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Zscaler Inc ZS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-20T06:04:12.124Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T22:21:31.724929189Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:04:11.491605+00:00

Share price$212.80
1D+0.9%
AH$208$210$212$213$2155:30 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$2.28$11.82$21.36$30.90$40.44$166.66$190.46$214.26$238.07$261.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ZS spot · $212.80ZS PRICE$3.31$4.40$5.55$6.77$8.21$9.78$11.45$14.11$16.22$18.72$21.62$24.09$28.54$4.10$5.54$6.98$8.39$10.56$12.55$14.84$18.09$20.08$23.96$27.17$31.61$37.69
PutsCheap0.92×
CallsCheap0.82×
SkewBearish+2.19 pp
Implied moveBearish±$26.29
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ244.8451.3%16.6%189.1354.6%13.1%
25Δ238.7051.0%14.2%194.1155.0%11.4%
30Δ233.2850.7%12.2%198.9954.2%9.8%
35Δ228.2950.1%10.5%203.6452.6%8.2%
40Δ224.0150.4%9.1%207.7054.4%7.4%
45Δ219.8950.7%7.9%211.9354.1%6.3%
50Δ215.8650.6%6.8%216.1854.1%5.4%
55Δ211.9454.0%6.2%220.8756.1%4.7%
60Δ207.7353.9%5.2%224.9153.8%3.7%
65Δ203.4354.2%4.4%230.1255.2%3.1%
70Δ198.8854.7%3.6%234.8554.2%2.4%
75Δ194.6753.0%2.8%240.5654.3%1.8%
80Δ189.0054.9%2.2%247.7655.2%1.3%

20Δ

Calls
Pseudo strike
244.84
IV
51.3%
B/E move
16.6%
Puts
Pseudo strike
189.13
IV
54.6%
B/E move
13.1%

25Δ

Calls
Pseudo strike
238.70
IV
51.0%
B/E move
14.2%
Puts
Pseudo strike
194.11
IV
55.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
233.28
IV
50.7%
B/E move
12.2%
Puts
Pseudo strike
198.99
IV
54.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
228.29
IV
50.1%
B/E move
10.5%
Puts
Pseudo strike
203.64
IV
52.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
224.01
IV
50.4%
B/E move
9.1%
Puts
Pseudo strike
207.70
IV
54.4%
B/E move
7.4%

45Δ

Calls
Pseudo strike
219.89
IV
50.7%
B/E move
7.9%
Puts
Pseudo strike
211.93
IV
54.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
215.86
IV
50.6%
B/E move
6.8%
Puts
Pseudo strike
216.18
IV
54.1%
B/E move
5.4%

55Δ

Calls
Pseudo strike
211.94
IV
54.0%
B/E move
6.2%
Puts
Pseudo strike
220.87
IV
56.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
207.73
IV
53.9%
B/E move
5.2%
Puts
Pseudo strike
224.91
IV
53.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
203.43
IV
54.2%
B/E move
4.4%
Puts
Pseudo strike
230.12
IV
55.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
198.88
IV
54.7%
B/E move
3.6%
Puts
Pseudo strike
234.85
IV
54.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
194.67
IV
53.0%
B/E move
2.8%
Puts
Pseudo strike
240.56
IV
54.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
189.00
IV
54.9%
B/E move
2.2%
Puts
Pseudo strike
247.76
IV
55.2%
B/E move
1.3%

Options history

ZS51.4951.5451.592026-10-19T19:55:26.372000+00:00: 51.54%Oct 19Oct 19
Table
ObservationIVSkewImplied move
51.54%3.99 pp12.36%