Tour v297
FSLY
FASTLY INC A
$18.59 +1.86%
$18.55 (-0.22%)🌙
as of 07/07 06:30 PM
7/7 18:30

Option Volume

Detail
Current (07/07) 7,629
Calls: 6,919 (91%)
Puts: 710 (9%)
Prior (07/06) 4,449
Calls: 2,901 (65%)
Puts: 1,548 (35%)
Current vs Prior +71.48%
Calls: +138.50% (Calls)
Puts: -54.13% (Puts)
Prior 7-Day Total 40,459
Calls: 32,267 (80%)
Puts: 8,192 (20%)
Prior 7-Day Average 5,779
Calls: 4,609 (80%)
Puts: 1,170 (20%)
Current vs Prior 7-Day Avg +31.99%
Calls: +50.10%
Puts: -39.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $1.38M
Calls: $1.26M (91%)
Puts: $126.6K (9%)
Prior (07/06) $581.8K
Calls: $362.9K (62%)
Puts: $218.9K (38%)
Current vs Prior +137.47%
Calls: +245.81%
Puts: -42.17%
Prior 7-Day Total $6.84M
Calls: $5.36M (78%)
Puts: $1.49M (22%)
Prior 7-Day Average $977.9K
Calls: $765.1K (78%)
Puts: $212.7K (22%)
Current vs Prior 7-Day Avg +41.29%
Calls: +64.03%
Puts: -40.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.10
Prior (07/06) 0.53
Current vs Prior -80.77%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -68.24%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 75,780
Calls: 49,023 (65%)
Puts: 26,757 (35%)
Prior (07/06) 55,923
Calls: 31,236 (56%)
Puts: 24,687 (44%)
Current vs Prior +35.51%
Prior 7-Day Total 482,896
Calls: 322,113 (67%)
Puts: 160,783 (33%)
Prior 7-Day Average 68,985
Calls: 46,016 (67%)
Puts: 22,969 (33%)
Current vs Prior 7-Day Avg +9.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 8.93% | 13.34%13.34% | 29.69%
Prior 9.48% | 13.97%13.97% | 29.75%
Current vs Prior -5.80% | -4.52%-4.52% | -0.20%
Prior 7-Day Avg 7.71% | 14.18%13.97% | 29.75%
Current vs 7-Day Avg +15.75% | -5.91%-4.52% | -0.20%
Prior 7-Day Eod 9.48% | 13.97%-- | --
Current vs 7-Day Eod -5.80% | -4.52%-- | --
Sentiment BULLISHBULLISH

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 27.03% | 32.08%
Calls: 16.73% | 36.87%
Puts: 37.35% | 27.29%
Current vs 7-Day Avg -44.88% | -81.05%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($1.26M) vs puts ($126.6K). Massive premium surge with dollar volume up 137% vs prior. Above-average activity with volume up 71% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (6,919 calls vs 710 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 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 8.3%, best 6.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 212.202.40$2.308.7%6520.50226
$17.50Aug 213.203.50$3.359.0%260.64197
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 212.102.25$2.176.9%130.36193
$17.50Jul 170.600.65$0.637.9%210.311.0K
$15.00Aug 211.051.15$1.109.1%410.22862

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.76, cheapest $0.63)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 170.600.65$0.637.9%210.311.0K
$17.50Jul 240.800.95$0.8817.0%10.331

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 173.404.40$3.9025.6%10.94--
$16.00Jul 102.403.50$2.9537.3%60.93--
$15.00Jul 103.204.40$3.8031.6%40.9349
$17.00Jul 101.652.00$1.8319.1%80.87136
$17.50Jul 101.151.70$1.4238.7%50.8011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 243.304.00$3.6519.2%10.781
$20.00Jul 101.201.80$1.5040.0%130.7832
$20.00Jul 171.902.10$2.0010.0%140.65371
$21.00Jul 312.853.60$3.2323.2%40.642
$20.00Aug 72.403.60$3.0040.0%60.531

