ZS - Options Database

ZSCALER INC

$210.06 +4.09%

(10/6 10:30) ◀

Tuesday, October 6, 2026 (10:35am)

▶ (10/6 18:58)

◀ 10/6 10:35 ▶

Option Volume

Detail

ℹ

Current (10/06 10:35am) 11,677

Calls: 7,769 (67%)

Puts: 3,908 (33%)

Prior (09/15) 8,466

Calls: 5,377 (64%)

Puts: 3,089 (36%)

Current vs Prior +37.93%

Calls: +44.49% (Calls)

Puts: +26.51% (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 -69.67%

Calls: -66.49%

Puts: -74.49%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06 10:35am) $9.71M

Calls: $7.78M (80%)

Puts: $1.93M (20%)

Prior (09/15) $5.12M

Calls: $3.86M (75%)

Puts: $1.26M (25%)

Current vs Prior +89.72%

Calls: +101.91%

Puts: +52.52%

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 -65.05%

Calls: -61.29%

Puts: -74.89%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06 10:35am) 0.50

Prior (09/15) 0.57

Current vs Prior -12.44%

Prior 7-Day Average 0.61

Current vs Prior 7-Day Avg -17.75%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06 10:35am) 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 6.05% | 8.04%8.04% | 17.99%

Prior 5.80% | 8.31%5.80% | 14.43%

Current vs Prior +4.40% | -3.26%+38.65% | +24.65%

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

Current vs 7-Day Avg -34.25% | -41.93%-42.22% | -6.05%

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

Current vs 7-Day Eod +4.40% | -3.26%-12.68% | -1.72%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.25% | 8.01%

Calls: 13.69% | 8.15%

Puts: 22.82% | 7.87%

Prior 17.84% | 10.34%

Calls: 26.07% | 11.63%

Puts: 9.62% | 9.05%

Current vs Prior +2.30% | -22.53%

Prior 7-Day Avg 20.47% | 8.17%

Calls: 21.11% | 6.99%

Puts: 19.83% | 9.35%

Current vs 7-Day Avg -10.85% | -1.99%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($7.78M) vs puts ($1.93M). Elevated premium activity with dollar volume up 90% vs prior. Bullish P/C ratio of 0.50.

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
10:35	BULLISH	BULLISH	BULLISH
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

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 59 of results (avg 7.7%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$207.50	Oct 30	12.70	13.25	$12.98	4.2%	3	0.56	55
$170.00	Nov 20	42.50	44.35	$43.43	4.3%	1	0.89	1.5K
$210.00	Oct 30	11.45	12.00	$11.73	4.7%	85	0.52	89
$220.00	Nov 20	11.95	12.65	$12.30	5.7%	139	0.45	2.4K
$197.50	Oct 30	18.45	19.55	$19.00	5.8%	--	0.69	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Nov 20	20.50	21.70	$21.10	5.7%	7	0.55	65
$240.00	Nov 20	34.65	37.15	$35.90	7.0%	--	0.71	204
$200.00	Nov 20	10.15	10.90	$10.53	7.1%	23	0.36	839
$250.00	Nov 20	42.25	45.50	$43.88	7.4%	--	0.78	11
$230.00	Nov 20	27.25	29.45	$28.35	7.8%	--	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. 100 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$170.00	Oct 9	38.40	41.25	$39.83	7.2%	--	1.00	34
$172.50	Oct 9	35.90	38.75	$37.33	7.6%	3	1.00	34
$175.00	Oct 9	33.45	36.10	$34.78	7.6%	--	1.00	26
$177.50	Oct 9	30.95	33.75	$32.35	8.7%	1	1.00	55
$180.00	Oct 9	28.75	31.00	$29.88	7.5%	51	1.00	108

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Oct 9	15.30	16.85	$16.08	9.6%	--	0.83	16
$230.00	Oct 16	20.55	23.60	$22.08	13.8%	--	0.81	12
$222.50	Oct 9	12.90	16.00	$14.45	21.5%	14	0.79	--
$250.00	Nov 20	42.25	45.50	$43.88	7.4%	--	0.78	11
$232.50	Oct 23	23.95	27.10	$25.53	12.3%	--	0.76	12

Most actively traded options today. High liquidity = easy entry/exit. 200 active (total vol 10.1K, top 910)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Oct 9	1.90	2.31	$2.11	19.4%	910	0.26	869
$210.00	Oct 9	5.10	5.85	$5.48	13.7%	665	0.51	2.2K
$230.00	Oct 9	0.56	0.75	$0.66	28.8%	431	0.10	178
$230.00	Oct 16	1.86	2.46	$2.16	27.8%	418	0.19	1.8K
$205.00	Oct 9	8.00	9.10	$8.55	12.9%	403	0.66	2.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Oct 16	7.25	8.65	$7.95	17.6%	681	0.48	299
$200.00	Oct 9	1.49	1.96	$1.73	27.2%	325	0.22	1.1K
$205.00	Oct 9	2.93	3.75	$3.34	24.6%	311	0.35	747
$195.00	Oct 9	0.72	0.91	$0.82	23.2%	177	0.12	489
$210.00	Oct 9	5.00	5.85	$5.43	15.7%	166	0.49	120

