NEW Tour v246
FSLY
FASTLY INC A
$18.36 +2.00%
$18.01 (-1.91%)🌙
as of 06/30 06:27 PM
6/30 18:27

Option Volume

Detail
Current (06/30) 4,456
Calls: 3,409 (77%)
Puts: 1,047 (23%)
Prior (06/29) 7,050
Calls: 5,819 (83%)
Puts: 1,231 (17%)
Current vs Prior -36.79%
Calls: -41.42% (Calls)
Puts: -14.95% (Puts)
Prior 7-Day Total 41,105
Calls: 28,990 (71%)
Puts: 12,115 (29%)
Prior 7-Day Average 5,872
Calls: 4,141 (71%)
Puts: 1,730 (29%)
Current vs Prior 7-Day Avg -24.12%
Calls: -17.69%
Puts: -39.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $879.7K
Calls: $785.5K (89%)
Puts: $94.2K (11%)
Prior (06/29) $1.06M
Calls: $790.7K (75%)
Puts: $264.8K (25%)
Current vs Prior -16.66%
Calls: -0.66%
Puts: -64.43%
Prior 7-Day Total $7.10M
Calls: $4.91M (69%)
Puts: $2.20M (31%)
Prior 7-Day Average $1.01M
Calls: $700.7K (69%)
Puts: $313.8K (31%)
Current vs Prior 7-Day Avg -13.29%
Calls: +12.09%
Puts: -69.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.31
Prior (06/29) 0.21
Current vs Prior +45.18%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -32.36%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 50,726
Calls: 43,097 (85%)
Puts: 7,629 (15%)
Prior (06/29) 85,019
Calls: 52,987 (62%)
Puts: 32,032 (38%)
Current vs Prior -40.34%
Prior 7-Day Total 488,453
Calls: 344,532 (71%)
Puts: 143,921 (29%)
Prior 7-Day Average 69,779
Calls: 49,218 (71%)
Puts: 20,560 (29%)
Current vs Prior 7-Day Avg -27.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 12.31% | 15.58%12.31% | 15.58%15.58% | 30.77%
Prior 6.78% | 12.56%-- | ---- | --
Current vs Prior +6.88% | -1.96%-- | ---- | --
Prior 7-Day Avg 8.31% | 14.22%-- | ---- | --
Current vs 7-Day Avg -12.81% | -13.41%-- | ---- | --
Prior 7-Day Eod 6.78% | 12.56%-- | ---- | --
Current vs 7-Day Eod +6.88% | -1.96%-- | ---- | --
Sentiment BEARISH----

Relative Spread

Detail
Expiry | Next
Current 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Prior 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.15% | 44.76%
Calls: 30.69% | 49.47%
Puts: 51.61% | 40.05%
Current vs 7-Day Avg -63.79% | -86.42%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($785.5K) vs puts ($94.2K). Extreme bullish P/C ratio of 0.31 - heavy call buying (3,409 calls vs 1,047 puts). P/C ratio rising 45% - increased hedging/bearish positioning. Call-heavy open interest (43,097 calls vs 7,629 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 5 of results (avg 8.1%, best 6.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 101.751.90$1.838.2%10.73133
$18.00Jul 241.701.85$1.788.4%10.58--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 172.252.40$2.336.4%10.65--
$20.00Jul 242.502.70$2.607.7%150.613.0K
$20.00Jul 101.952.15$2.059.8%160.70--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.73, cheapest $0.55)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 170.500.60$0.5518.2%10.29--
$20.00Jul 170.650.75$0.7014.3%2240.354.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 20.851.00$0.9316.1%110.6852

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.69, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 22.604.40$3.5051.4%20.86--
$16.00Jul 22.002.80$2.4033.3%330.8596
$15.00Jul 173.303.90$3.6016.7%10.85197
$16.00Jul 102.103.40$2.7547.3%10.84--
$17.50Jul 20.851.30$1.0841.7%500.741.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 21.402.30$1.8548.6%100.8823
$19.50Jul 21.051.75$1.4050.0%10.76--
$20.50Jul 102.152.75$2.4524.5%10.76--
$20.00Jul 101.952.15$2.059.8%160.70--
$19.00Jul 20.851.00$0.9316.1%110.6852

