Tour v303
FSLY
FASTLY INC A
$19.74 +6.19%
$19.70 (-0.20%)🌙
as of 07/08 06:31 PM
7/8 18:31

Option Volume

Detail
Current (07/08) 11,026
Calls: 9,413 (85%)
Puts: 1,613 (15%)
Prior (07/07) 7,629
Calls: 6,919 (91%)
Puts: 710 (9%)
Current vs Prior +44.53%
Calls: +36.05% (Calls)
Puts: +127.18% (Puts)
Prior 7-Day Total 43,836
Calls: 36,623 (84%)
Puts: 7,213 (16%)
Prior 7-Day Average 6,262
Calls: 5,231 (84%)
Puts: 1,030 (16%)
Current vs Prior 7-Day Avg +76.07%
Calls: +79.92%
Puts: +56.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $1.82M
Calls: $1.58M (87%)
Puts: $239.4K (13%)
Prior (07/07) $1.38M
Calls: $1.26M (91%)
Puts: $126.6K (9%)
Current vs Prior +31.55%
Calls: +25.74%
Puts: +89.14%
Prior 7-Day Total $7.39M
Calls: $6.14M (83%)
Puts: $1.25M (17%)
Prior 7-Day Average $1.06M
Calls: $877.5K (83%)
Puts: $178.6K (17%)
Current vs Prior 7-Day Avg +72.09%
Calls: +79.85%
Puts: +34.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.17
Prior (07/07) 0.10
Current vs Prior +66.99%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -29.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 64,577
Calls: 53,290 (83%)
Puts: 11,287 (17%)
Prior (07/07) 75,780
Calls: 49,023 (65%)
Puts: 26,757 (35%)
Current vs Prior -14.78%
Prior 7-Day Total 487,512
Calls: 324,354 (67%)
Puts: 163,158 (33%)
Prior 7-Day Average 69,644
Calls: 46,336 (67%)
Puts: 23,308 (33%)
Current vs Prior 7-Day Avg -7.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 7.40% | 12.77%12.77% | 30.80%
Prior 8.93% | 13.34%13.34% | 29.69%
Current vs Prior -17.17% | -4.31%-4.31% | +3.73%
Prior 7-Day Avg 8.17% | 14.56%13.66% | 29.72%
Current vs 7-Day Avg -9.48% | -12.33%-6.52% | +3.62%
Prior 7-Day Eod 8.93% | 13.34%-- | --
Current vs 7-Day Eod -17.17% | -4.31%-- | --
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 19.16% | 30.89%
Calls: 10.94% | 35.94%
Puts: 27.39% | 25.84%
Current vs 7-Day Avg -22.25% | -80.32%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($1.58M) vs puts ($239.4K). Dollar volume significantly above 7-day average (72% higher). Volume explosion - 76% above 7-day average (11,026 vs avg 6,262). Extreme bullish P/C ratio of 0.17 - heavy call buying (9,413 calls vs 1,613 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 7 of results (avg 8.1%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 212.002.15$2.087.2%420.45239
$17.50Aug 214.004.30$4.157.2%1210.70201
$20.00Aug 212.853.10$2.988.4%1050.57286
$19.50Jul 241.551.70$1.639.2%50.579
$19.00Jul 171.451.60$1.539.8%800.64187
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 213.003.20$3.106.5%540.43136
$17.50Aug 211.751.90$1.838.2%220.30205

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 170.700.85$0.7719.5%270.377

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 103.205.00$4.1043.9%80.9515
$17.00Jul 102.002.85$2.4235.1%950.93132
$16.50Jul 102.253.90$3.0853.6%20.9247
$16.50Jul 173.004.00$3.5028.6%20.90--
$18.00Jul 101.552.40$1.9842.9%1580.88318
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 102.704.50$3.6050.0%10.94--
$20.50Jul 101.001.15$1.0813.9%3060.65307
$20.50Jul 171.451.65$1.5512.9%3060.57--
$21.00Jul 312.403.00$2.7022.2%100.563
$21.00Aug 72.803.50$3.1522.2%40.515

