ZS option chain Zscaler, Inc.

Expiration Cboe delayed options data · as of 15:47 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 ±27.3% (152.90–267.50) · ATM IV 59.1% · P/C open interest 0.32

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
101.20	104.45		4	62.8%	0.97	0.0008	-0.007	110	0.5400	1.25		6	65.1%	-0.03	0.0008	-0.019
96.60	99.75		1,945	62.6%	0.97	0.0009	-0.011	115	0.8200	1.45		46	64.2%	-0.03	0.0009	-0.023
91.95	95.15		1,952	62.1%	0.96	0.0011	-0.016	120	1.05	1.81		91	63.3%	-0.04	0.0011	-0.027
87.50	90.60		1	62.0%	0.95	0.0013	-0.021	125	1.46	2.18		423	62.8%	-0.05	0.0014	-0.032
83.05	86.25		2	62.0%	0.94	0.0016	-0.026	130	1.80	2.85		17	62.5%	-0.06	0.0016	-0.037
78.65	81.90		2	61.6%	0.93	0.0018	-0.033	135	2.20	3.40		44	61.6%	-0.07	0.0018	-0.043
74.40	77.65		10	61.3%	0.91	0.0021	-0.039	140	2.90	4.25		39	61.9%	-0.09	0.0021	-0.048
70.20	73.45		13	60.8%	0.90	0.0024	-0.045	145	3.55	4.95		35	61.1%	-0.10	0.0024	-0.054
66.30	69.45		55	60.9%	0.88	0.0027	-0.052	150	4.65	5.75		36	61.0%	-0.12	0.0027	-0.060
62.35	65.55		9	60.6%	0.86	0.0030	-0.059	155	5.30	6.95		6	60.4%	-0.14	0.0030	-0.067
58.85	61.60		105	60.6%	0.84	0.0033	-0.065	160	7.00	8.30		35	61.5%	-0.16	0.0033	-0.073
55.10	57.95	1	41	60.2%	0.82	0.0036	-0.072	165	8.25	9.55		75	61.1%	-0.18	0.0036	-0.079
51.55	54.55		9	60.1%	0.80	0.0038	-0.078	170	9.50	11.00		64	60.6%	-0.21	0.0039	-0.084
48.25	51.20		75	60.0%	0.77	0.0041	-0.084	175	11.25	12.15		89	60.0%	-0.23	0.0042	-0.090
44.80	48.00	1	57	59.6%	0.75	0.0044	-0.089	180	13.15	13.90		12	60.0%	-0.26	0.0044	-0.095
42.10	44.80		44	59.7%	0.72	0.0046	-0.094	185	14.90	15.85		100	59.8%	-0.28	0.0047	-0.099
38.95	41.85		116	59.3%	0.70	0.0048	-0.099	190	16.65	18.50		358	60.1%	-0.31	0.0049	-0.103
36.55	38.95		208	59.4%	0.67	0.0050	-0.102	195	18.60	20.90		26	59.9%	-0.34	0.0051	-0.107
33.55	36.10		450	58.6%	0.64	0.0051	-0.106	200	20.95	22.65		106	59.2%	-0.36	0.0052	-0.110
28.65	31.40		54	58.5%	0.59	0.0054	-0.111	210	25.90	28.65		53	59.8%	-0.42	0.0055	-0.114
25.00	27.15		254	59.0%	0.54	0.0055	-0.114	220	31.40	34.35		185	59.5%	-0.47	0.0056	-0.116
20.90	23.40		82	58.5%	0.49	0.0055	-0.114	230	37.65	40.50		30	59.4%	-0.52	0.0057	-0.116
18.20	20.10	4	64	59.0%	0.44	0.0054	-0.113	240	44.30	46.80		2	58.9%	-0.58	0.0056	-0.115
15.10	17.40		71	58.8%	0.39	0.0053	-0.111	250	51.60	54.45		5	59.5%	-0.62	0.0055	-0.111
12.65	14.90		62	58.7%	0.35	0.0051	-0.107	260	59.10	62.05		3	59.5%	-0.67	0.0054	-0.107
10.50	12.85		75	58.6%	0.31	0.0048	-0.102	270	67.20	70.10		33	59.9%	-0.71	0.0052	-0.101
9.25	11.40		205	59.7%	0.27	0.0046	-0.096	280	75.20	78.10			59.4%	-0.75	0.0049	-0.095
7.65	9.80		14	59.6%	0.24	0.0043	-0.090	290	83.65	86.85			59.7%	-0.78	0.0046	-0.089
6.55	8.40		14	59.8%	0.21	0.0040	-0.084	300	92.60	95.55			60.0%	-0.81	0.0044	-0.082
5.45	7.25		17	59.8%	0.19	0.0037	-0.078	310	101.45	104.65			60.2%	-0.84	0.0041	-0.076

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 — Feb 19, 2027

Volatility page →

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 — Feb 19, 2027

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