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 29.7%, max 34.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$202.50	Oct 9	Nov 6	70.6%	52.5%	34.5%	66	317
$212.50	Oct 9	Nov 6	74.1%	55.1%	34.4%	270	374
$207.50	Oct 9	Oct 30	71.2%	53.4%	33.3%	23	1.1K
$205.00	Oct 9	Nov 13	70.3%	53.2%	32.1%	406	2.1K
$215.00	Oct 9	Nov 13	73.0%	55.7%	30.9%	334	658

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$207.50	Oct 9	Oct 30	71.2%	53.4%	33.3%	146	206
$212.50	Oct 9	Oct 30	74.1%	55.6%	33.3%	87	269
$215.00	Oct 9	Oct 30	73.0%	54.8%	33.2%	11	127
$197.50	Oct 9	Oct 30	70.4%	53.2%	32.3%	106	734
$200.00	Oct 9	Nov 20	68.6%	52.5%	30.8%	348	1.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 165 found (best R:R 1.13, avg 4.21)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$210.00	Nov 20	$4.70	$5.30	$4.70	64%	1.13	$204.70
$185.00	$195.00	Nov 6	$6.68	$3.32	$6.68	82%	0.50	$191.68
$215.00	$225.00	Nov 13	$3.36	$6.64	$3.36	48%	1.98	$218.36
$185.00	$190.00	Nov 20	$3.17	$1.83	$3.17	78%	0.58	$188.17
$220.00	$230.00	Nov 20	$3.23	$6.77	$3.23	45%	2.10	$223.23

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$200.00	$197.50	Oct 23	$0.12	$2.38	$0.12	32%	19.83	$199.88
$225.00	$222.50	Oct 9	$1.63	$0.87	$1.63	83%	0.53	$223.37
$195.00	$192.50	Oct 23	$0.13	$2.37	$0.13	23%	18.23	$194.87
$190.00	$187.50	Nov 6	$0.15	$2.35	$0.15	23%	15.67	$189.85
$212.50	$210.00	Oct 16	$0.95	$1.55	$0.95	53%	1.63	$211.55

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 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$245.00	$250.00	Oct 9	$0.79	$0.79	$4.21	91%	0.19	$245.79
$245.00	$250.00	Oct 23	$1.02	$1.02	$3.98	85%	0.26	$246.02
$232.50	$235.00	Oct 23	$0.86	$0.86	$1.64	76%	0.52	$233.36
$232.50	$235.00	Oct 16	$0.66	$0.66	$1.84	82%	0.36	$233.16
$227.50	$230.00	Oct 30	$1.02	$1.02	$1.48	68%	0.69	$228.52

