ZS
Zscaler, Inc.Close $196.60EOD 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 | 81.50 | 104.70 | 107.85 | 0.00 | 1 | 1 | 318.7% | 0.977 | 0.0006 | -0.349 | 0.015 | 0.016 |
| 120.00 | 78.84 | 74.70 | 77.65 | 0.00 | 1 | 1 | 206.7% | 0.969 | 0.0012 | -0.292 | 0.019 | 0.022 |
| 140.00 | 57.35 | 54.75 | 57.65 | 0.00 | 1 | 1 | 151.4% | 0.958 | 0.0022 | -0.279 | 0.024 | 0.025 |
| 145.00 | 51.97 | 49.75 | 52.25 | 0.00 | 1 | 2 | 125.0% | 0.968 | 0.0021 | -0.191 | 0.020 | 0.026 |
| 148.00 | 53.05 | 46.75 | 49.10 | 0.00 | 0 | 1 | 112.0% | 0.972 | 0.0021 | -0.156 | 0.017 | 0.027 |
| 149.00 | 47.69 | 45.75 | 48.65 | 0.00 | 0 | 1 | 128.6% | 0.951 | 0.0029 | -0.272 | 0.028 | 0.027 |
| 152.50 | 45.80 | 42.25 | 45.15 | 0.00 | 0 | 1 | 119.9% | 0.947 | 0.0033 | -0.268 | 0.029 | 0.027 |
| 155.00 | 43.97 | 39.75 | 42.70 | -4.18 | 1 | 26 | 115.1% | 0.943 | 0.0037 | -0.274 | 0.031 | 0.027 |
| 157.50 | 13.14 | 37.30 | 40.20 | 0.00 | 13 | 8 | 109.0% | 0.939 | 0.0040 | -0.271 | 0.033 | 0.028 |
| 160.00 | 36.79 | 34.85 | 37.70 | 1.65 | 4 | 22 | 102.9% | 0.936 | 0.0045 | -0.268 | 0.034 | 0.028 |
| 162.50 | 31.92 | 32.30 | 35.25 | 0.00 | 1 | 12 | 98.1% | 0.930 | 0.0050 | -0.273 | 0.037 | 0.028 |
| 165.00 | 31.90 | 29.85 | 32.90 | -6.34 | 1 | 17 | 95.2% | 0.919 | 0.0058 | -0.294 | 0.041 | 0.028 |
| 167.50 | 31.19 | 27.40 | 30.35 | 0.00 | 3 | 16 | 88.1% | 0.916 | 0.0064 | -0.281 | 0.042 | 0.029 |
| 170.00 | 28.17 | 25.00 | 27.95 | -4.38 | 2 | 35 | 83.9% | 0.906 | 0.0073 | -0.291 | 0.046 | 0.029 |
| 172.50 | 25.31 | 22.40 | 25.60 | 0.59 | 5 | 29 | 80.3% | 0.892 | 0.0085 | -0.307 | 0.050 | 0.029 |
| 175.00 | 21.37 | 20.25 | 23.20 | -18.48 | 9 | 20 | 75.6% | 0.879 | 0.0098 | -0.313 | 0.055 | 0.029 |
| 177.50 | 20.00 | 18.20 | 20.95 | -5.50 | 11 | 44 | 72.8% | 0.858 | 0.0113 | -0.336 | 0.061 | 0.028 |
| 180.00 | 17.80 | 15.80 | 18.75 | -2.96 | 18 | 102 | 70.2% | 0.833 | 0.0131 | -0.359 | 0.068 | 0.028 |
| 182.50 | 16.25 | 13.55 | 16.25 | -0.85 | 37 | 17 | 63.2% | 0.817 | 0.0154 | -0.343 | 0.072 | 0.028 |
| 185.00 | 14.73 | 11.90 | 14.30 | -2.31 | 3 | 72 | 62.4% | 0.775 | 0.0176 | -0.380 | 0.082 | 0.027 |
| 187.50 | 13.03 | 10.45 | 12.50 | -2.07 | 4 | 22 | 51.4% | 0.762 | 0.0221 | -0.326 | 0.084 | 0.027 |
| 190.00 | 10.45 | 8.80 | 10.90 | -2.65 | 24 | 109 | 52.4% | 0.698 | 0.0245 | -0.370 | 0.095 | 0.024 |
| 192.50 | 8.12 | 7.25 | 9.25 | -2.28 | 37 | 96 | 52.0% | 0.633 | 0.0266 | -0.395 | 0.103 | 0.022 |
