Zscaler (ZS) options

ZS options today: flow, premium by expiry, open interest by strike, implied volatility and dealer gamma.

• ZS options traded $2.24M in premium on 2026-11-02: $1.94M in calls and $295.54K in puts, a net bullish lean of $1.35M.
• Put/call ratio 0.15, implied volatility 77.8%.
• Options price a move of about ±$20.87 by 2026-11-06.
• Max pain for 2026-11-27 is $245.0.

Updated 2026-11-02 17:13 UTC