ZS option chain Zscaler, Inc.
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 ±21.8% (137.95–214.75) · ATM IV 59.7% · P/C open interest 0.72
| 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 | |
| 82.10 | 86.00 | 4 | 74.2% | 0.99 | 0.0006 | -0.004 | 90 | 0 | 4.95 | 39 | 105.8% | -0.01 | 0.0006 | -0.012 | ||
| 77.30 | 81.40 | 2 | 74.4% | 0.98 | 0.0008 | -0.007 | 95 | 0.0500 | 1.20 | 82 | 73.0% | -0.02 | 0.0008 | -0.015 | ||
| 72.55 | 76.50 | 27 | 71.2% | 0.98 | 0.0011 | -0.011 | 100 | 0 | 1.81 | 4 | 409 | 72.6% | -0.02 | 0.0011 | -0.018 | |
| 68.50 | 71.50 | 24 | 71.9% | 0.97 | 0.0014 | -0.016 | 105 | 0.3000 | 1.15 | 36 | 64.2% | -0.03 | 0.0014 | -0.022 | ||
| 63.75 | 66.70 | 7 | 68.4% | 0.96 | 0.0018 | -0.022 | 110 | 0.4700 | 1.44 | 1 | 139 | 62.6% | -0.04 | 0.0018 | -0.028 | |
| 58.35 | 62.50 | 24 | 64.5% | 0.94 | 0.0022 | -0.029 | 115 | 0.5600 | 1.56 | 96 | 189 | 58.8% | -0.06 | 0.0023 | -0.034 | |
| 53.80 | 58.00 | 4 | 44 | 63.0% | 0.93 | 0.0028 | -0.037 | 120 | 1.55 | 2.21 | 96 | 354 | 62.0% | -0.07 | 0.0028 | -0.042 |
| 49.50 | 53.50 | 4 | 79 | 61.8% | 0.91 | 0.0034 | -0.046 | 125 | 1.75 | 2.61 | 207 | 59.0% | -0.09 | 0.0034 | -0.051 | |
| 46.00 | 49.25 | 45 | 63.1% | 0.88 | 0.0041 | -0.056 | 130 | 2.65 | 3.50 | 3 | 1,365 | 59.7% | -0.12 | 0.0041 | -0.060 | |
| 41.30 | 45.50 | 5 | 185 | 61.3% | 0.85 | 0.0047 | -0.066 | 135 | 3.65 | 4.45 | 110 | 59.6% | -0.15 | 0.0048 | -0.070 | |
| 38.10 | 41.50 | 299 | 62.0% | 0.82 | 0.0054 | -0.075 | 140 | 4.85 | 5.90 | 14 | 494 | 60.3% | -0.18 | 0.0054 | -0.080 | |
| 34.50 | 38.00 | 2 | 48 | 61.8% | 0.79 | 0.0060 | -0.085 | 145 | 5.65 | 7.60 | 2 | 286 | 59.7% | -0.21 | 0.0060 | -0.089 |
| 31.15 | 33.85 | 162 | 60.1% | 0.75 | 0.0066 | -0.093 | 150 | 7.40 | 9.35 | 11 | 377 | 60.3% | -0.25 | 0.0066 | -0.097 | |
| 28.05 | 31.50 | 1 | 117 | 61.6% | 0.71 | 0.0070 | -0.101 | 155 | 9.20 | 11.20 | 10 | 953 | 60.2% | -0.29 | 0.0071 | -0.104 |
| 25.25 | 27.60 | 221 | 60.0% | 0.67 | 0.0075 | -0.108 | 160 | 10.90 | 12.30 | 2 | 60 | 58.0% | -0.33 | 0.0076 | -0.111 | |
| 23.00 | 25.40 | 69 | 61.6% | 0.63 | 0.0078 | -0.113 | 165 | 13.50 | 14.90 | 1 | 42 | 59.1% | -0.37 | 0.0079 | -0.116 | |
| 19.55 | 23.15 | 11 | 1,415 | 60.4% | 0.59 | 0.0080 | -0.117 | 170 | 15.40 | 18.45 | 8 | 252 | 59.9% | -0.41 | 0.0082 | -0.119 |
| 17.25 | 20.85 | 3 | 142 | 60.3% | 0.55 | 0.0082 | -0.119 | 175 | 17.65 | 21.05 | 2 | 113 | 59.1% | -0.45 | 0.0083 | -0.121 |
| 15.60 | 18.65 | 3 | 666 | 60.8% | 0.51 | 0.0082 | -0.121 | 180 | 20.50 | 23.65 | 2 | 419 | 58.5% | -0.49 | 0.0084 | -0.123 |
| 13.90 | 16.45 | 1 | 75 | 60.6% | 0.47 | 0.0082 | -0.121 | 185 | 24.55 | 26.90 | 35 | 60.3% | -0.53 | 0.0084 | -0.122 | |
| 13.15 | 14.80 | 9 | 616 | 62.2% | 0.44 | 0.0081 | -0.120 | 190 | 28.15 | 30.20 | 27 | 60.8% | -0.57 | 0.0083 | -0.121 | |
| 10.40 | 13.65 | 3 | 34 | 61.0% | 0.40 | 0.0079 | -0.118 | 195 | 31.30 | 33.15 | 6 | 59.5% | -0.61 | 0.0081 | -0.119 | |
| 10.40 | 11.85 | 4 | 558 | 62.6% | 0.37 | 0.0077 | -0.115 | 200 | 34.90 | 37.45 | 18 | 60.7% | -0.64 | 0.0080 | -0.116 | |
| 7.35 | 9.35 | 3 | 207 | 61.3% | 0.31 | 0.0071 | -0.107 | 210 | 42.55 | 44.70 | 16 | 59.9% | -0.71 | 0.0074 | -0.108 | |
| 5.75 | 7.25 | 19 | 582 | 61.5% | 0.25 | 0.0065 | -0.098 | 220 | 50.75 | 53.50 | 14 | 61.3% | -0.76 | 0.0068 | -0.099 | |
| 4.30 | 5.30 | 7 | 649 | 60.6% | 0.21 | 0.0058 | -0.088 | 230 | 59.35 | 62.15 | 1 | 61.6% | -0.81 | 0.0061 | -0.088 | |
| 3.55 | 4.55 | 7 | 367 | 62.6% | 0.17 | 0.0050 | -0.078 | 240 | 68.20 | 71.10 | 61.7% | -0.85 | 0.0054 | -0.078 | ||
| 2.46 | 3.55 | 8 | 182 | 62.0% | 0.14 | 0.0044 | -0.068 | 250 | 77.10 | 80.30 | 60.9% | -0.88 | 0.0048 | -0.068 | ||
| 1.72 | 2.82 | 4 | 135 | 61.9% | 0.11 | 0.0038 | -0.059 | 260 | 86.55 | 89.75 | 1 | 61.2% | -0.91 | 0.0042 | -0.058 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.