| 195.00 | 6.75 | 6.60 | 7.55 | -2.67 | 58 | 97 | 54.0% | 0.563 | 0.0268 | -0.426 | 0.107 | 0.020 |
| 197.50 | 5.90 | 5.25 | 6.35 | -2.03 | 213 | 162 | 53.6% | 0.495 | 0.0273 | -0.427 | 0.109 | 0.018 |
| 200.00 | 4.80 | 4.60 | 5.20 | -1.93 | 256 | 420 | 55.2% | 0.430 | 0.0262 | -0.431 | 0.107 | 0.015 |
| 202.50 | 4.20 | 3.25 | 4.75 | -2.30 | 117 | 121 | 55.4% | 0.368 | 0.0250 | -0.414 | 0.103 | 0.013 |
| 205.00 | 2.94 | 2.94 | 3.50 | -1.81 | 571 | 374 | 55.5% | 0.310 | 0.0233 | -0.388 | 0.096 | 0.011 |
| 207.50 | 2.67 | 2.53 | 3.15 | -1.63 | 834 | 259 | 58.5% | 0.269 | 0.0207 | -0.381 | 0.090 | 0.010 |
| 210.00 | 1.98 | 1.90 | 2.24 | -1.12 | 547 | 745 | 56.3% | 0.213 | 0.0190 | -0.323 | 0.079 | 0.008 |
| 212.50 | 1.75 | 1.60 | 1.90 | -1.14 | 142 | 320 | 58.1% | 0.180 | 0.0166 | -0.300 | 0.071 | 0.006 |
| 215.00 | 1.19 | 0.94 | 1.54 | -1.21 | 99 | 593 | 56.3% | 0.136 | 0.0142 | -0.242 | 0.059 | 0.005 |
| 217.50 | 1.04 | 0.77 | 1.24 | -0.84 | 36 | 59 | 57.3% | 0.111 | 0.0121 | -0.213 | 0.051 | 0.004 |
| 220.00 | 0.93 | 0.78 | 0.93 | -0.56 | 532 | 378 | 59.1% | 0.093 | 0.0103 | -0.193 | 0.045 | 0.003 |
| 222.50 | 0.59 | 0.50 | 0.78 | -0.45 | 39 | 20 | 58.9% | 0.071 | 0.0085 | -0.157 | 0.037 | 0.003 |
| 225.00 | 0.47 | 0.36 | 0.62 | -0.43 | 67 | 226 | 59.1% | 0.055 | 0.0069 | -0.129 | 0.030 | 0.002 |
| 227.50 | 0.40 | 0.02 | 0.70 | -0.40 | 8 | 27 | 58.9% | 0.041 | 0.0055 | -0.102 | 0.024 | 0.002 |
| 230.00 | 0.33 | 0.05 | 0.51 | -0.26 | 32 | 79 | 59.5% | 0.032 | 0.0044 | -0.083 | 0.019 | 0.001 |
| 232.50 | 0.39 | 0.00 | 0.57 | -0.33 | 208 | 6 | 63.0% | 0.031 | 0.0041 | -0.086 | 0.019 | 0.001 |
| 235.00 | 0.21 | 0.18 | 0.24 | -0.13 | 3 | 109 | 62.8% | 0.023 | 0.0032 | -0.067 | 0.015 | 0.001 |
| 240.00 | 0.12 | 0.05 | 0.19 | -0.10 | 31 | 100 | 63.2% | 0.013 | 0.0019 | -0.041 | 0.009 | 0.000 |
| 245.00 | 0.21 | 0.00 | 0.50 | 0.00 | 36 | 316 | 76.8% | 0.022 | 0.0025 | -0.080 | 0.014 | 0.001 |
| 250.00 | 0.10 | 0.00 | 0.40 | 0.00 | 1 | 268 | 79.7% | 0.017 | 0.0020 | -0.066 | 0.012 | 0.001 |
| 255.00 | 0.40 | 0.00 | 2.15 | 0.00 | 6 | 7 | 115.7% | 0.062 | 0.0039 | -0.277 | 0.033 | 0.002 |
| 260.00 | 0.08 | 0.00 | 2.14 | 0.00 | 1 | 6 | 122.0% | 0.059 | 0.0035 | -0.280 | 0.032 | 0.002 |
| 265.00 | 0.09 | 0.00 | 0.10 | 0.00 | 14 | 25 | 79.9% | 0.004 | 0.0006 | -0.019 | 0.003 | 0.000 |
| 270.00 | 0.61 | 0.00 | 2.13 | 0.00 | 0 | 1 | 134.1% | 0.054 | 0.0030 | -0.286 | 0.030 | 0.002 |
