ZS cadeia de opções Zscaler, Inc.

Expiração Cboe delayed options data · em 09:47 UTC

Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.

Este vencimento precifica um movimento de aproximadamente ±12.5% (186.10–239.50) · IV ATM 53.1% · P/C open interest 0.84

CALLS								Strike	PUTS
Bid	Perguntar	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	Perguntar	Vol	OI	IV	Δ	Γ	Θ
101.30	104.65		12	87.4%	1.00	0.0001	0.000	110	0	0.6700	1	166	108.0%	-0.00	0.0001	-0.005
96.30	99.85		26	90.1%	1.00	0.0002	0.000	115	0	0.4400		267	95.5%	-0.00	0.0002	-0.006
91.35	94.80		54	82.7%	1.00	0.0002	0.000	120	0.0100	0.2100		582	81.8%	-0.00	0.0002	-0.008
86.40	89.90		74	81.1%	0.99	0.0003	0.000	125	0	0.6800		402	89.3%	-0.01	0.0003	-0.010
81.45	84.95		43	77.3%	0.99	0.0004	-0.003	130	0	0.5000		1,108	79.7%	-0.01	0.0004	-0.013
76.95	80.00		181	81.7%	0.99	0.0006	-0.007	135	0.0100	0.3300		118	70.9%	-0.01	0.0006	-0.016
71.45	75.00		211	66.0%	0.99	0.0008	-0.012	140	0	0.5300	22	909	69.6%	-0.01	0.0008	-0.021
66.65	70.10	1	50	66.2%	0.98	0.0011	-0.018	145	0	0.6800	1	343	67.1%	-0.02	0.0011	-0.026
61.65	65.25		169	62.7%	0.98	0.0014	-0.026	150	0.0900	0.8700	7	547	65.7%	-0.02	0.0014	-0.033
56.95	60.50		135	63.5%	0.97	0.0019	-0.035	155	0.0100	0.8900		993	59.8%	-0.03	0.0019	-0.042
52.10	55.45		136	58.7%	0.96	0.0024	-0.046	160	0.2400	0.9100	5	387	57.3%	-0.04	0.0025	-0.053
47.65	50.95		116	60.7%	0.94	0.0032	-0.060	165	0.7600	1.20	2	476	58.4%	-0.06	0.0032	-0.066
42.55	46.35		1,394	56.6%	0.92	0.0040	-0.075	170	0.9500	1.76	52	780	57.4%	-0.08	0.0040	-0.081
38.30	41.65	1	263	55.8%	0.90	0.0050	-0.093	175	1.50	2.31	93	455	56.8%	-0.10	0.0051	-0.098
34.00	37.20	10	726	54.6%	0.87	0.0061	-0.112	180	2.38	2.61	68	1,113	55.5%	-0.13	0.0062	-0.117
32.65	35.50			58.1%	0.85	0.0067	-0.122	182.5	1.85	3.05			52.0%	-0.15	0.0067	-0.127
29.85	33.35	1	157	54.9%	0.83	0.0073	-0.132	185	3.15	3.50	23	682	54.6%	-0.17	0.0073	-0.136
27.85	31.45			54.8%	0.81	0.0079	-0.142	187.5	2.77	4.05	2	2	51.7%	-0.19	0.0079	-0.146
26.10	29.50	3	811	54.8%	0.79	0.0084	-0.152	190	4.35	4.60	69	1,626	53.9%	-0.21	0.0085	-0.155
24.30	27.65			54.7%	0.76	0.0090	-0.161	192.5	4.35	5.25			52.5%	-0.24	0.0091	-0.164
22.45	25.15		196	52.5%	0.74	0.0095	-0.170	195	5.75	6.15	136	264	54.0%	-0.26	0.0096	-0.173
21.70	23.45			54.7%	0.71	0.0100	-0.177	197.5	6.20	6.75	41	25	53.1%	-0.29	0.0101	-0.181
19.80	21.90	2	809	54.1%	0.69	0.0105	-0.185	200	7.05	7.60	136	1,898	52.9%	-0.32	0.0106	-0.188