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 1.7K, top 235)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 20.650.80$0.7320.5%2350.62304
$20.00Jul 170.650.75$0.7014.3%2240.354.8K
$20.00Jul 20.050.10$0.0862.5%1570.12695
$18.50Jul 20.350.55$0.4544.4%1110.47512
$18.00Jul 101.101.25$1.1812.7%710.58144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 100.250.40$0.3345.5%610.2118
$18.00Jul 171.001.25$1.1322.1%520.4213
$18.00Jul 100.700.90$0.8025.0%480.4237
$16.00Jul 100.150.30$0.2268.2%460.15138
$17.50Jul 100.500.70$0.6033.3%280.3446

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 46.6%, max 172.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Jul 2Jul 17268.2%98.5%172.3%3197
$16.00Jul 2Jul 10190.4%87.0%118.8%3496
$21.50Jul 2Jul 17139.4%86.7%60.8%174
$22.00Jul 2Jul 24135.8%89.2%52.2%4483
$20.50Jul 2Jul 17117.7%82.6%42.4%2105
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Jul 2Aug 7268.2%99.0%171.0%2--
$16.00Jul 2Jul 17190.4%87.9%116.6%3--
$16.50Jul 2Jul 10136.6%85.8%59.2%73121
$17.50Jul 2Jul 17105.6%82.5%28.0%341.0K
$18.50Jul 2Jul 1798.2%83.2%18.1%1737

