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 ±23.7% (162.40–263.20) · 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 | |
| 102.65 | 106.25 | 27 | 74.8% | 0.98 | 0.0006 | 0.000 | 110 | 0.2000 | 0.8600 | 8 | 887 | 70.7% | -0.02 | 0.0006 | -0.017 | |
| 97.85 | 101.50 | 7 | 73.1% | 0.98 | 0.0007 | -0.004 | 115 | 0.1400 | 0.6500 | 174 | 2,395 | 63.4% | -0.02 | 0.0007 | -0.021 | |
| 93.70 | 96.50 | 488 | 73.6% | 0.97 | 0.0009 | -0.009 | 120 | 0.7500 | 1.09 | 1 | 2,864 | 68.9% | -0.03 | 0.0009 | -0.025 | |
| 89.00 | 91.80 | 130 | 71.8% | 0.96 | 0.0011 | -0.015 | 125 | 1.00 | 1.37 | 10 | 1,198 | 68.1% | -0.04 | 0.0011 | -0.030 | |
| 84.40 | 87.20 | 196 | 70.6% | 0.96 | 0.0014 | -0.021 | 130 | 0.9800 | 1.80 | 1 | 422 | 66.1% | -0.04 | 0.0014 | -0.036 | |
| 79.10 | 82.60 | 163 | 66.1% | 0.95 | 0.0016 | -0.028 | 135 | 1.38 | 2.08 | 8 | 576 | 65.1% | -0.06 | 0.0016 | -0.042 | |
| 74.60 | 78.15 | 1,098 | 65.5% | 0.93 | 0.0019 | -0.036 | 140 | 1.80 | 2.81 | 2 | 479 | 65.4% | -0.07 | 0.0019 | -0.049 | |
| 70.20 | 73.75 | 3 | 198 | 64.8% | 0.92 | 0.0022 | -0.044 | 145 | 2.44 | 3.35 | 1,606 | 65.0% | -0.08 | 0.0022 | -0.057 | |
| 65.80 | 69.20 | 734 | 63.2% | 0.90 | 0.0026 | -0.052 | 150 | 3.10 | 3.75 | 7 | 789 | 63.6% | -0.10 | 0.0026 | -0.064 | |
| 61.95 | 64.70 | 1 | 117 | 62.8% | 0.89 | 0.0029 | -0.061 | 155 | 3.60 | 4.85 | 857 | 63.3% | -0.11 | 0.0029 | -0.072 | |
| 57.60 | 61.20 | 1 | 246 | 63.0% | 0.87 | 0.0033 | -0.070 | 160 | 4.60 | 5.65 | 2,276 | 62.9% | -0.13 | 0.0033 | -0.080 | |
| 53.65 | 57.30 | 155 | 62.5% | 0.84 | 0.0037 | -0.078 | 165 | 5.60 | 6.80 | 355 | 62.7% | -0.16 | 0.0037 | -0.088 | ||
| 49.80 | 53.55 | 414 | 62.1% | 0.82 | 0.0040 | -0.087 | 170 | 6.55 | 8.20 | 14 | 678 | 62.4% | -0.18 | 0.0041 | -0.095 | |
| 46.60 | 49.60 | 429 | 62.0% | 0.80 | 0.0044 | -0.095 | 175 | 8.05 | 9.00 | 12 | 1,013 | 61.4% | -0.20 | 0.0044 | -0.103 | |
| 43.00 | 46.35 | 5 | 360 | 61.8% | 0.77 | 0.0047 | -0.102 | 180 | 9.15 | 11.25 | 268 | 61.8% | -0.23 | 0.0048 | -0.110 | |
| 39.70 | 43.05 | 8 | 364 | 61.5% | 0.74 | 0.0051 | -0.110 | 185 | 11.00 | 13.05 | 258 | 62.0% | -0.26 | 0.0051 | -0.116 | |
| 36.50 | 39.35 | 14 | 431 | 60.4% | 0.71 | 0.0054 | -0.116 | 190 | 12.80 | 14.00 | 11 | 531 | 60.5% | -0.29 | 0.0054 | -0.122 |
| 34.00 | 36.00 | 1,051 | 60.3% | 0.68 | 0.0056 | -0.122 | 195 | 14.60 | 17.15 | 2 | 453 | 61.6% | -0.32 | 0.0057 | -0.127 | |
| 32.05 | 33.45 | 37 | 2,124 | 61.6% | 0.65 | 0.0058 | -0.127 | 200 | 16.45 | 19.25 | 566 | 60.9% | -0.35 | 0.0059 | -0.132 | |
| 25.50 | 29.00 | 7 | 656 | 60.3% | 0.59 | 0.0062 | -0.134 | 210 | 22.10 | 24.20 | 391 | 61.7% | -0.41 | 0.0063 | -0.138 | |
| 21.15 | 24.30 | 26 | 1,209 | 59.9% | 0.53 | 0.0063 | -0.138 | 220 | 26.85 | 29.90 | 23 | 959 | 60.8% | -0.48 | 0.0065 | -0.140 |
| 17.35 | 20.70 | 12 | 1,219 | 60.1% | 0.47 | 0.0063 | -0.139 | 230 | 33.05 | 36.00 | 908 | 60.7% | -0.54 | 0.0065 | -0.139 | |
| 15.55 | 17.10 | 9 | 1,277 | 61.4% | 0.41 | 0.0062 | -0.136 | 240 | 39.90 | 42.75 | 254 | 60.9% | -0.60 | 0.0064 | -0.136 | |
| 12.00 | 13.75 | 7 | 2,209 | 59.6% | 0.36 | 0.0059 | -0.131 | 250 | 47.10 | 50.00 | 214 | 60.9% | -0.65 | 0.0061 | -0.130 | |
| 9.30 | 12.05 | 9 | 804 | 59.9% | 0.31 | 0.0056 | -0.124 | 260 | 54.85 | 57.55 | 106 | 60.8% | -0.70 | 0.0058 | -0.122 | |
| 7.70 | 9.65 | 10 | 361 | 59.7% | 0.27 | 0.0052 | -0.117 | 270 | 62.45 | 65.30 | 85 | 59.6% | -0.74 | 0.0055 | -0.113 | |
| 6.90 | 8.05 | 2 | 865 | 61.0% | 0.23 | 0.0048 | -0.108 | 280 | 71.05 | 74.20 | 42 | 60.7% | -0.78 | 0.0051 | -0.103 | |
| 5.55 | 6.95 | 3 | 280 | 61.8% | 0.20 | 0.0044 | -0.099 | 290 | 79.55 | 83.10 | 56 | 60.7% | -0.82 | 0.0047 | -0.093 | |
| 4.15 | 5.90 | 2 | 1,740 | 61.1% | 0.17 | 0.0040 | -0.090 | 300 | 88.55 | 91.90 | 2 | 60.4% | -0.85 | 0.0043 | -0.083 | |
| 3.35 | 5.05 | 258 | 61.6% | 0.14 | 0.0035 | -0.081 | 310 | 97.80 | 100.70 | 2 | 59.6% | -0.88 | 0.0039 | -0.074 | ||
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.