Tour v526
ZS
ZSCALER INC
$188.39 +2.26%
$188.57 (+0.10%)🌙
as of 08/31 07:16 PM
8/31 19:16

Option Volume

Detail
Current (08/31) 16,910
Calls: 9,184 (54%)
Puts: 7,726 (46%)
Prior (08/28) 20,361
Calls: 9,615 (47%)
Puts: 10,746 (53%)
Current vs Prior -16.95%
Calls: -4.48% (Calls)
Puts: -28.10% (Puts)
Prior 7-Day Total 109,782
Calls: 65,013 (59%)
Puts: 44,769 (41%)
Prior 7-Day Average 18,297
Calls: 9,287 (59%)
Puts: 6,395 (41%)
Current vs Prior 7-Day Avg -7.58%
Calls: -1.12%
Puts: +20.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $13.03M
Calls: $9.05M (69%)
Puts: $3.98M (31%)
Prior (08/28) $11.47M
Calls: $6.56M (57%)
Puts: $4.91M (43%)
Current vs Prior +13.55%
Calls: +37.92%
Puts: -19.03%
Prior 7-Day Total $69.78M
Calls: $48.52M (70%)
Puts: $21.26M (30%)
Prior 7-Day Average $11.63M
Calls: $6.93M (70%)
Puts: $3.04M (30%)
Current vs Prior 7-Day Avg +12.02%
Calls: +30.57%
Puts: +30.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.84
Prior (08/28) 1.12
Current vs Prior -24.73%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +15.54%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/31) 109,807
Calls: 60,961 (56%)
Puts: 48,846 (44%)
Prior (08/28) 92,852
Calls: 50,672 (55%)
Puts: 42,180 (45%)
Current vs Prior +18.26%
Prior 7-Day Total 637,459
Calls: 375,788 (59%)
Puts: 261,671 (41%)
Prior 7-Day Average 106,243
Calls: 62,631 (59%)
Puts: 43,611 (41%)
Current vs Prior 7-Day Avg +3.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 13.84% | 14.74%15.60% | 19.76%
Prior 13.82% | 14.78%15.84% | 20.27%
Current vs Prior +0.17% | -0.30%-1.54% | -2.55%
Prior 7-Day Avg 6.07% | 13.53%12.00% | 19.93%
Current vs 7-Day Avg +127.94% | +8.94%+29.93% | -0.85%
Prior 7-Day Eod 13.82% | 14.78%15.84% | 20.27%
Current vs 7-Day Eod +0.17% | -0.30%-1.54% | -2.55%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.52% | 10.18%
Calls: 30.38% | 4.98%
Puts: 46.67% | 15.38%
Prior 38.52% | 10.18%
Calls: 30.38% | 4.98%
Puts: 46.67% | 15.38%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.53% | 8.95%
Calls: 14.02% | 6.79%
Puts: 19.05% | 11.11%
Current vs 7-Day Avg +132.98% | +13.79%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($9.05M). P/C ratio dropping 25% - 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 49 of results (avg 7.3%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 411.5511.85$11.702.6%2670.52437
$185.00Sep 1114.8015.50$15.154.6%250.5975
$185.00Sep 414.0014.70$14.354.9%470.58313
$187.50Sep 412.6513.30$12.985.0%390.55129
$185.00Sep 1815.5016.30$15.905.0%410.591.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 418.7519.65$19.204.7%10.61--
$187.50Sep 1112.2012.80$12.504.8%550.4533
$187.50Sep 411.4012.00$11.705.1%820.4563
$190.00Sep 412.7513.45$13.105.3%390.48187
$222.50Sep 435.4037.35$36.385.4%30.81--

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. 68 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Sep 436.3039.20$37.757.7%10.9413
$155.00Sep 433.9536.55$35.257.4%140.91104
$157.50Sep 431.8534.40$33.137.7%20.8916
$155.00Sep 1835.4037.95$36.677.0%150.89379
$160.00Sep 429.8532.20$31.037.6%20.8848
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Sep 437.3539.50$38.425.6%20.84--
$222.50Sep 435.4037.35$36.385.4%30.81--
$220.00Sep 433.0535.60$34.337.4%20.80--
$220.00Sep 1133.6036.25$34.927.6%10.79--
$215.00Sep 428.9531.35$30.158.0%10.76--

