Tour v308
FSLY
FASTLY INC A
$20.33 +2.99%
$20.32 (-0.05%)🌙
as of 07/09 06:30 PM
7/9 18:30

Option Volume

Detail
Current (07/09) 8,919
Calls: 5,660 (63%)
Puts: 3,259 (37%)
Prior (07/08) 11,026
Calls: 9,413 (85%)
Puts: 1,613 (15%)
Current vs Prior -19.11%
Calls: -39.87% (Calls)
Puts: +102.05% (Puts)
Prior 7-Day Total 49,882
Calls: 42,003 (84%)
Puts: 7,879 (16%)
Prior 7-Day Average 7,126
Calls: 6,000 (84%)
Puts: 1,125 (16%)
Current vs Prior 7-Day Avg +25.16%
Calls: -5.67%
Puts: +189.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $2.28M
Calls: $1.15M (50%)
Puts: $1.13M (50%)
Prior (07/08) $1.82M
Calls: $1.58M (87%)
Puts: $239.4K (13%)
Current vs Prior +25.36%
Calls: -27.35%
Puts: +372.81%
Prior 7-Day Total $8.47M
Calls: $7.18M (85%)
Puts: $1.29M (15%)
Prior 7-Day Average $1.21M
Calls: $1.03M (85%)
Puts: $184.3K (15%)
Current vs Prior 7-Day Avg +88.35%
Calls: +11.80%
Puts: +514.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.58
Prior (07/08) 0.17
Current vs Prior +236.02%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +145.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 124,645
Calls: 71,442 (57%)
Puts: 53,203 (43%)
Prior (07/08) 64,577
Calls: 53,290 (83%)
Puts: 11,287 (17%)
Current vs Prior +93.02%
Prior 7-Day Total 493,095
Calls: 339,692 (69%)
Puts: 153,403 (31%)
Prior 7-Day Average 70,442
Calls: 48,527 (69%)
Puts: 21,914 (31%)
Current vs Prior 7-Day Avg +76.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.30% | 11.21%11.21% | 29.51%
Prior 7.40% | 12.77%12.77% | 30.80%
Current vs Prior -14.87% | -12.15%-12.15% | -4.18%
Prior 7-Day Avg 8.04% | 13.04%13.36% | 30.08%
Current vs 7-Day Avg -21.71% | -14.03%-16.05% | -1.89%
Prior 7-Day Eod 7.40% | 12.77%-- | --
Current vs 7-Day Eod -14.87% | -12.15%-- | --
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 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (88% higher). Bullish P/C ratio of 0.58. P/C ratio rising 236% - increased hedging/bearish positioning. Rising open interest (up 93%) indicates new positions being established.

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 4 of results (avg 7.4%, best 6.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 214.404.70$4.556.6%110.72303
$19.00Jul 242.102.30$2.209.1%190.6858
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 214.204.50$4.356.9%20.53--
$20.00Aug 212.702.90$2.807.1%1300.41170

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.77, cheapest $0.55)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 170.500.60$0.5518.2%120.3520
$20.50Jul 170.851.00$0.9316.1%650.49643
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.750.90$0.8318.1%150.42363

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 103.304.30$3.8026.3%10.9649
$17.00Jul 102.653.70$3.1833.0%40.93138
$18.50Jul 101.452.15$1.8038.9%760.93301
$17.50Jul 102.103.20$2.6541.5%10.9210
$18.00Jul 101.952.85$2.4037.5%830.91219
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 312.553.10$2.8319.4%90.60--
$20.50Jul 100.400.90$0.6576.9%40.56--
$22.50Aug 214.204.50$4.356.9%20.53--
$21.00Jul 311.902.60$2.2531.1%20.52--

