Tour v340
FSLY
FASTLY INC A
$20.00 -4.31%
$19.97 (-0.15%)🌙
as of 07/15 06:38 PM
7/15 18:38

Option Volume

Detail
Current (07/15) 8,464
Calls: 2,636 (31%)
Puts: 5,828 (69%)
Prior (07/14) 4,598
Calls: 3,953 (86%)
Puts: 645 (14%)
Current vs Prior +84.08%
Calls: -33.32% (Calls)
Puts: +803.57% (Puts)
Prior 7-Day Total 47,630
Calls: 36,410 (76%)
Puts: 11,220 (24%)
Prior 7-Day Average 6,804
Calls: 5,201 (76%)
Puts: 1,602 (24%)
Current vs Prior 7-Day Avg +24.39%
Calls: -49.32%
Puts: +263.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $1.27M
Calls: $678.0K (54%)
Puts: $587.9K (46%)
Prior (07/14) $1.32M
Calls: $1.24M (94%)
Puts: $73.2K (6%)
Current vs Prior -3.90%
Calls: -45.50%
Puts: +703.55%
Prior 7-Day Total $8.88M
Calls: $6.74M (76%)
Puts: $2.14M (24%)
Prior 7-Day Average $1.27M
Calls: $963.2K (76%)
Puts: $305.4K (24%)
Current vs Prior 7-Day Avg -0.21%
Calls: -29.61%
Puts: +92.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 2.21
Prior (07/14) 0.16
Current vs Prior +1255.01%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +528.50%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 77,444
Calls: 52,495 (68%)
Puts: 24,949 (32%)
Prior (07/14) 76,948
Calls: 54,235 (70%)
Puts: 22,713 (30%)
Current vs Prior +0.64%
Prior 7-Day Total 569,518
Calls: 374,202 (66%)
Puts: 195,316 (34%)
Prior 7-Day Average 81,359
Calls: 53,457 (66%)
Puts: 27,902 (34%)
Current vs Prior 7-Day Avg -4.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.60% | 10.90%6.60% | 27.25%
Prior 8.76% | 13.45%8.76% | 28.37%
Current vs Prior -24.62% | -18.93%-24.62% | -3.96%
Prior 7-Day Avg 8.65% | 13.25%11.39% | 29.48%
Current vs 7-Day Avg -23.71% | -17.75%-42.07% | -7.58%
Prior 7-Day Eod 8.76% | 13.44%8.76% | 28.37%
Current vs 7-Day Eod -24.62% | -18.93%-24.62% | -3.96%
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

Above-average activity with volume up 84% vs prior. Extreme bearish P/C ratio of 2.21 - heavy put buying. P/C ratio rising 1255% - increased hedging/bearish positioning. Call-heavy open interest (52,495 calls vs 24,949 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 6 of results (avg 7.6%, best 6.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 311.401.50$1.456.9%910.53133
$20.00Aug 212.702.90$2.807.1%2890.57476
$20.50Aug 142.402.60$2.508.0%90.5556
$20.00Aug 72.402.65$2.539.9%40.5759
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 144.705.00$4.856.2%30.63--
$20.00Aug 142.502.70$2.607.7%20.43--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.75, cheapest $0.75)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 310.700.80$0.7513.3%230.34191
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 173.004.50$3.7540.0%11.00--
$16.50Jul 172.453.70$3.0840.6%91.00--
$17.50Jul 171.952.85$2.4037.5%31.00--
$18.00Jul 171.002.40$1.7082.4%141.0087
$17.00Jul 172.053.40$2.7249.6%140.96208
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 173.605.10$4.3534.5%10.92--
$24.00Jul 243.005.10$4.0551.9%120.871
$23.50Jul 243.404.60$4.0030.0%10.83--
$24.00Jul 313.305.20$4.2544.7%10.81--
$23.00Jul 243.004.20$3.6033.3%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 7.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.500.65$0.5726.3%2990.484.1K
$20.00Aug 212.702.90$2.807.1%2890.57476
$21.00Jul 170.200.30$0.2540.0%1280.26746
$21.50Jul 170.100.20$0.1566.7%910.17239
$20.00Jul 311.401.50$1.456.9%910.53133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 171.152.00$1.5853.8%1.5K0.7322
$18.50Jul 240.350.55$0.4544.4%1.2K0.267
$20.00Jul 170.501.00$0.7566.7%1.2K0.52436
$17.00Aug 70.951.20$1.0823.1%8540.2548
$16.00Jul 240.000.10$0.05200.0%2650.0492

