Tour v346
ZS
ZSCALER INC
$149.94 +2.40%
$149.51 (-0.29%)🌙
as of 07/17 07:32 PM
7/17 19:32

Option Volume

Detail
Current (07/17) 20,168
Calls: 14,647 (73%)
Puts: 5,521 (27%)
Prior (07/16) 14,218
Calls: 8,011 (56%)
Puts: 6,207 (44%)
Current vs Prior +41.85%
Calls: +82.84% (Calls)
Puts: -11.05% (Puts)
Prior 7-Day Total 143,448
Calls: 103,429 (72%)
Puts: 40,019 (28%)
Prior 7-Day Average 20,492
Calls: 14,775 (72%)
Puts: 5,717 (28%)
Current vs Prior 7-Day Avg -1.58%
Calls: -0.87%
Puts: -3.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $10.23M
Calls: $7.72M (75%)
Puts: $2.51M (25%)
Prior (07/16) $8.45M
Calls: $2.67M (32%)
Puts: $5.77M (68%)
Current vs Prior +21.18%
Calls: +188.89%
Puts: -56.49%
Prior 7-Day Total $97.61M
Calls: $68.04M (70%)
Puts: $29.56M (30%)
Prior 7-Day Average $13.94M
Calls: $9.72M (70%)
Puts: $4.22M (30%)
Current vs Prior 7-Day Avg -26.61%
Calls: -20.55%
Puts: -40.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.38
Prior (07/16) 0.77
Current vs Prior -51.35%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -29.95%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 135,480
Calls: 87,110 (64%)
Puts: 48,370 (36%)
Prior (07/16) 124,161
Calls: 79,702 (64%)
Puts: 44,459 (36%)
Current vs Prior +9.12%
Prior 7-Day Total 889,757
Calls: 578,110 (65%)
Puts: 311,647 (35%)
Prior 7-Day Average 127,108
Calls: 82,587 (65%)
Puts: 44,521 (35%)
Current vs Prior 7-Day Avg +6.59%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.10% | 7.28%1.10% | 17.41%
Prior 3.19% | 7.53%3.19% | 17.23%
Current vs Prior +128.15% | +30.60%-65.50% | +1.03%
Prior 7-Day Avg 4.75% | 8.35%5.79% | 17.73%
Current vs 7-Day Avg +53.32% | +17.75%-81.00% | -1.82%
Prior 7-Day Eod 3.19% | 7.53%3.19% | 17.23%
Current vs 7-Day Eod +128.15% | +30.60%-65.50% | +1.03%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Prior 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 5.54% | 8.33%
Calls: 5.84% | 7.69%
Puts: 5.24% | 8.97%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($7.72M) vs puts ($2.51M). Extreme bullish P/C ratio of 0.38 - heavy call buying (14,647 calls vs 5,521 puts). P/C ratio dropping 51% - sentiment shifting bullish. Call-heavy open interest (87,110 calls vs 48,370 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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

📈 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 59 of results (avg 7.2%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Aug 1410.8011.25$11.034.1%180.56237
$135.00Aug 2120.1021.05$20.584.6%340.74464
$148.00Jul 318.358.75$8.554.7%30.5812
$148.00Aug 1411.3511.90$11.634.7%20.573
$145.00Aug 2114.3015.00$14.654.8%100.61648
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2111.2511.65$11.453.5%430.461.1K
$170.00Aug 2123.6024.80$24.205.0%210.70581
$145.00Aug 218.759.20$8.985.0%510.39575
$149.00Jul 316.556.90$6.735.2%20.4514
$147.00Aug 77.307.70$7.505.3%80.414

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.99, cheapest $0.99)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 240.951.03$0.998.1%1970.15265
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 99 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 1723.9026.50$25.2010.3%101.00972
$130.00Jul 1719.0020.90$19.959.5%341.001.8K
$140.00Jul 179.0510.80$9.9317.6%7540.98784
$120.00Jul 1729.0031.35$30.187.8%50.98--
$147.00Jul 172.014.25$3.1371.6%570.94127
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Jul 170.843.70$2.27126.0%171.0063
$155.00Jul 174.305.75$5.0328.8%131.00130
$160.00Jul 178.8510.60$9.7318.0%131.00160
$160.00Jul 2411.1512.00$11.587.3%90.7611
$175.00Aug 2127.0028.80$27.906.5%10.75198

