ZS
Zscaler, Inc.Close $147.33EOD onlyThis page reflects ZS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 90.00 | 36.08 | 55.50 | 59.20 | 0.00 | 20 | 21 | 121.9% | 0.999 | 0.0002 | -0.018 | 0.001 | 0.017 |
| 95.00 | 34.76 | 51.10 | 54.05 | 0.00 | 1 | 2 | 150.8% | 0.986 | 0.0011 | -0.087 | 0.007 | 0.018 |
| 100.00 | 24.25 | 45.50 | 48.35 | 0.00 | 0 | 8 | 179.0% | 0.955 | 0.0026 | -0.260 | 0.020 | 0.018 |
| 105.00 | 43.33 | 40.50 | 43.15 | 0.00 | 2 | 10 | 152.5% | 0.957 | 0.0030 | -0.216 | 0.019 | 0.019 |
| 110.00 | 37.15 | 36.15 | 38.15 | -1.19 | 5 | 22 | 135.4% | 0.951 | 0.0037 | -0.211 | 0.021 | 0.020 |
| 113.00 | 27.78 | 32.55 | 35.25 | 0.00 | 1 | 1 | 128.9% | 0.943 | 0.0044 | -0.227 | 0.023 | 0.020 |
| 114.00 | 33.51 | 32.20 | 34.65 | 14.31 | 1 | 9 | 81.6% | 0.990 | 0.0016 | -0.045 | 0.005 | 0.022 |
| 115.00 | 32.18 | 31.15 | 33.20 | -1.20 | 5 | 22 | 120.5% | 0.942 | 0.0047 | -0.216 | 0.024 | 0.020 |
| 116.00 | 13.75 | 30.15 | 33.30 | 0.00 | 0 | 1 | 98.1% | 0.967 | 0.0037 | -0.119 | 0.015 | 0.021 |
| 117.00 | 9.80 | 28.50 | 31.20 | 0.00 | 5 | 21 | 113.9% | 0.939 | 0.0052 | -0.213 | 0.025 | 0.021 |
| 118.00 | 9.65 | 28.15 | 30.20 | 0.00 | 0 | 38 | 110.6% | 0.937 | 0.0055 | -0.212 | 0.025 | 0.021 |
| 119.00 | 27.68 | 27.20 | 29.25 | 17.63 | 1 | 34 | 108.9% | 0.933 | 0.0059 | -0.219 | 0.027 | 0.021 |
| 120.00 | 27.52 | 26.20 | 28.55 | 0.82 | 2 | 8 | 60.5% | 0.994 | 0.0014 | -0.030 | 0.004 | 0.023 |
| 121.00 | 10.65 | 25.20 | 27.25 | 0.00 | 0 | 3 | 102.3% | 0.929 | 0.0065 | -0.216 | 0.028 | 0.021 |
| 122.00 | 8.21 | 23.65 | 26.30 | 0.00 | 2 | 3 | 100.5% | 0.924 | 0.0070 | -0.223 | 0.029 | 0.021 |
| 123.00 | 9.54 | 23.25 | 25.30 | 0.00 | 1 | 18 | 97.2% | 0.921 | 0.0074 | -0.221 | 0.030 | 0.021 |
| 124.00 | 9.80 | 21.70 | 24.40 | 0.00 | 1 | 13 | 96.6% | 0.913 | 0.0080 | -0.235 | 0.032 | 0.021 |
| 125.00 | 23.00 | 21.35 | 23.60 | 6.05 | 4 | 32 | 59.6% | 0.980 | 0.0041 | -0.057 | 0.010 | 0.023 |
| 126.00 | 22.00 | 19.75 | 22.45 | 1.45 | 2 | 4 | 91.2% | 0.905 | 0.0091 | -0.238 | 0.035 | 0.021 |
| 127.00 | 19.20 | 18.80 | 21.75 | 4.35 | 1 | 172 | 94.6% | 0.886 | 0.0100 | -0.279 | 0.039 | 0.021 |
| 128.00 | 19.83 | 18.45 | 20.55 | 0.95 | 1 | 57 | 53.8% | 0.974 | 0.0056 | -0.063 | 0.013 | 0.024 |
| 129.00 | 18.90 | 17.50 | 19.80 | 0.00 | 2 | 87 | 58.4% | 0.955 | 0.0080 | -0.095 | 0.019 | 0.023 |
| 130.00 | 17.75 | 16.55 | 18.95 | 0.15 | 7 | 167 | 59.3% | 0.942 | 0.0095 | -0.114 | 0.024 | 0.023 |
