ZS option chain Zscaler, Inc.
Cboe delayed options data · as of 06:45 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 ±36.1% (135.97–289.62) · ATM IV 60.2% · P/C open interest 1.36
| 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 | |
| 106.85 | 110.70 | 66.4% | 0.95 | 0.0010 | -0.003 | 110 | 2.29 | 3.40 | 3 | 65.2% | -0.05 | 0.0010 | -0.026 | |||
| 102.55 | 106.20 | 65.2% | 0.94 | 0.0012 | -0.007 | 115 | 2.43 | 4.40 | 64.6% | -0.06 | 0.0012 | -0.029 | ||||
| 98.30 | 101.90 | 64.3% | 0.93 | 0.0013 | -0.011 | 120 | 3.35 | 4.95 | 64.5% | -0.07 | 0.0013 | -0.033 | ||||
| 94.20 | 97.75 | 1 | 63.8% | 0.92 | 0.0015 | -0.016 | 125 | 4.05 | 5.95 | 1 | 64.4% | -0.08 | 0.0015 | -0.036 | ||
| 90.15 | 93.75 | 63.4% | 0.91 | 0.0016 | -0.021 | 130 | 4.75 | 6.25 | 8 | 62.6% | -0.10 | 0.0017 | -0.040 | |||
| 86.75 | 89.80 | 63.9% | 0.89 | 0.0018 | -0.025 | 135 | 5.55 | 7.90 | 63.3% | -0.11 | 0.0018 | -0.043 | ||||
| 82.40 | 85.95 | 62.6% | 0.88 | 0.0020 | -0.030 | 140 | 6.55 | 8.60 | 5 | 62.3% | -0.12 | 0.0020 | -0.047 | |||
| 78.65 | 82.25 | 62.3% | 0.86 | 0.0022 | -0.034 | 145 | 7.85 | 10.10 | 2 | 62.7% | -0.14 | 0.0022 | -0.051 | |||
| 75.15 | 78.65 | 2 | 62.2% | 0.85 | 0.0023 | -0.039 | 150 | 8.85 | 11.50 | 180 | 62.3% | -0.15 | 0.0024 | -0.054 | ||
| 71.55 | 75.25 | 61.9% | 0.83 | 0.0025 | -0.043 | 155 | 10.30 | 12.90 | 5 | 62.1% | -0.17 | 0.0025 | -0.058 | |||
| 68.10 | 71.60 | 48 | 61.3% | 0.82 | 0.0026 | -0.047 | 160 | 11.75 | 14.35 | 61.7% | -0.19 | 0.0027 | -0.061 | |||
| 64.95 | 68.50 | 1 | 61.4% | 0.80 | 0.0028 | -0.051 | 165 | 13.35 | 15.80 | 25 | 61.3% | -0.21 | 0.0029 | -0.064 | ||
| 61.80 | 65.50 | 1 | 61.4% | 0.78 | 0.0030 | -0.055 | 170 | 14.90 | 17.45 | 2 | 3 | 60.9% | -0.22 | 0.0031 | -0.067 | |
| 58.75 | 62.35 | 1 | 61.1% | 0.76 | 0.0031 | -0.059 | 175 | 16.75 | 19.45 | 3 | 60.8% | -0.24 | 0.0032 | -0.070 | ||
| 55.90 | 59.35 | 4 | 60.9% | 0.74 | 0.0032 | -0.062 | 180 | 18.70 | 21.65 | 66 | 60.9% | -0.26 | 0.0034 | -0.073 | ||
| 53.30 | 56.60 | 1 | 61.0% | 0.72 | 0.0034 | -0.066 | 185 | 20.80 | 23.50 | 22 | 60.5% | -0.28 | 0.0035 | -0.075 | ||
| 50.60 | 53.55 | 2 | 60.5% | 0.71 | 0.0035 | -0.069 | 190 | 22.90 | 25.95 | 45 | 60.5% | -0.30 | 0.0036 | -0.077 | ||
| 47.70 | 51.35 | 2 | 60.5% | 0.69 | 0.0036 | -0.071 | 195 | 25.40 | 28.30 | 26 | 60.6% | -0.32 | 0.0037 | -0.079 | ||
| 45.40 | 48.55 | 3 | 142 | 60.2% | 0.67 | 0.0037 | -0.074 | 200 | 27.80 | 30.75 | 26 | 60.5% | -0.34 | 0.0038 | -0.081 | |
| 40.75 | 44.20 | 4 | 22 | 60.3% | 0.63 | 0.0039 | -0.078 | 210 | 32.70 | 36.00 | 32 | 60.1% | -0.38 | 0.0040 | -0.083 | |
| 36.40 | 40.00 | 4 | 41 | 60.0% | 0.59 | 0.0040 | -0.081 | 220 | 38.40 | 41.65 | 1 | 60.0% | -0.42 | 0.0042 | -0.085 | |
| 32.55 | 36.20 | 1 | 18 | 59.9% | 0.55 | 0.0041 | -0.083 | 230 | 44.70 | 47.80 | 2 | 10 | 60.2% | -0.46 | 0.0043 | -0.085 |
| 29.10 | 32.60 | 9 | 59.7% | 0.51 | 0.0041 | -0.084 | 240 | 50.65 | 54.35 | 5 | 59.8% | -0.50 | 0.0043 | -0.085 | ||
| 26.00 | 29.35 | 11 | 59.6% | 0.48 | 0.0041 | -0.085 | 250 | 57.70 | 61.00 | 1 | 59.8% | -0.54 | 0.0044 | -0.084 | ||
| 23.15 | 26.35 | 1 | 5 | 59.4% | 0.44 | 0.0041 | -0.084 | 260 | 64.50 | 68.10 | 3 | 59.5% | -0.58 | 0.0044 | -0.082 | |
| 20.90 | 23.80 | 2 | 59.5% | 0.41 | 0.0040 | -0.083 | 270 | 71.95 | 75.50 | 59.5% | -0.61 | 0.0043 | -0.080 | |||
| 18.35 | 21.80 | 2 | 59.5% | 0.38 | 0.0039 | -0.082 | 280 | 79.70 | 83.35 | 59.7% | -0.65 | 0.0043 | -0.077 | |||
| 16.40 | 19.65 | 11 | 59.5% | 0.35 | 0.0038 | -0.080 | 290 | 87.70 | 91.05 | 59.6% | -0.68 | 0.0042 | -0.073 | |||
| 14.50 | 17.55 | 12 | 59.2% | 0.32 | 0.0037 | -0.078 | 300 | 95.90 | 99.45 | 2 | 59.8% | -0.71 | 0.0041 | -0.070 | ||
| 13.00 | 15.95 | 8 | 59.4% | 0.30 | 0.0036 | -0.075 | 310 | 104.25 | 107.80 | 59.7% | -0.74 | 0.0040 | -0.066 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs