NEW Tour v251
FSLY
FASTLY INC A
$18.56 +1.09%
$18.71 (+0.81%)🌙
as of 07/01 06:29 PM
7/1 18:29

Option Volume

Detail
Current (07/01) 10,527
Calls: 9,676 (92%)
Puts: 851 (8%)
Prior (06/30) 4,456
Calls: 3,409 (77%)
Puts: 1,047 (23%)
Current vs Prior +136.24%
Calls: +183.84% (Calls)
Puts: -18.72% (Puts)
Prior 7-Day Total 37,426
Calls: 27,039 (72%)
Puts: 10,387 (28%)
Prior 7-Day Average 5,346
Calls: 3,862 (72%)
Puts: 1,483 (28%)
Current vs Prior 7-Day Avg +96.89%
Calls: +150.50%
Puts: -42.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $1.97M
Calls: $1.86M (95%)
Puts: $106.4K (5%)
Prior (06/30) $879.7K
Calls: $785.5K (89%)
Puts: $94.2K (11%)
Current vs Prior +123.75%
Calls: +137.04%
Puts: +12.93%
Prior 7-Day Total $6.35M
Calls: $4.39M (69%)
Puts: $1.96M (31%)
Prior 7-Day Average $906.5K
Calls: $627.1K (69%)
Puts: $279.4K (31%)
Current vs Prior 7-Day Avg +117.13%
Calls: +196.93%
Puts: -61.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.09
Prior (06/30) 0.31
Current vs Prior -71.36%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -79.27%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 86,107
Calls: 61,904 (72%)
Puts: 24,203 (28%)
Prior (06/30) 50,726
Calls: 43,097 (85%)
Puts: 7,629 (15%)
Current vs Prior +69.75%
Prior 7-Day Total 451,364
Calls: 331,068 (73%)
Puts: 120,296 (27%)
Prior 7-Day Average 64,480
Calls: 47,295 (73%)
Puts: 17,185 (27%)
Current vs Prior 7-Day Avg +33.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 11.48% | 14.98%11.48% | 14.98%14.98% | 30.44%
Prior 7.24% | 12.31%-- | ---- | --
Current vs Prior -21.16% | -6.77%-- | ---- | --
Prior 7-Day Avg 7.73% | 13.92%-- | ---- | --
Current vs 7-Day Avg -26.13% | -17.53%-- | ---- | --
Prior 7-Day Eod 7.24% | 12.31%-- | ---- | --
Current vs 7-Day Eod -21.16% | -6.77%-- | ---- | --
Sentiment BULLISH----

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 37.97% | 39.24%
Calls: 27.15% | 44.10%
Puts: 48.79% | 34.38%
Current vs 7-Day Avg -60.76% | -84.51%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($1.86M) vs puts ($106.4K). Massive premium surge with dollar volume up 124% vs prior. Dollar volume significantly above 7-day average (117% higher). Unusually high activity with volume up 136% vs prior - elevated interest.

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 2 of results (avg 7.7%, best 7.0%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 172.052.20$2.137.0%50.63381
$20.00Jul 242.302.50$2.408.3%100.593.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.78, cheapest $0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 100.700.85$0.7719.5%760.47128
$21.00Jul 240.700.85$0.7719.5%40.33--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 170.700.85$0.7719.5%290.33990
$17.00Jul 240.750.85$0.8012.5%20.30--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 22.303.00$2.6526.4%90.9268
$15.50Jul 22.754.10$3.4339.4%30.921
$15.00Jul 23.204.80$4.0040.0%30.92--
$15.00Jul 173.604.40$4.0020.0%10.90--
$16.50Jul 21.802.80$2.3043.5%90.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 21.302.30$1.8055.6%10.97--
$21.00Jul 21.653.10$2.3860.9%20.931
$20.00Jul 20.901.65$1.2759.1%50.9223
$20.00Jul 101.752.05$1.9015.8%40.6935
$19.00Jul 20.550.70$0.6323.8%150.6743

