Tour v325
FSLY
FASTLY INC A
$20.03 +2.25%
$19.96 (-0.35%)🌙
as of 07/13 06:30 PM
7/13 18:30

Option Volume

Detail
Current (07/13) 4,617
Calls: 3,819 (83%)
Puts: 798 (17%)
Prior (07/10) 6,392
Calls: 3,745 (59%)
Puts: 2,647 (41%)
Current vs Prior -27.77%
Calls: +1.98% (Calls)
Puts: -69.85% (Puts)
Prior 7-Day Total 53,687
Calls: 42,180 (79%)
Puts: 11,507 (21%)
Prior 7-Day Average 7,669
Calls: 6,025 (79%)
Puts: 1,643 (21%)
Current vs Prior 7-Day Avg -39.80%
Calls: -36.62%
Puts: -51.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $818.5K
Calls: $662.1K (81%)
Puts: $156.3K (19%)
Prior (07/10) $685.1K
Calls: $493.7K (72%)
Puts: $191.4K (28%)
Current vs Prior +19.47%
Calls: +34.13%
Puts: -18.33%
Prior 7-Day Total $9.50M
Calls: $7.24M (76%)
Puts: $2.25M (24%)
Prior 7-Day Average $1.36M
Calls: $1.03M (76%)
Puts: $322.1K (24%)
Current vs Prior 7-Day Avg -39.67%
Calls: -35.99%
Puts: -51.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.21
Prior (07/10) 0.71
Current vs Prior -70.44%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg -39.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 108,400
Calls: 61,486 (57%)
Puts: 46,914 (43%)
Prior (07/10) 63,245
Calls: 53,490 (85%)
Puts: 9,755 (15%)
Current vs Prior +71.40%
Prior 7-Day Total 545,240
Calls: 368,540 (68%)
Puts: 176,700 (32%)
Prior 7-Day Average 77,891
Calls: 52,648 (68%)
Puts: 25,242 (32%)
Current vs Prior 7-Day Avg +39.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 9.34% | 13.73%9.34% | 28.86%
Prior 10.36% | 14.29%10.36% | 29.40%
Current vs Prior -9.91% | -3.94%-9.91% | -1.86%
Prior 7-Day Avg 8.42% | 13.14%12.33% | 29.83%
Current vs 7-Day Avg +10.90% | +4.51%-24.29% | -3.27%
Prior 7-Day Eod 10.36% | 14.29%10.36% | 29.40%
Current vs 7-Day Eod -9.91% | -3.94%-9.91% | -1.86%
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

Strong bullish conviction with 81% of dollar volume in calls ($662.1K) vs puts ($156.3K). Extreme bullish P/C ratio of 0.21 - heavy call buying (3,819 calls vs 798 puts). P/C ratio dropping 70% - sentiment shifting bullish. Rising open interest (up 71%) 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 NEUTRAL
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 12 of results (avg 8.1%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 214.104.40$4.257.1%80.72--
$18.00Aug 143.603.90$3.758.0%10.692
$18.00Aug 73.503.80$3.658.2%10.69182
$20.00Aug 212.853.10$2.988.4%490.58439
$20.00Aug 142.652.90$2.789.0%10.5715
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 73.603.80$3.705.4%10.55--
$22.50Aug 214.204.50$4.356.9%30.55--
$20.00Aug 212.702.90$2.807.1%540.42214
$21.00Aug 72.953.20$3.088.1%10.49--
$17.50Aug 211.501.65$1.589.5%50.29--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.66, cheapest $0.55)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Jul 170.500.60$0.5518.2%420.3726
$20.00Jul 170.700.85$0.7719.5%1060.47415

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 173.204.20$3.7027.0%20.94--
$17.00Jul 173.003.60$3.3018.2%10.92--
$17.50Jul 172.553.10$2.8319.4%210.912.1K
$18.00Jul 172.052.80$2.4231.0%60.85--
$18.50Jul 171.652.40$2.0336.9%50.8068
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 173.305.30$4.3046.5%10.94--
$24.00Jul 243.604.50$4.0522.2%10.84--
$20.50Jul 170.951.10$1.0214.7%720.56308
$22.50Aug 214.204.50$4.356.9%30.55--
$22.00Aug 73.603.80$3.705.4%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 3.2K, top 740)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.750.95$0.8523.5%7400.534.9K
$21.00Jul 170.350.55$0.4544.4%5200.35342
$22.50Jul 170.100.20$0.1566.7%2940.151.2K
$20.50Jul 170.550.75$0.6530.8%2640.44692
$22.00Jul 170.150.30$0.2268.2%1350.20276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.700.85$0.7719.5%1060.47415
$20.50Jul 170.951.10$1.0214.7%720.56308
$20.00Aug 212.702.90$2.807.1%540.42214
$17.50Jul 170.050.15$0.10100.0%430.09987
$19.50Jul 170.500.60$0.5518.2%420.3726

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 10.0%, max 15.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Jul 17Jul 2499.9%91.2%9.6%10244
$19.50Jul 17Jul 2498.1%90.0%9.0%42114
$19.00Jul 17Jul 2495.2%88.8%7.3%44362
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 17Aug 14128.2%110.6%15.9%3--
$24.00Jul 17Jul 24105.1%97.1%8.3%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 9.00, avg 1.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$23.00Jul 31$0.15$0.85$0.155.67$22.15
$21.50$22.00Jul 17$0.11$0.39$0.113.55$21.61
$21.00$21.50Jul 17$0.12$0.38$0.123.17$21.12
$23.00$24.00Aug 7$0.25$0.75$0.253.00$23.25
$21.50$22.00Jul 24$0.13$0.37$0.132.85$21.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.50$16.50Jul 31$0.10$0.90$0.109.00$17.40
$17.50$17.00Jul 24$0.11$0.39$0.113.55$17.39
$20.50$20.00Aug 14$0.15$0.35$0.152.33$20.35
$19.50$18.00Jul 24$0.52$0.98$0.521.88$18.98
$19.00$18.00Jul 31$0.37$0.63$0.371.70$18.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 14.91, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Jul 24$0.82$0.82$0.184.56$18.82
$18.00$18.50Jul 17$0.39$0.39$0.113.55$18.39
$19.00$19.50Jul 17$0.32$0.32$0.181.78$19.32
$19.50$20.00Jul 17$0.28$0.28$0.221.27$19.78
$19.50$20.00Jul 24$0.28$0.28$0.221.27$19.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$20.50Jul 17$3.28$3.28$0.2214.91$20.72
$24.00$20.50Jul 24$2.60$2.60$0.902.89$21.40
$20.00$19.50Aug 14$0.37$0.37$0.132.85$19.63
$22.00$21.00Aug 7$0.62$0.62$0.381.63$21.38
$22.50$20.00Aug 21$1.55$1.55$0.951.63$20.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.46, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 17Jul 24$0.23105.6%91.0%
$23.00Jul 17Jul 24$0.30100.6%94.1%
$22.50Jul 17Jul 24$0.35100.1%94.1%
$19.00Jul 17Jul 24$0.3895.2%88.8%
$22.00Jul 17Jul 24$0.38100.3%92.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 17Jul 24$0.07128.2%92.3%
$17.00Jul 17Jul 24$0.12120.9%92.7%
$17.50Jul 17Jul 24$0.23104.6%93.1%
$18.00Jul 17Jul 24$0.25105.6%91.0%
$19.50Jul 17Jul 24$0.4098.1%90.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 8.09% of stock, avg 18.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 17$0.85$0.77$1.62$18.38$21.628.09%
$20.50Jul 17$0.65$1.02$1.67$18.83$22.178.34%
$19.50Jul 17$1.13$0.55$1.68$17.82$21.188.39%
$19.00Jul 17$1.45$0.35$1.80$17.20$20.808.99%
$18.50Jul 17$2.03$0.25$2.28$16.22$20.7811.38%
$20.00Jul 24$1.30$1.18$2.48$17.52$22.4812.38%
$19.50Jul 24$1.58$0.95$2.53$16.97$22.0312.63%
$20.50Jul 24$1.08$1.45$2.53$17.97$23.0312.63%
$18.00Jul 17$2.42$0.18$2.60$15.40$20.6012.98%
$17.50Jul 17$2.83$0.10$2.93$14.57$20.4314.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 1.65% of stock, avg 9.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.50$18.00Jul 17$0.15$0.18$0.33$17.67$22.83
$22.00$18.00Jul 17$0.22$0.18$0.40$17.60$22.40
$22.50$18.50Jul 17$0.15$0.25$0.40$18.10$22.90
$22.00$18.50Jul 17$0.22$0.25$0.47$18.03$22.47
$22.50$19.00Jul 17$0.15$0.35$0.50$18.50$23.00
$21.50$18.00Jul 17$0.33$0.18$0.51$17.49$22.01
$22.00$19.00Jul 17$0.22$0.35$0.57$18.43$22.57
$21.50$18.50Jul 17$0.33$0.25$0.58$17.92$22.08
$21.00$18.00Jul 17$0.45$0.18$0.63$17.37$21.63
$21.50$19.00Jul 17$0.33$0.35$0.68$18.32$22.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 6.69, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2223/24Aug 7$0.87$0.136.69$21.13$23.87
18/1920/21Aug 7$0.82$0.184.56$18.18$20.82
19/2021/22Jul 31$0.81$0.194.26$19.19$21.81
18/1921/22Aug 7$0.80$0.204.00$18.20$21.80
18/2021/22Aug 14$0.80$0.204.00$18.70$21.80
17/1820/20Jul 24$0.39$0.113.55$17.11$19.89
17/1820/21Aug 7$0.78$0.223.55$17.22$20.78
20/2021/22Jul 24$0.38$0.123.17$19.62$21.38
17/1821/22Aug 7$0.76$0.243.17$17.24$21.76
20/2021/22Jul 17$0.37$0.132.85$20.13$21.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$23.00$24.00Aug 7$0.05$0.9519.00
$21.00$22.00$23.00Aug 7$0.08$0.9211.50
$20.50$21.00$21.50Jul 24$0.05$0.459.00
$17.00$17.50$18.00Jul 17$0.06$0.447.33
$19.50$20.00$20.50Jul 24$0.06$0.447.33
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Jul 31$0.11$0.898.09
$17.50$20.00$22.50Aug 21$0.33$2.176.58
$17.00$17.50$18.00Jul 17$0.08$0.425.25
$18.50$19.00$19.50Jul 17$0.10$0.404.00

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 $-0.36, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Aug 21-$1.08$1.42
$22.00$24.001:2Aug 14-$0.73$1.27
$23.00$24.001:2Jul 17$0.00$1.00
$17.50$20.001:2Aug 21-$1.71$0.79
$22.50$23.001:2Jul 17-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$17.501:2Aug 21-$0.36$2.14
$18.50$16.501:2Aug 14-$0.20$1.80
$22.50$20.001:2Aug 21-$1.25$1.25
$21.00$19.001:2Aug 7-$0.82$1.18
$19.00$18.001:2Jul 31-$0.26$0.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 11.48%, avg 4.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.50Aug 14$2.300.542.4%11.48%13.83%157
$21.00Aug 14$2.200.524.8%10.98%15.83%7--
$21.00Aug 7$2.100.514.8%10.48%15.33%531
$22.00Aug 14$1.900.469.8%9.49%19.32%6--
$22.50Aug 21$1.900.4512.3%9.49%21.82%63521
$22.00Aug 7$1.750.459.8%8.74%18.57%312
$23.00Aug 7$1.450.4014.8%7.24%22.07%879
$20.50Jul 31$1.300.512.4%6.49%8.84%14--
$24.00Aug 7$1.200.3519.8%5.99%25.81%10225
$24.00Aug 14$1.150.3619.8%5.74%25.56%813

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 3,819
Total Puts 798
Put/Call Ratio 0.21
Net Difference 3,021

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,180
Total Puts 11,507
Average Put/Call Ratio 0.34
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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