ZS cadena de opciones Zscaler, Inc.

Vencimiento Cboe delayed options data · a fecha de 00:40 UTC

Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.

Este vencimiento descuenta un movimiento de aproximadamente ±14.8% (150.20–202.50) · ATM IV 88.6% · P/C interés abierto 0.64

CALLS								Strike	PUTS
Bid	Preguntar	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Preguntar	Vol	OI	IV	Δ	Γ	Θ
82.00	85.00		71	174.8%	1.00	0.0002	0.000	90	0	0.0500		382	113.3%	-0.00	0.0002	-0.009
76.10	80.20		248	141.8%	1.00	0.0003	-0.003	95	0.0100	0.0700		524	109.7%	-0.00	0.0003	-0.012
72.00	75.00	2	115	149.0%	0.99	0.0004	-0.007	100	0.0300	0.1000		346	106.5%	-0.01	0.0004	-0.016
67.05	70.00		35	138.0%	0.99	0.0006	-0.013	105	0	0.7500		580	125.0%	-0.01	0.0006	-0.021
62.05	65.00		72	126.5%	0.99	0.0008	-0.021	110	0	0.4900	123	318	107.1%	-0.01	0.0008	-0.029
57.15	60.20		72	120.5%	0.98	0.0012	-0.033	115	0	0.8300	1	594	106.7%	-0.02	0.0012	-0.039
52.25	55.20		59	111.1%	0.98	0.0016	-0.048	120	0.0100	0.4500		1,163	87.9%	-0.02	0.0016	-0.054
47.50	50.45		214	106.8%	0.97	0.0024	-0.068	125	0.1100	0.5800	35	917	85.0%	-0.03	0.0024	-0.074
41.80	46.00	1	411	94.4%	0.95	0.0033	-0.095	130	0.5000	0.9500	8	1,063	88.3%	-0.05	0.0033	-0.101
37.20	41.45	1	512	92.4%	0.93	0.0044	-0.130	135	0.6500	1.25	5	743	83.8%	-0.07	0.0044	-0.134
32.80	37.00	3	341	90.6%	0.90	0.0058	-0.170	140	1.47	2.02	51	1,441	87.5%	-0.10	0.0058	-0.175
29.30	32.85	4	184	93.8%	0.86	0.0072	-0.216	145	2.01	2.82	31	606	85.4%	-0.14	0.0073	-0.220
24.80	29.00	6	851	90.1%	0.81	0.0087	-0.262	150	3.35	4.20	42	1,075	88.5%	-0.19	0.0087	-0.266
23.50	26.30			88.5%	0.78	0.0093	-0.285	152.5	3.70	5.00	1	41	87.7%	-0.22	0.0094	-0.288
21.70	25.10	3	379	90.8%	0.76	0.0100	-0.306	155	4.50	5.70	8	436	87.9%	-0.24	0.0100	-0.309
20.05	22.70		1	87.9%	0.73	0.0105	-0.326	157.5	4.55	6.70	25	79	85.6%	-0.27	0.0106	-0.329
18.60	21.80	2	774	91.3%	0.70	0.0111	-0.344	160	6.15	7.00	51	836	86.2%	-0.30	0.0111	-0.346
16.85	19.45		12	87.3%	0.67	0.0115	-0.359	162.5	6.10	8.50	2	61	84.4%	-0.33	0.0115	-0.362
15.80	17.10	6	401	85.4%	0.64	0.0118	-0.373	165	8.35	9.75	15	432	89.7%	-0.36	0.0119	-0.375
14.50	16.45		33	88.3%	0.61	0.0121	-0.383	167.5	8.70	10.95	6	17	87.2%	-0.40	0.0122	-0.385
13.65	16.05	31	438	93.0%	0.57	0.0123	-0.391	170	9.70	11.45	88	485	83.9%	-0.43	0.0124	-0.393
12.25	14.85	13	29	92.3%	0.54	0.0125	-0.397	172.5	11.40	13.20	104	8	87.0%	-0.46	0.0125	-0.398
