IntraAlpha
Create free account Start free

Zscaler Inc ZS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-15T20:04:00.108Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:10.176025191Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:00:21.134145+00:00

Share price$220.43
1D+2.5%
AH$213$215$218$220$2235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMZS
Sold putSold callAH

Zscaler Inc options

Live interpolated ZS call and put midpoint premiums by absolute delta.Zscaler Inc$0.56$2.38$4.21$6.03$7.86$206.51$213.68$220.85$228.01$235.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $220.43OPTION PRICELive ZS spot · $220.43ZS PRICE$0.84$1.14$1.48$1.90$2.33$2.88$3.47$3.97$4.37$4.76$5.50$6.26$7.33$0.76$1.11$1.45$1.77$1.94$2.12$2.60$3.20$3.80$4.49$5.21$6.06$7.17
PutsCheap0.61×
CallsCheap0.67×
SkewBullish-10.54 pp
Implied moveBullish±$6.07
TiltBullish5.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ227.0465.1%3.4%215.0157.7%2.8%
25Δ225.8766.3%3.0%215.9060.4%2.6%
30Δ224.7467.8%2.6%216.7963.1%2.3%
35Δ223.7369.9%2.4%217.7064.2%2.0%
40Δ222.7272.0%2.1%218.7058.8%1.7%
45Δ221.6774.2%1.9%219.7153.5%1.3%
50Δ220.6076.4%1.7%220.6154.0%1.1%
55Δ219.5775.9%1.4%221.4756.7%1.0%
60Δ218.5872.1%1.1%222.3359.5%0.9%
65Δ217.5968.2%0.9%223.3260.4%0.7%
70Δ216.4967.6%0.7%224.3360.8%0.6%
75Δ215.3867.3%0.6%225.4661.5%0.5%
80Δ214.0267.8%0.4%226.8362.7%0.4%

20Δ

Calls
Pseudo strike
227.04
IV
65.1%
B/E move
3.4%
Puts
Pseudo strike
215.01
IV
57.7%
B/E move
2.8%

25Δ

Calls
Pseudo strike
225.87
IV
66.3%
B/E move
3.0%
Puts
Pseudo strike
215.90
IV
60.4%
B/E move
2.6%

30Δ

Calls
Pseudo strike
224.74
IV
67.8%
B/E move
2.6%
Puts
Pseudo strike
216.79
IV
63.1%
B/E move
2.3%

35Δ

Calls
Pseudo strike
223.73
IV
69.9%
B/E move
2.4%
Puts
Pseudo strike
217.70
IV
64.2%
B/E move
2.0%

40Δ

Calls
Pseudo strike
222.72
IV
72.0%
B/E move
2.1%
Puts
Pseudo strike
218.70
IV
58.8%
B/E move
1.7%

45Δ

Calls
Pseudo strike
221.67
IV
74.2%
B/E move
1.9%
Puts
Pseudo strike
219.71
IV
53.5%
B/E move
1.3%

50Δ

Calls
Pseudo strike
220.60
IV
76.4%
B/E move
1.7%
Puts
Pseudo strike
220.61
IV
54.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
219.57
IV
75.9%
B/E move
1.4%
Puts
Pseudo strike
221.47
IV
56.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
218.58
IV
72.1%
B/E move
1.1%
Puts
Pseudo strike
222.33
IV
59.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
217.59
IV
68.2%
B/E move
0.9%
Puts
Pseudo strike
223.32
IV
60.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
216.49
IV
67.6%
B/E move
0.7%
Puts
Pseudo strike
224.33
IV
60.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
215.38
IV
67.3%
B/E move
0.6%
Puts
Pseudo strike
225.46
IV
61.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
214.02
IV
67.8%
B/E move
0.4%
Puts
Pseudo strike
226.83
IV
62.7%
B/E move
0.4%