ZS catena di opzioni Zscaler, Inc.

Scadenza Cboe delayed options data · aggiornato al 18:46 UTC

Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.

Questa scadenza prezza una mossa di circa ±12.7% (185.91–239.96) · ATM IV 53.7% · P/C open interest 0.84

CALL								Strike	PUT
Bid	Chiedi	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	Chiedi	Vol	OI	IV	Δ	Γ	Θ
102.00	105.40		12	109.9%	1.00	0.0001	0.000	110	0	0.2700	1	166	95.6%	-0.00	0.0001	-0.005
96.95	100.45		26	102.4%	1.00	0.0002	0.000	115	0	0.2400		267	88.4%	-0.00	0.0002	-0.007
92.00	95.50		54	97.2%	1.00	0.0002	0.000	120	0.0100	0.2100		582	82.0%	-0.00	0.0002	-0.008
87.10	90.60		74	93.9%	0.99	0.0003	0.000	125	0	0.2800		402	79.0%	-0.01	0.0003	-0.011
82.15	85.55		43	87.1%	0.99	0.0004	-0.003	130	0	0.3000		1,108	74.5%	-0.01	0.0004	-0.013
77.10	80.75		181	82.9%	0.99	0.0006	-0.007	135	0.0300	0.3300		118	71.1%	-0.01	0.0006	-0.017
72.20	75.70		211	77.3%	0.99	0.0008	-0.012	140	0.0800	0.3200	22	889	67.0%	-0.01	0.0008	-0.021
67.55	70.80	1	50	76.4%	0.98	0.0011	-0.019	145	0.1300	0.3900	1	343	64.5%	-0.02	0.0011	-0.027
62.90	65.95		169	74.9%	0.98	0.0014	-0.026	150	0.0900	0.4800	5	544	60.4%	-0.02	0.0014	-0.034
57.70	61.05		135	68.0%	0.97	0.0019	-0.035	155	0.2300	0.6800		993	60.2%	-0.03	0.0019	-0.043
53.30	56.35		136	68.4%	0.96	0.0024	-0.047	160	0.3300	0.9000	5	390	58.3%	-0.04	0.0024	-0.053
48.65	51.70		116	66.3%	0.94	0.0031	-0.060	165	0.7500	1.22	2	474	58.8%	-0.06	0.0031	-0.066
44.00	47.05		1,394	63.6%	0.92	0.0040	-0.075	170	1.21	1.41	51	746	57.2%	-0.08	0.0040	-0.081
39.70	42.50	1	263	62.1%	0.90	0.0050	-0.093	175	1.74	1.94	45	400	56.6%	-0.10	0.0050	-0.098
35.35	38.25	10	726	60.6%	0.87	0.0060	-0.112	180	2.40	2.58	58	1,085	55.7%	-0.13	0.0061	-0.116
33.20	36.15			59.7%	0.85	0.0066	-0.121	182.5	2.45	3.10			54.6%	-0.15	0.0066	-0.126
30.70	34.10		158	57.7%	0.83	0.0072	-0.131	185	3.00	3.45	16	679	54.3%	-0.17	0.0072	-0.135
28.75	32.00			57.0%	0.81	0.0078	-0.141	187.5	3.45	3.95	2		53.9%	-0.19	0.0078	-0.145
27.60	29.95	3	814	58.3%	0.79	0.0084	-0.150	190	4.10	4.60	60	1,607	54.1%	-0.21	0.0084	-0.154
25.75	28.15			58.0%	0.77	0.0089	-0.160	192.5	4.55	5.20			53.3%	-0.23	0.0090	-0.163
23.95	26.30		196	57.4%	0.74	0.0094	-0.168	195	5.35	5.90	129	260	53.4%	-0.26	0.0095	-0.172
22.40	24.20			56.6%	0.72	0.0099	-0.176	197.5	6.00	6.80	41		53.3%	-0.28	0.0100	-0.179
20.70	22.45	2	809	56.0%	0.69	0.0104	-0.184	200	6.95	7.50	114	1,834	53.0%	-0.31	0.0105	-0.187
