ZS option chain Zscaler, Inc.

Expiration Cboe delayed options data · as of 00:40 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±15.5% (148.95–203.75) · ATM IV 77.6% · P/C open interest 1.46

CALLS								Strike	PUTS
Bid	Ask	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	Ask	Vol	OI	IV	Δ	Γ	Θ
80.80	85.45			122.9%	0.99	0.0003	-0.004	90	0	5.00			194.8%	-0.00	0.0003	-0.013
75.85	80.50			116.1%	0.99	0.0004	-0.007	95	0	5.00			181.3%	-0.01	0.0004	-0.016
70.90	75.50			117.9%	0.99	0.0005	-0.011	100	0	5.00			168.5%	-0.01	0.0005	-0.019
66.05	70.50			102.4%	0.99	0.0007	-0.016	105	0	5.00			156.3%	-0.01	0.0007	-0.024
60.95	65.50		1	100.6%	0.98	0.0010	-0.023	110	0	5.00		1	144.6%	-0.02	0.0010	-0.029
56.45	60.70		1	96.4%	0.98	0.0014	-0.031	115	0	4.95		1	132.9%	-0.02	0.0014	-0.038
52.50	55.80			100.3%	0.97	0.0019	-0.043	120	0	2.60		1	103.0%	-0.03	0.0019	-0.049
47.65	51.00			94.1%	0.96	0.0026	-0.058	125	0	2.50	1	34	92.8%	-0.04	0.0026	-0.064
42.25	46.35		1	84.4%	0.94	0.0035	-0.078	130	0.3600	1.00	90	50	72.8%	-0.06	0.0035	-0.083
38.40	41.85			86.9%	0.92	0.0046	-0.104	135	0.6200	1.56		37	72.5%	-0.08	0.0046	-0.108
33.25	37.45		1	79.9%	0.89	0.0058	-0.134	140	1.55	2.20	101	285	74.8%	-0.12	0.0059	-0.138
30.05	33.40		4	83.6%	0.85	0.0072	-0.167	145	2.08	3.65	3	38	76.0%	-0.15	0.0072	-0.171
26.80	31.00		4	78.8%	0.82	0.0079	-0.187	148	3.00	3.85	1	4	75.1%	-0.18	0.0080	-0.191
26.10	30.35			79.4%	0.81	0.0082	-0.194	149	2.95	5.10	6	7	78.2%	-0.19	0.0082	-0.197
25.75	29.50	1	7	80.5%	0.80	0.0084	-0.200	150	3.40	4.65	18	119	76.1%	-0.20	0.0084	-0.203
24.15	26.95			78.2%	0.77	0.0090	-0.216	152.5	4.25	5.50		5	77.4%	-0.23	0.0090	-0.219
22.40	25.70		5	79.9%	0.75	0.0095	-0.231	155	4.85	6.05		241	76.1%	-0.25	0.0096	-0.234
21.45	23.55			80.5%	0.72	0.0100	-0.244	157.5	4.90	7.20		37	74.5%	-0.28	0.0100	-0.247
19.25	21.65		9	77.3%	0.69	0.0104	-0.256	160	5.95	8.00	2	29	74.8%	-0.31	0.0105	-0.259
17.90	20.25		5	78.2%	0.66	0.0108	-0.267	162.5	6.80	8.90		13	74.2%	-0.34	0.0108	-0.269
17.05	19.25		6	81.3%	0.63	0.0111	-0.276	165	8.05	10.75	2	50	77.3%	-0.37	0.0112	-0.278
14.50	18.00	1	4	78.0%	0.61	0.0114	-0.283	167.5	9.00	11.95	13	17	76.9%	-0.40	0.0114	-0.285
13.60	17.15	5	10	80.3%	0.58	0.0115	-0.289	170	10.55	13.30	14	40	78.3%	-0.42	0.0116	-0.291
12.70	15.55	12	6	80.0%	0.55	0.0116	-0.293	172.5	11.60	14.30	1	13	76.7%	-0.45	0.0117	-0.295
