As ruler of the sky, Zeus was also the god of thunder and lightning. He is commonly depicted with lightning bolts - his original lightning bolts were fashioned for him by the three Cyclopes whose aid was decisive in the war against the Titans.
To Zeus Astrapaios (Lightning Maker). I call the mighty, holy, splendid, light, aerial, dreadful-sounding, fiery-bright, flaming, ethereal light, with angry voice, lighting through lucid clouds with crashing noise. Untamed, to whom resentments dire belong, pure, holy power, all-parent, great and strong: come, and benevolent these rites attend, and grant the mortal life a pleasing end. - Orphic Hymn 20 to Lightning Zeus