| 131.00 | 15.12 | 15.05 | 17.40 | 0.00 | 1 | 126 | 73.3% | 0.888 | 0.0127 | -0.217 | 0.039 | 0.022 |
| 132.00 | 16.08 | 14.05 | 16.65 | -1.16 | 13 | 42 | 75.1% | 0.868 | 0.0140 | -0.247 | 0.044 | 0.021 |
| 133.00 | 15.13 | 13.85 | 16.15 | 0.36 | 17 | 54 | 57.6% | 0.909 | 0.0140 | -0.152 | 0.033 | 0.023 |
| 134.00 | 13.29 | 13.05 | 15.30 | -0.31 | 4 | 67 | 58.5% | 0.889 | 0.0159 | -0.175 | 0.039 | 0.022 |
| 135.00 | 13.36 | 12.10 | 14.45 | -0.64 | 9 | 133 | 57.4% | 0.875 | 0.0176 | -0.186 | 0.042 | 0.022 |
| 136.00 | 12.62 | 11.25 | 13.60 | -1.04 | 2 | 60 | 57.0% | 0.856 | 0.0195 | -0.202 | 0.046 | 0.022 |
| 137.00 | 10.70 | 10.40 | 12.80 | -1.40 | 26 | 163 | 56.6% | 0.836 | 0.0214 | -0.218 | 0.051 | 0.021 |
| 138.00 | 11.15 | 10.15 | 12.00 | -0.37 | 31 | 97 | 60.7% | 0.797 | 0.0228 | -0.263 | 0.058 | 0.020 |
| 139.00 | 9.97 | 9.40 | 11.20 | -1.19 | 9 | 69 | 60.2% | 0.773 | 0.0245 | -0.276 | 0.061 | 0.020 |
| 140.00 | 9.25 | 8.70 | 9.95 | -1.80 | 59 | 237 | 56.5% | 0.758 | 0.0270 | -0.269 | 0.064 | 0.020 |
| 141.00 | 8.80 | 8.00 | 9.50 | -1.31 | 7 | 53 | 58.2% | 0.724 | 0.0281 | -0.295 | 0.068 | 0.019 |
| 142.00 | 7.80 | 7.35 | 9.00 | 0.00 | 31 | 44 | 59.4% | 0.691 | 0.0291 | -0.316 | 0.072 | 0.018 |
| 143.00 | 7.50 | 6.80 | 8.00 | 0.05 | 15 | 62 | 57.6% | 0.664 | 0.0310 | -0.317 | 0.074 | 0.017 |
| 144.00 | 6.50 | 6.15 | 7.25 | -0.83 | 42 | 77 | 56.4% | 0.634 | 0.0327 | -0.320 | 0.077 | 0.017 |
| 145.00 | 6.43 | 6.05 | 6.65 | -0.40 | 283 | 478 | 59.1% | 0.597 | 0.0321 | -0.343 | 0.079 | 0.016 |
| 146.00 | 4.30 | 5.05 | 6.25 | -2.45 | 136 | 64 | 57.2% | 0.565 | 0.0337 | -0.337 | 0.080 | 0.015 |
| 147.00 | 4.60 | 4.55 | 5.50 | -1.10 | 48 | 122 | 55.9% | 0.531 | 0.0349 | -0.333 | 0.081 | 0.014 |
| 148.00 | 4.47 | 4.05 | 4.95 | -0.83 | 19 | 72 | 55.4% | 0.496 | 0.0353 | -0.330 | 0.081 | 0.013 |
| 149.00 | 3.62 | 3.60 | 4.90 | -1.58 | 34 | 29 | 57.6% | 0.464 | 0.0338 | -0.341 | 0.081 | 0.012 |
| 150.00 | 3.78 | 3.20 | 4.00 | 0.18 | 251 | 1,001 | 54.9% | 0.426 | 0.0350 | -0.321 | 0.080 | 0.011 |
| 152.50 | 2.83 | 2.65 | 3.10 | -0.27 | 1,466 | 338 | 57.0% | 0.349 | 0.0318 | -0.313 | 0.076 | 0.009 |
| 155.00 | 1.68 | 1.96 | 2.33 | -0.82 | 135 | 182 | 57.0% | 0.277 | 0.0288 | -0.283 | 0.068 | 0.007 |
| 160.00 | 1.29 | 1.03 | 1.29 | 0.10 | 507 | 228 | 57.6% | 0.163 | 0.0209 | -0.209 | 0.050 | 0.004 |
| 165.00 | 0.60 | 0.56 | 0.65 | -0.10 | 361 | 336 | 58.5% | 0.089 | 0.0135 | -0.139 | 0.033 | 0.002 |