11.70	14.15	8	22	79.6%	0.52	0.0117	-0.295	175	13.70	15.90	2	93	79.5%	-0.48	0.0118	-0.297
10.25	13.30	2	13	79.1%	0.49	0.0117	-0.296	177.5	14.65	16.60	1	10	76.0%	-0.51	0.0118	-0.297
9.90	11.50		39	78.6%	0.46	0.0116	-0.295	180	15.65	18.65	1	86	76.1%	-0.54	0.0117	-0.296
8.25	11.40	2	11	78.9%	0.43	0.0115	-0.292	182.5	17.60	19.45		8	74.9%	-0.57	0.0116	-0.293
7.45	10.75	2	43	79.7%	0.41	0.0113	-0.289	185	19.30	21.70		31	76.8%	-0.59	0.0114	-0.289
7.60	8.90		24	79.4%	0.38	0.0111	-0.284	187.5	21.25	22.90		1	76.0%	-0.62	0.0112	-0.284
5.85	9.10	11	51	79.2%	0.36	0.0109	-0.278	190	22.75	25.55		3	77.9%	-0.65	0.0110	-0.278
6.20	7.90	40	10	80.9%	0.33	0.0106	-0.271	192.5	24.55	26.95			76.5%	-0.67	0.0107	-0.271
5.80	7.20	23	60	81.5%	0.31	0.0102	-0.263	195	26.50	29.25			78.1%	-0.69	0.0104	-0.263
5.20	6.25		2	80.3%	0.29	0.0099	-0.255	197.5	28.25	31.30			77.9%	-0.71	0.0100	-0.255
4.50	6.00	14	73	80.7%	0.27	0.0095	-0.246	200	30.35	33.40		2	78.8%	-0.74	0.0096	-0.245
4.05	5.75		8	81.8%	0.25	0.0092	-0.236	202.5	31.90	35.40			77.0%	-0.76	0.0092	-0.236
3.50	4.80	8	18	79.6%	0.23	0.0088	-0.227	205	34.05	37.35			76.9%	-0.77	0.0089	-0.226
3.30	4.70		5	81.7%	0.21	0.0084	-0.217	207.5	36.45	39.45			78.1%	-0.79	0.0085	-0.216
2.57	4.90	2	110	82.7%	0.20	0.0079	-0.207	210	38.00	42.25		4	78.4%	-0.81	0.0081	-0.206
2.35	3.45	1	3	81.3%	0.17	0.0072	-0.188	215	42.65	46.50			79.2%	-0.84	0.0073	-0.186
1.61	3.10	11	253	81.5%	0.14	0.0064	-0.169	220	47.30	51.15		1	81.0%	-0.86	0.0065	-0.167
1.35	2.80	4	5	83.5%	0.12	0.0056	-0.151	225	51.85	55.70			81.0%	-0.88	0.0058	-0.149
1.17	2.62		33	86.2%	0.10	0.0050	-0.134	230	56.20	60.15			77.4%	-0.90	0.0051	-0.131
0.8000	2.13		3	85.1%	0.09	0.0044	-0.119	235	61.00	64.95			78.3%	-0.92	0.0045	-0.116
0.9600	1.45	7	8	85.5%	0.07	0.0038	-0.105	240	65.70	69.50			74.0%	-0.93	0.0040	-0.101
0.5200	1.65			87.5%	0.06	0.0034	-0.093	245	70.55	74.55			76.2%	-0.94	0.0035	-0.088
0.2500	1.00			82.0%	0.05	0.0029	-0.082	250	75.50	79.30			73.6%	-0.95	0.0031	-0.078
0	1.66		2	90.1%	0.04	0.0025	-0.072	255	80.30	84.25				-0.96	0.0028	-0.069
0	4.95			118.7%	0.04	0.0022	-0.064	260	86.00	90.00			98.1%	-0.97	0.0025	-0.065

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Sep 25, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ZS option chain Zscaler, Inc.

Volatility smile — Sep 25, 2026

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