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 2.7K, top 652)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 212.202.40$2.308.7%6520.50226
$20.00Jul 100.200.30$0.2540.0%5140.26837
$18.50Jul 100.651.00$0.8342.2%1770.58308
$19.00Jul 170.801.15$0.9835.7%1360.5096
$21.00Jul 100.050.10$0.0862.5%1120.10272
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 170.100.30$0.20100.0%570.1344
$15.00Aug 211.051.15$1.109.1%410.22862
$16.00Jul 100.000.15$0.08187.5%360.07221
$20.00Aug 213.303.70$3.5011.4%350.50101
$15.00Jul 170.050.15$0.10100.0%340.071.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 25.2%, max 76.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Jul 10Aug 21189.6%107.3%76.7%549
$18.50Jul 10Jul 17103.5%89.5%15.7%179372
$17.00Jul 10Aug 14103.8%92.7%12.0%9136
$18.00Jul 10Aug 14112.5%106.9%5.2%11319
$21.50Jul 10Aug 14110.7%109.2%1.3%5181
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.00Jul 10Aug 21189.6%107.3%76.7%42862
$16.00Jul 10Aug 7127.8%105.3%21.4%39221
$16.50Jul 10Jul 24117.3%100.3%17.0%13108
$18.00Jul 10Aug 7112.5%111.4%0.9%2157