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 5.67, avg 1.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$21.50Jul 17$0.15$0.85$0.155.67$20.65
$19.50$20.00Jul 10$0.10$0.40$0.104.00$19.60
$20.00$20.50Jul 10$0.10$0.40$0.104.00$20.10
$20.00$22.00Jul 24$0.45$1.55$0.453.44$20.45
$19.50$20.00Jul 2$0.12$0.38$0.123.17$19.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$15.50Jul 2$0.10$0.40$0.104.00$15.90
$16.50$16.00Jul 10$0.11$0.39$0.113.55$16.39
$17.00$15.00Jul 31$0.47$1.53$0.473.26$16.53
$17.00$16.50Jul 10$0.12$0.38$0.123.17$16.88
$17.00$16.00Jul 17$0.28$0.72$0.282.57$16.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 7.33, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$17.50Jul 2$1.32$1.32$0.187.33$17.32
$15.00$16.50Jul 17$1.15$1.15$0.353.29$16.15
$16.50$17.00Jul 17$0.37$0.37$0.132.85$16.87
$17.50$18.00Jul 2$0.35$0.35$0.152.33$17.85
$17.00$18.00Jul 10$0.65$0.65$0.351.86$17.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$18.50Jul 2$0.33$0.33$0.171.94$18.67
$20.00$18.50Jul 17$0.95$0.95$0.551.73$19.05
$20.00$18.00Jul 10$1.25$1.25$0.751.67$18.75
$18.00$17.00Aug 7$0.58$0.58$0.421.38$17.42
$18.00$17.00Jul 31$0.57$0.57$0.431.33$17.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.39, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 2Jul 17$0.10268.2%98.5%
$22.00Jul 2Jul 10$0.10135.8%84.6%
$21.50Jul 2Jul 10$0.17139.4%91.8%
$17.00Jul 10Jul 17$0.2584.0%84.4%
$20.50Jul 2Jul 10$0.27117.7%87.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 2Jul 24$0.15268.2%89.8%
$16.50Jul 2Jul 10$0.20136.6%85.8%
$20.00Jul 2Jul 10$0.2098.4%86.3%
$17.00Jul 2Jul 10$0.32109.3%84.0%
$17.50Jul 2Jul 10$0.38105.6%81.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 5.72% of stock, avg 13.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.50Jul 2$0.45$0.60$1.05$17.45$19.555.72%
$18.00Jul 2$0.73$0.38$1.11$16.89$19.116.05%
$19.00Jul 2$0.25$0.93$1.18$17.82$20.186.43%
$17.50Jul 2$1.08$0.22$1.30$16.20$18.807.08%
$19.50Jul 2$0.20$1.40$1.60$17.90$21.108.71%
$20.00Jul 2$0.08$1.85$1.93$18.07$21.9310.51%
$18.00Jul 10$1.18$0.80$1.98$16.02$19.9810.78%
$17.00Jul 10$1.83$0.45$2.28$14.72$19.2812.42%
$20.00Jul 10$0.45$2.05$2.50$17.50$22.5013.62%
$16.00Jul 2$2.40$0.20$2.60$13.40$18.6014.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 1.14% of stock, avg 6.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.00$17.00Jul 2$0.08$0.13$0.21$16.79$20.21
$20.00$16.50Jul 2$0.08$0.13$0.21$16.29$20.21
$20.50$17.00Jul 2$0.08$0.13$0.21$16.79$20.71
$20.50$16.50Jul 2$0.08$0.13$0.21$16.29$20.71
$20.00$16.00Jul 2$0.08$0.20$0.28$15.72$20.28
$20.50$16.00Jul 2$0.08$0.20$0.28$15.72$20.78
$20.00$17.50Jul 2$0.08$0.22$0.30$17.20$20.30
$20.50$17.50Jul 2$0.08$0.22$0.30$17.20$20.80
$19.50$17.00Jul 2$0.20$0.13$0.33$16.67$19.83
$19.50$16.50Jul 2$0.20$0.13$0.33$16.17$19.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 4.56, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
17/1820/21Jul 31$0.82$0.184.56$17.18$20.82
17/1818/18Jul 10$0.40$0.104.00$17.10$18.40
18/1820/20Jul 17$0.40$0.104.00$18.10$20.40
18/1819/20Jul 17$0.39$0.113.55$18.11$19.39
18/1920/21Jul 31$0.78$0.223.55$18.22$20.78
16/1618/18Jul 2$0.38$0.123.17$15.62$18.38
16/1617/18Jul 10$0.76$0.243.17$15.74$17.76
17/1818/19Jul 10$0.38$0.123.17$17.12$18.88
17/1818/19Jul 17$0.38$0.123.17$17.12$18.88
18/1820/20Jul 17$0.38$0.123.17$17.62$20.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Jul 24$0.08$0.9211.50
$17.00$18.00$19.00Jul 24$0.09$0.9110.11
$17.50$18.00$18.50Jul 2$0.07$0.436.14
$20.50$21.00$21.50Jul 2$0.07$0.436.14
$17.50$18.00$18.50Jul 17$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.00$17.50$18.00Jul 10$0.05$0.459.00
$17.50$18.00$18.50Jul 2$0.06$0.447.33
$17.00$17.50$18.00Jul 17$0.06$0.447.33
$16.00$16.50$17.00Jul 2$0.07$0.436.14
$17.00$17.50$18.00Jul 2$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.05, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.001:2Jul 24-$0.10$1.90
$18.00$20.001:2Jul 31-$0.56$1.44
$20.50$21.501:2Jul 17-$0.25$0.75
$17.00$18.001:2Jul 10-$0.53$0.47
$21.00$21.501:2Jul 2-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$15.001:2Aug 7-$0.05$1.95
$17.00$15.001:2Jul 31-$0.16$1.84
$20.00$18.501:2Jul 17-$0.43$1.07
$17.00$16.001:2Jul 17-$0.17$0.83
$18.00$17.001:2Jul 31-$0.53$0.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 6.81%, avg 3.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$19.00Jul 24$1.250.483.5%6.81%10.29%1--
$18.50Jul 17$1.100.510.8%5.99%6.75%823
$20.00Jul 31$1.000.418.9%5.45%14.38%5--
$21.00Aug 7$1.000.3914.4%5.45%19.83%1--
$19.00Jul 17$0.900.463.5%4.90%8.39%1995
$20.00Jul 24$0.900.398.9%4.90%13.83%643
$18.50Jul 10$0.800.500.8%4.36%5.12%1327
$19.50Jul 17$0.750.406.2%4.08%10.29%138
$21.00Jul 31$0.750.3514.4%4.08%18.46%14--
$20.00Jul 17$0.650.358.9%3.54%12.47%2244.8K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 3,409
Total Puts 1,047
Put/Call Ratio 0.31
Net Difference 2,362

Prior's Put/Call Breakdown

Total Calls 5,819
Total Puts 1,231
Put/Call Ratio 0.21
Net Difference 4,588

Prior 7-Day Put/Call Summary

Total Calls 28,990
Total Puts 12,115
Average Put/Call Ratio 0.45
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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