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 3.6K, top 933)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 20.000.10$0.05200.0%9330.10728
$20.00Jul 100.350.55$0.4544.4%4550.31312
$19.50Jul 20.000.15$0.08187.5%3550.17267
$20.00Jul 170.650.85$0.7526.7%2760.384.8K
$18.00Jul 20.451.45$0.95105.3%1420.75311
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 170.150.25$0.2050.0%2770.11904
$19.00Jul 311.902.15$2.0312.3%660.4851
$18.50Jul 100.750.95$0.8523.5%510.4612
$18.00Jul 20.100.20$0.1566.7%310.26107
$17.50Jul 170.700.85$0.7719.5%290.33990

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 81.2%, max 261.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Jul 2Jul 17329.2%91.2%261.0%4--
$15.50Jul 2Jul 17273.6%92.9%194.3%41
$16.50Jul 2Jul 10213.9%81.2%163.5%1132
$16.00Jul 2Jul 10219.5%90.5%142.5%1468
$21.50Jul 2Jul 17205.8%87.1%136.1%511
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.50Jul 2Jul 17273.6%92.9%194.3%7--
$16.00Jul 2Aug 7219.5%95.5%129.8%22--
$17.00Jul 2Jul 31175.3%88.4%98.4%22465
$17.50Jul 2Jul 17125.1%84.2%48.6%31990
$20.00Jul 2Jul 24112.2%87.1%28.8%153.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 4.56, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.00$22.00Aug 7$0.36$1.64$0.364.56$20.36
$20.00$22.00Jul 31$0.38$1.62$0.384.26$20.38
$20.00$20.50Jul 10$0.10$0.40$0.104.00$20.10
$21.50$22.00Jul 17$0.10$0.40$0.104.00$21.60
$21.00$22.00Jul 24$0.20$0.80$0.204.00$21.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$15.50Jul 17$0.27$1.23$0.274.56$16.73
$17.00$16.00Jul 31$0.25$0.75$0.253.00$16.75
$17.00$16.50Jul 10$0.13$0.37$0.132.85$16.87
$17.50$17.00Jul 10$0.15$0.35$0.152.33$17.35
$18.00$17.50Jul 10$0.15$0.35$0.152.33$17.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 4.71, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.50$17.50Jul 17$1.65$1.65$0.354.71$17.15
$17.00$17.50Jul 2$0.38$0.38$0.123.17$17.38
$16.00$16.50Jul 2$0.35$0.35$0.152.33$16.35
$17.00$18.00Jul 31$0.68$0.68$0.322.13$17.68
$17.50$18.00Jul 17$0.32$0.32$0.181.78$17.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$19.00Jul 10$0.77$0.77$0.233.35$19.23
$20.00$19.00Jul 2$0.64$0.64$0.361.78$19.36
$19.00$18.50Jul 2$0.30$0.30$0.201.50$18.70
$20.00$18.00Jul 24$1.17$1.17$0.831.41$18.83
$22.00$16.00Aug 7$3.42$3.42$2.581.33$18.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.34, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 2Jul 17$0.12273.6%92.9%
$21.50Jul 2Jul 10$0.12205.8%86.3%
$22.00Jul 2Jul 10$0.12183.5%87.4%
$17.50Jul 2Jul 10$0.15125.1%83.0%
$21.00Jul 2Jul 10$0.17163.8%80.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 10Jul 17$0.07106.4%91.2%
$15.50Jul 2Jul 17$0.20273.6%92.9%
$17.00Jul 2Jul 10$0.20175.3%82.9%
$17.50Jul 2Jul 10$0.38125.1%83.0%
$16.00Jul 2Jul 24$0.42219.5%83.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 4.09% of stock, avg 14.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.50Jul 2$0.43$0.33$0.76$17.74$19.264.09%
$19.00Jul 2$0.20$0.63$0.83$18.17$19.834.47%
$18.00Jul 2$0.95$0.15$1.10$16.90$19.105.93%
$20.00Jul 2$0.05$1.27$1.32$18.68$21.327.11%
$17.50Jul 2$1.40$0.10$1.50$16.00$19.008.08%
$20.50Jul 2$0.03$1.80$1.83$18.67$22.339.86%
$18.50Jul 10$1.00$0.85$1.85$16.65$20.359.97%
$18.00Jul 10$1.27$0.63$1.90$16.10$19.9010.24%
$19.00Jul 10$0.77$1.13$1.90$17.10$20.9010.24%
$17.00Jul 2$1.78$0.13$1.91$15.09$18.9110.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.81% of stock, avg 6.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.00$17.50Jul 2$0.05$0.10$0.15$17.35$20.15
$20.00$15.50Jul 2$0.05$0.10$0.15$15.35$20.15
$21.00$17.50Jul 2$0.05$0.10$0.15$17.35$21.15
$21.00$15.50Jul 2$0.05$0.10$0.15$15.35$21.15
$19.50$17.50Jul 2$0.08$0.10$0.18$17.32$19.68
$19.50$15.50Jul 2$0.08$0.10$0.18$15.32$19.68
$20.00$17.00Jul 2$0.05$0.13$0.18$16.82$20.18
$21.50$17.50Jul 2$0.08$0.10$0.18$17.32$21.68
$21.50$15.50Jul 2$0.08$0.10$0.18$15.32$21.68
$21.00$17.00Jul 2$0.05$0.13$0.18$16.82$21.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 6.14, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1619/20Jul 31$0.86$0.146.14$15.14$19.86
18/1920/20Jul 10$0.40$0.104.00$18.60$19.90
16/1719/20Jul 31$0.80$0.204.00$16.20$19.80
17/1819/20Jul 24$0.78$0.223.55$17.22$19.78
15/1618/19Jul 31$0.78$0.223.55$15.22$18.78
17/1818/19Jul 10$0.38$0.123.17$17.12$18.88
18/1818/19Jul 10$0.38$0.123.17$17.62$18.88
18/1920/20Jul 10$0.38$0.123.17$18.62$20.38
16/1718/19Jul 10$0.36$0.142.57$16.64$18.86
16/1718/19Jul 31$0.72$0.282.57$16.28$18.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$20.00$21.00Jul 24$0.07$0.9313.29
$20.00$21.00$22.00Jul 24$0.08$0.9211.50
$19.00$19.50$20.00Jul 10$0.08$0.425.25
$19.50$20.00$20.50Jul 17$0.08$0.425.25
$20.50$21.00$21.50Jul 17$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$18.50$19.00Jul 10$0.06$0.447.33
$16.00$17.00$18.00Jul 24$0.13$0.876.69
$17.50$18.00$18.50Jul 10$0.07$0.436.14
$16.00$17.00$18.00Jul 31$0.15$0.855.67
$17.00$18.00$19.00Jul 31$0.15$0.855.67

