Zscaler Inc.

NASDAQ: ZS · Real-Time Price · USD
277.17
2.20 (0.80%)
At close: Aug 18, 2025, 3:59 PM
279.00
0.66%
After-hours: Aug 18, 2025, 07:57 PM EDT

ZS Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for ZS across all expirations is 12,055.73 shares per 1% move, with 76,389.17 from calls and 64,333.44 from puts. The put-call GEX ratio of 0.84 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 10,271.75 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests possible volatility from negative gamma effects.

ZS GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Aug 22, 25 5,462.63 -7,707.82 -2,245.19 1.41
Aug 29, 25 3,362.94 -6,468.33 -3,105.39 1.92
Sep 5, 25 1,810.1 -2,448.03 -637.93 1.35
Sep 12, 25 850.55 -1,059.81 -209.26 1.25
Sep 19, 25 27,893.11 -17,621.36 10,271.75 0.63
Sep 26, 25 153.88 -94.77 59.11 0.62
Oct 17, 25 2,335.54 -1,927.83 407.71 0.83
Nov 21, 25 10,267 -6,834.82 3,432.18 0.67
Jan 16, 26 16,016.74 -11,891.8 4,124.94 0.74
Feb 20, 26 467.32 -201.77 265.55 0.43
Mar 20, 26 3,530.72 -3,292.76 237.96 0.93
May 15, 26 91.79 -82.28 9.51 0.90
Jun 18, 26 1,659.4 -1,859.63 -200.23 1.12
Sep 18, 26 533.99 -801.05 -267.06 1.50
Dec 18, 26 713.52 -696.41 17.11 0.98
Jan 15, 27 1,239.94 -1,344.97 -105.03 1.08