| 285.00 | 1.38 | 0.00 | 2.13 | 0.00 | 0 | 1 | 151.2% | 0.048 | 0.0024 | -0.294 | 0.027 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 115.00 | 0.32 | 0.00 | 2.13 | 0.00 | 0 | 2 | 222.5% | -0.029 | 0.0011 | -0.285 | 0.018 | -0.001 |
| 120.00 | 0.10 | 0.00 | 2.13 | 0.00 | 2 | 3 | 207.3% | -0.031 | 0.0012 | -0.281 | 0.019 | -0.001 |
| 125.00 | 0.11 | 0.00 | 1.41 | 0.00 | 2 | 46 | 177.4% | -0.024 | 0.0012 | -0.197 | 0.016 | -0.001 |
| 130.00 | 0.97 | 0.00 | 2.13 | 0.00 | 1 | 12 | 178.7% | -0.036 | 0.0016 | -0.274 | 0.022 | -0.002 |
| 135.00 | 0.15 | 0.00 | 1.15 | 0.00 | 1 | 214 | 145.6% | -0.024 | 0.0014 | -0.162 | 0.016 | -0.001 |
| 140.00 | 0.53 | 0.00 | 1.16 | 0.00 | 1 | 59 | 133.9% | -0.027 | 0.0017 | -0.161 | 0.017 | -0.001 |
| 145.00 | 0.04 | 0.00 | 1.61 | 0.00 | 2 | 631 | 130.7% | -0.038 | 0.0023 | -0.208 | 0.022 | -0.002 |
| 146.00 | 0.07 | 0.00 | 0.76 | -0.02 | 8 | 608 | 110.7% | -0.022 | 0.0017 | -0.111 | 0.014 | -0.001 |
| 147.00 | 0.01 | 0.00 | 0.08 | -0.05 | 4 | 510 | 78.5% | -0.003 | 0.0004 | -0.014 | 0.003 | -0.000 |
| 148.00 | 0.07 | 0.00 | 0.07 | -0.19 | 1 | 69 | 75.8% | -0.003 | 0.0004 | -0.013 | 0.002 | -0.000 |
| 149.00 | 0.08 | 0.00 | 2.13 | 0.00 | 35 | 37 | 129.0% | -0.050 | 0.0029 | -0.257 | 0.028 | -0.002 |
| 150.00 | 0.05 | 0.01 | 0.09 | -0.13 | 4 | 83 | 75.8% | -0.004 | 0.0006 | -0.018 | 0.003 | -0.000 |
| 152.50 | 0.44 | 0.00 | 1.97 | 0.00 | 1 | 77 | 118.1% | -0.051 | 0.0032 | -0.238 | 0.028 | -0.002 |
| 155.00 | 0.61 | 0.00 | 0.10 | 0.00 | 1 | 32 | 67.6% | -0.005 | 0.0007 | -0.018 | 0.004 | -0.000 |
| 157.50 | 0.25 | 0.00 | 0.83 | 0.00 | 1 | 10 | 87.9% | -0.029 | 0.0028 | -0.114 | 0.018 | -0.001 |
| 160.00 | 0.36 | 0.00 | 0.78 | 0.00 | 1 | 57 | 81.7% | -0.030 | 0.0030 | -0.107 | 0.018 | -0.001 |
| 162.50 | 0.20 | 0.00 | 1.16 | 0.00 | 54 | 52 | 83.2% | -0.043 | 0.0040 | -0.147 | 0.025 | -0.002 |
| 165.00 | 0.18 | 0.00 | 0.64 | 0.07 | 3 | 32 | 68.8% | -0.029 | 0.0035 | -0.088 | 0.018 | -0.001 |
| 167.50 | 0.15 | 0.00 | 0.30 | -0.08 | 28 | 288 | 55.9% | -0.017 | 0.0028 | -0.045 | 0.011 | -0.001 |
| 170.00 | 0.25 | 0.20 | 0.32 | -0.11 | 36 | 80 | 56.7% | -0.029 | 0.0042 | -0.072 | 0.018 | -0.001 |
| 172.50 | 0.35 | 0.16 | 0.43 | 0.10 | 6 | 73 | 53.3% | -0.034 | 0.0053 | -0.078 | 0.021 | -0.001 |
| 175.00 | 0.52 | 0.47 | 0.52 | 0.09 | 40 | 61 | 54.4% | -0.056 | 0.0076 | -0.117 | 0.031 | -0.002 |
| 177.50 | 0.70 | 0.46 | 1.05 | -0.12 | 2 | 84 | 54.9% | -0.082 | 0.0101 | -0.159 | 0.041 | -0.003 |