Most actively traded options today. High liquidity = easy entry/exit. 252 active (total vol 15.5K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Jul 170.721.79$1.2585.6%1.5K0.821.4K
$160.00Jul 241.681.98$1.8316.4%1.3K0.24515
$150.00Jul 170.200.53$0.3789.2%1.1K0.492.3K
$140.00Jul 179.0510.80$9.9317.6%7540.98784
$152.50Jul 170.000.01$0.01100.0%6290.01462
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Jul 240.070.56$0.32153.1%7260.0539
$150.00Jul 170.050.74$0.40172.5%4140.51453
$150.00Jul 244.905.35$5.138.8%4050.48787
$148.00Jul 315.206.65$5.9324.5%3740.4351
$140.00Jul 241.212.00$1.6149.1%2470.21508

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 59 strikes (avg 1035.5%, max 2628.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 211516.2%65.1%2227.5%673
$132.00Jul 17Jul 241512.7%70.1%2058.9%12742
$134.00Jul 17Jul 241382.9%65.2%2020.6%4--
$133.00Jul 17Jul 241448.9%68.4%2018.1%5--
$135.00Jul 17Aug 211320.9%63.8%1970.4%2131.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 17Jul 311828.9%67.0%2628.9%5--
$131.00Jul 17Aug 71574.2%64.0%2360.0%46155
$120.00Jul 17Aug 281516.2%65.7%2208.9%432.0K
$134.00Jul 17Jul 241382.9%65.2%2020.6%97
$135.00Jul 17Aug 211320.9%63.8%1970.4%302.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 29.77, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$170.00Jul 24$0.12$2.38$0.1219.83$167.62
$172.50$175.00Jul 31$0.15$2.35$0.1515.67$172.65
$162.50$165.00Aug 14$0.15$2.35$0.1515.67$162.65
$170.00$172.50Jul 24$0.18$2.32$0.1812.89$170.18
$170.00$172.50Jul 31$0.27$2.23$0.278.26$170.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$120.00Jul 24$0.13$3.87$0.1329.77$123.87
$127.00$126.00Jul 31$0.11$0.89$0.118.09$126.89
$150.00$149.00Jul 31$0.12$0.88$0.127.33$149.88
$135.00$127.00Jul 31$1.03$6.97$1.036.77$133.97
$146.00$145.00Jul 31$0.13$0.87$0.136.69$145.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 167 found (best R:R 15.67, avg 1.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$132.00Jul 24$1.87$1.87$0.1314.38$131.87
$130.00$135.00Jul 31$4.52$4.52$0.489.42$134.52
$130.00$132.00Jul 17$1.77$1.77$0.237.70$131.77
$149.00$150.00Jul 17$0.88$0.88$0.127.33$149.88
$135.00$138.00Aug 7$2.63$2.63$0.377.11$137.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 17$4.70$4.70$0.3015.67$155.30
$160.00$157.50Jul 31$2.03$2.03$0.474.32$157.97
$170.00$165.00Aug 21$4.05$4.05$0.954.26$165.95
$149.00$148.00Jul 31$0.80$0.80$0.204.00$148.20
$141.00$140.00Aug 7$0.80$0.80$0.204.00$140.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.06, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Jul 17Jul 24$0.20969.7%66.5%
$128.00Jul 17Jul 24$0.371489.0%77.9%
$133.00Jul 17Jul 24$0.451448.9%68.4%
$170.00Jul 17Jul 24$0.54659.0%66.2%
$132.00Jul 17Jul 24$0.621512.7%70.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$124.00Jul 17Jul 24$0.171324.2%83.3%
$125.00Jul 17Jul 24$0.23836.9%76.0%
$138.00Jul 17Jul 24$0.231127.2%66.6%
$139.00Jul 17Jul 24$0.291061.9%63.9%
$130.00Jul 17Jul 24$0.43670.5%71.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 0.51% of stock, avg 10.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$150.00Jul 17$0.37$0.40$0.77$149.23$150.770.51%
$149.00Jul 17$1.25$0.11$1.36$147.64$150.360.91%
$152.50Jul 17$0.01$2.27$2.28$150.22$154.781.52%
$148.00Jul 17$2.51$0.21$2.72$145.28$150.721.81%
$147.00Jul 17$3.13$0.05$3.18$143.82$150.182.12%
$146.00Jul 17$3.73$0.14$3.87$142.13$149.872.58%
