ZS option chain Zscaler, Inc.
Cboe delayed options data · as of 21:57 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 ±31.8% (122.21–236.31) · ATM IV 59.3% · P/C open interest 0.11
| 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 | |
| 89.00 | 92.50 | 58.5% | 0.97 | 0.0009 | 0.000 | 90 | 0.7600 | 1.49 | 2 | 2 | 63.1% | -0.03 | 0.0009 | -0.015 | ||
| 84.45 | 88.00 | 59.0% | 0.96 | 0.0011 | -0.003 | 95 | 1.10 | 3.45 | 2 | 62.9% | -0.04 | 0.0011 | -0.018 | |||
| 79.70 | 84.10 | 60.2% | 0.95 | 0.0014 | -0.007 | 100 | 0.0100 | 3.85 | 8 | 61.9% | -0.05 | 0.0014 | -0.021 | |||
| 76.15 | 79.15 | 60.7% | 0.94 | 0.0016 | -0.011 | 105 | 1.70 | 2.68 | 2 | 59.5% | -0.06 | 0.0017 | -0.025 | |||
| 71.20 | 74.85 | 58.2% | 0.93 | 0.0020 | -0.017 | 110 | 2.34 | 3.45 | 3 | 7 | 59.7% | -0.07 | 0.0020 | -0.029 | ||
| 67.35 | 70.80 | 5 | 1,950 | 59.1% | 0.91 | 0.0023 | -0.022 | 115 | 3.25 | 4.10 | 11 | 59.6% | -0.09 | 0.0023 | -0.034 | |
| 63.35 | 66.75 | 1,943 | 58.9% | 0.89 | 0.0026 | -0.028 | 120 | 4.15 | 4.95 | 1 | 93 | 59.3% | -0.11 | 0.0026 | -0.039 | |
| 59.20 | 62.90 | 1 | 58.2% | 0.87 | 0.0029 | -0.034 | 125 | 5.15 | 6.05 | 553 | 15 | 59.1% | -0.13 | 0.0030 | -0.044 | |
| 55.50 | 59.20 | 2 | 58.3% | 0.85 | 0.0032 | -0.039 | 130 | 5.90 | 7.35 | 1 | 15 | 58.4% | -0.15 | 0.0033 | -0.049 | |
| 51.90 | 55.65 | 3 | 58.2% | 0.83 | 0.0036 | -0.045 | 135 | 7.80 | 8.75 | 10 | 31 | 59.4% | -0.18 | 0.0036 | -0.054 | |
| 48.55 | 52.30 | 9 | 58.4% | 0.80 | 0.0039 | -0.050 | 140 | 9.05 | 10.60 | 21 | 59.4% | -0.20 | 0.0039 | -0.058 | ||
| 45.60 | 49.10 | 1 | 13 | 58.8% | 0.78 | 0.0041 | -0.055 | 145 | 10.60 | 12.50 | 1 | 4 | 59.4% | -0.23 | 0.0042 | -0.062 |
| 42.70 | 45.80 | 35 | 58.7% | 0.75 | 0.0044 | -0.059 | 150 | 12.70 | 14.45 | 8 | 7 | 59.8% | -0.25 | 0.0045 | -0.066 | |
| 39.80 | 43.00 | 9 | 58.9% | 0.73 | 0.0046 | -0.064 | 155 | 14.75 | 16.15 | 2 | 8 | 59.4% | -0.28 | 0.0047 | -0.070 | |
| 36.95 | 40.40 | 1 | 7 | 59.0% | 0.70 | 0.0048 | -0.068 | 160 | 16.70 | 17.95 | 3 | 58.7% | -0.31 | 0.0049 | -0.073 | |
| 34.40 | 37.90 | 41 | 59.1% | 0.67 | 0.0050 | -0.071 | 165 | 18.70 | 21.40 | 7 | 30 | 59.6% | -0.33 | 0.0051 | -0.076 | |
| 33.45 | 35.15 | 3 | 8 | 60.5% | 0.65 | 0.0052 | -0.074 | 170 | 21.20 | 23.45 | 5 | 59.2% | -0.36 | 0.0053 | -0.078 | |
| 30.10 | 33.15 | 1 | 74 | 59.7% | 0.62 | 0.0053 | -0.076 | 175 | 24.20 | 26.30 | 8 | 3 | 59.8% | -0.39 | 0.0054 | -0.080 |
| 27.45 | 30.70 | 4 | 52 | 58.9% | 0.59 | 0.0054 | -0.078 | 180 | 26.65 | 29.30 | 3 | 59.7% | -0.42 | 0.0055 | -0.081 | |
| 25.85 | 28.40 | 1 | 54 | 59.0% | 0.57 | 0.0054 | -0.080 | 185 | 29.25 | 32.35 | 2 | 59.5% | -0.44 | 0.0056 | -0.082 | |
| 23.60 | 27.10 | 1 | 52 | 59.3% | 0.54 | 0.0055 | -0.081 | 190 | 32.65 | 35.65 | 195 | 60.2% | -0.47 | 0.0057 | -0.083 | |
| 21.95 | 25.20 | 45 | 59.4% | 0.51 | 0.0055 | -0.082 | 195 | 35.85 | 38.70 | 4 | 60.1% | -0.50 | 0.0057 | -0.083 | ||
| 20.50 | 23.35 | 31 | 59.4% | 0.49 | 0.0055 | -0.082 | 200 | 39.15 | 42.30 | 10 | 60.5% | -0.52 | 0.0057 | -0.082 | ||
| 17.35 | 20.50 | 3 | 59.5% | 0.44 | 0.0054 | -0.082 | 210 | 46.20 | 49.25 | 60.7% | -0.57 | 0.0057 | -0.081 | |||
| 15.50 | 17.75 | 5 | 48 | 60.2% | 0.40 | 0.0053 | -0.080 | 220 | 53.55 | 56.50 | 6 | 60.7% | -0.62 | 0.0056 | -0.079 | |
| 12.80 | 15.50 | 6 | 59.8% | 0.36 | 0.0051 | -0.078 | 230 | 61.40 | 64.55 | 6 | 61.3% | -0.66 | 0.0055 | -0.075 | ||
| 10.85 | 13.35 | 19 | 59.7% | 0.32 | 0.0049 | -0.075 | 240 | 69.45 | 72.75 | 61.7% | -0.70 | 0.0053 | -0.071 | |||
| 9.65 | 11.15 | 3 | 59.7% | 0.29 | 0.0046 | -0.072 | 250 | 77.95 | 81.20 | 62.5% | -0.74 | 0.0051 | -0.067 | |||
| 7.95 | 10.25 | 1 | 11 | 60.2% | 0.26 | 0.0044 | -0.068 | 260 | 86.65 | 89.80 | 62.7% | -0.77 | 0.0048 | -0.062 | ||
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.
callsputs