| 170.00 | 0.29 | 0.14 | 0.43 | -0.14 | 91 | 189 | 58.7% | 0.044 | 0.0077 | -0.080 | 0.019 | 0.001 |
| 175.00 | 0.18 | 0.00 | 0.48 | -0.13 | 19 | 30 | 65.7% | 0.033 | 0.0055 | -0.071 | 0.015 | 0.001 |
| 180.00 | 0.10 | 0.00 | 0.20 | -0.05 | 18 | 469 | 64.5% | 0.014 | 0.0028 | -0.034 | 0.007 | 0.000 |
| 185.00 | 0.12 | 0.00 | 0.29 | 0.00 | 20 | 82 | 75.8% | 0.017 | 0.0028 | -0.048 | 0.009 | 0.000 |
| 190.00 | 0.12 | 0.00 | 0.19 | 0.00 | 4 | 63 | 78.1% | 0.011 | 0.0018 | -0.033 | 0.006 | 0.000 |
| 195.00 | 0.57 | 0.00 | 0.57 | 0.00 | 7 | 4 | 100.2% | 0.026 | 0.0029 | -0.088 | 0.012 | 0.001 |
| 200.00 | 0.01 | 0.00 | 0.01 | 0.00 | 1 | 154 | 67.2% | 0.001 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 205.00 | 0.38 | 0.00 | 2.10 | 0.00 | 20 | 25 | 146.7% | 0.064 | 0.0042 | -0.269 | 0.026 | 0.002 |
| 210.00 | 0.07 | 0.00 | 2.13 | 0.00 | 1 | 7 | 155.1% | 0.062 | 0.0039 | -0.277 | 0.025 | 0.002 |
| 220.00 | 0.54 | 0.00 | 2.13 | 0.00 | 0 | 35 | 170.0% | 0.057 | 0.0033 | -0.284 | 0.023 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 90.00 | 0.28 | 0.00 | 2.13 | 0.00 | 1 | 4 | 220.4% | -0.038 | 0.0019 | -0.267 | 0.017 | -0.001 |
| 95.00 | 0.16 | 0.00 | 1.75 | 0.00 | 1 | 1 | 191.5% | -0.037 | 0.0021 | -0.224 | 0.016 | -0.001 |
| 100.00 | 0.16 | 0.00 | 0.96 | 0.00 | 10 | 89 | 152.5% | -0.026 | 0.0019 | -0.134 | 0.012 | -0.001 |
| 101.00 | 0.16 | 0.00 | 0.95 | 0.00 | 0 | 2 | 148.9% | -0.026 | 0.0020 | -0.132 | 0.012 | -0.001 |
| 102.00 | 0.21 | 0.00 | 0.99 | 0.00 | 0 | 1 | 146.8% | -0.028 | 0.0021 | -0.136 | 0.013 | -0.001 |
| 103.00 | 0.34 | 0.00 | 1.01 | 0.00 | 0 | 1 | 144.1% | -0.029 | 0.0022 | -0.138 | 0.013 | -0.001 |
| 104.00 | 0.24 | 0.00 | 0.99 | 0.00 | 0 | 2 | 140.2% | -0.029 | 0.0023 | -0.135 | 0.014 | -0.001 |
| 105.00 | 0.02 | 0.00 | 0.96 | -0.13 | 5 | 55 | 136.2% | -0.029 | 0.0024 | -0.131 | 0.014 | -0.001 |
| 106.00 | 0.21 | 0.00 | 1.15 | 0.00 | 40 | 7 | 138.0% | -0.034 | 0.0027 | -0.152 | 0.015 | -0.001 |
| 107.00 | 0.36 | 0.00 | 0.13 | 0.00 | 1 | 3 | 94.1% | -0.006 | 0.0009 | -0.022 | 0.003 | -0.000 |
| 108.00 | 0.35 | 0.00 | 0.91 | 0.00 | 2 | 4 | 125.4% | -0.030 | 0.0027 | -0.124 | 0.014 | -0.001 |
| 109.00 | 0.26 | 0.00 | 0.95 | 0.00 | 10 | 4 | 123.3% | -0.032 | 0.0028 | -0.128 | 0.015 | -0.001 |
| 110.00 | 0.05 | 0.00 | 0.28 | -0.05 | 5 | 70 | 96.9% | -0.012 | 0.0016 | -0.044 | 0.006 | -0.000 |
| 111.00 | 0.26 | 0.00 | 1.15 | 0.00 | 10 | 16 | 121.9% | -0.039 | 0.0034 | -0.148 | 0.017 | -0.001 |
