Tour v290
FSLY
FASTLY INC A
$18.13 -2.32%
$18.20 (+0.39%)🌙
as of 07/02 06:29 PM
7/2 18:29

Option Volume

Detail
Current (07/02) 4,745
Calls: 3,866 (81%)
Puts: 879 (19%)
Prior (07/01) 10,527
Calls: 9,676 (92%)
Puts: 851 (8%)
Current vs Prior -54.93%
Calls: -60.05% (Calls)
Puts: +3.29% (Puts)
Prior 7-Day Total 42,104
Calls: 32,376 (77%)
Puts: 9,728 (23%)
Prior 7-Day Average 6,014
Calls: 4,625 (77%)
Puts: 1,389 (23%)
Current vs Prior 7-Day Avg -21.11%
Calls: -16.41%
Puts: -36.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $783.3K
Calls: $543.6K (69%)
Puts: $239.7K (31%)
Prior (07/01) $1.97M
Calls: $1.86M (95%)
Puts: $106.4K (5%)
Current vs Prior -60.21%
Calls: -70.81%
Puts: +125.34%
Prior 7-Day Total $7.56M
Calls: $5.65M (75%)
Puts: $1.91M (25%)
Prior 7-Day Average $1.08M
Calls: $807.5K (75%)
Puts: $272.9K (25%)
Current vs Prior 7-Day Avg -27.50%
Calls: -32.68%
Puts: -12.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.23
Prior (07/01) 0.09
Current vs Prior +158.52%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg -41.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 74,963
Calls: 48,155 (64%)
Puts: 26,808 (36%)
Prior (07/01) 86,107
Calls: 61,904 (72%)
Puts: 24,203 (28%)
Current vs Prior -12.94%
Prior 7-Day Total 476,056
Calls: 342,963 (69%)
Puts: 156,761 (31%)
Prior 7-Day Average 68,008
Calls: 48,994 (69%)
Puts: 22,394 (31%)
Current vs Prior 7-Day Avg +10.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 4.19% | 10.76%14.89% | 30.23%
Prior 5.71% | 11.48%-- | --
Current vs Prior +88.33% | +29.77%-- | --
Prior 7-Day Avg 7.13% | 13.59%-- | --
Current vs 7-Day Avg +50.80% | +9.57%-- | --
Prior 7-Day Eod 5.71% | 11.48%-- | --
Current vs 7-Day Eod +88.33% | +29.77%-- | --
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 33.99% | 34.78%
Calls: 25.05% | 45.12%
Puts: 49.31% | 34.02%
Current vs 7-Day Avg -56.17% | -82.52%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($543.6K). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 55% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (3,866 calls vs 879 puts).

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.69, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 101.902.50$2.2027.3%60.945
$16.00Jul 21.702.70$2.2045.5%200.8867
$15.00Jul 22.703.50$3.1025.8%30.8312
$17.00Jul 20.701.50$1.1072.7%50.82287
$16.50Jul 101.552.10$1.8330.1%150.7933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 21.502.55$2.0351.7%30.94--
$21.50Jul 23.004.40$3.7037.8%50.87--
$19.00Jul 20.751.45$1.1063.6%130.8343
$19.50Jul 21.002.00$1.5066.7%10.8211
$21.00Jul 172.903.60$3.2521.5%50.78--

