ZS - Options Database

ZSCALER INC

$208.60 +3.37%

(10/6 10:25) ◀

Tuesday, October 6, 2026 (10:30am)

▶ (10/6 10:35)

◀ 10/6 10:30 ▶

Option Volume

Detail

ℹ

Current (10/06 10:30am) 10,584

Calls: 7,486 (71%)

Puts: 3,098 (29%)

Prior (09/15) 8,204

Calls: 5,267 (64%)

Puts: 2,937 (36%)

Current vs Prior +29.01%

Calls: +42.13% (Calls)

Puts: +5.48% (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 -72.51%

Calls: -67.71%

Puts: -79.78%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:30am) $8.70M

Calls: $7.29M (84%)

Puts: $1.41M (16%)

Prior (09/15) $5.05M

Calls: $3.78M (75%)

Puts: $1.27M (25%)

Current vs Prior +72.25%

Calls: +92.97%

Puts: +10.73%

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 -68.67%

Calls: -63.73%

Puts: -81.62%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:30am) 0.41

Prior (09/15) 0.56

Current vs Prior -25.79%

Prior 7-Day Average 0.61

Current vs Prior 7-Day Avg -32.34%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:30am) 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 6.00% | 8.26%8.26% | 17.51%

Prior 5.80% | 8.31%5.80% | 14.43%

Current vs Prior +3.48% | -0.56%+42.52% | +21.37%

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

Current vs 7-Day Avg -34.83% | -40.32%-40.61% | -8.53%

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

Current vs 7-Day Eod +3.48% | -0.56%-10.24% | -4.31%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 14.46% | 14.70%

Calls: 13.02% | 16.48%

Puts: 15.89% | 12.92%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior -18.95% | +42.17%

Prior 7-Day Avg 20.47% | 8.17%

Calls: 21.11% | 6.99%

Puts: 19.83% | 9.35%

Current vs 7-Day Avg -29.36% | +79.86%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($7.29M) vs puts ($1.41M). Elevated premium activity with dollar volume up 72% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (7,486 calls vs 3,098 puts). P/C ratio dropping 26% - 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)

Time	Smart Money	Retail	Overall
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
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

🎯 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 52 of results (avg 7.5%, best 5.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$207.50	Oct 30	12.45	13.10	$12.77	5.1%	--	0.55	55
$200.00	Nov 20	20.40	21.50	$20.95	5.3%	112	0.63	912
$180.00	Oct 9	28.30	29.85	$29.08	5.3%	37	0.99	108
$210.00	Nov 20	15.45	16.30	$15.88	5.4%	65	0.53	508
$190.00	Nov 20	26.90	28.45	$27.67	5.6%	9	0.73	847

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Nov 20	43.20	45.55	$44.38	5.3%	--	0.79	11
$220.00	Nov 20	20.85	22.10	$21.48	5.8%	7	0.56	65
$222.50	Oct 30	19.00	20.25	$19.63	6.4%	--	0.63	16
$240.00	Nov 20	35.25	37.60	$36.42	6.5%	--	0.72	204
$220.00	Oct 23	15.95	17.05	$16.50	6.7%	--	0.64	14

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. 98 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$172.50	Oct 9	35.55	38.55	$37.05	8.1%	3	1.00	34
$170.00	Oct 9	38.05	40.80	$39.42	7.0%	--	0.99	34
$167.50	Oct 9	40.55	43.30	$41.93	6.6%	--	0.99	16
$175.00	Oct 9	32.95	35.90	$34.42	8.6%	--	0.99	26
$177.50	Oct 9	30.55	33.55	$32.05	9.4%	1	0.99	55

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	21.55	24.00	$22.78	10.8%	--	0.82	12
$222.50	Oct 9	13.60	16.25	$14.93	17.7%	14	0.81	--
$250.00	Nov 20	43.20	45.55	$44.38	5.3%	--	0.79	11
$220.00	Oct 9	11.85	13.50	$12.68	13.0%	18	0.77	26

Most actively traded options today. High liquidity = easy entry/exit. 194 active (total vol 9.1K, top 896)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 9	1.83	2.06	$1.95	11.8%	896	0.24	869
$210.00	Oct 9	4.90	5.55	$5.23	12.4%	665	0.49	2.2K
$230.00	Oct 9	0.54	0.75	$0.65	32.3%	431	0.10	178
$230.00	Oct 16	1.69	2.20	$1.95	26.2%	416	0.18	1.8K
$205.00	Oct 9	7.50	8.35	$7.93	10.7%	401	0.63	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$200.00	Oct 9	1.82	2.26	$2.04	21.6%	315	0.24	1.1K
$205.00	Oct 9	3.45	3.80	$3.63	9.6%	309	0.37	747
$195.00	Oct 9	0.88	1.09	$0.99	21.2%	172	0.14	489
$210.00	Oct 9	5.50	6.45	$5.98	15.9%	166	0.51	120
$207.50	Oct 9	4.45	5.00	$4.72	11.7%	146	0.44	61