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 37.0%, max 127.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.00Jul 17Jul 24197.4%86.7%127.6%2--
$23.00Jul 17Jul 31142.9%85.8%66.6%50433
$24.00Jul 17Aug 7172.7%123.6%39.7%6--
$21.00Jul 17Jul 31115.6%86.5%33.7%131835
$21.50Jul 17Jul 31114.8%87.6%31.1%92239
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 17Jul 31172.7%89.1%93.8%2--
$16.50Jul 17Jul 24159.4%90.1%76.8%12108
$19.50Jul 17Jul 24118.5%86.1%37.6%3684
$17.50Jul 17Aug 21117.2%109.2%7.3%311.3K
$20.00Jul 17Aug 21113.5%106.3%6.8%1.2K702

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 6.69, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$21.50Jul 17$0.10$0.40$0.104.00$21.10
$23.50$24.00Jul 24$0.10$0.40$0.104.00$23.60
$22.00$22.50Jul 17$0.12$0.38$0.123.17$22.12
$21.50$22.00Jul 24$0.12$0.38$0.123.17$21.62
$20.50$21.00Jul 17$0.13$0.37$0.132.85$20.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$16.00Jul 31$0.13$0.87$0.136.69$16.87
$17.00$16.50Jul 24$0.10$0.40$0.104.00$16.90
$18.50$18.00Jul 24$0.10$0.40$0.104.00$18.40
$18.00$17.50Jul 24$0.13$0.37$0.132.85$17.87
$17.50$17.00Jul 31$0.13$0.37$0.132.85$17.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 12.04, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$20.00Jul 17$0.38$0.38$0.123.17$19.88
$16.50$17.00Jul 17$0.36$0.36$0.142.57$16.86
$17.00$17.50Jul 17$0.32$0.32$0.181.78$17.32
$18.50$19.00Jul 24$0.32$0.32$0.181.78$18.82
$18.50$19.00Jul 17$0.30$0.30$0.201.50$18.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$21.00Jul 17$2.77$2.77$0.2312.04$21.23
$21.00$20.00Jul 17$0.83$0.83$0.174.88$20.17
$23.50$23.00Jul 24$0.40$0.40$0.104.00$23.10
$24.00$20.50Jul 31$2.55$2.55$0.952.68$21.45
$23.50$23.00Aug 14$0.35$0.35$0.152.33$23.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.43, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 24$0.07172.7%91.3%
$23.50Jul 24Jul 31$0.1898.0%88.9%
$23.00Jul 17Jul 24$0.20142.9%92.4%
$22.00Jul 17Jul 24$0.23148.8%88.6%
$16.00Jul 17Jul 24$0.25197.4%86.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 17Jul 24$0.05159.4%90.1%
$17.00Jul 24Jul 31$0.1596.8%88.0%
$17.50Jul 17Jul 24$0.17117.2%88.0%
$16.00Jul 24Jul 31$0.1786.7%94.2%
$18.00Jul 17Jul 24$0.27107.0%90.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 6.60% of stock, avg 15.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 17$0.57$0.75$1.32$18.68$21.326.60%
$19.00Jul 17$1.25$0.22$1.47$17.53$20.477.35%
$19.50Jul 17$0.95$0.53$1.48$18.02$20.987.40%
$18.50Jul 17$1.55$0.15$1.70$16.80$20.208.50%
$18.00Jul 17$1.70$0.08$1.78$16.22$19.788.90%
$21.00Jul 17$0.25$1.58$1.83$19.17$22.839.15%
$20.00Jul 24$1.10$1.08$2.18$17.82$22.1810.90%
$19.00Jul 24$1.68$0.63$2.31$16.69$21.3111.55%
$18.00Jul 24$2.00$0.35$2.35$15.65$20.3511.75%
$17.50Jul 17$2.40$0.05$2.45$15.05$19.9512.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 1.00% of stock, avg 6.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.50$17.50Jul 17$0.15$0.05$0.20$17.30$21.70
$21.50$18.00Jul 17$0.15$0.08$0.23$17.77$21.73
$22.00$17.50Jul 17$0.20$0.05$0.25$17.25$22.25
$22.00$18.00Jul 17$0.20$0.08$0.28$17.72$22.28
$21.00$17.50Jul 17$0.25$0.05$0.30$17.20$21.30
$21.50$18.50Jul 17$0.15$0.15$0.30$18.20$21.80
$21.00$18.00Jul 17$0.25$0.08$0.33$17.67$21.33
$22.00$18.50Jul 17$0.20$0.15$0.35$18.15$22.35
$21.50$19.00Jul 17$0.15$0.22$0.37$18.63$21.87
$21.00$18.50Jul 17$0.25$0.15$0.40$18.10$21.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 4.00, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1920/21Jul 24$0.40$0.104.00$18.60$20.90
18/1920/20Jul 24$0.38$0.123.17$18.62$20.38
20/2021/22Jul 24$0.38$0.123.17$19.62$21.38
20/2022/22Jul 24$0.37$0.132.85$19.63$21.87
18/1820/21Jul 31$0.73$0.272.70$17.77$20.73
18/1819/20Jul 24$0.71$0.292.45$17.29$19.71
20/2020/21Jul 17$0.35$0.152.33$19.65$20.85
18/1820/21Jul 24$0.35$0.152.33$17.65$20.85
20/2024/24Jul 24$0.35$0.152.33$19.65$23.85
16/1719/20Jul 24$0.68$0.322.12$16.32$19.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$22.00$24.00Aug 7$0.21$1.798.52
$20.00$20.50$21.00Jul 17$0.06$0.447.33
$17.50$20.00$22.50Aug 21$0.30$2.207.33
$20.50$21.00$21.50Jul 24$0.09$0.414.56
$22.00$22.50$23.00Jul 17$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Jul 24$0.05$0.459.00
$18.00$18.50$19.00Jul 24$0.08$0.425.25
$17.00$17.50$18.00Jul 24$0.11$0.393.55
$17.00$18.00$19.00Aug 7$0.22$0.783.55
$20.00$21.50$23.00Jul 24$0.68$0.821.21

