$2.11$12.55$14.66$205.34$234.666.99%
$197.50Oct 9$13.65$1.34$14.99$182.51$212.497.15%
$210.00Oct 16$7.88$7.83$15.71$194.29$225.717.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.70% of stock, avg 6.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$222.50$200.00Oct 9$1.66$1.90$3.56$196.44$226.06
$220.00$200.00Oct 9$2.11$1.90$4.01$195.99$224.01
$222.50$202.50Oct 9$1.66$2.68$4.34$198.16$226.84
$220.00$202.50Oct 9$2.11$2.68$4.79$197.71$224.79
$217.50$200.00Oct 9$2.74$1.90$4.64$195.36$222.14
$217.50$202.50Oct 9$2.74$2.68$5.42$197.08$222.92
$222.50$205.00Oct 9$1.66$3.50$5.16$199.84$227.66
$220.00$205.00Oct 9$2.11$3.50$5.61$199.39$225.61
$215.00$200.00Oct 9$3.53$1.90$5.43$194.57$220.43
$217.50$205.00Oct 9$2.74$3.50$6.24$198.76$223.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 219 found (best R:R 1.31, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
182/185222/225Oct 16$1.42$1.0861%1.31$183.58$223.92
178/180232/235Oct 23$1.27$1.2367%1.03$178.73$233.77
172/175228/230Oct 30$1.47$1.0359%1.43$173.53$228.97
195/198222/225Oct 16$1.78$0.7245%2.47$195.72$224.28
180/182232/235Oct 23$1.30$1.2064%1.08$181.20$233.80
198/200232/235Oct 23$1.80$0.7044%2.57$198.20$234.30
175/178222/225Oct 16$1.26$1.2465%1.02$176.24$223.76
190/195235/240Oct 30$3.06$1.9446%1.58$191.94$238.06
190/192228/230Nov 6$1.90$0.6039%3.17$190.60$229.40
185/188228/230Oct 30$1.66$0.8449%1.98$185.84$229.16

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 105 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Nov 20$0.58$9.4216%16.24
$205.00$210.00$215.00Nov 13$0.05$4.9510%99.00
$185.00$190.00$195.00Oct 16$0.17$4.8312%28.41
$230.00$240.00$250.00Nov 20$0.65$9.3514%14.38
$205.00$207.50$210.00Oct 9$0.10$2.4014%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Nov 20$0.28$9.7214%34.71
$220.00$230.00$240.00Nov 20$0.45$9.5516%21.22
$212.50$215.00$217.50Oct 16$0.07$2.439%34.71
$197.50$200.00$202.50Oct 16$0.07$2.439%34.71
$180.00$185.00$190.00Nov 20$0.18$4.828%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. 97 found (best net $-5.68, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$245.001:2Nov 6-$1.35$8.65
$235.00$240.001:2Oct 16-$0.32$4.68
$245.00$250.001:2Oct 23-$0.30$4.70
$245.00$250.001:2Oct 16-$0.09$4.91
$237.50$240.001:2Oct 9-$0.08$2.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$232.50$220.001:2Oct 23-$5.68$6.82
$210.00$200.001:2Nov 6-$2.58$7.42
$230.00$220.001:2Oct 16-$7.31$2.69
$185.00$182.501:2Oct 16-$0.11$2.39
$185.00$182.501:2Oct 9-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 5.63%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 20$11.800.445.0%5.63%10.59%1392.4K
$210.00Nov 20$15.950.540.2%7.61%7.80%65508
$230.00Nov 20$8.600.369.7%4.10%13.84%391.8K
$240.00Nov 20$6.200.2814.5%2.96%17.46%51.2K
$210.00Nov 13$14.050.530.2%6.70%6.89%--28
$215.00Nov 13$11.600.482.6%5.53%8.11%32
$225.00Nov 13$8.200.387.3%3.91%11.26%18
$230.00Nov 13$6.500.349.7%3.10%12.83%19
$250.00Nov 20$4.500.2219.3%2.15%21.42%177454
$215.00Nov 6$10.350.472.6%4.94%7.51%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 7,407
Total Puts 3,038
Put/Call Ratio 0.41
Net Difference 4,369

Prior's Put/Call Breakdown

Total Calls 4,490
Total Puts 2,825
Put/Call Ratio 0.63
Net Difference 1,665

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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