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 28.7%, max 37.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	71.2%	51.7%	37.7%	730	2.7K
$200.00	Oct 9	Nov 20	71.1%	52.4%	35.6%	157	1.8K
$205.00	Oct 9	Nov 13	70.3%	52.2%	34.5%	404	2.1K
$225.00	Oct 9	Nov 13	76.5%	57.1%	34.1%	290	1.1K
$202.50	Oct 9	Nov 6	70.9%	54.0%	31.4%	66	317

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Oct 9	Nov 20	71.2%	51.7%	37.7%	173	308
$200.00	Oct 9	Nov 20	71.1%	52.4%	35.6%	337	1.9K
$197.50	Oct 9	Oct 30	70.2%	52.5%	33.6%	104	734
$202.50	Oct 9	Oct 30	70.9%	54.2%	31.0%	44	475
$220.00	Oct 9	Nov 20	72.2%	55.1%	30.9%	25	91

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 169 found (best R:R 2.55, avg 4.15)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$220.00	$230.00	Nov 20	$2.82	$7.18	$2.82	44%	2.55	$222.82
$200.00	$210.00	Nov 20	$5.07	$4.93	$5.07	63%	0.97	$205.07
$185.00	$190.00	Nov 20	$3.06	$1.94	$3.06	78%	0.63	$188.06
$215.00	$217.50	Oct 30	$0.40	$2.10	$0.40	45%	5.25	$215.40
$205.00	$212.50	Nov 6	$3.38	$4.12	$3.38	59%	1.22	$208.38

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$195.00	Nov 6	$1.13	$3.87	$1.13	35%	3.42	$198.87
$180.00	$175.00	Nov 13	$0.32	$4.68	$0.32	16%	14.62	$179.68
$210.00	$207.50	Oct 16	$1.06	$1.44	$1.06	50%	1.36	$208.94
$180.00	$175.00	Nov 6	$0.46	$4.54	$0.46	14%	9.87	$179.54
$200.00	$197.50	Oct 23	$0.66	$1.84	$0.66	33%	2.79	$199.34

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 0.38)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$232.50	$235.00	Oct 16	$0.82	$0.82	$1.68	82%	0.49	$233.32
$227.50	$230.00	Oct 30	$1.13	$1.13	$1.37	68%	0.82	$228.63
$217.50	$220.00	Oct 30	$1.38	$1.38	$1.12	57%	1.23	$218.88
$245.00	$250.00	Oct 9	$0.39	$0.39	$4.61	94%	0.08	$245.39
$245.00	$250.00	Oct 23	$0.76	$0.76	$4.24	86%	0.18	$245.76