Most actively traded options today. High liquidity = easy entry/exit. 186 active (total vol 8.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 47.708.30$8.007.5%1.0K0.40886
$220.00Sep 184.354.70$4.537.7%3180.241.3K
$190.00Sep 1812.9013.85$13.387.1%2940.531.6K
$190.00Sep 411.5511.85$11.702.6%2670.52437
$200.00Sep 188.959.90$9.4310.1%2450.422.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 41.572.20$1.8933.3%6180.12439
$160.00Sep 112.043.15$2.6042.7%3800.1480
$165.00Sep 43.103.30$3.206.2%3180.18432
$155.00Sep 41.031.45$1.2433.9%2640.09294
$157.50Sep 41.451.94$1.6929.0%2140.1195

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 110.3%, max 144.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 4Oct 9159.2%65.2%144.2%55313
$187.50Sep 4Oct 9158.2%65.5%141.7%40129
$195.00Sep 4Oct 9161.7%67.0%141.4%122176
$177.50Sep 4Oct 2163.4%68.1%139.9%8100
$210.00Sep 4Oct 9161.0%67.9%137.2%206353
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$185.00Sep 4Oct 9159.2%65.2%144.2%49189
$175.00Sep 4Oct 9158.4%65.1%143.3%24149
$180.00Sep 4Oct 9158.4%65.3%142.4%116383
$195.00Sep 4Oct 9161.7%67.0%141.4%312
$170.00Sep 4Oct 9159.4%66.2%140.9%90202