$145.00Jul 17$4.60$0.13$4.73$140.27$149.733.15%
$155.00Jul 17$0.01$5.03$5.04$149.96$160.043.36%
$144.00Jul 17$6.33$0.73$7.06$136.94$151.064.71%
$143.00Jul 17$7.10$1.07$8.17$134.83$151.175.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.32% of stock, avg 8.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$149.00Jul 17$0.37$0.11$0.48$148.52$150.48
$150.00$144.00Jul 17$0.37$0.73$1.10$142.90$151.10
$150.00$143.00Jul 17$0.37$1.07$1.44$141.56$151.44
$150.00$142.00Jul 17$0.37$1.07$1.44$140.56$151.44
$150.00$141.00Jul 17$0.37$1.07$1.44$139.56$151.44
$162.50$146.00Jul 24$1.41$3.28$4.69$141.31$167.19
$160.00$146.00Jul 24$1.83$3.28$5.11$140.89$165.11
$162.50$147.00Jul 24$1.41$3.85$5.26$141.74$167.76
$162.50$148.00Jul 24$1.41$3.90$5.31$142.69$167.81
$160.00$147.00Jul 24$1.83$3.85$5.68$141.32$165.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 218 found (best R:R 24.00, avg credit $2.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
145/147152/155Aug 14$2.40$0.1024.00$144.60$154.90
143/145152/155Aug 14$2.37$0.1318.23$142.63$154.87
124/125130/135Jul 31$4.67$0.3314.15$120.33$134.67
126/127130/135Jul 31$4.63$0.3712.51$122.37$134.63
125/130135/140Aug 21$4.61$0.3911.82$125.39$139.61
140/142152/155Aug 14$2.29$0.2110.90$139.71$154.79
138/139141/143Jul 31$1.83$0.1710.76$137.17$142.83
124/125137/138Jul 31$0.90$0.109.00$124.10$137.90
140/142145/146Aug 28$1.79$0.218.52$140.21$146.79
120/125130/135Aug 21$4.46$0.548.26$120.54$134.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$165.00$170.00$175.00Jul 17$0.09$4.9154.56
$130.00$135.00$140.00Aug 21$0.09$4.9154.56
$170.00$172.50$175.00Aug 14$0.07$2.4334.71
$128.00$130.00$132.00Jul 24$0.06$1.9432.33
$165.00$170.00$175.00Aug 21$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Aug 21$0.12$4.8840.67
$155.00$160.00$165.00Aug 21$0.20$4.8024.00
$131.00$135.00$139.00Aug 7$0.19$3.8120.05
$120.00$125.00$130.00Aug 21$0.24$4.7619.83
$130.00$131.00$132.00Jul 24$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-1.98, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$175.001:2Jul 17-$0.14$4.86
$167.50$172.501:2Aug 7-$1.21$3.79
$165.00$170.001:2Aug 14-$1.86$3.14
$160.00$165.001:2Aug 7-$2.11$2.89
$162.50$170.001:2Aug 28-$4.70$2.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$130.001:2Aug 28-$1.98$8.02
$160.00$155.001:2Jul 17-$0.33$4.67
$125.00$120.001:2Aug 21-$1.01$3.99
$124.00$120.001:2Jul 24-$0.06$3.94
$124.00$120.001:2Jul 17-$0.15$3.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.60%, avg 3.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Aug 28$12.900.540.0%8.60%8.64%105
$150.00Aug 21$11.650.540.0%7.77%7.81%621.0K
$155.00Aug 28$10.400.493.4%6.94%10.31%129
$150.00Aug 14$10.300.540.0%6.87%6.91%421
$155.00Aug 21$9.550.473.4%6.37%9.74%2871.1K
$160.00Aug 28$9.200.446.7%6.14%12.85%5--
$152.50Aug 14$9.150.511.7%6.10%7.81%3--
$150.00Aug 7$9.050.540.0%6.04%6.08%9264
$162.50Aug 28$8.250.418.4%5.50%13.88%1--
$155.00Aug 14$8.100.473.4%5.40%8.78%1248

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 14,647
Total Puts 5,521
Put/Call Ratio 0.38
Net Difference 9,126

Prior's Put/Call Breakdown

Total Calls 8,011
Total Puts 6,207
Put/Call Ratio 0.77
Net Difference 1,804

Prior 7-Day Put/Call Summary

Total Calls 103,429
Total Puts 40,019
Average Put/Call Ratio 0.54
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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