11.20	13.50	34	747	91.9%	0.51	0.0125	-0.399	175	13.25	14.50	722	1,133	88.5%	-0.49	0.0126	-0.401
9.55	12.40	26	23	89.7%	0.48	0.0125	-0.400	177.5	14.20	16.15	17	16	87.5%	-0.52	0.0126	-0.401
9.15	10.20	129	1,505	87.5%	0.45	0.0124	-0.398	180	15.00	18.05	16	652	86.4%	-0.55	0.0125	-0.398
7.70	10.70	35	143	90.5%	0.42	0.0122	-0.393	182.5	16.35	19.50	7	281	85.0%	-0.58	0.0123	-0.394
7.10	9.00	34	1,665	88.4%	0.39	0.0120	-0.387	185	18.80	20.90	3	482	86.9%	-0.61	0.0121	-0.387
6.35	8.45	23	54	89.3%	0.37	0.0118	-0.378	187.5	19.55	22.95	5	5	84.5%	-0.63	0.0118	-0.378
6.45	6.85	275	1,693	89.1%	0.34	0.0114	-0.368	190	21.35	25.30	9	198	86.6%	-0.66	0.0115	-0.368
5.30	6.95	1	153	90.1%	0.32	0.0111	-0.357	192.5	24.10	26.75		16	88.5%	-0.69	0.0111	-0.356
4.10	5.95	34	430	86.2%	0.29	0.0107	-0.344	195	25.85	28.65		160	87.9%	-0.71	0.0107	-0.344
3.90	6.15	2	56	90.7%	0.27	0.0103	-0.330	197.5	27.80	30.50		12	87.5%	-0.73	0.0103	-0.330
4.15	4.50	118	2,275	89.1%	0.25	0.0098	-0.316	200	29.20	33.10	51	820	87.4%	-0.76	0.0099	-0.315
3.00	3.80	55	35	88.6%	0.21	0.0089	-0.286	205	33.70	37.50	15	2	90.3%	-0.79	0.0090	-0.285
2.21	2.93	55	1,742	87.3%	0.17	0.0079	-0.255	210	37.70	41.00		183	84.4%	-0.83	0.0080	-0.254
2.01	2.82	5	145	92.2%	0.14	0.0070	-0.225	215	42.20	45.45		1	84.4%	-0.86	0.0071	-0.223
1.35	2.36	139	1,334	91.4%	0.12	0.0061	-0.197	220	46.75	50.00		476	83.7%	-0.88	0.0062	-0.194
1.06	1.90	3	64	91.8%	0.10	0.0053	-0.170	225	51.20	55.30			87.2%	-0.91	0.0054	-0.167
1.00	1.15	99	1,359	90.2%	0.08	0.0045	-0.146	230	56.00	60.00	10	58	87.6%	-0.92	0.0046	-0.142
0.5600	1.00	26	5	89.0%	0.07	0.0039	-0.125	235	61.05	64.00			79.3%	-0.94	0.0040	-0.121
0.5200	0.7600	12	502	90.2%	0.05	0.0033	-0.106	240	65.80	68.90		20	73.1%	-0.95	0.0034	-0.102
0.1900	1.00	1		93.3%	0.04	0.0028	-0.090	245	70.65	73.50				-0.96	0.0030	-0.089
0.2900	0.5100	102	2,168	91.0%	0.04	0.0023	-0.077	250	75.70	78.50		1		-0.97	0.0026	-0.078
0	0.8300	25	93	95.6%	0.03	0.0020	-0.065	255	80.55	83.50				-0.98	0.0022	-0.067
0.0200	0.5500	6	689	93.9%	0.02	0.0017	-0.055	260	85.30	88.50		1		-0.98	0.0020	-0.057

Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.

Sonrisa de volatilidad — Sep 18, 2026

Página de volatilidad →

Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

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ZS cadena de opciones Zscaler, Inc.

Sonrisa de volatilidad — Sep 18, 2026

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