Tour v344
FSLY
FASTLY INC A
$20.32 +1.60%
$20.30 (-0.10%)🌙
as of 07/16 06:30 PM
7/16 18:30

Option Volume

Detail
Current (07/16) 4,956
Calls: 2,899 (58%)
Puts: 2,057 (42%)
Prior (07/15) 8,464
Calls: 2,636 (31%)
Puts: 5,828 (69%)
Current vs Prior -41.45%
Calls: +9.98% (Calls)
Puts: -64.70% (Puts)
Prior 7-Day Total 51,645
Calls: 36,145 (70%)
Puts: 15,500 (30%)
Prior 7-Day Average 7,377
Calls: 5,163 (70%)
Puts: 2,214 (30%)
Current vs Prior 7-Day Avg -32.83%
Calls: -43.86%
Puts: -7.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $1.04M
Calls: $796.6K (77%)
Puts: $244.7K (23%)
Prior (07/15) $1.27M
Calls: $678.0K (54%)
Puts: $587.9K (46%)
Current vs Prior -17.74%
Calls: +17.50%
Puts: -58.38%
Prior 7-Day Total $9.56M
Calls: $7.06M (74%)
Puts: $2.51M (26%)
Prior 7-Day Average $1.37M
Calls: $1.01M (74%)
Puts: $358.1K (26%)
Current vs Prior 7-Day Avg -23.79%
Calls: -20.98%
Puts: -31.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.71
Prior (07/15) 2.21
Current vs Prior -67.91%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +19.99%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 79,427
Calls: 57,573 (72%)
Puts: 21,854 (28%)
Prior (07/15) 77,444
Calls: 52,495 (68%)
Puts: 24,949 (32%)
Current vs Prior +2.56%
Prior 7-Day Total 591,039
Calls: 395,461 (67%)
Puts: 195,578 (33%)
Prior 7-Day Average 84,434
Calls: 56,494 (67%)
Puts: 27,939 (33%)
Current vs Prior 7-Day Avg -5.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.20% | 11.37%6.20% | 26.82%
Prior 6.60% | 10.90%6.60% | 27.25%
Current vs Prior -6.05% | +4.29%-6.05% | -1.57%
Prior 7-Day Avg 8.24% | 12.81%10.34% | 29.13%
Current vs 7-Day Avg -24.74% | -11.27%-40.03% | -7.92%
Prior 7-Day Eod 6.60% | 10.90%6.60% | 27.25%
Current vs 7-Day Eod -6.05% | +4.29%-6.05% | -1.57%
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 77% of dollar volume in calls ($796.6K) vs puts ($244.7K). Below-average activity with volume down 41% vs prior. P/C ratio dropping 68% - sentiment shifting bullish. Call-heavy open interest (57,573 calls vs 21,854 puts) suggests bullish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 11 of results (avg 8.0%, best 5.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 142.702.85$2.785.4%100.5815
$19.00Jul 241.751.90$1.838.2%170.7269
$20.00Jul 311.451.60$1.539.8%720.56187
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 144.905.20$5.055.9%160.63--
$23.00Aug 74.004.30$4.157.2%50.611
$22.50Aug 143.804.10$3.957.6%100.56--
$22.00Aug 143.503.80$3.658.2%120.53--
$23.50Aug 144.504.90$4.708.5%460.613

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.67, cheapest $0.38)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 170.350.40$0.3813.2%860.43761
$20.50Jul 240.851.00$0.9316.1%10.49--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 240.350.40$0.3813.2%100.22--
$16.50Aug 140.901.05$0.9815.3%180.213

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 172.753.20$2.9815.1%540.952.1K
$16.50Jul 173.204.20$3.7027.0%500.95140
$18.00Jul 171.752.75$2.2544.4%50.9582
$18.50Jul 171.152.15$1.6560.6%20.9268
$16.50Jul 243.304.90$4.1039.0%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 172.804.30$3.5542.3%10.961
$21.00Jul 170.701.15$0.9348.4%1.5K0.73612
$21.50Jul 241.651.85$1.7511.4%80.658
$24.00Aug 144.905.20$5.055.9%160.63--
$23.00Aug 74.004.30$4.157.2%50.611