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 1.35, avg 2.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$200.00Oct 2$6.37$8.63$6.3758%1.35$191.37
$205.00$210.00Sep 18$0.65$4.35$0.6536%6.69$205.65
$200.00$210.00Sep 25$2.67$7.33$2.6743%2.75$202.67
$195.00$200.00Oct 9$1.43$3.57$1.4349%2.50$196.43
$190.00$192.50Sep 4$0.40$2.10$0.4052%5.25$190.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$190.00$187.50Sep 11$0.93$1.57$0.9348%1.69$189.07
$180.00$177.50Sep 4$0.65$1.85$0.6536%2.85$179.35
$200.00$195.00Sep 4$2.72$2.28$2.7261%0.84$197.28
$182.50$180.00Sep 11$0.80$1.70$0.8039%2.12$181.70
$160.00$157.50Sep 11$0.22$2.28$0.2214%10.36$159.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 106 found (best R:R 0.38, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$212.50Sep 11$1.00$1.00$1.5068%0.67$211.00
$210.00$212.50Sep 4$0.90$0.90$1.6071%0.56$210.90
$192.50$195.00Sep 4$1.40$1.40$1.1051%1.27$193.90
$217.50$220.00Sep 11$0.75$0.75$1.7575%0.43$218.25
$200.00$202.50Sep 11$1.15$1.15$1.3559%0.85$201.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$155.00Oct 9$4.13$4.13$10.8772%0.38$165.87
$180.00$177.50Sep 11$1.67$1.67$0.8364%2.01$178.33
$175.00$165.00Oct 2$3.30$3.30$6.7068%0.49$171.70
$180.00$172.50Sep 25$3.02$3.02$4.4864%0.67$176.98
$185.00$180.00Sep 25$2.58$2.58$2.4258%1.07$182.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.90, cheapest $1.58)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Sep 4Sep 18$1.58162.8%84.2%
$177.50Sep 4Sep 11$0.87163.4%99.3%
$192.50Sep 4Sep 11$0.58166.7%102.7%
$195.00Sep 4Sep 11$0.80161.7%101.6%
$205.00Sep 4Sep 11$0.72161.2%101.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Sep 4Sep 18$1.05160.4%82.4%
$195.00Sep 4Sep 11$0.17161.7%101.6%
$185.00Sep 4Sep 11$0.57159.2%101.2%
$182.50Sep 4Sep 11$0.70159.2%102.2%
$190.00Sep 4Sep 11$0.33157.8%101.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 13.10% of stock, avg 15.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$187.50Sep 4$12.98$11.70$24.68$162.82$212.1813.10%
$190.00Sep 4$11.70$13.10$24.80$165.20$214.8013.16%
$185.00Sep 4$14.35$10.53$24.88$160.12$209.8813.21%
$180.00Sep 4$17.00$8.20$25.20$154.80$205.2013.38%
$182.50Sep 4$16.20$9.35$25.55$156.95$208.0513.56%
$177.50Sep 4$18.48$7.55$26.03$151.47$203.5313.82%
$190.00Sep 11$12.80$13.43$26.23$163.77$216.2313.92%
$185.00Sep 11$15.15$11.10$26.25$158.75$211.2513.93%
$175.00Sep 4$20.08$6.28$26.36$148.64$201.3613.99%
$195.00Sep 4$9.90$16.48$26.38$168.62$221.3814.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 6.61% of stock, avg 10.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$220.00$172.50Sep 25$5.48$6.98$12.46$160.04$232.46
$215.00$172.50Sep 25$6.30$6.98$13.28$159.22$228.28
$215.00$155.00Oct 9$8.03$3.60$11.63$143.37$226.63
$210.00$172.50Sep 25$7.63$6.98$14.61$157.89$224.61
$202.50$180.00Sep 4$7.20$8.20$15.40$164.60$217.90
$210.00$155.00Oct 9$9.07$3.60$12.67$142.33$222.67
$215.00$175.00Oct 2$7.23$8.75$15.98$159.02$230.98
$205.00$180.00Sep 11$7.25$9.25$16.50$163.50$221.50
$215.00$170.00Oct 9$8.03$7.73$15.76$154.24$230.76
$210.00$180.00Sep 18$6.95$9.25$16.20$163.80$226.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 125 found (best R:R 2.38, avg credit $1.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
160/162210/212Sep 4$1.76$0.7455%2.38$160.74$211.76
175/178210/212Sep 4$2.17$0.3338%6.58$175.33$212.17
155/158210/212Sep 11$1.60$0.9055%1.78$155.90$211.60
162/165210/212Sep 11$1.75$0.7549%2.33$163.25$211.75
170/172210/212Sep 11$1.87$0.6341%2.97$170.63$211.87
152/155210/212Sep 11$1.45$1.0558%1.38$153.55$211.45
165/168210/212Sep 4$1.63$0.8750%1.87$165.87$211.63
168/170210/212Sep 4$1.69$0.8147%2.09$168.31$211.69
165/168210/212Sep 11$1.70$0.8047%2.12$165.80$211.70
155/158210/212Sep 4$1.35$1.1560%1.17$156.15$211.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$195.00$200.00Sep 25$0.10$4.9011%49.00
$210.00$215.00$220.00Sep 18$0.12$4.889%40.67
$172.50$175.00$177.50Sep 4$0.07$2.436%34.71
$185.00$187.50$190.00Sep 4$0.09$2.416%26.78
$175.00$177.50$180.00Sep 11$0.10$2.406%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Oct 9$0.18$4.8210%26.78
$165.00$167.50$170.00Sep 11$0.05$2.455%49.00
$165.00$167.50$170.00Sep 4$0.06$2.446%40.67
$152.50$155.00$157.50Sep 4$0.07$2.434%34.71
$210.00$215.00$220.00Sep 4$0.26$4.749%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-5.03, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$200.001:2Oct 2-$5.03$9.97
$200.00$210.001:2Oct 2-$5.06$4.94
$200.00$210.001:2Sep 25-$4.96$5.04
$222.50$225.001:2Sep 4-$1.88$0.62
$200.00$210.001:2Oct 9-$5.64$4.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$165.001:2Oct 2-$2.15$7.85
$155.00$152.501:2Sep 4-$0.48$2.02
$157.50$155.001:2Sep 4-$0.79$1.71
$155.00$152.501:2Sep 11-$0.88$1.62
$162.50$160.001:2Sep 4-$1.03$1.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 6.85%, avg 3.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$195.00Oct 9$12.900.493.5%6.85%10.36%14--
$200.00Oct 9$10.800.456.2%5.73%11.90%69
$190.00Oct 9$15.000.540.8%7.96%8.82%1--
$215.00Oct 9$6.650.3314.1%3.53%17.65%1--
$210.00Oct 9$7.500.3611.5%3.98%15.45%1--
$200.00Oct 2$10.000.446.2%5.31%11.47%647
$200.00Sep 25$9.900.436.2%5.26%11.42%468
$190.00Sep 25$13.700.530.8%7.27%8.13%3719
$195.00Sep 25$11.300.483.5%6.00%9.51%345
$210.00Oct 2$6.750.3511.5%3.58%15.05%219

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 9,184
Total Puts 7,726
Put/Call Ratio 0.84
Net Difference 1,458

Prior's Put/Call Breakdown

Total Calls 9,615
Total Puts 10,746
Put/Call Ratio 1.12
Net Difference -1,131

Prior 7-Day Put/Call Summary

Total Calls 65,013
Total Puts 44,769
Average Put/Call Ratio 0.73
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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