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 2.5K, top 436)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 20.050.30$0.18138.9%4360.57310
$18.50Jul 20.000.15$0.08187.5%2640.24513
$20.00Jul 170.400.65$0.5347.2%2400.304.9K
$20.00Jul 100.200.50$0.3585.7%1970.24645
$19.00Jul 20.000.15$0.08187.5%1850.171.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 171.051.35$1.2025.0%620.4638
$18.00Jul 20.000.50$0.25200.0%400.4399
$20.00Jul 172.302.65$2.4714.2%340.70378
$18.50Jul 100.951.25$1.1027.3%300.5629
$15.00Jul 170.200.25$0.2321.7%250.131.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 995.9%, max 2010.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 2Jul 171878.0%89.0%2010.1%1897
$21.50Jul 2Jul 101861.0%94.0%1879.8%1512
$21.00Jul 2Aug 71984.0%104.0%1807.7%30223
$16.00Jul 2Jul 171472.0%83.0%1673.5%2267
$17.50Jul 2Jul 171286.0%78.0%1548.7%8889
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 2Jul 101286.0%81.0%1487.7%8102
$16.00Jul 2Aug 71472.0%104.0%1315.4%62
$20.00Jul 2Jul 17803.0%83.0%867.5%37378
$17.00Jul 2Aug 7937.0%105.0%792.4%20333
$19.00Jul 2Aug 7634.0%105.0%503.8%2344

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 4.88, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.50$20.00Jul 2$0.10$0.40$0.104.00$19.60
$21.00$21.50Jul 2$0.10$0.40$0.104.00$21.10
$20.50$21.00Jul 17$0.10$0.40$0.104.00$20.60
$19.00$19.50Jul 10$0.13$0.37$0.132.85$19.13
$19.00$20.00Jul 31$0.27$0.73$0.272.70$19.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$15.00Jul 17$0.17$0.83$0.174.88$15.83
$17.00$16.00Jul 24$0.25$0.75$0.253.00$16.75
$17.00$16.50Jul 10$0.15$0.35$0.152.33$16.85
$17.50$17.00Jul 10$0.17$0.33$0.171.94$17.33
$17.00$15.00Jul 31$0.68$1.32$0.681.94$16.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 9.00, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$16.00Jul 2$0.90$0.90$0.109.00$15.90
$17.50$18.00Jul 2$0.39$0.39$0.113.55$17.89
$16.00$16.50Jul 10$0.37$0.37$0.132.85$16.37
$16.00$16.50Jul 17$0.35$0.35$0.152.33$16.35
$16.50$17.50Jul 17$0.65$0.65$0.351.86$17.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$19.00Jul 2$0.40$0.40$0.104.00$19.10
$21.00$20.00Jul 17$0.78$0.78$0.223.55$20.22
$19.00$18.00Jul 31$0.73$0.73$0.272.70$18.27
$20.00$19.00Jul 17$0.72$0.72$0.282.57$19.28
$18.00$17.00Jul 24$0.68$0.68$0.322.13$17.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.38, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Jul 10Jul 17$0.15102.0%86.0%
$19.50Jul 2Jul 10$0.221002.0%84.0%
$16.50Jul 2Jul 10$0.301878.0%84.0%
$17.00Jul 2Jul 10$0.32937.0%84.0%
$20.00Jul 2Jul 10$0.32803.0%97.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 10Jul 17$0.1392.0%87.0%
$17.50Jul 2Jul 10$0.221286.0%81.0%
$16.50Jul 10Jul 17$0.3084.0%89.0%
$19.00Jul 2Jul 10$0.33634.0%83.0%
$17.00Jul 2Jul 10$0.35937.0%84.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 2.37% of stock, avg 13.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Jul 2$0.18$0.25$0.43$17.57$18.432.37%
$18.50Jul 2$0.08$0.58$0.66$17.84$19.163.64%
$17.50Jul 2$0.57$0.43$1.00$16.50$18.505.52%
$19.00Jul 2$0.08$1.10$1.18$17.82$20.186.51%
$17.00Jul 2$1.10$0.13$1.23$15.77$18.236.78%
$19.50Jul 2$0.13$1.50$1.63$17.87$21.138.99%
$18.00Jul 10$0.85$0.90$1.75$16.25$19.759.65%
$17.50Jul 10$1.13$0.65$1.78$15.72$19.289.82%
$18.50Jul 10$0.70$1.10$1.80$16.70$20.309.93%
$17.00Jul 10$1.42$0.48$1.90$15.10$18.9010.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.16% of stock, avg 6.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.50$17.00Jul 2$0.08$0.13$0.21$16.79$18.71
$18.50$16.00Jul 2$0.08$0.13$0.21$15.79$18.71
$19.00$17.00Jul 2$0.08$0.13$0.21$16.79$19.21
$19.00$16.00Jul 2$0.08$0.13$0.21$15.79$19.21
$19.50$17.00Jul 2$0.13$0.13$0.26$16.74$19.76
$19.50$16.00Jul 2$0.13$0.13$0.26$15.74$19.76
$21.50$17.00Jul 2$0.15$0.13$0.28$16.72$21.78
$21.50$16.00Jul 2$0.15$0.13$0.28$15.72$21.78
$18.50$18.00Jul 2$0.08$0.25$0.33$17.67$18.83
$19.00$18.00Jul 2$0.08$0.25$0.33$17.67$19.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 6.69, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1718/19Aug 7$0.87$0.136.69$16.13$18.87
15/1616/18Jul 17$0.82$0.184.56$15.18$17.32
19/2020/21Jul 17$0.82$0.184.56$19.18$21.32
16/1619/20Jul 17$0.40$0.104.00$16.10$19.40
17/1818/19Jul 10$0.39$0.113.55$17.11$18.89
15/1618/19Aug 7$0.78$0.223.55$15.22$18.78
18/1819/20Jul 10$0.38$0.123.17$17.62$19.38
16/1620/20Jul 17$0.38$0.123.17$16.12$19.88
17/1820/21Jul 31$0.75$0.253.00$17.25$20.75
16/1620/21Jul 10$0.37$0.132.85$16.13$20.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$18.50$19.00$19.50Jul 2$0.05$0.459.00
$18.00$19.00$20.00Jul 24$0.11$0.898.09
$19.50$20.00$20.50Jul 17$0.07$0.436.14
$18.50$19.00$19.50Jul 10$0.09$0.414.56
$18.00$18.50$19.00Jul 2$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$20.00$21.00Jul 17$0.06$0.9415.67
$17.00$18.00$19.00Aug 7$0.08$0.9211.50
$15.00$16.00$17.00Aug 7$0.09$0.9110.11
$18.00$18.50$19.00Jul 17$0.05$0.459.00
$17.00$17.50$18.00Jul 10$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.70, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$21.001:2Aug 7-$0.70$1.30
$20.00$21.001:2Jul 31-$0.43$0.57
$19.00$20.001:2Jul 24-$0.46$0.54
$20.00$21.001:2Jul 2-$0.47$0.53
$18.50$19.001:2Jul 2-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$20.001:2Jul 2-$0.36$1.14
$16.00$15.001:2Jul 17-$0.06$0.94
$17.00$16.001:2Jul 2-$0.13$0.87
$18.00$17.001:2Jul 24-$0.17$0.83
$18.00$17.001:2Jul 17-$0.20$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 8.00%, avg 3.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$19.00Aug 7$1.450.514.8%8.00%12.80%437
$19.00Jul 31$1.200.474.8%6.62%11.42%1--
$19.00Jul 24$0.950.444.8%5.24%10.04%3822
$18.50Jul 17$0.900.472.0%4.96%7.00%725
$20.00Jul 31$0.900.4010.3%4.96%15.28%1--
$21.00Aug 7$0.850.3915.8%4.69%20.52%2--
$19.00Jul 17$0.700.414.8%3.86%8.66%392
$20.00Jul 24$0.650.3410.3%3.59%13.90%4151
$18.50Jul 10$0.600.432.0%3.31%5.35%18140
$19.50Jul 17$0.550.357.6%3.03%10.59%7--

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 3,866
Total Puts 879
Put/Call Ratio 0.23
Net Difference 2,987

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,376
Total Puts 9,728
Average Put/Call Ratio 0.39
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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