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 3.6K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.550.70$0.6323.8%4830.604.1K
$20.00Aug 212.603.10$2.8517.5%2380.57544
$21.00Jul 170.050.30$0.18138.9%1070.26757
$20.50Jul 170.350.40$0.3813.2%860.43761
$20.00Jul 311.451.60$1.539.8%720.56187
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 170.701.15$0.9348.4%1.5K0.73612
$18.00Aug 141.401.60$1.5013.3%680.3026
$23.50Aug 144.504.90$4.708.5%460.613
$16.50Aug 140.901.05$0.9815.3%180.213
$24.00Aug 144.905.20$5.055.9%160.63--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 49.2%, max 198.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 17Jul 24250.6%100.5%149.5%51140
$17.50Jul 17Aug 21190.8%108.6%75.7%842.3K
$18.00Jul 17Jul 24161.1%92.9%73.5%8141
$18.50Jul 17Jul 24146.3%90.6%61.5%468
$19.50Jul 17Jul 24136.8%87.3%56.7%72117
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 17Aug 14350.9%117.7%198.2%13138
$17.50Jul 17Aug 21190.8%108.6%75.7%5--
$24.00Jul 17Aug 14182.6%118.3%54.3%171
$20.50Jul 17Jul 24120.0%85.9%39.6%1310
$18.50Jul 17Aug 14146.3%114.7%27.6%156