17.60	20.80	5	5	53.5%	0.66	0.0109	-0.191	202.5	7.30	8.55	19	9	51.3%	-0.34	0.0110	-0.194
16.30	19.50	34	17	54.2%	0.63	0.0112	-0.196	205	8.30	9.60	67	47	51.3%	-0.37	0.0113	-0.199
14.65	18.05	13	13	53.4%	0.60	0.0115	-0.200	207.5	10.25	10.70	83	67	53.1%	-0.40	0.0116	-0.203
13.90	15.95	106	1,007	52.9%	0.57	0.0117	-0.203	210	11.45	11.80	176	916	53.0%	-0.43	0.0118	-0.206
12.60	15.15	56	52	53.7%	0.54	0.0119	-0.205	212.5	11.75	13.90	31	22	52.6%	-0.46	0.0120	-0.208
10.70	12.70	56	46	49.6%	0.51	0.0120	-0.206	215	12.55	15.80	17	13	52.6%	-0.49	0.0121	-0.208
10.30	11.65	18	14	51.1%	0.48	0.0120	-0.206	217.5	13.85	17.30	7	5	52.5%	-0.52	0.0121	-0.208
8.90	10.55	184	2,813	50.1%	0.45	0.0119	-0.204	220	16.65	18.75	17	226	55.1%	-0.55	0.0121	-0.206
7.95	9.60	18	15	50.0%	0.42	0.0118	-0.202	222.5	17.45	20.20			53.4%	-0.58	0.0120	-0.203
7.00	8.70	184	183	49.7%	0.40	0.0116	-0.198	225	18.35	21.90	20	20	52.0%	-0.61	0.0118	-0.200
6.15	7.85	4	3	49.6%	0.37	0.0114	-0.194	227.5	20.05	22.05	2	1	48.7%	-0.64	0.0116	-0.195
5.50	7.05	216	1,905	49.5%	0.34	0.0111	-0.188	230	22.50	25.25	2	166	53.3%	-0.66	0.0113	-0.190
4.65	5.70	3	3	50.3%	0.29	0.0104	-0.175	235	25.55	29.00	1	1	52.0%	-0.71	0.0107	-0.177
3.65	4.60	69	1,410	50.4%	0.25	0.0096	-0.161	240	29.45	32.85		205	51.8%	-0.76	0.0099	-0.162
2.92	3.65	12	10	50.6%	0.21	0.0087	-0.145	245	33.55	37.00			51.8%	-0.80	0.0090	-0.146
2.47	2.91	151	1,562	51.4%	0.17	0.0078	-0.129	250	37.90	41.40		13	52.4%	-0.84	0.0081	-0.130
1.67	2.32	4	4	50.6%	0.14	0.0068	-0.113	255	42.55	45.50			52.1%	-0.87	0.0072	-0.114
1.38	2.06	30	1,204	52.2%	0.12	0.0059	-0.099	260	46.90	50.35			52.5%	-0.90	0.0063	-0.099
0.8400	1.29	18	2,373	52.7%	0.08	0.0044	-0.073	270	56.30	59.75			52.8%	-0.94	0.0048	-0.074
0.4200	0.8800	7	206	53.1%	0.05	0.0031	-0.053	280	65.85	69.45		10	51.6%	-0.97	0.0036	-0.054
0.0600	0.9400	2	36	55.8%	0.03	0.0022	-0.039	290	75.85	79.30			53.6%	-0.99	0.0025	-0.035
0.2500	0.3200	13	130	55.5%	0.02	0.0016	-0.029	300	85.85	89.25			56.1%	-1.00	0.0011	-0.025
0	0.8600		34	63.8%	0.02	0.0011	-0.021	310	95.60	99.45				-1.00	0.0001	-0.025

Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.

Sorriso de volatilidade — Nov 20, 2026

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Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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ZS cadeia de opções Zscaler, Inc.

Sorriso de volatilidade — Nov 20, 2026

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