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 $-0.06, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$17.501:2Jul 17-$0.25$1.75
$20.00$22.001:2Jul 31-$0.47$1.53
$20.00$22.001:2Aug 7-$1.06$0.94
$21.00$22.001:2Jul 24-$0.37$0.63
$20.00$21.001:2Jul 24-$0.49$0.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$18.001:2Jul 24-$0.06$1.94
$17.00$15.501:2Jul 17-$0.03$1.47
$16.50$15.001:2Jul 10-$0.06$1.44
$17.00$16.001:2Jul 24-$0.20$0.80
$16.00$15.001:2Jul 31-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 9.70%, avg 3.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$19.00Aug 7$1.800.532.4%9.70%12.07%5--
$19.00Jul 31$1.550.532.4%8.35%10.72%240
$20.00Aug 7$1.400.467.8%7.54%15.30%65
$19.00Jul 24$1.300.502.4%7.00%9.38%519
$19.00Jul 17$1.000.492.4%5.39%7.76%30111
$20.00Jul 31$1.000.437.8%5.39%13.15%265
$20.00Jul 24$0.950.417.8%5.12%12.88%249
$19.50Jul 17$0.850.435.1%4.58%9.64%239
$22.00Aug 7$0.800.3818.5%4.31%22.84%21
$19.00Jul 10$0.700.472.4%3.77%6.14%76128

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 9,676
Total Puts 851
Put/Call Ratio 0.09
Net Difference 8,825

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,039
Total Puts 10,387
Average Put/Call Ratio 0.42
Ratio Trend Falling

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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