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 6.69, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.50$22.00Jul 17$0.10$0.40$0.104.00$21.60
$22.00$23.00Jul 31$0.20$0.80$0.204.00$22.20
$23.00$23.50Jul 31$0.10$0.40$0.104.00$23.10
$23.50$24.00Aug 14$0.12$0.38$0.123.17$23.62
$23.00$24.00Aug 7$0.25$0.75$0.253.00$23.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$17.00Jul 24$0.13$0.87$0.136.69$17.87
$19.00$18.50Jul 24$0.12$0.38$0.123.17$18.88
$17.00$16.50Jul 31$0.15$0.35$0.152.33$16.85
$17.50$17.00Aug 14$0.15$0.35$0.152.33$17.35
$19.50$17.50Jul 31$0.62$1.38$0.622.23$18.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 6.89, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$19.50Jul 17$0.38$0.38$0.123.17$19.38
$18.00$18.50Jul 24$0.37$0.37$0.132.85$18.37
$19.00$19.50Jul 24$0.35$0.35$0.152.33$19.35
$18.50$19.00Jul 17$0.32$0.32$0.181.78$18.82
$19.50$20.00Jul 17$0.32$0.32$0.181.78$19.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$21.00Jul 17$2.62$2.62$0.386.89$21.38
$23.00$22.00Aug 7$0.70$0.70$0.302.33$22.30
$23.00$22.50Aug 14$0.35$0.35$0.152.33$22.65
$24.00$23.50Aug 14$0.35$0.35$0.152.33$23.65
$21.50$20.50Jul 24$0.62$0.62$0.381.63$20.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.51, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 24$0.12182.6%91.4%
$18.00Jul 17Jul 24$0.17161.1%92.9%
$23.00Jul 17Jul 24$0.22145.0%88.4%
$23.50Jul 24Jul 31$0.2394.4%88.8%
$22.50Jul 17Jul 24$0.30124.4%87.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 24Jul 31$0.10100.5%88.2%
$23.00Aug 7Aug 14$0.15122.2%118.5%
$22.00Aug 7Aug 14$0.20123.2%116.7%
$18.50Jul 17Jul 24$0.30146.3%90.6%
$17.50Jul 17Jul 31$0.35190.8%89.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 4.82% of stock, avg 17.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 17$0.63$0.35$0.98$19.02$20.984.82%
$20.50Jul 17$0.38$0.63$1.01$19.49$21.514.97%
$21.00Jul 17$0.18$0.93$1.11$19.89$22.115.46%
$19.50Jul 17$0.95$0.25$1.20$18.30$20.705.91%
$19.00Jul 17$1.33$0.08$1.41$17.59$20.416.94%
$18.50Jul 17$1.65$0.08$1.73$16.77$20.238.51%
$20.00Jul 24$1.18$0.88$2.06$17.94$22.0610.14%
$20.50Jul 24$0.93$1.13$2.06$18.44$22.5610.14%
$19.50Jul 24$1.48$0.68$2.16$17.34$21.6610.63%
$21.50Jul 24$0.57$1.75$2.32$19.18$23.8211.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 0.54% of stock, avg 9.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$19.00Jul 17$0.03$0.08$0.11$18.89$22.11
$22.00$18.50Jul 17$0.03$0.08$0.11$18.39$22.11
$21.50$19.00Jul 17$0.13$0.08$0.21$18.79$21.71
$21.50$18.50Jul 17$0.13$0.08$0.21$18.29$21.71
$21.00$19.00Jul 17$0.18$0.08$0.26$18.74$21.26
$21.00$18.50Jul 17$0.18$0.08$0.26$18.24$21.26
$22.00$19.50Jul 17$0.03$0.25$0.28$19.22$22.28
$22.00$17.00Jul 17$0.03$0.28$0.31$16.69$22.31
$21.50$19.50Jul 17$0.13$0.25$0.38$19.12$21.88
$22.00$20.00Jul 17$0.03$0.35$0.38$19.62$22.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 5.67, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
17/1819/20Aug 7$0.85$0.155.67$17.15$19.85
19/2022/22Aug 14$0.40$0.104.00$19.10$22.40
19/2023/24Aug 14$0.40$0.104.00$19.10$23.40
17/1820/21Aug 7$0.77$0.233.35$17.23$20.77
20/2022/22Jul 17$0.38$0.123.17$20.12$21.88
19/2020/21Jul 24$0.38$0.123.17$19.12$20.88
16/1720/20Jul 31$0.38$0.123.17$16.62$20.38
19/2022/23Aug 14$0.38$0.123.17$19.12$22.88
19/2020/21Jul 17$0.37$0.132.85$19.13$20.87
18/1920/20Jul 24$0.37$0.132.85$18.63$20.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 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
$19.00$20.00$21.00Aug 7$0.08$0.9211.50
$22.00$23.00$24.00Aug 7$0.08$0.9211.50
$20.00$20.50$21.00Jul 17$0.05$0.459.00
$19.50$20.00$20.50Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.50$20.00$20.50Jul 24$0.05$0.459.00
$22.50$23.00$23.50Aug 14$0.05$0.459.00
$18.00$20.00$22.00Aug 7$0.22$1.788.09
$18.50$19.00$19.50Jul 24$0.06$0.447.33
$19.00$19.50$20.00Aug 14$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.26, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Aug 21-$1.11$1.39
$17.50$20.001:2Aug 21-$1.45$1.05
$20.00$22.001:2Aug 14-$1.18$0.82
$16.50$18.001:2Jul 24-$0.74$0.76
$22.00$23.001:2Jul 31-$0.35$0.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$17.501:2Aug 21-$0.26$2.24
$20.00$18.001:2Aug 7-$0.38$1.62
$22.00$20.001:2Aug 7-$1.11$0.89
$21.50$20.501:2Jul 24-$0.51$0.49
$17.00$16.501:2Jul 24-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 11.56%, avg 4.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 28$2.350.533.4%11.56%14.91%23
$21.00Aug 7$1.850.513.4%9.10%12.45%740
$22.00Aug 14$1.850.478.3%9.10%17.37%9--
$22.50Aug 21$1.850.4510.7%9.10%19.83%15614
$22.50Aug 14$1.700.4410.7%8.37%19.09%2--
$22.00Aug 7$1.550.458.3%7.63%15.90%420
$23.00Aug 14$1.550.4113.2%7.63%20.82%1413
$23.50Aug 14$1.450.3915.7%7.14%22.79%4--
$24.00Aug 14$1.300.3718.1%6.40%24.51%122
$20.50Jul 31$1.200.510.9%5.91%6.79%414

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 2,899
Total Puts 2,057
Put/Call Ratio 0.71
Net Difference 842

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,145
Total Puts 15,500
Average Put/Call Ratio 0.59
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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