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 3.9K, top 600)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 171.101.25$1.1812.7%6000.575.3K
$22.50Aug 212.152.40$2.2811.0%3470.47248
$20.00Jul 100.550.70$0.6323.8%3350.611.1K
$20.50Jul 100.300.50$0.4050.0%1870.44882
$20.00Aug 213.003.40$3.2012.5%1780.59337
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 212.702.90$2.807.1%1300.41170
$17.00Jul 310.400.65$0.5347.2%1210.19177
$17.50Aug 211.501.70$1.6012.5%1030.28223
$17.50Jul 240.300.50$0.4050.0%430.181
$20.00Jul 100.150.45$0.30100.0%320.3929

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 76.5%, max 239.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 10Aug 7361.7%106.5%239.5%2248
$17.00Jul 10Jul 31259.4%90.9%185.3%5138
$16.50Jul 10Jul 17250.7%117.1%114.0%2184
$17.50Jul 10Aug 21226.1%108.5%108.4%12313
$18.00Jul 10Aug 7192.9%107.9%78.8%254219
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 10Aug 7192.9%107.9%78.8%28129
$18.50Jul 10Jul 17146.4%88.4%65.6%10118
$19.50Jul 10Jul 24114.3%89.3%28.0%1710
$16.50Jul 17Jul 24117.1%95.6%22.5%1594

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 9.00, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.00Jul 17$0.10$0.90$0.109.00$23.10
$22.00$23.00Jul 24$0.18$0.82$0.184.56$22.18
$17.00$17.50Jul 17$0.10$0.40$0.104.00$17.10
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$17.50Jul 17$0.10$0.40$0.104.00$17.90
$19.00$18.50Jul 17$0.10$0.40$0.104.00$18.90
$20.00$19.00Aug 7$0.22$0.78$0.223.55$19.78
$20.00$19.50Jul 10$0.12$0.38$0.123.17$19.88
$18.00$17.50Jul 24$0.13$0.37$0.132.85$17.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 3.35, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Aug 7$0.77$0.77$0.233.35$18.77
$18.00$18.50Jul 17$0.37$0.37$0.132.85$18.37
$17.00$19.00Jul 31$1.27$1.27$0.731.74$18.27
$19.00$20.00Jul 31$0.63$0.63$0.371.70$19.63
$18.00$19.00Jul 24$0.58$0.58$0.421.38$18.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$20.00Jul 10$0.35$0.35$0.152.33$20.15
$19.00$18.00Aug 7$0.70$0.70$0.302.33$18.30
$22.50$20.00Aug 21$1.55$1.55$0.951.63$20.95
$22.00$21.00Jul 31$0.58$0.58$0.421.38$21.42
$21.00$19.00Jul 31$1.07$1.07$0.931.15$19.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.52, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 10Jul 17$0.05250.7%117.1%
$23.00Jul 10Jul 17$0.23166.6%90.9%
$18.00Jul 10Jul 17$0.25192.9%93.4%
$22.00Jul 10Jul 17$0.40120.8%88.1%
$17.50Jul 10Jul 17$0.43226.1%91.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 17Jul 24$0.07117.1%95.6%
$18.00Jul 10Jul 17$0.18192.9%93.4%
$17.50Jul 17Jul 24$0.2291.9%90.8%
$17.00Jul 17Jul 24$0.2389.5%94.0%
$18.50Jul 10Jul 17$0.27146.4%88.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 4.57% of stock, avg 17.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 10$0.63$0.30$0.93$19.07$20.934.57%
$20.50Jul 10$0.40$0.65$1.05$19.45$21.555.16%
$19.50Jul 10$0.90$0.18$1.08$18.42$20.585.31%
$18.50Jul 10$1.80$0.08$1.88$16.62$20.389.25%
$20.00Jul 17$1.18$0.83$2.01$17.99$22.019.89%
$19.00Jul 17$1.85$0.45$2.30$16.70$21.3011.31%
$18.00Jul 10$2.40$0.10$2.50$15.50$20.5012.30%
$18.50Jul 17$2.28$0.35$2.63$15.87$21.1312.94%
$20.00Jul 24$1.63$1.23$2.86$17.14$22.8614.07%
$18.00Jul 17$2.65$0.28$2.93$15.07$20.9314.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.64% of stock, avg 7.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.50$18.50Jul 10$0.05$0.08$0.13$18.37$21.63
$22.00$18.50Jul 10$0.05$0.08$0.13$18.37$22.13
$21.50$18.00Jul 10$0.05$0.10$0.15$17.85$21.65
$22.00$18.00Jul 10$0.05$0.10$0.15$17.85$22.15
$21.00$18.50Jul 10$0.15$0.08$0.23$18.27$21.23
$21.50$19.50Jul 10$0.05$0.18$0.23$19.27$21.73
$22.00$19.50Jul 10$0.05$0.18$0.23$19.27$22.23
$21.00$18.00Jul 10$0.15$0.10$0.25$17.75$21.25
$21.00$19.50Jul 10$0.15$0.18$0.33$19.17$21.33
$21.50$20.00Jul 10$0.05$0.30$0.35$19.65$21.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 4.56, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2122/23Aug 7$0.82$0.184.56$20.18$22.82
21/2223/24Jul 31$0.78$0.223.55$21.22$23.78
17/1820/21Aug 7$0.78$0.223.55$17.22$20.78
20/2123/24Aug 7$0.78$0.223.55$20.22$23.78
17/1820/21Jul 31$0.77$0.233.35$17.23$20.77
17/1821/22Jul 31$0.77$0.233.35$17.23$21.77
18/1820/20Jul 24$0.38$0.123.17$17.62$20.38
20/2020/21Jul 10$0.37$0.132.85$19.63$20.87
18/1820/21Jul 24$0.36$0.142.57$17.64$20.86
18/1820/20Jul 17$0.35$0.152.33$17.65$20.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 24$0.05$0.459.00
$17.50$18.00$18.50Jul 17$0.06$0.447.33
$21.00$22.00$23.00Jul 24$0.14$0.866.14
$20.00$21.00$22.00Aug 7$0.15$0.855.67
$21.00$21.50$22.00Jul 17$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.00$17.50$18.00Jul 24$0.06$0.447.33
$17.50$20.00$22.50Aug 21$0.35$2.156.14
$19.00$20.00$21.00Aug 7$0.28$0.722.57
$16.50$17.00$17.50Jul 17$0.16$0.342.13
$17.00$18.00$19.00Aug 7$0.42$0.581.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.40, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$23.501:2Aug 14-$0.53$1.97
$20.00$22.501:2Aug 21-$1.36$1.14
$22.00$23.001:2Jul 10-$0.05$0.95
$23.00$24.001:2Jul 17-$0.08$0.92
$17.00$19.001:2Jul 31-$1.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$17.501:2Aug 21-$0.40$2.10
$21.00$19.001:2Jul 31-$0.11$1.89
$22.50$20.001:2Aug 21-$1.25$1.25
$20.00$19.001:2Jul 17-$0.07$0.93
$18.00$17.001:2Jul 31-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 10.58%, avg 4.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Aug 21$2.150.4710.7%10.58%21.25%347248
$21.00Aug 14$2.050.533.3%10.08%13.38%28116
$21.00Aug 7$1.750.523.3%8.61%11.90%8--
$21.00Jul 31$1.350.473.3%6.64%9.94%1673
$22.00Aug 7$1.350.468.2%6.64%14.85%513
$20.50Jul 24$1.250.520.8%6.15%6.98%1531
$23.00Aug 7$1.100.4013.1%5.41%18.54%8--
$21.00Jul 24$1.000.463.3%4.92%8.21%1--
$22.00Jul 31$1.000.398.2%4.92%13.13%18--
$23.50Aug 14$0.900.3915.6%4.43%20.02%421

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 5,660
Total Puts 3,259
Put/Call Ratio 0.58
Net Difference 2,401

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,003
Total Puts 7,879
Average Put/Call Ratio 0.23
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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