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.35, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$18.001:2Jul 24$0.00$2.00
$18.00$20.001:2Jul 31-$0.35$1.65
$20.00$22.501:2Aug 21-$0.90$1.60
$22.00$24.001:2Aug 7-$0.61$1.39
$20.00$22.001:2Aug 7-$0.97$1.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$17.501:2Aug 21-$0.35$2.15
$21.50$20.001:2Jul 24-$0.16$1.34
$23.00$21.501:2Jul 24-$0.40$1.10
$17.50$16.501:2Jul 17-$0.05$0.95
$17.00$16.001:2Jul 31-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 13.50%, avg 4.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Aug 21$2.700.570.0%13.50%13.50%289476
$20.00Aug 7$2.400.570.0%12.00%12.00%459
$20.50Aug 14$2.400.552.5%12.00%14.50%956
$22.50Aug 21$1.700.4412.5%8.50%21.00%70623
$22.00Aug 7$1.650.4510.0%8.25%18.25%419
$20.00Jul 31$1.400.530.0%7.00%7.00%91133
$24.00Aug 7$1.050.3420.0%5.25%25.25%1--
$20.00Jul 24$1.000.530.0%5.00%5.00%2494
$21.00Jul 31$0.900.435.0%4.50%9.50%389
$20.50Jul 24$0.800.462.5%4.00%6.50%21--

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 2,636
Total Puts 5,828
Put/Call Ratio 2.21
Net Difference -3,192

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,410
Total Puts 11,220
Average Put/Call Ratio 0.35
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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