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	63%	0.50	$194.20
$187.50	$185.00	Nov 6	$1.21	$1.21	$1.29	78%	0.94	$186.29
$192.50	$190.00	Nov 6	$1.30	$1.30	$1.20	73%	1.08	$191.20
$202.50	$200.00	Oct 30	$1.52	$1.52	$0.98	62%	1.55	$200.98
$195.00	$192.50	Nov 6	$1.15	$1.15	$1.35	70%	0.85	$193.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $2.29, cheapest $1.79)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$202.50	Oct 9	Oct 16	$2.00	70.9%	53.6%
$210.00	Oct 9	Oct 16	$2.15	71.2%	56.0%
$205.00	Oct 9	Oct 16	$2.45	70.3%	55.5%
$207.50	Oct 9	Oct 16	$2.57	69.9%	55.8%
$212.50	Oct 9	Oct 16	$2.40	72.4%	58.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$202.50	Oct 9	Oct 16	$1.79	70.9%	53.6%
$210.00	Oct 9	Oct 16	$2.15	71.2%	56.0%
$205.00	Oct 9	Oct 16	$2.22	70.3%	55.5%
$207.50	Oct 9	Oct 16	$2.35	70.2%	55.8%
$212.50	Oct 9	Oct 16	$2.13	72.4%	58.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 5.37% of stock, avg 10.14%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$210.00	Oct 9	$5.23	$5.98	$11.21	$198.79	$221.21	5.37%
$207.50	Oct 9	$6.53	$4.72	$11.25	$196.25	$218.75	5.39%
$205.00	Oct 9	$7.93	$3.63	$11.56	$193.44	$216.56	5.54%
$212.50	Oct 9	$4.20	$7.60	$11.80	$200.70	$224.30	5.66%
$215.00	Oct 9	$3.25	$9.23	$12.48	$202.52	$227.48	5.98%
$202.50	Oct 9	$9.77	$2.78	$12.55	$189.95	$215.05	6.02%
$200.00	Oct 9	$11.23	$2.04	$13.27	$186.73	$213.27	6.36%
$220.00	Oct 9	$1.95	$12.68	$14.63	$205.37	$234.63	7.01%
$197.50	Oct 9	$13.27	$1.44	$14.71	$182.79	$212.21	7.05%
$210.00	Oct 16	$7.38	$8.13	$15.51	$194.49	$225.51	7.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.63% of stock, avg 6.74%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$220.00	$197.50	Oct 9	$1.95	$1.44	$3.39	$194.11	$223.39
$220.00	$200.00	Oct 9	$1.95	$2.04	$3.99	$196.01	$223.99
$217.50	$197.50	Oct 9	$2.67	$1.44	$4.11	$193.39	$221.61
$217.50	$200.00	Oct 9	$2.67	$2.04	$4.71	$195.29	$222.21
$220.00	$202.50	Oct 9	$1.95	$2.78	$4.73	$197.77	$224.73
$217.50	$202.50	Oct 9	$2.67	$2.78	$5.45	$197.05	$222.95
$215.00	$197.50	Oct 9	$3.25	$1.44	$4.69	$192.81	$219.69
$215.00	$200.00	Oct 9	$3.25	$2.04	$5.29	$194.71	$220.29
$215.00	$202.50	Oct 9	$3.25	$2.78	$6.03	$196.47	$221.03
$220.00	$205.00	Oct 9	$1.95	$3.63	$5.58	$199.42	$225.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 221 found (best R:R 1.63, avg credit $1.24)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
172/175	228/230	Oct 30	$1.55	$0.95	59%	1.63	$173.45	$229.05
182/185	232/235	Oct 16	$1.19	$1.31	73%	0.91	$183.81	$233.69
198/200	232/235	Oct 16	$1.66	$0.84	52%	1.98	$198.34	$234.16
178/180	228/230	Oct 30	$1.56	$0.94	55%	1.66	$178.44	$229.06
188/190	232/235	Oct 16	$1.24	$1.26	68%	0.98	$188.76	$233.74
175/178	232/235	Oct 16	$0.98	$1.52	77%	0.64	$176.52	$233.48
180/182	228/230	Oct 30	$1.57	$0.93	53%	1.69	$180.93	$229.07
195/198	232/235	Oct 16	$1.46	$1.04	56%	1.40	$196.04	$233.96
175/178	228/230	Oct 30	$1.44	$1.06	57%	1.36	$176.06	$228.94
188/190	228/230	Oct 30	$1.72	$0.78	46%	2.21	$188.28	$229.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 141.86, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$220.00	$230.00	$240.00	Nov 20	$0.40	$9.60	16%	24.00
$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
$200.00	$210.00	$220.00	Nov 20	$0.96	$9.04	20%	9.42
$210.00	$212.50	$215.00	Oct 9	$0.08	$2.42	14%	30.25

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$230.00	$240.00	$250.00	Nov 20	$0.07	$9.93	14%	141.86
$200.00	$202.50	$205.00	Oct 9	$0.11	$2.39	13%	21.73
$190.00	$192.50	$195.00	Oct 23	$0.05	$2.45	6%	49.00
$205.00	$207.50	$210.00	Oct 9	$0.17	$2.33	14%	13.71
$197.50	$200.00	$202.50	Oct 9	$0.14	$2.36	12%	16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-6.82, 97 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$235.00	$245.00	1:2	Nov 6	-$1.35	$8.65
$245.00	$250.00	1:2	Oct 16	-$0.01	$4.99
$245.00	$250.00	1:2	Oct 23	-$0.30	$4.70
$235.00	$240.00	1:2	Oct 16	-$0.49	$4.51
$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	-$6.82	$5.68
$210.00	$200.00	1:2	Nov 6	-$2.46	$7.54
$230.00	$220.00	1:2	Oct 16	-$6.72	$3.28
$185.00	$182.50	1:2	Oct 16	-$0.07	$2.43
$185.00	$182.50	1:2	Oct 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 5.44%, avg 2.38%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$11.35	0.44	5.5%	5.44%	10.91%	139	2.4K
$210.00	Nov 20	$15.45	0.53	0.7%	7.41%	8.08%	65	508
$230.00	Nov 20	$8.50	0.35	10.3%	4.07%	14.33%	39	1.8K
$240.00	Nov 20	$6.15	0.28	15.1%	2.95%	18.00%	5	1.2K
$215.00	Nov 13	$11.55	0.47	3.1%	5.54%	8.60%	3	2
$210.00	Nov 13	$13.55	0.53	0.7%	6.50%	7.17%	--	28
$225.00	Nov 13	$8.00	0.38	7.9%	3.84%	11.70%	1	8
$230.00	Nov 13	$6.50	0.34	10.3%	3.12%	13.37%	1	9
$212.50	Nov 6	$11.15	0.50	1.9%	5.35%	7.21%	1	--
$250.00	Nov 20	$4.40	0.21	19.9%	2.11%	21.96%	183	454

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 7,486

Total Puts 3,098

Put/Call Ratio 0.41

Net Difference 4,388

Prior's Put/Call Breakdown

Total Calls 5,267

Total Puts 2,937

Put/Call Ratio 0.56

Net Difference 2,330

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

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📈 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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