Zscaler Inc. (ZS)
NASDAQ: ZS
· Real-Time Price · USD
307.58
3.05 (1.00%)
At close: Oct 02, 2025, 3:59 PM
307.69
0.04%
After-hours: Oct 02, 2025, 04:50 PM EDT
ZS Delta Exposure By Expiry
The total Delta Exposure (DEX) for ZS across all expirations shows 4,157,226.62 net shares that market makers must hedge, with 8,264,478.1 from calls and 4,107,251.48 from puts. The put-call delta ratio of 0.50 suggests neutral market maker positioning.
ZS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 25 | 380,606.87 | -552,415.98 | -171,809.11 | 1.45 |
| Oct 10, 25 | 433,060.54 | -329,598.62 | 103,461.92 | 0.76 |
| Oct 17, 25 | 824,716.14 | -351,086.86 | 473,629.28 | 0.43 |
| Oct 24, 25 | 47,393.4 | -19,360.06 | 28,033.34 | 0.41 |
| Oct 31, 25 | 48,700.02 | -69,134.62 | -20,434.6 | 1.42 |
| Nov 7, 25 | 12,219.88 | -6,158.3 | 6,061.58 | 0.50 |
| Nov 21, 25 | 1,024,427.04 | -603,880.19 | 420,546.85 | 0.59 |
| Jan 16, 26 | 3,030,413.31 | -821,238.02 | 2,209,175.29 | 0.27 |
| Feb 20, 26 | 122,561.15 | -67,693.95 | 54,867.2 | 0.55 |
| Mar 20, 26 | 813,255.7 | -604,623.29 | 208,632.41 | 0.74 |
| May 15, 26 | 47,344.95 | -32,306.58 | 15,038.37 | 0.68 |
| Jun 18, 26 | 484,701.74 | -228,977.97 | 255,723.77 | 0.47 |
| Sep 18, 26 | 180,309.85 | -142,313.94 | 37,995.91 | 0.79 |
| Dec 18, 26 | 268,761.75 | -74,359.01 | 194,402.74 | 0.28 |
| Jan 15, 27 | 538,717.37 | -203,035.37 | 335,682 | 0.38 |
| Jan 21, 28 | 7,288.39 | -1,068.72 | 6,219.67 | 0.15 |