| 112.00 | 0.06 | 0.00 | 0.64 | 0.00 | 20 | 25 | 105.6% | -0.025 | 0.0027 | -0.090 | 0.012 | -0.001 |
| 113.00 | 0.20 | 0.00 | 1.15 | 0.00 | 4 | 34 | 115.6% | -0.041 | 0.0037 | -0.147 | 0.018 | -0.001 |
| 114.00 | 0.15 | 0.00 | 0.76 | 0.00 | 2 | 94 | 103.1% | -0.031 | 0.0033 | -0.103 | 0.014 | -0.001 |
| 115.00 | 0.05 | 0.00 | 0.23 | 0.00 | 20 | 91 | 81.4% | -0.012 | 0.0019 | -0.037 | 0.006 | -0.000 |
| 116.00 | 0.37 | 0.00 | 0.29 | 0.00 | 1 | 54 | 81.8% | -0.015 | 0.0023 | -0.045 | 0.008 | -0.000 |
| 117.00 | 0.39 | 0.00 | 0.25 | 0.00 | 1 | 337 | 77.5% | -0.014 | 0.0022 | -0.039 | 0.007 | -0.000 |
| 118.00 | 0.41 | 0.00 | 0.25 | 0.00 | 2 | 28 | 75.0% | -0.014 | 0.0023 | -0.039 | 0.007 | -0.000 |
| 119.00 | 0.06 | 0.05 | 0.54 | -0.05 | 12 | 37 | 84.4% | -0.029 | 0.0039 | -0.081 | 0.014 | -0.001 |
| 120.00 | 0.15 | 0.00 | 0.15 | 0.07 | 9 | 247 | 64.8% | -0.010 | 0.0020 | -0.024 | 0.005 | -0.000 |
| 121.00 | 0.30 | 0.00 | 0.75 | 0.00 | 4 | 24 | 82.8% | -0.037 | 0.0048 | -0.098 | 0.017 | -0.001 |
| 122.00 | 0.12 | 0.03 | 0.37 | -0.21 | 7 | 351 | 70.8% | -0.024 | 0.0039 | -0.057 | 0.011 | -0.001 |
| 123.00 | 0.18 | 0.04 | 0.37 | 0.00 | 3 | 48 | 68.6% | -0.025 | 0.0042 | -0.058 | 0.012 | -0.001 |
| 124.00 | 0.59 | 0.00 | 0.34 | 0.00 | 4 | 29 | 63.8% | -0.022 | 0.0041 | -0.049 | 0.011 | -0.001 |
| 125.00 | 0.20 | 0.08 | 0.25 | -0.01 | 28 | 295 | 60.9% | -0.023 | 0.0043 | -0.048 | 0.011 | -0.001 |
| 126.00 | 0.28 | 0.00 | 0.59 | 0.03 | 6 | 57 | 65.3% | -0.037 | 0.0061 | -0.077 | 0.017 | -0.001 |
| 127.00 | 0.20 | 0.20 | 0.62 | -0.11 | 8 | 78 | 67.4% | -0.050 | 0.0075 | -0.100 | 0.021 | -0.001 |
| 128.00 | 0.31 | 0.15 | 0.58 | -0.17 | 41 | 38 | 62.9% | -0.048 | 0.0077 | -0.090 | 0.020 | -0.001 |
| 129.00 | 0.42 | 0.20 | 0.70 | -0.05 | 43 | 96 | 63.1% | -0.058 | 0.0090 | -0.106 | 0.024 | -0.002 |
| 130.00 | 0.40 | 0.25 | 0.51 | -0.15 | 62 | 307 | 57.9% | -0.054 | 0.0092 | -0.091 | 0.022 | -0.002 |
| 131.00 | 0.59 | 0.26 | 0.77 | -0.45 | 4 | 54 | 59.4% | -0.070 | 0.0110 | -0.115 | 0.027 | -0.002 |
| 132.00 | 0.60 | 0.45 | 0.75 | -0.01 | 12 | 98 | 58.8% | -0.081 | 0.0125 | -0.127 | 0.031 | -0.002 |
| 133.00 | 0.66 | 0.59 | 0.97 | -0.35 | 14 | 23 | 60.3% | -0.101 | 0.0143 | -0.153 | 0.036 | -0.003 |
| 134.00 | 1.07 | 0.40 | 1.27 | 0.00 | 5 | 28 | 58.4% | -0.110 | 0.0158 | -0.158 | 0.038 | -0.003 |
| 135.00 | 1.00 | 0.67 | 1.08 | -0.20 | 69 | 107 | 56.0% | -0.120 | 0.0175 | -0.161 | 0.041 | -0.004 |
