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 ±24.0% (159.72–260.67) · ATM IV 61.5% · P/C open interest 0.94
| 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 | |
| 100.55 | 103.40 | 27 | 69.4% | 0.98 | 0.0006 | -0.009 | 110 | 0.4000 | 0.6600 | 8 | 887 | 69.8% | -0.02 | 0.0006 | -0.018 | |
| 95.85 | 98.75 | 7 | 70.2% | 0.98 | 0.0008 | -0.014 | 115 | 0.5400 | 0.8600 | 8 | 2,395 | 68.8% | -0.02 | 0.0008 | -0.022 | |
| 91.10 | 94.00 | 488 | 68.7% | 0.97 | 0.0010 | -0.019 | 120 | 0.6000 | 1.10 | 2,864 | 66.9% | -0.03 | 0.0010 | -0.027 | ||
| 86.40 | 89.40 | 130 | 68.0% | 0.96 | 0.0012 | -0.024 | 125 | 0.9200 | 1.48 | 10 | 1,198 | 67.2% | -0.04 | 0.0012 | -0.032 | |
| 81.70 | 84.75 | 196 | 66.5% | 0.95 | 0.0014 | -0.031 | 130 | 1.18 | 1.85 | 422 | 66.3% | -0.05 | 0.0014 | -0.038 | ||
| 77.35 | 80.30 | 163 | 66.9% | 0.94 | 0.0017 | -0.038 | 135 | 1.60 | 2.33 | 8 | 576 | 65.9% | -0.06 | 0.0017 | -0.045 | |
| 72.75 | 75.75 | 1,098 | 65.2% | 0.93 | 0.0020 | -0.045 | 140 | 2.21 | 2.81 | 2 | 479 | 65.6% | -0.07 | 0.0020 | -0.052 | |
| 68.55 | 71.40 | 198 | 65.1% | 0.91 | 0.0024 | -0.053 | 145 | 2.76 | 3.45 | 1,606 | 65.0% | -0.09 | 0.0024 | -0.060 | ||
| 64.15 | 67.05 | 734 | 63.8% | 0.90 | 0.0027 | -0.062 | 150 | 3.20 | 4.25 | 789 | 64.0% | -0.10 | 0.0027 | -0.068 | ||
| 60.20 | 63.10 | 1 | 117 | 64.2% | 0.88 | 0.0031 | -0.070 | 155 | 4.25 | 5.15 | 857 | 64.3% | -0.12 | 0.0031 | -0.076 | |
| 56.20 | 58.45 | 246 | 62.3% | 0.86 | 0.0034 | -0.079 | 160 | 5.25 | 6.00 | 2,276 | 63.7% | -0.14 | 0.0035 | -0.084 | ||
| 52.25 | 55.30 | 155 | 63.2% | 0.83 | 0.0038 | -0.087 | 165 | 6.30 | 7.15 | 355 | 63.2% | -0.17 | 0.0038 | -0.092 | ||
| 48.65 | 51.55 | 414 | 63.0% | 0.81 | 0.0042 | -0.096 | 170 | 7.60 | 8.45 | 2 | 678 | 63.1% | -0.19 | 0.0042 | -0.100 | |
| 45.20 | 47.75 | 429 | 62.4% | 0.78 | 0.0045 | -0.103 | 175 | 8.85 | 10.30 | 1,013 | 63.2% | -0.22 | 0.0046 | -0.108 | ||
| 41.80 | 44.30 | 360 | 62.0% | 0.76 | 0.0048 | -0.111 | 180 | 10.50 | 11.35 | 268 | 62.2% | -0.25 | 0.0049 | -0.115 | ||
| 38.55 | 41.05 | 1 | 364 | 61.7% | 0.73 | 0.0051 | -0.117 | 185 | 12.15 | 13.30 | 258 | 62.2% | -0.27 | 0.0052 | -0.121 | |
| 35.80 | 37.90 | 12 | 431 | 61.8% | 0.70 | 0.0054 | -0.123 | 190 | 14.05 | 15.55 | 2 | 531 | 62.4% | -0.30 | 0.0055 | -0.127 |
| 32.65 | 35.00 | 1,051 | 61.2% | 0.67 | 0.0056 | -0.129 | 195 | 15.95 | 18.00 | 453 | 62.5% | -0.33 | 0.0057 | -0.132 | ||
| 30.35 | 31.90 | 1 | 2,124 | 61.1% | 0.64 | 0.0058 | -0.133 | 200 | 18.25 | 20.35 | 566 | 62.5% | -0.37 | 0.0060 | -0.136 | |
| 25.45 | 26.95 | 2 | 656 | 60.9% | 0.58 | 0.0061 | -0.139 | 210 | 23.40 | 25.15 | 391 | 62.1% | -0.43 | 0.0062 | -0.142 | |
| 21.25 | 22.60 | 2 | 1,209 | 60.7% | 0.52 | 0.0063 | -0.142 | 220 | 28.80 | 31.00 | 959 | 61.8% | -0.49 | 0.0064 | -0.144 | |
| 17.85 | 18.75 | 8 | 1,219 | 60.8% | 0.46 | 0.0062 | -0.141 | 230 | 35.20 | 37.00 | 908 | 61.5% | -0.55 | 0.0064 | -0.143 | |
| 14.55 | 16.10 | 5 | 1,277 | 61.1% | 0.40 | 0.0061 | -0.138 | 240 | 41.85 | 44.05 | 254 | 61.5% | -0.61 | 0.0063 | -0.140 | |
| 11.85 | 13.35 | 2 | 2,209 | 60.9% | 0.35 | 0.0058 | -0.132 | 250 | 49.05 | 51.40 | 214 | 61.3% | -0.66 | 0.0060 | -0.134 | |
| 9.80 | 11.05 | 1 | 804 | 61.0% | 0.31 | 0.0055 | -0.125 | 260 | 56.90 | 59.05 | 106 | 61.2% | -0.71 | 0.0057 | -0.126 | |
| 8.05 | 8.95 | 2 | 361 | 60.9% | 0.26 | 0.0051 | -0.116 | 270 | 64.95 | 67.25 | 85 | 61.2% | -0.75 | 0.0054 | -0.117 | |
| 6.45 | 7.60 | 1 | 865 | 61.1% | 0.23 | 0.0047 | -0.107 | 280 | 73.40 | 75.75 | 42 | 61.1% | -0.79 | 0.0050 | -0.108 | |
| 5.35 | 6.40 | 280 | 61.6% | 0.19 | 0.0043 | -0.098 | 290 | 82.20 | 84.80 | 56 | 61.8% | -0.82 | 0.0046 | -0.099 | ||
| 4.40 | 5.15 | 1 | 1,740 | 61.6% | 0.17 | 0.0039 | -0.089 | 300 | 91.15 | 93.85 | 2 | 61.8% | -0.85 | 0.0042 | -0.090 | |
| 3.40 | 4.85 | 258 | 62.5% | 0.14 | 0.0035 | -0.081 | 310 | 100.25 | 103.25 | 2 | 62.1% | -0.88 | 0.0039 | -0.082 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.