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Zscaler Inc ZS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T21:47:59.618Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:15.099254691Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T21:47:59.127159+00:00

Share price$206.00
1D-7.2%
AH$203$208$213$219$2245:30 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$1.34$6.25$11.17$16.08$21.00$177.58$194.03$210.47$226.91$243.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZS spot · $206.00ZS PRICE$1.87$2.55$3.32$4.14$5.06$6.03$7.16$8.50$10.02$11.62$14.00$16.30$19.58$1.92$2.56$3.25$4.00$4.84$6.02$7.03$7.98$8.93$9.89$10.74$12.08$13.68
PutsCheap0.71×
CallsCheap0.89×
SkewBullish-13.04 pp
Implied moveBalanced±$14.20
TiltBullish8.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.1561.0%8.8%193.2957.9%7.1%
25Δ219.3362.3%7.7%195.9457.6%6.1%
30Δ216.7863.7%6.8%198.3657.2%5.3%
35Δ214.2364.5%6.0%200.6056.8%4.6%
40Δ211.8165.4%5.3%202.7356.7%3.9%
45Δ209.3965.6%4.6%204.7459.1%3.5%
50Δ207.0266.5%4.0%206.8358.6%3.0%
55Δ204.6368.0%3.5%208.8457.0%2.5%
60Δ202.1269.5%3.0%210.7755.1%2.0%
65Δ199.5070.1%2.5%212.6252.9%1.6%
70Δ196.3973.9%2.1%214.2549.9%1.2%
75Δ193.2175.1%1.7%216.2348.5%0.9%
80Δ189.2078.6%1.4%218.3647.4%0.6%

20Δ

Calls
Pseudo strike
222.15
IV
61.0%
B/E move
8.8%
Puts
Pseudo strike
193.29
IV
57.9%
B/E move
7.1%

25Δ

Calls
Pseudo strike
219.33
IV
62.3%
B/E move
7.7%
Puts
Pseudo strike
195.94
IV
57.6%
B/E move
6.1%

30Δ

Calls
Pseudo strike
216.78
IV
63.7%
B/E move
6.8%
Puts
Pseudo strike
198.36
IV
57.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
214.23
IV
64.5%
B/E move
6.0%
Puts
Pseudo strike
200.60
IV
56.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
211.81
IV
65.4%
B/E move
5.3%
Puts
Pseudo strike
202.73
IV
56.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
209.39
IV
65.6%
B/E move
4.6%
Puts
Pseudo strike
204.74
IV
59.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
207.02
IV
66.5%
B/E move
4.0%
Puts
Pseudo strike
206.83
IV
58.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
204.63
IV
68.0%
B/E move
3.5%
Puts
Pseudo strike
208.84
IV
57.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
202.12
IV
69.5%
B/E move
3.0%
Puts
Pseudo strike
210.77
IV
55.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
199.50
IV
70.1%
B/E move
2.5%
Puts
Pseudo strike
212.62
IV
52.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
196.39
IV
73.9%
B/E move
2.1%
Puts
Pseudo strike
214.25
IV
49.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
193.21
IV
75.1%
B/E move
1.7%
Puts
Pseudo strike
216.23
IV
48.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
189.20
IV
78.6%
B/E move
1.4%
Puts
Pseudo strike
218.36
IV
47.4%
B/E move
0.6%