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 7.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 100.050.20$0.13115.4%1.1K0.1670
$20.50Jul 100.250.50$0.3865.8%9000.35111
$20.00Jul 170.801.15$0.9835.7%8470.495.0K
$20.50Jul 170.750.95$0.8523.5%4330.43256
$18.00Jul 312.503.20$2.8524.6%3020.69111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 101.001.15$1.0813.9%3060.65307
$20.50Jul 171.451.65$1.5512.9%3060.57--
$18.00Jul 310.851.15$1.0030.0%870.3029
$20.00Aug 213.003.20$3.106.5%540.43136
$17.50Jul 100.000.15$0.08187.5%290.0984

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 32.0%, max 92.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 10Jul 17184.4%95.7%92.6%447
$16.00Jul 10Jul 31178.4%95.6%86.5%915
$23.50Jul 10Aug 14147.4%112.8%30.7%23--
$20.50Jul 10Jul 24118.1%91.9%28.5%905111
$22.00Jul 10Jul 31122.5%97.2%26.0%18473
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 10Jul 17184.4%95.7%92.6%493
$16.00Jul 10Aug 7178.4%112.9%58.0%168
$20.50Jul 10Jul 17118.1%94.5%25.0%612307
$17.50Jul 10Aug 21126.6%110.2%14.8%51289
$19.50Jul 10Jul 17104.0%91.9%13.2%10--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 4.88, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$23.50Jul 24$0.18$0.82$0.184.56$22.68
$21.50$22.00Jul 17$0.10$0.40$0.104.00$21.60
$22.00$22.50Jul 17$0.10$0.40$0.104.00$22.10
$22.00$23.00Jul 31$0.23$0.77$0.233.35$22.23
$20.00$20.50Jul 10$0.12$0.38$0.123.17$20.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$16.00Jul 24$0.17$0.83$0.174.88$16.83
$18.00$17.00Jul 24$0.25$0.75$0.253.00$17.75
$19.50$18.00Jul 10$0.38$1.12$0.382.95$19.12
$18.00$17.50Jul 17$0.13$0.37$0.132.85$17.87
$18.50$18.00Jul 17$0.14$0.36$0.142.57$18.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 3.00, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$17.00Jul 31$0.75$0.75$0.253.00$16.75
$17.00$18.00Jul 31$0.75$0.75$0.253.00$17.75
$17.00$18.50Jul 24$1.00$1.00$0.502.00$18.00
$19.00$19.50Jul 10$0.32$0.32$0.181.78$19.32
$17.00$17.50Jul 17$0.32$0.32$0.181.78$17.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$19.00Jul 31$0.65$0.65$0.351.86$19.35
$21.00$20.00Jul 31$0.65$0.65$0.351.86$20.35
$21.00$20.00Aug 7$0.62$0.62$0.381.63$20.38
$20.50$19.50Jul 10$0.60$0.60$0.401.50$19.90
$20.50$20.00Jul 17$0.30$0.30$0.201.50$20.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.45, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Jul 10Jul 31$0.25178.4%95.6%
$22.50Jul 17Jul 24$0.2897.4%93.5%
$18.50Jul 10Jul 17$0.30109.4%91.5%
$22.00Jul 10Jul 17$0.35122.5%97.6%
$23.50Jul 10Jul 24$0.40147.4%95.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Jul 10Jul 17$0.08178.4%102.6%
$17.50Jul 10Jul 17$0.22126.6%92.4%
$17.00Jul 17Jul 24$0.2395.6%93.5%
$18.00Jul 10Jul 17$0.33113.1%92.3%
$19.00Jul 17Jul 24$0.3392.2%90.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 6.13% of stock, avg 17.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Jul 10$0.73$0.48$1.21$18.29$20.716.13%
$20.50Jul 10$0.38$1.08$1.46$19.04$21.967.40%
$18.00Jul 10$1.98$0.10$2.08$15.92$20.0810.54%
$20.00Jul 17$0.98$1.25$2.23$17.77$22.2311.30%
$19.50Jul 17$1.27$1.00$2.27$17.23$21.7711.50%
$19.00Jul 17$1.53$0.77$2.30$16.70$21.3011.65%
$20.50Jul 17$0.85$1.55$2.40$18.10$22.9012.16%
$18.50Jul 17$1.85$0.57$2.42$16.08$20.9212.26%
$18.00Jul 17$2.40$0.43$2.83$15.17$20.8314.34%
$17.50Jul 17$2.58$0.30$2.88$14.62$20.3814.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 0.91% of stock, avg 7.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$17.50Jul 10$0.10$0.08$0.18$17.32$22.18
$22.00$18.00Jul 10$0.10$0.10$0.20$17.80$22.20
$22.00$16.50Jul 10$0.10$0.10$0.20$16.30$22.20
$21.50$17.50Jul 10$0.13$0.08$0.21$17.29$21.71
$21.50$18.00Jul 10$0.13$0.10$0.23$17.77$21.73
$21.50$16.50Jul 10$0.13$0.10$0.23$16.27$21.73
$21.00$17.50Jul 10$0.20$0.08$0.28$17.22$21.28
$21.00$18.00Jul 10$0.20$0.10$0.30$17.70$21.30
$21.00$16.50Jul 10$0.20$0.10$0.30$16.20$21.30
$20.50$17.50Jul 10$0.38$0.08$0.46$17.04$20.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 7.33, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
19/2022/23Jul 31$0.88$0.127.33$19.12$22.88
20/2122/23Jul 31$0.88$0.127.33$20.12$22.88
17/1819/20Aug 7$0.87$0.136.69$17.13$19.87
18/1920/21Jul 31$0.85$0.155.67$18.15$20.85
18/1819/20Jul 17$0.40$0.104.00$18.10$19.40
19/2020/21Jul 17$0.40$0.104.00$19.10$20.90
16/1719/20Aug 7$0.80$0.204.00$16.20$19.80
18/1819/20Jul 17$0.39$0.113.55$17.61$19.39
20/2021/22Jul 17$0.38$0.123.17$19.62$21.38
18/1920/21Jul 17$0.37$0.132.85$18.63$20.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Jul 31$0.05$0.9519.00
$17.50$20.00$22.50Aug 21$0.27$2.238.26
$18.50$19.00$19.50Jul 17$0.06$0.447.33
$19.00$19.50$20.00Jul 10$0.09$0.414.56
$20.00$21.00$22.00Jul 31$0.18$0.824.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$16.00$17.00$18.00Aug 7$0.07$0.9313.29
$16.00$17.00$18.00Jul 24$0.08$0.9211.50
$17.00$18.00$19.00Aug 7$0.08$0.9211.50
$18.00$19.00$20.00Aug 7$0.08$0.9211.50
$19.00$20.00$21.00Aug 7$0.09$0.9110.11