| 136.00 | 1.18 | 0.99 | 1.57 | -0.07 | 9 | 45 | 60.4% | -0.156 | 0.0195 | -0.208 | 0.049 | -0.005 |
| 137.00 | 1.31 | 0.80 | 1.80 | -2.15 | 5 | 26 | 57.2% | -0.166 | 0.0214 | -0.205 | 0.051 | -0.005 |
| 138.00 | 1.58 | 0.99 | 2.02 | -0.02 | 16 | 20 | 56.9% | -0.190 | 0.0233 | -0.221 | 0.055 | -0.006 |
| 139.00 | 1.88 | 1.24 | 2.26 | 0.21 | 66 | 50 | 56.9% | -0.215 | 0.0252 | -0.239 | 0.060 | -0.006 |
| 140.00 | 2.12 | 1.85 | 2.53 | -0.24 | 123 | 172 | 59.3% | -0.251 | 0.0263 | -0.270 | 0.065 | -0.007 |
| 141.00 | 2.40 | 2.12 | 2.83 | -3.94 | 4 | 81 | 59.0% | -0.278 | 0.0279 | -0.283 | 0.068 | -0.008 |
| 142.00 | 3.03 | 2.35 | 3.15 | 0.34 | 5 | 347 | 58.2% | -0.306 | 0.0296 | -0.292 | 0.072 | -0.009 |
| 143.00 | 2.95 | 2.78 | 3.55 | 0.01 | 27 | 76 | 58.8% | -0.338 | 0.0305 | -0.307 | 0.075 | -0.010 |
| 144.00 | 3.22 | 3.15 | 3.95 | -0.53 | 19 | 39 | 58.6% | -0.370 | 0.0316 | -0.316 | 0.077 | -0.011 |
| 145.00 | 3.83 | 3.50 | 4.35 | -0.17 | 30 | 43 | 58.0% | -0.402 | 0.0327 | -0.319 | 0.079 | -0.012 |
| 146.00 | 5.20 | 3.50 | 4.80 | 1.27 | 111 | 25 | 55.3% | -0.433 | 0.0349 | -0.309 | 0.080 | -0.013 |
| 147.00 | 4.60 | 4.30 | 5.30 | -0.30 | 15 | 14 | 57.1% | -0.469 | 0.0341 | -0.322 | 0.081 | -0.014 |
| 148.00 | 5.07 | 4.45 | 5.85 | -18.88 | 2 | 5 | 55.2% | -0.504 | 0.0355 | -0.311 | 0.081 | -0.015 |
| 149.00 | 26.55 | 5.35 | 6.40 | 0.00 | 1 | 5 | 57.1% | -0.537 | 0.0341 | -0.321 | 0.081 | -0.016 |
| 150.00 | 6.46 | 5.95 | 7.00 | 0.16 | 37 | 58 | 57.3% | -0.570 | 0.0336 | -0.317 | 0.080 | -0.017 |
| 152.50 | 7.50 | 7.05 | 8.65 | -5.75 | 1 | 6 | 54.6% | -0.658 | 0.0330 | -0.280 | 0.075 | -0.020 |
| 155.00 | 19.30 | 9.20 | 10.55 | 0.00 | 1 | 6 | 57.8% | -0.720 | 0.0285 | -0.270 | 0.069 | -0.022 |
| 160.00 | 29.42 | 12.75 | 15.05 | 0.00 | 5 | 0 | 58.8% | -0.832 | 0.0209 | -0.199 | 0.051 | -0.026 |
| 165.00 | 38.35 | 17.30 | 19.35 | 0.00 | 67 | 0 | 59.8% | -0.906 | 0.0137 | -0.128 | 0.034 | -0.029 |
| 170.00 | 48.50 | 22.10 | 24.25 | 0.00 | 20 | 0 | 66.5% | -0.933 | 0.0095 | -0.107 | 0.026 | -0.031 |
| 180.00 | 56.25 | 31.90 | 33.75 | 0.00 | 0 | 0 | 68.9% | -0.979 | 0.0035 | -0.029 | 0.010 | -0.034 |
| 195.00 | 59.12 | 46.90 | 49.55 | 0.00 | 0 | 0 | 113.3% | -0.956 | 0.0040 | -0.132 | 0.019 | -0.036 |
| 205.00 | 52.30 | 56.90 | 59.55 | 0.00 | 0 | 0 | 128.7% | -0.961 | 0.0032 | -0.136 | 0.017 | -0.038 |
| 220.00 | 74.98 | 71.90 | 74.55 | 0.00 | 0 | 0 | 149.8% | -0.966 | 0.0025 | -0.139 | 0.015 | -0.041 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.