Tour v293
FSLY
FASTLY INC A
$18.25 +0.66%
$18.26 (+0.05%)🌙
as of 07/06 06:28 PM
7/6 18:28

Option Volume

Detail
Current (07/06) 4,449
Calls: 2,901 (65%)
Puts: 1,548 (35%)
Prior (07/02) 4,745
Calls: 3,866 (81%)
Puts: 879 (19%)
Current vs Prior -6.24%
Calls: -24.96% (Calls)
Puts: +76.11% (Puts)
Prior 7-Day Total 36,010
Calls: 29,366 (82%)
Puts: 6,644 (18%)
Prior 7-Day Average 6,001
Calls: 4,195 (82%)
Puts: 949 (18%)
Current vs Prior 7-Day Avg -25.87%
Calls: -30.85%
Puts: +63.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $581.8K
Calls: $362.9K (62%)
Puts: $218.9K (38%)
Prior (07/02) $783.3K
Calls: $543.6K (69%)
Puts: $239.7K (31%)
Current vs Prior -25.72%
Calls: -33.23%
Puts: -8.69%
Prior 7-Day Total $6.26M
Calls: $4.99M (80%)
Puts: $1.27M (20%)
Prior 7-Day Average $1.04M
Calls: $713.3K (80%)
Puts: $181.5K (20%)
Current vs Prior 7-Day Avg -44.26%
Calls: -49.12%
Puts: +20.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.53
Prior (07/02) 0.23
Current vs Prior +134.69%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +85.31%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 55,923
Calls: 31,236 (56%)
Puts: 24,687 (44%)
Prior (07/02) 74,963
Calls: 48,155 (64%)
Puts: 26,808 (36%)
Current vs Prior -25.40%
Prior 7-Day Total 426,973
Calls: 290,877 (68%)
Puts: 136,096 (32%)
Prior 7-Day Average 71,162
Calls: 48,479 (68%)
Puts: 22,682 (32%)
Current vs Prior 7-Day Avg -21.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 9.48% | 13.97%13.97% | 29.75%
Prior 10.76% | 14.89%-- | --
Current vs Prior -11.87% | -6.18%-- | --
Prior 7-Day Avg 7.42% | 14.21%-- | --
Current vs 7-Day Avg +27.75% | -1.69%-- | --
Prior 7-Day Eod 10.76% | 14.89%-- | --
Current vs 7-Day Eod -11.87% | -6.18%-- | --
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 29.06% | 36.41%
Calls: 17.93% | 42.13%
Puts: 40.19% | 30.69%
Current vs 7-Day Avg -48.72% | -83.30%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($362.9K). Bullish P/C ratio of 0.53. P/C ratio rising 135% - increased hedging/bearish positioning. Declining open interest (down 25%) indicates positions being closed.

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 6 of results (avg 8.5%, best 4.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 241.751.90$1.838.2%50.62--
$17.00Jul 242.002.20$2.109.5%10.6726
$17.50Jul 171.451.60$1.539.8%400.632.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 172.202.30$2.254.4%80.69372
$19.50Jul 242.102.30$2.209.1%30.59--
$20.00Jul 242.452.70$2.589.7%10.64--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.79, cheapest $0.60)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 310.750.90$0.8318.1%170.3416
$18.00Jul 100.800.95$0.8817.0%190.58313
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 100.550.65$0.6016.7%680.4273
$18.50Jul 100.800.90$0.8511.8%70.5359

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 40 found (avg delta 0.67, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 102.803.80$3.3030.3%120.9750
$15.00Jul 173.103.80$3.4520.3%110.88195
$15.50Jul 172.653.50$3.0827.6%10.8612
$15.00Aug 143.005.40$4.2057.1%10.82--
$15.50Aug 142.555.60$4.0774.9%10.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 101.502.05$1.7830.9%30.8135
$21.00Jul 172.603.40$3.0026.7%20.79--
$21.50Jul 243.204.40$3.8031.6%10.76--
$21.00Jul 242.703.60$3.1528.6%10.72--
$20.00Jul 172.202.30$2.254.4%80.69372

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 2.8K, top 596)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 100.350.50$0.4334.9%5960.36194
$20.00Jul 100.150.20$0.1827.8%2680.19776
$21.00Jul 100.000.10$0.05200.0%2430.07119
$20.00Jul 170.450.60$0.5328.3%1910.305.0K
$19.50Jul 100.200.35$0.2853.6%1130.2787
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 310.400.55$0.4831.3%850.1737
$18.00Jul 100.550.65$0.6016.7%680.4273
$16.00Jul 310.650.80$0.7320.5%660.2425
$16.00Jul 100.050.10$0.0862.5%580.09192
$16.50Jul 170.400.55$0.4831.3%530.2542

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 15.3%, max 52.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 10Aug 1496.9%77.6%24.9%20313
$19.00Jul 10Aug 1495.3%81.3%17.3%603194
$20.00Jul 10Aug 1493.7%86.3%8.6%275776
$21.50Jul 10Aug 14109.2%101.1%8.0%7213
$17.00Jul 10Aug 1497.7%92.2%6.0%4135
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.50Jul 10Aug 14179.9%117.8%52.7%136
$18.00Jul 10Aug 1496.9%77.6%24.9%7973
$19.00Jul 10Aug 1495.3%81.3%17.3%4--
$16.00Jul 10Aug 1497.0%89.0%9.0%65192
$17.00Jul 10Aug 1497.7%92.2%6.0%5529

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 6.69, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.50$20.00Jul 10$0.10$0.40$0.104.00$19.60
$20.00$20.50Jul 17$0.10$0.40$0.104.00$20.10
$19.50$20.00Jul 17$0.12$0.38$0.123.17$19.62
$20.00$21.00Jul 31$0.25$0.75$0.253.00$20.25
$15.00$15.50Aug 14$0.13$0.37$0.132.85$15.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$15.00Jul 17$0.13$0.87$0.136.69$15.87
$17.00$16.50Jul 17$0.12$0.38$0.123.17$16.88
$16.00$15.00Jul 31$0.25$0.75$0.253.00$15.75
$16.00$15.00Aug 7$0.25$0.75$0.253.00$15.75
$17.50$17.00Jul 10$0.13$0.37$0.132.85$17.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 5.06, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$17.00Jul 10$1.67$1.67$0.335.06$16.67
$15.00$15.50Jul 17$0.37$0.37$0.132.85$15.37
$17.00$17.50Aug 14$0.37$0.37$0.132.85$17.37
$15.50$16.50Aug 14$0.67$0.67$0.332.03$16.17
$17.00$17.50Jul 17$0.32$0.32$0.181.78$17.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$19.50Jul 24$0.38$0.38$0.123.17$19.62
$21.00$20.00Jul 17$0.75$0.75$0.253.00$20.25
$19.00$18.50Jul 10$0.35$0.35$0.152.33$18.65
$15.50$15.00Aug 14$0.34$0.34$0.162.12$15.16
$20.00$19.50Jul 17$0.33$0.33$0.171.94$19.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.46, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 10Jul 17$0.15105.1%101.5%
$17.00Jul 10Jul 17$0.2297.7%90.0%
$21.00Jul 10Jul 17$0.2888.4%93.9%
$20.50Jul 10Jul 17$0.3097.9%94.6%
$17.50Jul 10Jul 17$0.3593.7%90.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 17Jul 24$0.1593.9%92.8%
$15.00Jul 10Jul 17$0.17105.1%101.5%
$16.00Jul 10Jul 17$0.2597.0%92.2%
$19.50Jul 17Jul 24$0.2892.1%91.1%
$16.50Jul 10Jul 17$0.30104.5%93.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 8.11% of stock, avg 18.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.00Jul 10$0.88$0.60$1.48$16.52$19.488.11%
$18.50Jul 10$0.63$0.85$1.48$17.02$19.988.11%
$17.50Jul 10$1.18$0.38$1.56$15.94$19.068.55%
$19.00Jul 10$0.43$1.20$1.63$17.37$20.638.93%
$17.00Jul 10$1.63$0.25$1.88$15.12$18.8810.30%
$20.00Jul 10$0.18$1.78$1.96$18.04$21.9610.74%
$18.00Jul 17$1.25$1.05$2.30$15.70$20.3012.60%
$18.50Jul 17$1.00$1.30$2.30$16.20$20.8012.60%
$17.50Jul 17$1.53$0.80$2.33$15.17$19.8312.77%
$19.00Jul 17$0.80$1.60$2.40$16.60$21.4013.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 1.70% of stock, avg 10.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$20.50$16.50Jul 10$0.13$0.18$0.31$16.19$20.81
$20.00$16.50Jul 10$0.18$0.18$0.36$16.14$20.36
$20.50$17.00Jul 10$0.13$0.25$0.38$16.62$20.88
$20.00$17.00Jul 10$0.18$0.25$0.43$16.57$20.43
$19.50$16.50Jul 10$0.28$0.18$0.46$16.04$19.96
$20.50$15.50Jul 10$0.13$0.33$0.46$15.04$20.96
$20.00$15.50Jul 10$0.18$0.33$0.51$14.99$20.51
$20.50$17.50Jul 10$0.13$0.38$0.51$16.99$21.01
$19.50$17.00Jul 10$0.28$0.25$0.53$16.47$20.03
$20.00$17.50Jul 10$0.18$0.38$0.56$16.94$20.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 4.56, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1618/19Jul 31$0.82$0.184.56$15.18$18.82
18/1819/20Jul 10$0.40$0.104.00$18.10$19.40
16/1618/18Jul 17$0.40$0.104.00$16.10$18.40
18/1820/20Jul 24$0.40$0.104.00$17.60$19.90
16/1719/20Jul 31$0.77$0.233.35$16.23$19.77
17/1818/18Jul 10$0.38$0.123.17$17.12$18.38
18/1819/20Jul 10$0.37$0.132.85$17.63$19.37
16/1718/18Jul 17$0.37$0.132.85$16.63$18.37
18/1820/20Jul 17$0.37$0.132.85$17.63$19.87
18/1820/20Jul 17$0.37$0.132.85$18.13$19.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$17.50$18.00$18.50Jul 10$0.05$0.459.00
$18.00$18.50$19.00Jul 10$0.05$0.459.00
$18.50$19.00$19.50Jul 10$0.05$0.459.00
$19.50$20.00$20.50Jul 10$0.05$0.459.00
$19.00$19.50$20.00Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$18.50$19.00Jul 17$0.05$0.459.00
$16.50$17.00$17.50Jul 10$0.06$0.447.33
$19.00$19.50$20.00Jul 24$0.06$0.447.33
$15.00$16.00$17.00Jul 31$0.12$0.887.33
$16.50$17.00$17.50Jul 17$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. 33 found (best net $-0.07, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.50$20.001:2Jul 10-$0.08$0.42
$20.00$20.501:2Jul 10-$0.08$0.42
$20.00$21.001:2Jul 31-$0.58$0.42
$21.00$21.501:2Jul 10-$0.11$0.39
$19.00$19.501:2Jul 10-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$15.001:2Jul 17-$0.07$0.93
$16.00$15.001:2Jul 31-$0.23$0.77
$17.00$16.001:2Jul 31-$0.36$0.64
$17.00$16.501:2Jul 10-$0.11$0.39
$17.50$17.001:2Jul 10-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 9.86%, avg 4.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$19.50Aug 14$1.800.556.8%9.86%16.71%10--
$20.50Aug 14$1.450.4812.3%7.95%20.27%42--
$19.00Aug 14$1.400.564.1%7.67%11.78%7--
$19.00Jul 31$1.350.504.1%7.40%11.51%640
$20.00Aug 14$1.200.499.6%6.58%16.16%7--
$21.50Aug 14$1.200.4217.8%6.58%24.38%39--
$20.00Aug 7$1.100.449.6%6.03%15.62%228
$19.00Jul 24$1.050.464.1%5.75%9.86%460
$20.00Jul 31$1.000.419.6%5.48%15.07%2267
$21.00Aug 14$0.950.4215.1%5.21%20.27%74--

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 2,901
Total Puts 1,548
Put/Call Ratio 0.53
Net Difference 1,353

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,366
Total Puts 6,644
Average Put/Call Ratio 0.29
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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