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 $-0.11, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$21.001:2Aug 14-$0.11$3.89
$20.00$23.001:2Aug 7-$0.32$2.68
$22.00$23.501:2Jul 10$0.00$1.50
$20.00$22.501:2Aug 21-$1.18$1.32
$21.00$23.001:2Aug 14-$0.92$1.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$17.501:2Aug 21-$0.56$1.94
$17.00$16.001:2Jul 24-$0.11$0.89
$17.50$16.501:2Jul 10-$0.12$0.88
$18.00$17.001:2Jul 24-$0.20$0.80
$19.00$18.001:2Jul 24-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 14.44%, avg 4.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Aug 21$2.850.571.3%14.44%15.75%105286
$20.00Aug 7$2.050.551.3%10.39%11.70%5--
$21.00Aug 14$2.050.516.4%10.39%16.77%1115
$22.50Aug 21$2.000.4514.0%10.13%24.11%42239
$20.00Jul 31$1.600.521.3%8.11%9.42%3997
$20.00Jul 24$1.300.521.3%6.59%7.90%1492
$23.00Aug 14$1.300.4016.5%6.59%23.10%102
$23.50Aug 14$1.250.3919.1%6.33%25.38%7--
$21.00Jul 31$1.200.446.4%6.08%12.46%5332
$20.50Jul 24$1.100.463.9%5.57%9.42%5--

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 9,413
Total Puts 1,613
Put/Call Ratio 0.17
Net Difference 7,800

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,623
Total Puts 7,213
Average Put/Call Ratio 0.24
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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