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
$197.50	$195.00	Oct 23	$1.96	$1.96	$0.54	71%	3.63	$195.54
$210.00	$200.00	Nov 6	$5.22	$5.22	$4.78	53%	1.09	$204.78
$210.00	$200.00	Nov 20	$4.95	$4.95	$5.05	54%	0.98	$205.05
$210.00	$200.00	Nov 13	$4.85	$4.85	$5.15	53%	0.94	$205.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.28, cheapest $2.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$207.50	Oct 9	Oct 16	$2.55	71.2%	54.8%
$212.50	Oct 9	Oct 16	$2.33	74.1%	58.1%
$215.00	Oct 9	Oct 16	$2.38	73.0%	58.2%
$205.00	Oct 9	Oct 16	$2.23	70.3%	57.1%
$217.50	Oct 9	Oct 16	$2.45	72.7%	59.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$207.50	Oct 9	Oct 16	$2.10	71.2%	54.8%
$212.50	Oct 9	Oct 16	$1.67	74.1%	58.1%
$215.00	Oct 9	Oct 16	$2.28	73.0%	58.2%
$205.00	Oct 9	Oct 16	$2.39	70.3%	57.1%
$217.50	Oct 9	Oct 16	$1.92	72.7%	59.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 5.19% of stock, avg 10.19%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$210.00	Oct 9	$5.48	$5.43	$10.91	$199.09	$220.91	5.19%
$207.50	Oct 9	$6.85	$4.43	$11.28	$196.22	$218.78	5.37%
$212.50	Oct 9	$4.60	$7.23	$11.83	$200.67	$224.33	5.63%
$205.00	Oct 9	$8.55	$3.34	$11.89	$193.11	$216.89	5.66%
$215.00	Oct 9	$3.55	$8.80	$12.35	$202.65	$227.35	5.88%
$202.50	Oct 9	$10.20	$2.53	$12.73	$189.77	$215.23	6.06%
$200.00	Oct 9	$11.70	$1.73	$13.43	$186.57	$213.43	6.39%
$217.50	Oct 9	$2.83	$10.83	$13.66	$203.84	$231.16	6.50%
$220.00	Oct 9	$2.11	$12.53	$14.64	$205.36	$234.64	6.97%
$197.50	Oct 9	$13.38	$1.30	$14.68	$182.82	$212.18	6.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.63% of stock, avg 6.71%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$222.50	$200.00	Oct 9	$1.69	$1.73	$3.42	$196.58	$225.92
$220.00	$200.00	Oct 9	$2.11	$1.73	$3.84	$196.16	$223.84
$222.50	$202.50	Oct 9	$1.69	$2.53	$4.22	$198.28	$226.72
$220.00	$202.50	Oct 9	$2.11	$2.53	$4.64	$197.86	$224.64
$217.50	$200.00	Oct 9	$2.83	$1.73	$4.56	$195.44	$222.06
$217.50	$202.50	Oct 9	$2.83	$2.53	$5.36	$197.14	$222.86
$222.50	$205.00	Oct 9	$1.69	$3.34	$5.03	$199.97	$227.53
$220.00	$205.00	Oct 9	$2.11	$3.34	$5.45	$199.55	$225.45
$215.00	$200.00	Oct 9	$3.55	$1.73	$5.28	$194.72	$220.28
$217.50	$205.00	Oct 9	$2.83	$3.34	$6.17	$198.83	$223.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 251 found (best R:R 1.48, avg credit $1.24)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
195/198	245/250	Oct 23	$2.98	$2.02	56%	1.48	$194.52	$247.98
182/185	232/235	Oct 23	$1.58	$0.92	62%	1.72	$183.42	$234.08
188/190	232/235	Oct 23	$1.63	$0.87	58%	1.87	$188.37	$234.13
195/198	232/235	Oct 16	$1.65	$0.85	57%	1.94	$195.85	$234.15
200/202	232/235	Oct 16	$1.86	$0.64	48%	2.91	$200.64	$234.36
185/188	228/230	Oct 30	$1.67	$0.83	49%	2.01	$185.83	$229.17
178/180	232/235	Oct 23	$1.21	$1.29	67%	0.94	$178.79	$233.71
190/192	232/235	Oct 16	$1.25	$1.25	64%	1.00	$191.25	$233.75
170/172	232/235	Oct 23	$1.14	$1.36	68%	0.84	$171.36	$233.64
182/185	232/235	Oct 16	$1.00	$1.50	73%	0.67	$184.00	$233.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 100 found (best R:R 30.25, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$200.00	$210.00	$220.00	Nov 20	$0.32	$9.68	20%	30.25
$220.00	$230.00	$240.00	Nov 20	$0.71	$9.29	16%	13.08
$210.00	$212.50	$215.00	Oct 16	$0.05	$2.45	10%	49.00
$202.50	$205.00	$207.50	Oct 23	$0.05	$2.45	8%	49.00
$235.00	$240.00	$245.00	Oct 16	$0.17	$4.83	8%	28.41

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$220.00	$230.00	$240.00	Nov 20	$0.30	$9.70	16%	32.33
$200.00	$210.00	$220.00	Nov 20	$0.67	$9.33	19%	13.93
$230.00	$240.00	$250.00	Nov 20	$0.43	$9.57	14%	22.26
$170.00	$175.00	$180.00	Nov 20	$0.09	$4.91	7%	54.56
$180.00	$185.00	$190.00	Nov 20	$0.15	$4.85	8%	32.33

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 $-6.57, 94 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 23	-$0.04	$4.96
$240.00	$245.00	1:2	Oct 16	-$0.11	$4.89
$235.00	$240.00	1:2	Oct 16	-$0.35	$4.65
$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	-$6.57	$5.93
$210.00	$200.00	1:2	Nov 6	-$2.71	$7.29
$180.00	$177.50	1:2	Oct 16	$0.00	$2.50
$192.50	$190.00	1:2	Oct 9	-$0.08	$2.42
$185.00	$182.50	1:2	Oct 16	-$0.10	$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 5.69%, avg 2.19%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$220.00	Nov 20	$11.95	0.45	4.7%	5.69%	10.42%	139	2.4K
$230.00	Nov 20	$8.75	0.36	9.5%	4.17%	13.66%	43	1.8K
$240.00	Nov 20	$6.30	0.28	14.2%	3.00%	17.25%	5	1.2K
$215.00	Nov 13	$11.55	0.48	2.4%	5.50%	7.85%	3	2
$225.00	Nov 13	$8.25	0.38	7.1%	3.93%	11.04%	1	8
$230.00	Nov 13	$6.50	0.34	9.5%	3.09%	12.59%	1	9
$250.00	Nov 20	$4.50	0.22	19.0%	2.14%	21.16%	183	454
$215.00	Nov 6	$10.45	0.47	2.4%	4.97%	7.33%	12	10
$225.00	Nov 6	$7.05	0.37	7.1%	3.36%	10.47%	--	11
$212.50	Nov 6	$11.15	0.50	1.2%	5.31%	6.47%	1	--

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 7,769

Total Puts 3,908

Put/Call Ratio 0.50

Net Difference 3,861

Prior's Put/Call Breakdown

Total Calls 5,377

Total Puts 3,089

Put/Call Ratio 0.57

Net Difference 2,288

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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