| 180.00 | 1.10 | 0.81 | 1.22 | 0.14 | 74 | 479 | 53.9% | -0.109 | 0.0128 | -0.193 | 0.051 | -0.004 |
| 182.50 | 1.28 | 1.09 | 1.96 | 0.05 | 86 | 48 | 55.2% | -0.153 | 0.0157 | -0.250 | 0.064 | -0.006 |
| 185.00 | 2.00 | 1.44 | 2.69 | 0.25 | 100 | 166 | 55.2% | -0.199 | 0.0186 | -0.295 | 0.076 | -0.008 |
| 187.50 | 2.72 | 2.20 | 3.25 | 0.49 | 62 | 73 | 55.1% | -0.252 | 0.0212 | -0.336 | 0.087 | -0.010 |
| 190.00 | 3.32 | 3.00 | 4.05 | 0.07 | 118 | 238 | 55.0% | -0.310 | 0.0235 | -0.370 | 0.096 | -0.012 |
| 192.50 | 4.37 | 3.95 | 5.65 | 0.45 | 43 | 170 | 57.9% | -0.377 | 0.0241 | -0.418 | 0.103 | -0.015 |
| 195.00 | 6.05 | 5.35 | 6.60 | 1.25 | 93 | 394 | 58.4% | -0.440 | 0.0248 | -0.437 | 0.107 | -0.018 |
| 197.50 | 7.04 | 6.20 | 7.35 | 1.07 | 296 | 108 | 54.3% | -0.505 | 0.0270 | -0.409 | 0.109 | -0.020 |
| 200.00 | 7.95 | 7.35 | 10.00 | 0.75 | 105 | 501 | 58.4% | -0.564 | 0.0248 | -0.433 | 0.107 | -0.023 |
| 202.50 | 9.46 | 9.00 | 11.75 | 0.83 | 9 | 246 | 59.7% | -0.620 | 0.0234 | -0.427 | 0.104 | -0.025 |
| 205.00 | 11.32 | 10.80 | 13.30 | -1.38 | 39 | 51 | 59.6% | -0.676 | 0.0221 | -0.400 | 0.098 | -0.028 |
| 207.50 | 12.95 | 12.70 | 15.20 | 1.14 | 31 | 33 | 60.6% | -0.723 | 0.0203 | -0.377 | 0.091 | -0.030 |
| 210.00 | 16.02 | 14.90 | 17.20 | 2.79 | 5 | 123 | 62.7% | -0.760 | 0.0182 | -0.360 | 0.085 | -0.032 |
| 212.50 | 15.83 | 16.30 | 19.20 | 0.58 | 1 | 15 | 59.3% | -0.815 | 0.0165 | -0.287 | 0.073 | -0.034 |
| 215.00 | 18.11 | 18.65 | 21.70 | 2.47 | 18 | 8 | 63.7% | -0.832 | 0.0145 | -0.290 | 0.068 | -0.035 |
| 217.50 | 11.95 | 20.90 | 23.90 | 0.00 | 0 | 4 | 64.9% | -0.858 | 0.0127 | -0.262 | 0.061 | -0.037 |
| 220.00 | 13.35 | 23.00 | 26.20 | 0.00 | 0 | 26 | 65.1% | -0.884 | 0.0110 | -0.224 | 0.053 | -0.038 |
| 225.00 | 16.75 | 27.90 | 30.90 | 0.00 | 0 | 16 | 70.3% | -0.908 | 0.0086 | -0.201 | 0.045 | -0.040 |
| 230.00 | 32.40 | 32.80 | 35.70 | 0.00 | 1 | 2 | 75.2% | -0.926 | 0.0068 | -0.180 | 0.038 | -0.041 |
| 235.00 | 25.30 | 37.60 | 40.55 | 0.00 | 0 | 1 | 78.5% | -0.943 | 0.0054 | -0.149 | 0.031 | -0.043 |
| 245.00 | 61.20 | 47.55 | 50.45 | 0.00 | 0 | 0 | 90.0% | -0.955 | 0.0039 | -0.138 | 0.026 | -0.045 |
| 270.00 | 72.65 | 72.40 | 75.45 | 0.00 | 1 | 0 | 117.0% | -0.969 | 0.0022 | -0.127 | 0.019 | -0.051 |
| 285.00 | 87.45 | 87.55 | 90.45 | 0.00 | 1 | 0 | 135.8% | -0.970 | 0.0019 | -0.148 | 0.019 | -0.054 |
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.