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ZS

Zscaler Inc
ZS KEY LEVELSCaptured 2026-09-16 05:10 ET
$193.45ZS last price
-0.23%Change on the session
$20.7MNet dealer gamma, Neutral Gamma: Spot At the Flip
200Call wall, largest gamma strike at $6.0M net
180Put wall

Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.

TechnologySoftware InfrastructureMkt Cap: 30BAvg Vol: 2M

LIVE MARKET SNAPSHOT

LAST PRICE
$193.45-0.23%
Volume 4K
DEALER GAMMA (GEX)
Call Wall200
Put Wall180
GEX Flip190
Vol Trigger180
Net GEX$20.7M
Neutral Gamma: Spot At the Flip

Cached snapshot as of 2026-09-16 09:10 UTC, live streaming data in the terminal.

ZS DEALER GAMMA BY STRIKE

Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.

Net gamma exposure at each strike near ZS's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.

Unit: USD of dealer gamma per 1 percent move in spot. A window of the ZS option chain, not the whole book: the 30 strikes nearest spot out of 63 seen, 1,202 contract rows spanning 17 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.

New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.

StrikeNet GEXCall GEXPut GEXConcentration
150-$223.8K$292.6K-$516.4K
152.5-$19.9K$0-$19.9K
155-$393.1K$84.3K-$477.4K
157.5-$23.2K$749-$23.9K
160-$337.1K$124.6K-$461.6K
162.5-$7.9K$18.0K-$25.8K
165-$211.9K$158.3K-$370.3K
167.5$262$31.0K-$30.7K
170$671.4K$1.1M-$393.7K
172.5$145.6K$187.0K-$41.4K
175$212.2K$1.2M-$980.8K
177.5-$189.5K$188.3K-$377.8K
180PUT WALL$508.7K$2.3M-$1.8M
182.5$322.9K$788.0K-$465.1K
185$1.4M$2.5M-$1.0M
187.5-$105.8K$452.3K-$558.0K
190GEX FLIP$2.8M$3.8M-$1.0M
192.5SPOT$499.9K$626.6K-$126.7K
195$1.9M$2.3M-$467.5K
197.5$338.5K$367.8K-$29.3K
200CALL WALL$6.0M$6.7M-$674.3K
202.5$90.3K$90.3K$0
205$762.4K$762.4K$0
207.5$78.7K$78.7K$0
210$4.0M$4.0M-$674
215$156.8K$156.8K$0
220$1.3M$1.3M-$749
225$52.7K$52.7K$0
230$997.5K$1.1M-$57.7K
235$5.4K$5.4K$0

These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.

ABOUT ZS

Zscaler operates a cloud-native zero trust security platform that replaces traditional network security appliances. Its Zero Trust Exchange processes over 300 billion daily transactions, providing secure internet access, private application access, and digital experience monitoring.

WHY TRACK ZS ON SQUAWKFLOW

ZS options flow signals zero trust security adoption trends. Billings growth creates binary earnings outcomes. Large enterprises shifting from legacy VPN to zero trust architecture show up as institutional accumulation in options.

ZS DATA ON SQUAWKFLOW

Options Flow

ZS options flow, unusual activity, and volume concentrations from the session chain

Latest Snapshot

Last ZS price, change, volume, and the current dealer-gamma regime

GEX Dashboard

ZS gamma exposure levels, call/put walls, and GEX flip

AI Narration

AI-powered analysis of ZS market microstructure in real time

News Sentiment

ZS news with AI sentiment scoring and impact analysis

Sector Context

Technology sector rotation and relative strength vs peers

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