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 ±28.9% (125.30–227.40) · ATM IV 61.0% · 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 | |
| 83.75 | 87.50 | 52 | 70.0% | 0.97 | 0.0010 | 0.000 | 90 | 0.6000 | 1.56 | 2 | 146 | 67.5% | -0.03 | 0.0010 | -0.017 | |
| 79.65 | 83.00 | 19 | 71.3% | 0.96 | 0.0012 | 0.000 | 95 | 0.7700 | 4.95 | 1 | 154 | 79.1% | -0.04 | 0.0012 | -0.020 | |
| 75.05 | 78.50 | 92 | 69.3% | 0.95 | 0.0015 | -0.004 | 100 | 1.00 | 2.35 | 4 | 1,811 | 64.2% | -0.05 | 0.0015 | -0.024 | |
| 70.65 | 73.85 | 12 | 67.2% | 0.94 | 0.0018 | -0.010 | 105 | 1.75 | 2.30 | 528 | 62.4% | -0.06 | 0.0019 | -0.029 | ||
| 66.30 | 69.50 | 28 | 65.8% | 0.92 | 0.0022 | -0.016 | 110 | 2.13 | 3.15 | 15 | 895 | 62.1% | -0.08 | 0.0022 | -0.034 | |
| 62.10 | 65.30 | 9 | 64.9% | 0.91 | 0.0026 | -0.023 | 115 | 2.96 | 3.65 | 2,392 | 61.4% | -0.10 | 0.0026 | -0.040 | ||
| 58.00 | 61.40 | 522 | 64.5% | 0.89 | 0.0030 | -0.030 | 120 | 3.65 | 5.00 | 18 | 2,993 | 61.8% | -0.12 | 0.0030 | -0.045 | |
| 54.10 | 57.30 | 135 | 63.5% | 0.87 | 0.0034 | -0.036 | 125 | 5.05 | 5.35 | 1,208 | 60.9% | -0.14 | 0.0034 | -0.051 | ||
| 50.30 | 53.55 | 203 | 62.9% | 0.84 | 0.0038 | -0.043 | 130 | 5.85 | 7.15 | 3 | 388 | 61.2% | -0.16 | 0.0038 | -0.057 | |
| 46.40 | 50.00 | 172 | 62.0% | 0.82 | 0.0042 | -0.050 | 135 | 7.35 | 8.30 | 579 | 60.9% | -0.19 | 0.0042 | -0.062 | ||
| 43.25 | 46.35 | 6 | 1,142 | 61.8% | 0.79 | 0.0045 | -0.056 | 140 | 8.30 | 10.25 | 17 | 446 | 60.5% | -0.21 | 0.0046 | -0.067 |
| 40.00 | 42.75 | 219 | 61.0% | 0.76 | 0.0049 | -0.062 | 145 | 10.15 | 11.85 | 1 | 1,972 | 60.4% | -0.24 | 0.0050 | -0.072 | |
| 36.25 | 40.50 | 3 | 767 | 61.1% | 0.73 | 0.0052 | -0.067 | 150 | 12.15 | 13.75 | 9 | 668 | 60.5% | -0.27 | 0.0053 | -0.076 |
| 34.05 | 36.95 | 130 | 61.0% | 0.70 | 0.0055 | -0.072 | 155 | 13.90 | 15.65 | 1 | 749 | 59.8% | -0.30 | 0.0056 | -0.079 | |
| 31.00 | 34.65 | 3 | 276 | 61.0% | 0.67 | 0.0057 | -0.076 | 160 | 15.80 | 18.50 | 17 | 2,207 | 60.1% | -0.33 | 0.0058 | -0.083 |
| 28.30 | 32.00 | 2 | 150 | 60.6% | 0.64 | 0.0059 | -0.080 | 165 | 18.25 | 20.60 | 12 | 303 | 59.7% | -0.37 | 0.0060 | -0.085 |
| 26.25 | 29.90 | 7 | 324 | 61.2% | 0.61 | 0.0060 | -0.083 | 170 | 21.40 | 23.00 | 332 | 60.2% | -0.40 | 0.0062 | -0.087 | |
| 24.95 | 27.30 | 4 | 382 | 61.8% | 0.58 | 0.0062 | -0.085 | 175 | 23.85 | 26.00 | 1,086 | 60.1% | -0.43 | 0.0063 | -0.088 | |
| 22.40 | 25.50 | 36 | 360 | 61.5% | 0.55 | 0.0062 | -0.087 | 180 | 27.00 | 28.95 | 160 | 60.5% | -0.46 | 0.0064 | -0.089 | |
| 20.10 | 23.15 | 4 | 354 | 60.5% | 0.52 | 0.0062 | -0.088 | 185 | 29.50 | 32.05 | 156 | 59.8% | -0.49 | 0.0065 | -0.089 | |
| 18.70 | 21.45 | 3 | 319 | 61.0% | 0.49 | 0.0062 | -0.089 | 190 | 33.05 | 35.35 | 1 | 165 | 60.4% | -0.52 | 0.0065 | -0.088 |
| 17.35 | 20.10 | 1,051 | 61.7% | 0.46 | 0.0062 | -0.089 | 195 | 36.00 | 38.80 | 41 | 60.0% | -0.55 | 0.0065 | -0.087 | ||
| 16.55 | 17.50 | 82 | 1,847 | 61.3% | 0.44 | 0.0062 | -0.089 | 200 | 39.95 | 42.20 | 477 | 60.6% | -0.58 | 0.0064 | -0.086 | |
| 12.90 | 15.60 | 8 | 651 | 61.1% | 0.39 | 0.0060 | -0.087 | 210 | 46.45 | 50.35 | 10 | 357 | 60.7% | -0.63 | 0.0063 | -0.082 |
| 10.65 | 13.15 | 2 | 765 | 61.0% | 0.34 | 0.0057 | -0.084 | 220 | 54.80 | 57.60 | 1,007 | 60.9% | -0.68 | 0.0060 | -0.077 | |
| 8.95 | 11.65 | 1 | 1,126 | 61.9% | 0.30 | 0.0054 | -0.080 | 230 | 62.85 | 65.20 | 836 | 60.2% | -0.72 | 0.0058 | -0.071 | |
| 7.95 | 9.35 | 1 | 987 | 62.0% | 0.26 | 0.0050 | -0.076 | 240 | 71.40 | 74.20 | 231 | 61.4% | -0.76 | 0.0054 | -0.064 | |
| 6.25 | 8.10 | 66 | 2,740 | 61.8% | 0.23 | 0.0046 | -0.071 | 250 | 79.50 | 82.90 | 203 | 60.4% | -0.80 | 0.0051 | -0.057 | |
| 5.50 | 7.25 | 2 | 747 | 63.0% | 0.20 | 0.0043 | -0.066 | 260 | 88.65 | 91.90 | 122 | 61.0% | -0.83 | 0.0048 | -0.050 | |
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.