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 5.67, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$22.00Jul 17$0.15$0.85$0.155.67$21.15
$21.00$22.00Jul 24$0.15$0.85$0.155.67$21.15
$20.00$22.00Jul 31$0.47$1.53$0.473.26$20.47
$20.00$20.50Jul 10$0.12$0.38$0.123.17$20.12
$21.00$21.50Aug 14$0.12$0.38$0.123.17$21.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.50$16.50Jul 24$0.25$0.75$0.253.00$17.25
$16.00$15.00Aug 7$0.27$0.73$0.272.70$15.73
$18.50$18.00Jul 10$0.14$0.36$0.142.57$18.36
$17.00$16.50Jul 17$0.15$0.35$0.152.33$16.85
$18.00$17.00Jul 31$0.31$0.69$0.312.23$17.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 5.67, avg 1.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$15.00$16.00Jul 10$0.85$0.85$0.155.67$15.85
$15.00$17.00Jul 17$1.65$1.65$0.354.71$16.65
$19.50$20.00Aug 14$0.40$0.40$0.104.00$19.90
$20.50$21.00Aug 14$0.38$0.38$0.123.17$20.88
$17.50$18.00Jul 24$0.37$0.37$0.132.85$17.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$18.50Jul 17$1.02$1.02$0.482.12$18.98
$21.00$19.00Jul 31$1.28$1.28$0.721.78$19.72
$20.00$18.50Jul 10$0.93$0.93$0.571.63$19.07
$19.00$18.00Jul 31$0.62$0.62$0.381.63$18.38
$22.00$17.50Jul 24$2.77$2.77$1.731.60$19.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.40, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.00Jul 10Jul 17$0.10189.6%97.3%
$22.00Jul 10Jul 17$0.2299.0%94.4%
$21.00Jul 10Jul 17$0.3296.6%92.3%
$20.50Jul 10Jul 17$0.3795.0%90.9%
$17.50Jul 10Jul 17$0.3898.7%96.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Jul 10Jul 17$0.12127.8%92.2%
$15.50Jul 17Jul 24$0.12100.6%93.2%
$16.50Jul 10Jul 17$0.18117.3%89.4%
$17.00Jul 10Jul 17$0.30103.8%92.4%
$18.00Jul 10Jul 17$0.30112.5%87.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 7.53% of stock, avg 18.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$18.50Jul 10$0.83$0.57$1.40$17.10$19.907.53%
$18.00Jul 10$1.13$0.43$1.56$16.44$19.568.39%
$17.50Jul 10$1.42$0.20$1.62$15.88$19.128.71%
$20.00Jul 10$0.25$1.50$1.75$18.25$21.759.41%
$17.00Jul 10$1.83$0.13$1.96$15.04$18.9610.54%
$18.50Jul 17$1.25$0.98$2.23$16.27$20.7312.00%
$18.00Jul 17$1.55$0.73$2.28$15.72$20.2812.26%
$17.50Jul 17$1.80$0.63$2.43$15.07$19.9313.07%
$20.00Jul 17$0.65$2.00$2.65$17.35$22.6514.25%
$17.00Jul 17$2.25$0.43$2.68$14.32$19.6814.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 0.97% of stock, avg 8.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$16.50Jul 10$0.08$0.10$0.18$16.32$21.18
$21.00$17.00Jul 10$0.08$0.13$0.21$16.79$21.21
$20.50$16.50Jul 10$0.13$0.10$0.23$16.27$20.73
$20.50$17.00Jul 10$0.13$0.13$0.26$16.74$20.76
$21.00$17.50Jul 10$0.08$0.20$0.28$17.22$21.28
$20.50$17.50Jul 10$0.13$0.20$0.33$17.17$20.83
$20.00$16.50Jul 10$0.25$0.10$0.35$16.15$20.35
$20.00$17.00Jul 10$0.25$0.13$0.38$16.62$20.38
$20.00$17.50Jul 10$0.25$0.20$0.45$17.05$20.45
$19.50$16.50Jul 10$0.38$0.10$0.48$16.02$19.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 7.33, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1718/19Aug 7$0.88$0.127.33$16.12$18.88
17/1819/20Jul 31$0.81$0.194.26$17.19$19.81
16/1718/18Jul 17$0.40$0.104.00$16.60$17.90
16/1620/20Jul 24$0.40$0.104.00$16.10$20.40
18/2021/22Jul 17$1.17$0.333.55$18.83$22.17
15/1619/20Aug 7$0.77$0.233.35$15.23$19.77
17/1819/20Jul 17$0.38$0.123.17$17.12$19.38
18/1820/20Jul 10$0.36$0.142.57$17.64$19.86
16/1618/19Jul 24$0.72$0.282.57$15.78$18.72
16/1818/19Jul 24$0.72$0.282.57$16.78$18.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.50$21.00$21.50Jul 10$0.05$0.459.00
$20.00$20.50$21.00Jul 17$0.05$0.459.00
$20.00$20.50$21.00Jul 10$0.07$0.436.14
$18.50$19.00$19.50Jul 17$0.09$0.414.56
$18.50$19.00$19.50Jul 10$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Aug 7$0.07$0.9313.29
$16.50$17.00$17.50Jul 17$0.05$0.459.00
$15.00$17.50$20.00Aug 21$0.26$2.248.62
$15.50$16.00$16.50Jul 17$0.06$0.447.33
$16.00$16.50$17.00Jul 17$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. 40 found (best net $-0.03, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.001:2Jul 31-$0.26$1.74
$15.00$17.001:2Jul 17-$0.60$1.40
$17.50$20.001:2Aug 21-$1.25$1.25
$21.00$22.001:2Jul 17-$0.10$0.90
$15.00$17.501:2Aug 21-$1.75$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.50$15.001:2Aug 21-$0.03$2.47
$20.00$17.501:2Aug 21-$0.84$1.66
$21.00$19.001:2Jul 31-$0.67$1.33
$16.00$15.001:2Jul 10-$0.18$0.82
$17.50$16.501:2Jul 24-$0.38$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 11.83%, avg 5.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Aug 21$2.200.507.6%11.83%19.42%652226
$19.00Aug 14$1.850.562.2%9.95%12.16%1--
$19.50Aug 14$1.800.544.9%9.68%14.58%5--
$19.00Aug 7$1.700.552.2%9.14%11.35%33--
$20.50Aug 14$1.500.4810.3%8.07%18.34%2634
$21.00Aug 14$1.450.4413.0%7.80%20.76%4966
$19.00Jul 31$1.400.532.2%7.53%9.74%340
$20.00Aug 14$1.400.507.6%7.53%15.12%7--
$20.00Aug 7$1.300.487.6%6.99%14.58%2128
$19.00Jul 24$1.150.532.2%6.19%8.39%4--

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 6,919
Total Puts 710
Put/Call Ratio 0.10
Net Difference 6,209

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,267
Total Puts 8,192
Average Put/Call Ratio 0.32
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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