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 ±45.8% (115.40–310.20) · ATM IV 61.7% · P/C open interest 0.78
| 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 | |
| 111.90 | 115.40 | 40 | 65.6% | 0.93 | 0.0011 | -0.012 | 110 | 4.55 | 7.25 | 94 | 65.3% | -0.08 | 0.0011 | -0.028 | ||
| 108.05 | 111.50 | 15 | 65.2% | 0.92 | 0.0012 | -0.015 | 115 | 5.10 | 8.20 | 24 | 64.3% | -0.09 | 0.0012 | -0.030 | ||
| 104.10 | 107.80 | 35 | 64.6% | 0.91 | 0.0013 | -0.019 | 120 | 6.05 | 9.20 | 15 | 63.9% | -0.10 | 0.0013 | -0.033 | ||
| 100.50 | 104.10 | 19 | 64.4% | 0.90 | 0.0014 | -0.022 | 125 | 6.90 | 10.40 | 64 | 63.4% | -0.11 | 0.0014 | -0.036 | ||
| 96.60 | 100.60 | 36 | 63.8% | 0.88 | 0.0015 | -0.025 | 130 | 8.05 | 11.60 | 30 | 63.1% | -0.12 | 0.0016 | -0.038 | ||
| 93.15 | 97.00 | 11 | 63.5% | 0.87 | 0.0016 | -0.028 | 135 | 9.35 | 12.90 | 58 | 62.8% | -0.13 | 0.0017 | -0.041 | ||
| 89.75 | 93.65 | 13 | 63.3% | 0.86 | 0.0018 | -0.031 | 140 | 10.75 | 14.40 | 91 | 62.7% | -0.15 | 0.0018 | -0.043 | ||
| 86.35 | 90.30 | 7 | 62.9% | 0.85 | 0.0019 | -0.034 | 145 | 12.30 | 15.85 | 13 | 62.5% | -0.16 | 0.0019 | -0.046 | ||
| 83.20 | 87.05 | 74 | 62.7% | 0.83 | 0.0020 | -0.037 | 150 | 13.70 | 17.95 | 46 | 62.6% | -0.17 | 0.0020 | -0.048 | ||
| 80.05 | 84.00 | 30 | 62.6% | 0.82 | 0.0021 | -0.040 | 155 | 15.40 | 19.65 | 19 | 62.4% | -0.19 | 0.0022 | -0.050 | ||
| 77.05 | 81.00 | 27 | 62.4% | 0.80 | 0.0022 | -0.042 | 160 | 17.30 | 21.35 | 185 | 62.2% | -0.20 | 0.0023 | -0.052 | ||
| 74.30 | 78.15 | 14 | 62.5% | 0.79 | 0.0023 | -0.045 | 165 | 19.65 | 22.95 | 1 | 6 | 62.2% | -0.22 | 0.0024 | -0.054 | |
| 71.25 | 75.35 | 70 | 62.1% | 0.78 | 0.0024 | -0.047 | 170 | 21.25 | 25.50 | 36 | 62.2% | -0.23 | 0.0025 | -0.056 | ||
| 68.55 | 72.50 | 85 | 61.9% | 0.76 | 0.0025 | -0.049 | 175 | 23.50 | 27.05 | 80 | 61.7% | -0.25 | 0.0026 | -0.058 | ||
| 65.85 | 69.85 | 165 | 61.7% | 0.75 | 0.0026 | -0.051 | 180 | 25.60 | 29.20 | 63 | 61.5% | -0.26 | 0.0027 | -0.060 | ||
| 63.35 | 67.30 | 16 | 61.7% | 0.73 | 0.0026 | -0.053 | 185 | 27.85 | 31.90 | 36 | 61.6% | -0.28 | 0.0028 | -0.062 | ||
| 61.00 | 64.95 | 64 | 61.7% | 0.72 | 0.0027 | -0.055 | 190 | 30.15 | 34.25 | 16 | 61.4% | -0.30 | 0.0029 | -0.063 | ||
| 58.50 | 62.55 | 46 | 61.5% | 0.70 | 0.0028 | -0.057 | 195 | 32.85 | 36.95 | 156 | 61.6% | -0.31 | 0.0030 | -0.064 | ||
| 56.35 | 60.30 | 82 | 61.5% | 0.69 | 0.0028 | -0.059 | 200 | 35.40 | 39.45 | 46 | 61.5% | -0.33 | 0.0030 | -0.066 | ||
| 52.00 | 55.80 | 26 | 61.2% | 0.66 | 0.0030 | -0.062 | 210 | 42.00 | 45.00 | 271 | 62.2% | -0.36 | 0.0032 | -0.068 | ||
| 48.10 | 52.20 | 32 | 61.4% | 0.63 | 0.0031 | -0.064 | 220 | 46.35 | 50.25 | 1 | 5 | 60.8% | -0.39 | 0.0033 | -0.069 | |
| 44.15 | 48.25 | 1 | 78 | 61.0% | 0.60 | 0.0031 | -0.066 | 230 | 52.60 | 56.35 | 139 | 60.9% | -0.42 | 0.0034 | -0.071 | |
| 40.80 | 44.90 | 9 | 269 | 61.0% | 0.57 | 0.0032 | -0.068 | 240 | 58.90 | 62.75 | 38 | 49 | 60.7% | -0.45 | 0.0034 | -0.071 |
| 37.70 | 41.80 | 103 | 61.0% | 0.54 | 0.0032 | -0.069 | 250 | 65.80 | 69.35 | 2 | 38 | 60.8% | -0.48 | 0.0035 | -0.072 | |
| 34.70 | 38.80 | 73 | 60.8% | 0.51 | 0.0032 | -0.069 | 260 | 72.45 | 76.50 | 1 | 35 | 60.7% | -0.51 | 0.0036 | -0.072 | |
| 32.15 | 36.05 | 125 | 60.9% | 0.49 | 0.0032 | -0.069 | 270 | 79.65 | 83.75 | 58 | 1 | 60.7% | -0.54 | 0.0036 | -0.071 | |
| 29.45 | 33.50 | 5 | 287 | 60.6% | 0.46 | 0.0032 | -0.069 | 280 | 86.95 | 91.20 | 2 | 60.7% | -0.57 | 0.0036 | -0.070 | |
| 27.15 | 31.10 | 1 | 107 | 60.5% | 0.44 | 0.0032 | -0.069 | 290 | 94.85 | 98.80 | 1 | 60.8% | -0.60 | 0.0036 | -0.070 | |
| 25.10 | 29.15 | 52 | 60.7% | 0.41 | 0.0032 | -0.068 | 300 | 102.70 | 106.65 | 60.9% | -0.62 | 0.0036 | -0.068 | |||
| 23.10 | 27.45 | 1 | 21 | 60.8% | 0.39 | 0.0031 | -0.068 | 310 | 110.75 | 114.70 | 60.9% | -0.65 | 0.0036 | -0.067 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs