Tour v334
FSLY
FASTLY INC A
$20.90 +4.34%
$20.80 (-0.48%)🌙
as of 07/14 06:55 PM
7/14 18:55

Option Volume

Detail
Current (07/14) 4,598
Calls: 3,953 (86%)
Puts: 645 (14%)
Prior (07/13) 4,617
Calls: 3,819 (83%)
Puts: 798 (17%)
Current vs Prior -0.41%
Calls: +3.51% (Calls)
Puts: -19.17% (Puts)
Prior 7-Day Total 47,777
Calls: 36,323 (76%)
Puts: 11,454 (24%)
Prior 7-Day Average 6,825
Calls: 5,189 (76%)
Puts: 1,636 (24%)
Current vs Prior 7-Day Avg -32.63%
Calls: -23.82%
Puts: -60.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $1.32M
Calls: $1.24M (94%)
Puts: $73.2K (6%)
Prior (07/13) $818.5K
Calls: $662.1K (81%)
Puts: $156.3K (19%)
Current vs Prior +60.94%
Calls: +87.88%
Puts: -53.20%
Prior 7-Day Total $8.35M
Calls: $6.04M (72%)
Puts: $2.30M (28%)
Prior 7-Day Average $1.19M
Calls: $863.1K (72%)
Puts: $329.2K (28%)
Current vs Prior 7-Day Avg +10.48%
Calls: +44.14%
Puts: -77.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.16
Prior (07/13) 0.21
Current vs Prior -21.91%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -54.79%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 76,948
Calls: 54,235 (70%)
Puts: 22,713 (30%)
Prior (07/13) 108,400
Calls: 61,486 (57%)
Puts: 46,914 (43%)
Current vs Prior -29.01%
Prior 7-Day Total 567,533
Calls: 368,122 (65%)
Puts: 199,411 (35%)
Prior 7-Day Average 81,076
Calls: 52,588 (65%)
Puts: 28,487 (35%)
Current vs Prior 7-Day Avg -5.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 8.76% | 13.45%8.76% | 28.37%
Prior 9.34% | 13.73%9.34% | 28.86%
Current vs Prior -6.21% | -2.07%-6.21% | -1.68%
Prior 7-Day Avg 8.94% | 13.46%11.83% | 29.67%
Current vs 7-Day Avg -2.02% | -0.10%-26.00% | -4.37%
Prior 7-Day Eod 9.34% | 13.73%9.34% | 28.86%
Current vs 7-Day Eod -6.21% | -2.07%-6.21% | -1.68%
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 94% of dollar volume in calls ($1.24M) vs puts ($73.2K). Elevated premium activity with dollar volume up 61% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (3,953 calls vs 645 puts). P/C ratio dropping 22% - sentiment shifting bullish.

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 8 of results (avg 7.4%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 72.552.70$2.635.7%70.5533
$20.00Aug 213.303.50$3.405.9%810.61472
$22.50Aug 212.302.45$2.386.3%690.49565
$20.00Aug 73.003.20$3.106.5%40.6159
$22.50Jul 240.600.65$0.637.9%130.3315
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 215.506.00$5.758.7%130.622
$20.00Aug 212.402.65$2.539.9%220.39246

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.68, cheapest $0.43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 170.400.45$0.4311.6%1780.36116
$22.50Jul 240.600.65$0.637.9%130.3315
$21.00Jul 170.600.70$0.6515.4%1340.47715
$22.00Jul 240.700.85$0.7719.5%150.38166
$20.50Jul 170.851.00$0.9316.1%640.58759
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 172.753.60$3.1826.7%470.952.1K
$18.00Jul 172.203.10$2.6534.0%20.9589
$17.00Jul 173.304.00$3.6519.2%180.92205
$19.00Jul 171.602.20$1.9031.6%40.89293
$18.00Jul 242.553.30$2.9325.6%10.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 173.805.60$4.7038.3%10.9230
$22.50Jul 171.602.25$1.9333.7%20.8194
$22.00Jul 171.101.85$1.4850.7%10.7211
$23.00Jul 311.904.30$3.1077.4%10.67--
$25.00Aug 75.205.80$5.5010.9%10.65--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 3.1K, top 607)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 171.201.30$1.258.0%6070.704.6K
$23.00Jul 240.450.55$0.5020.0%4040.28193
$23.00Jul 170.050.15$0.10100.0%1840.12154
$21.50Jul 170.400.45$0.4311.6%1780.36116
$17.00Aug 74.305.10$4.7017.0%1500.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Jul 310.801.40$1.1054.5%610.36--
$18.00Jul 170.000.20$0.10200.0%510.0993
$18.50Jul 170.000.15$0.08187.5%450.0972
$22.50Aug 213.804.20$4.0010.0%440.516
$20.00Jul 170.300.45$0.3839.5%320.32460

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 18.3%, max 32.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 17Aug 7177.9%134.4%32.4%168205
$18.00Jul 17Jul 24123.4%95.7%28.9%389
$17.50Jul 17Aug 21141.6%112.2%26.2%502.4K
$25.00Jul 17Aug 21136.0%112.4%21.1%1345.2K
$21.00Jul 17Aug 28103.0%101.6%1.4%135715
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 17Aug 21141.6%112.2%26.2%25339
$25.00Jul 17Aug 21136.0%112.4%21.1%1432
$19.50Jul 17Jul 31106.9%89.6%19.3%7941
$18.00Jul 17Aug 14123.4%118.0%4.6%5393
$19.00Jul 17Aug 2899.4%97.5%1.9%11--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 5.67, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Jul 24$0.15$0.85$0.155.67$24.15
$21.00$22.00Jul 31$0.15$0.85$0.155.67$21.15
$23.50$24.00Jul 24$0.10$0.40$0.104.00$23.60
$24.00$25.00Aug 7$0.20$0.80$0.204.00$24.20
$24.00$25.00Aug 14$0.23$0.77$0.233.35$24.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.50$19.00Jul 24$0.11$0.39$0.113.55$19.39
$19.00$17.50Jul 24$0.39$1.11$0.392.85$18.61
$19.50$19.00Jul 17$0.15$0.35$0.152.33$19.35
$20.00$19.50Jul 31$0.15$0.35$0.152.33$19.85
$18.00$17.00Aug 7$0.33$0.67$0.332.03$17.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 3.00, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Jul 17$0.75$0.75$0.253.00$18.75
$18.50$19.00Jul 24$0.33$0.33$0.171.94$18.83
$20.00$20.50Jul 17$0.32$0.32$0.181.78$20.32
$21.50$22.00Aug 14$0.32$0.32$0.181.78$21.82
$19.00$19.50Jul 31$0.30$0.30$0.201.50$19.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$22.50Aug 21$1.75$1.75$0.752.33$23.25
$20.50$20.00Jul 31$0.33$0.33$0.171.94$20.17
$25.00$20.00Aug 7$3.20$3.20$1.801.78$21.80
$23.00$20.50Jul 31$1.52$1.52$0.981.55$21.48
$22.50$20.00Aug 21$1.47$1.47$1.031.43$21.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.64, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Jul 17Jul 24$0.07136.0%86.7%
$24.00Jul 17Jul 24$0.25103.2%91.0%
$18.00Jul 17Jul 24$0.28123.4%95.7%
$19.00Jul 17Jul 24$0.3099.4%97.4%
$23.00Jul 17Jul 24$0.4094.8%92.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 17Jul 24$0.08141.6%90.4%
$17.00Jul 24Jul 31$0.2397.1%94.8%
$19.50Jul 17Jul 24$0.38106.9%91.4%
$19.00Jul 17Jul 24$0.4299.4%97.4%
$25.00Jul 17Aug 7$0.80136.0%128.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 7.42% of stock, avg 18.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Jul 17$0.65$0.90$1.55$19.45$22.557.42%
$20.50Jul 17$0.93$0.63$1.56$18.94$22.067.46%
$20.00Jul 17$1.25$0.38$1.63$18.37$21.637.80%
$19.50Jul 17$1.43$0.30$1.73$17.77$21.238.28%
$22.00Jul 17$0.30$1.48$1.78$20.22$23.788.52%
$19.00Jul 17$1.90$0.15$2.05$16.95$21.059.81%
$22.50Jul 17$0.18$1.93$2.11$20.39$24.6110.10%
$18.00Jul 17$2.65$0.10$2.75$15.25$20.7513.16%
$19.00Jul 24$2.20$0.57$2.77$16.23$21.7713.25%
$20.00Jul 31$2.00$1.25$3.25$16.75$23.2515.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.96% of stock, avg 9.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.00Jul 17$0.10$0.10$0.20$17.80$23.20
$23.00$19.00Jul 17$0.10$0.15$0.25$18.75$23.25
$22.50$18.00Jul 17$0.18$0.10$0.28$17.72$22.78
$22.50$19.00Jul 17$0.18$0.15$0.33$18.67$22.83
$22.00$18.00Jul 17$0.30$0.10$0.40$17.60$22.40
$23.00$19.50Jul 17$0.10$0.30$0.40$19.10$23.40
$22.00$19.00Jul 17$0.30$0.15$0.45$18.55$22.45
$22.50$19.50Jul 17$0.18$0.30$0.48$19.02$22.98
$23.00$20.00Jul 17$0.10$0.38$0.48$19.52$23.48
$21.50$18.00Jul 17$0.43$0.10$0.53$17.47$22.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 54 found (best R:R 7.33, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2024/24Jul 31$0.88$0.127.33$19.62$24.38
20/2022/23Jul 31$0.86$0.146.14$19.64$22.86
20/2324/24Jul 31$2.07$0.434.81$20.93$25.57
20/2024/25Jul 31$0.40$0.104.00$19.60$24.90
17/1820/21Aug 7$0.80$0.204.00$17.20$20.80
19/2022/24Aug 14$1.18$0.323.69$19.32$23.68
20/2122/22Jul 17$0.39$0.113.55$20.61$22.39
19/2024/24Jul 31$0.77$0.233.35$18.73$24.27
18/2022/25Aug 21$1.91$0.593.24$18.09$24.41
20/2022/22Jul 17$0.38$0.123.17$20.12$21.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 7$0.07$0.9313.29
$23.00$24.00$25.00Jul 17$0.08$0.9211.50
$22.00$23.00$24.00Aug 7$0.08$0.9211.50
$20.00$22.50$25.00Aug 21$0.24$2.269.42
$21.00$21.50$22.00Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$22.50$25.00Aug 21$0.28$2.227.93
$17.50$20.00$22.50Aug 21$0.34$2.166.35
$18.50$19.00$19.50Jul 17$0.08$0.425.25
$18.00$18.50$19.00Jul 17$0.09$0.414.56
$19.50$20.00$20.50Jul 17$0.17$0.331.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.06, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Aug 21-$0.82$1.68
$20.00$22.501:2Aug 21-$1.36$1.14
$23.00$24.001:2Jul 17$0.00$1.00
$24.00$25.001:2Jul 24$0.00$1.00
$23.50$24.501:2Jul 31$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$20.501:2Jul 31-$0.06$2.44
$20.00$17.501:2Aug 21-$0.27$2.23
$20.00$18.001:2Aug 7-$0.56$1.44
$22.50$20.001:2Aug 21-$1.06$1.44
$19.00$17.501:2Jul 31-$0.78$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 12.20%, avg 5.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 7$2.550.550.5%12.20%12.68%733
$21.50Aug 28$2.550.542.9%12.20%15.07%1--
$21.00Aug 28$2.350.550.5%11.24%11.72%1--
$22.50Aug 21$2.300.497.7%11.00%18.66%69565
$22.50Aug 28$2.300.497.7%11.00%18.66%1--
$22.00Aug 7$2.100.505.3%10.05%15.31%912
$21.50Aug 14$2.050.522.9%9.81%12.68%2--
$22.50Aug 14$1.850.467.7%8.85%16.51%3--
$23.00Aug 7$1.750.4410.1%8.37%18.42%3673
$22.00Aug 14$1.750.485.3%8.37%13.64%2--

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 3,953
Total Puts 645
Put/Call Ratio 0.16
Net Difference 3,308

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,323
Total Puts 11,454
Average Put/Call Ratio 0.36
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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