19.15	20.90	5		55.9%	0.66	0.0108	-0.190	202.5	7.70	8.50	11		52.7%	-0.34	0.0109	-0.193
17.60	19.55	34		55.8%	0.63	0.0112	-0.196	205	8.75	9.55	59		52.8%	-0.37	0.0112	-0.198
15.85	17.95	13		54.6%	0.61	0.0114	-0.200	207.5	10.10	10.55	62		53.1%	-0.40	0.0115	-0.202
15.00	16.15	102	1,004	54.6%	0.58	0.0117	-0.203	210	11.35	11.70	144	827	53.2%	-0.43	0.0118	-0.205
13.55	15.25	56		54.8%	0.55	0.0118	-0.205	212.5	12.30	12.95	31		52.6%	-0.46	0.0120	-0.207
12.30	13.25	54		53.0%	0.52	0.0119	-0.206	215	13.30	14.50	17		52.3%	-0.49	0.0120	-0.208
11.10	12.10	16		52.6%	0.49	0.0120	-0.206	217.5	14.05	16.30	7		51.8%	-0.52	0.0121	-0.208
10.35	10.95	124	2,846	52.9%	0.46	0.0119	-0.205	220	16.15	17.20	14	224	51.9%	-0.55	0.0121	-0.206
9.10	10.00	16		52.3%	0.43	0.0118	-0.203	222.5	17.35	19.20			52.1%	-0.57	0.0120	-0.204
8.35	9.10	184		52.6%	0.40	0.0116	-0.199	225	18.35	20.65	20		50.4%	-0.60	0.0118	-0.201
7.50	8.25	4		52.4%	0.37	0.0114	-0.195	227.5	21.05	22.30	2		52.5%	-0.63	0.0116	-0.196
6.90	7.45	85	1,767	52.7%	0.35	0.0111	-0.190	230	22.05	23.95	2	167	50.7%	-0.66	0.0113	-0.191
5.50	6.05	3		52.4%	0.30	0.0105	-0.178	235	26.50	27.40	1		51.8%	-0.71	0.0107	-0.179
4.45	4.90	64	1,386	52.6%	0.25	0.0097	-0.164	240	29.55	31.35		205	49.8%	-0.75	0.0099	-0.165
3.50	3.95	10		52.5%	0.21	0.0088	-0.148	245	33.10	35.60			48.3%	-0.80	0.0090	-0.149
2.81	3.20	141	1,491	52.8%	0.18	0.0078	-0.133	250	37.25	39.95		13	47.6%	-0.83	0.0081	-0.133
2.19	2.39	3		52.3%	0.15	0.0069	-0.117	255	41.65	44.50			47.3%	-0.86	0.0072	-0.117
1.65	2.08	28	1,181	52.9%	0.12	0.0060	-0.102	260	46.20	49.05			46.3%	-0.89	0.0064	-0.102
1.05	1.29	18	2,365	53.4%	0.08	0.0045	-0.077	270	55.65	58.40				-0.93	0.0048	-0.076
0.6200	0.8800	7	213	54.2%	0.05	0.0032	-0.057	280	65.30	68.00		10		-0.96	0.0036	-0.056
0.3100	0.7400	2	34	55.9%	0.04	0.0023	-0.042	290	75.15	78.65				-0.98	0.0028	-0.038
0.2500	0.3500	10	124	55.6%	0.03	0.0017	-0.031	300	85.10	88.60				-0.99	0.0015	-0.029
0.0400	0.6600		34	61.4%	0.02	0.0012	-0.024	310	95.05	98.60				-1.00	0.0004	-0.024

Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.

Volatility smile — Nov 20, 2026

Pagina della volatilità →

Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.

callput

ZS catena di opzioni Zscaler, Inc.

Volatility smile — Nov 20, 2026

Beni ciclici

ETF

Tecnologia

Servizi Finanziari

Industriali

Beni di prima necessità