Tour v309
FSLY
FASTLY INC A
$19.59 -3.64%
$19.58 (-0.05%)🌙
as of 07/10 06:31 PM
7/10 18:31

Option Volume

Detail
Current (07/10) 6,392
Calls: 3,745 (59%)
Puts: 2,647 (41%)
Prior (07/09) 8,919
Calls: 5,660 (63%)
Puts: 3,259 (37%)
Current vs Prior -28.33%
Calls: -33.83% (Calls)
Puts: -18.78% (Puts)
Prior 7-Day Total 51,751
Calls: 41,844 (81%)
Puts: 9,907 (19%)
Prior 7-Day Average 7,393
Calls: 5,977 (81%)
Puts: 1,415 (19%)
Current vs Prior 7-Day Avg -13.54%
Calls: -37.35%
Puts: +87.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $685.1K
Calls: $493.7K (72%)
Puts: $191.4K (28%)
Prior (07/09) $2.28M
Calls: $1.15M (50%)
Puts: $1.13M (50%)
Current vs Prior -69.93%
Calls: -56.94%
Puts: -83.09%
Prior 7-Day Total $9.69M
Calls: $7.53M (78%)
Puts: $2.16M (22%)
Prior 7-Day Average $1.38M
Calls: $1.08M (78%)
Puts: $308.2K (22%)
Current vs Prior 7-Day Avg -50.51%
Calls: -54.13%
Puts: -37.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.71
Prior (07/09) 0.58
Current vs Prior +22.75%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +146.66%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 63,245
Calls: 53,490 (85%)
Puts: 9,755 (15%)
Prior (07/09) 124,645
Calls: 71,442 (57%)
Puts: 53,203 (43%)
Current vs Prior -49.26%
Prior 7-Day Total 532,721
Calls: 358,147 (67%)
Puts: 174,574 (33%)
Prior 7-Day Average 76,103
Calls: 51,163 (67%)
Puts: 24,939 (33%)
Current vs Prior 7-Day Avg -16.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.93% | 10.36%10.36% | 29.40%
Prior 6.30% | 11.21%11.21% | 29.51%
Current vs Prior +64.58% | +27.45%-7.60% | -0.37%
Prior 7-Day Avg 7.97% | 12.85%12.82% | 29.94%
Current vs 7-Day Avg +29.97% | +11.20%-19.19% | -1.79%
Prior 7-Day Eod 6.30% | 11.21%-- | --
Current vs 7-Day Eod +64.58% | +27.45%-- | --
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 72% call dollar volume ($493.7K). Light premium activity with dollar volume down 70% vs prior. Call-heavy open interest (53,490 calls vs 9,755 puts) suggests bullish positioning. Declining open interest (down 49%) 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 NEUTRAL
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 3 of results (avg 8.2%, best 7.3%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 72.652.85$2.757.3%20.46--
$20.00Aug 212.953.20$3.088.1%190.45207
$19.00Aug 72.102.30$2.209.1%10.40--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.91, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Jul 170.851.00$0.9316.1%710.5381
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 310.800.95$0.8817.0%90.30118

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 35 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 103.104.00$3.5525.4%11.00--
$16.50Jul 172.803.40$3.1019.4%280.94135
$18.50Jul 100.451.45$0.95105.3%600.93252
$16.00Jul 173.204.80$4.0040.0%20.905
$17.00Jul 172.402.90$2.6518.9%30.89203
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 103.004.60$3.8042.1%20.882
$22.00Jul 102.103.10$2.6038.5%130.8713
$22.50Jul 102.603.40$3.0026.7%20.83--
$22.00Jul 172.403.00$2.7022.2%110.81--
$20.50Jul 100.601.45$1.0283.3%10.79--

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 3.3K, top 511)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.650.85$0.7526.7%5110.455.1K
$19.50Jul 100.050.35$0.20150.0%3210.59466
$21.00Jul 170.300.40$0.3528.6%3010.28230
$19.00Jul 100.200.85$0.53122.6%2300.70628
$20.00Jul 100.000.20$0.10200.0%2160.261.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 211.651.90$1.7814.0%760.31269
$20.00Jul 171.001.20$1.1018.2%570.55360
$17.50Jul 170.150.30$0.2268.2%550.17973
$19.50Jul 100.000.40$0.20200.0%330.4120
$19.50Jul 170.750.95$0.8523.5%320.474

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 923.4%, max 2428.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 10Jul 172004.7%79.3%2428.7%43135
$17.00Jul 10Jul 171827.5%86.1%2022.8%9341
$17.50Jul 10Aug 211337.0%107.1%1148.0%11310
$16.00Jul 10Jul 171453.5%118.3%1128.6%35
$18.00Jul 10Aug 71095.1%117.8%829.3%9336
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 10Aug 141827.5%72.8%2409.2%21--
$22.50Jul 10Jul 241793.9%88.6%1925.0%4--
$18.00Jul 10Aug 141095.1%69.6%1473.7%25123
$22.00Jul 10Jul 241324.9%92.4%1334.0%1515
$20.50Jul 10Jul 17729.5%81.1%799.4%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 4.00, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.50$20.00Jul 10$0.10$0.40$0.104.00$19.60
$20.50$21.00Jul 10$0.10$0.40$0.104.00$20.60
$22.00$23.00Jul 31$0.21$0.79$0.213.76$22.21
$22.00$23.50Jul 24$0.34$1.16$0.343.41$22.34
$21.00$22.00Jul 31$0.27$0.73$0.272.70$21.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$16.00Jul 31$0.53$1.47$0.532.77$17.47
$18.50$17.00Jul 24$0.45$1.05$0.452.33$18.05
$18.50$18.00Jul 17$0.17$0.33$0.171.94$18.33
$17.00$16.00Aug 7$0.35$0.65$0.351.86$16.65
$19.00$18.50Jul 17$0.18$0.32$0.181.78$18.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 5.00, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$18.50Jul 17$0.37$0.37$0.132.85$18.37
$19.00$19.50Jul 10$0.33$0.33$0.171.94$19.33
$19.00$19.50Jul 24$0.33$0.33$0.171.94$19.33
$19.00$19.50Jul 17$0.32$0.32$0.181.78$19.32
$17.50$18.00Jul 17$0.30$0.30$0.201.50$17.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$20.50Jul 17$1.25$1.25$0.255.00$20.75
$22.50$22.00Jul 10$0.40$0.40$0.104.00$22.10
$20.00$19.50Jul 10$0.37$0.37$0.132.85$19.63
$20.50$20.00Jul 17$0.35$0.35$0.152.33$20.15
$22.00$20.00Jul 24$1.25$1.25$0.751.67$20.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.48, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 10Jul 17$0.091324.9%88.6%
$16.50Jul 10Jul 17$0.132004.7%79.3%
$17.00Jul 10Jul 17$0.181827.5%86.1%
$17.50Jul 10Jul 17$0.201337.0%89.2%
$21.00Jul 10Jul 17$0.32606.0%80.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Jul 17Jul 24$0.05118.3%90.5%
$22.00Jul 10Jul 17$0.101324.9%88.6%
$18.00Jul 10Jul 17$0.151095.1%80.9%
$16.50Jul 17Jul 24$0.3379.3%100.3%
$19.00Jul 10Jul 17$0.40787.8%82.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 2.04% of stock, avg 14.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Jul 10$0.20$0.20$0.40$19.10$19.902.04%
$20.00Jul 10$0.10$0.57$0.67$19.33$20.673.42%
$19.00Jul 10$0.53$0.23$0.76$18.24$19.763.88%
$18.50Jul 10$0.95$0.03$0.98$17.52$19.485.00%
$20.50Jul 10$0.13$1.02$1.15$19.35$21.655.87%
$18.00Jul 10$1.45$0.13$1.58$16.42$19.588.07%
$19.50Jul 17$0.93$0.85$1.78$17.72$21.289.09%
$20.00Jul 17$0.75$1.10$1.85$18.15$21.859.44%
$19.00Jul 17$1.25$0.63$1.88$17.12$20.889.60%
$20.50Jul 17$0.50$1.45$1.95$18.55$22.459.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 0.31% of stock, avg 9.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$18.50Jul 10$0.03$0.03$0.06$18.44$21.06
$20.00$18.50Jul 10$0.10$0.03$0.13$18.37$20.13
$20.50$18.50Jul 10$0.13$0.03$0.16$18.34$20.66
$22.00$18.50Jul 10$0.13$0.03$0.16$18.34$22.16
$21.00$18.00Jul 10$0.03$0.13$0.16$17.84$21.16
$20.00$18.00Jul 10$0.10$0.13$0.23$17.77$20.23
$21.00$19.50Jul 10$0.03$0.20$0.23$19.27$21.23
$21.00$17.00Jul 10$0.03$0.20$0.23$16.77$21.23
$20.50$18.00Jul 10$0.13$0.13$0.26$17.74$20.76
$22.00$18.00Jul 10$0.13$0.13$0.26$17.74$22.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 4.88, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1920/21Jul 31$0.83$0.174.88$18.17$20.83
19/2022/23Aug 7$0.82$0.184.56$19.18$22.82
18/1920/20Jul 24$0.39$0.113.55$18.61$19.89
16/1620/20Jul 24$0.38$0.123.17$16.12$20.38
19/2020/21Jul 17$0.37$0.132.85$19.13$20.87
18/1920/21Jul 24$0.37$0.132.85$18.63$20.87
18/1921/22Jul 24$0.37$0.132.85$18.63$21.37
18/1922/23Aug 7$0.74$0.262.85$18.26$22.74
18/1920/20Jul 17$0.36$0.142.57$18.64$19.86
18/1921/22Jul 31$0.72$0.282.57$18.28$21.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Jul 31$0.06$0.9415.67
$18.00$20.00$22.00Aug 7$0.19$1.819.53
$17.50$18.00$18.50Jul 10$0.05$0.459.00
$20.00$21.00$22.00Jul 31$0.11$0.898.09
$22.00$22.50$23.00Jul 17$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$16.00$17.00$18.00Aug 7$0.08$0.9211.50
$18.00$19.00$20.00Aug 7$0.08$0.9211.50
$19.50$20.00$20.50Jul 10$0.08$0.425.25
$19.50$20.00$20.50Jul 17$0.10$0.404.00
$17.50$18.00$18.50Jul 17$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.48, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Aug 21-$1.02$1.48
$20.00$22.001:2Aug 7-$0.92$1.08
$17.50$20.001:2Aug 21-$1.46$1.04
$21.00$22.001:2Jul 10-$0.23$0.77
$22.00$23.001:2Jul 31-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$17.501:2Aug 21-$0.48$2.02
$22.00$20.001:2Jul 24-$0.25$1.75
$22.00$20.501:2Jul 17-$0.20$1.30
$18.00$17.001:2Jul 10-$0.27$0.73
$19.00$18.001:2Jul 31-$0.43$0.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 12.76%, avg 5.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Aug 21$2.500.552.1%12.76%14.85%58411
$20.00Aug 7$2.250.542.1%11.49%13.58%359
$20.00Aug 14$2.200.502.1%11.23%13.32%714
$20.50Aug 14$1.800.464.7%9.19%13.83%3--
$22.50Aug 21$1.700.4214.8%8.68%23.53%201487
$22.00Aug 7$1.500.4212.3%7.66%19.96%1017
$22.50Aug 14$1.500.3714.8%7.66%22.51%104
$22.00Aug 14$1.450.4012.3%7.40%19.70%1112
$20.00Jul 31$1.250.502.1%6.38%8.47%64182
$23.00Aug 7$1.250.3717.4%6.38%23.79%1--

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 3,745
Total Puts 2,647
Put/Call Ratio 0.71
Net Difference 1,098

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,844
Total Puts 9,907
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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