Tour v494
FSLY
FASTLY INC A
$22.96 +1.23%
$22.85 (-0.48%)🌙
as of 08/07 06:36 PM
8/7 18:36

Option Volume

Detail
Current (08/07) 10,997
Calls: 8,980 (82%)
Puts: 2,017 (18%)
Prior (08/06) 12,839
Calls: 8,301 (65%)
Puts: 4,538 (35%)
Current vs Prior -14.35%
Calls: +8.18% (Calls)
Puts: -55.55% (Puts)
Prior 7-Day Total 86,161
Calls: 66,965 (78%)
Puts: 19,196 (22%)
Prior 7-Day Average 12,308
Calls: 9,566 (78%)
Puts: 2,742 (22%)
Current vs Prior 7-Day Avg -10.66%
Calls: -6.13%
Puts: -26.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $3.15M
Calls: $2.95M (93%)
Puts: $206.1K (7%)
Prior (08/06) $2.84M
Calls: $2.24M (79%)
Puts: $602.5K (21%)
Current vs Prior +10.87%
Calls: +31.46%
Puts: -65.79%
Prior 7-Day Total $22.40M
Calls: $19.68M (88%)
Puts: $2.72M (12%)
Prior 7-Day Average $3.20M
Calls: $2.81M (88%)
Puts: $388.2K (12%)
Current vs Prior 7-Day Avg -1.44%
Calls: +4.84%
Puts: -46.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.22
Prior (08/06) 0.55
Current vs Prior -58.91%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -21.99%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 112,096
Calls: 54,229 (48%)
Puts: 57,867 (52%)
Prior (08/06) 128,691
Calls: 67,552 (52%)
Puts: 61,139 (48%)
Current vs Prior -12.90%
Prior 7-Day Total 767,125
Calls: 457,870 (60%)
Puts: 309,255 (40%)
Prior 7-Day Average 109,589
Calls: 65,410 (60%)
Puts: 44,179 (40%)
Current vs Prior 7-Day Avg +2.29%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.83% | 9.71%13.63% | 19.82%
Prior 5.07% | 10.76%14.90% | 21.96%
Current vs Prior +91.55% | +26.71%-8.53% | -9.75%
Prior 7-Day Avg 13.93% | 20.99%23.51% | 28.55%
Current vs 7-Day Avg -30.27% | -35.05%-42.00% | -30.60%
Prior 7-Day Eod 5.07% | 10.76%14.90% | 21.96%
Current vs 7-Day Eod +91.55% | +26.71%-8.53% | -9.75%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 15.18% | 10.35%
Calls: 13.45% | 10.52%
Puts: 16.92% | 10.18%
Current vs 7-Day Avg +13.98% | +29.76%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($2.95M) vs puts ($206.1K). Extreme bullish P/C ratio of 0.22 - heavy call buying (8,980 calls vs 2,017 puts). P/C ratio dropping 59% - 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 NEUTRAL
Prior NEUTRAL
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 1 of results (avg 7.2%, best 7.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 182.002.15$2.087.2%1160.431.4K

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

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 140.700.80$0.7513.3%260.42328

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 51 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 73.705.40$4.5537.4%21.00--
$19.00Aug 73.204.20$3.7027.0%21.00--
$19.50Aug 72.703.60$3.1528.6%21.00178
$20.00Aug 72.203.20$2.7037.0%131.00110
$19.50Aug 142.604.20$3.4047.1%10.9615
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 73.804.80$4.3023.3%20.9621
$26.50Aug 73.304.30$3.8026.3%100.96126
$26.00Aug 72.853.80$3.3328.5%580.96418
$25.00Aug 71.852.80$2.3340.8%130.94140
$24.00Aug 70.851.50$1.1855.1%5130.92891

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 6.1K, top 513)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 140.951.30$1.1331.0%4570.5844
$24.00Aug 70.000.05$0.03166.7%4240.07370
$22.50Aug 70.050.75$0.40175.0%3820.74340
$23.00Aug 70.000.15$0.08187.5%3780.37695
$23.00Aug 140.851.05$0.9521.1%3430.5080
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 70.851.50$1.1855.1%5130.92891
$22.50Aug 70.000.30$0.15200.0%2330.31350
$23.00Aug 70.000.50$0.25200.0%1920.67408
$22.50Sep 182.002.15$2.087.2%1160.431.4K
$20.00Aug 210.250.50$0.3865.8%640.18467

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 970.2%, max 2088.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.50Aug 7Aug 211630.0%78.8%1968.4%10218
$25.50Aug 7Sep 111568.5%78.8%1889.9%9104
$21.00Aug 7Sep 41395.1%73.8%1791.6%65191
$19.50Aug 7Sep 111156.8%77.0%1402.4%3178
$24.50Aug 7Sep 111201.9%80.3%1396.2%14475
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.50Aug 7Sep 111630.0%74.5%2088.6%1098
$21.00Aug 7Sep 111395.1%73.8%1791.7%32317
$19.00Aug 7Sep 111312.9%76.5%1617.1%443
$20.00Aug 7Sep 181002.6%73.3%1266.9%77980
$22.00Aug 7Sep 11903.8%77.6%1064.4%14241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 4.56, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.00$27.00Aug 21$0.18$0.82$0.184.56$26.18
$26.00$27.00Sep 11$0.20$0.80$0.204.00$26.20
$23.50$24.00Aug 28$0.11$0.39$0.113.55$23.61
$27.00$27.50Aug 28$0.12$0.38$0.123.17$27.12
$22.50$23.00Sep 11$0.12$0.38$0.123.17$22.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.50Aug 7$0.10$0.40$0.104.00$22.90
$20.00$19.00Aug 21$0.20$0.80$0.204.00$19.80
$20.00$19.50Sep 11$0.11$0.39$0.113.55$19.89
$22.50$22.00Aug 14$0.12$0.38$0.123.17$22.38
$20.50$20.00Aug 21$0.12$0.38$0.123.17$20.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 5.67, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$21.50Aug 14$0.38$0.38$0.123.17$21.38
$21.00$21.50Aug 21$0.37$0.37$0.132.85$21.37
$20.00$21.00Aug 14$0.72$0.72$0.282.57$20.72
$21.50$22.00Aug 14$0.33$0.33$0.171.94$21.83
$19.50$22.00Sep 11$1.65$1.65$0.851.94$21.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$25.00Aug 14$0.85$0.85$0.155.67$25.15
$26.00$25.50Aug 7$0.40$0.40$0.104.00$25.60
$25.00$23.50Aug 21$1.10$1.10$0.402.75$23.90
$23.00$22.50Aug 14$0.35$0.35$0.152.33$22.65
$25.00$24.00Aug 14$0.70$0.70$0.302.33$24.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.38, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Aug 7Aug 14$0.071169.2%85.2%
$26.50Aug 7Aug 14$0.101062.3%82.7%
$20.00Aug 7Aug 14$0.151002.6%83.3%
$26.00Aug 7Aug 14$0.15951.3%82.6%
$25.00Aug 7Aug 14$0.22711.4%74.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Aug 7Aug 14$0.051312.9%89.1%
$23.50Aug 7Aug 14$0.10464.2%61.9%
$20.00Aug 7Aug 14$0.121002.6%83.3%
$25.00Aug 7Aug 14$0.17711.4%74.1%
$21.50Aug 7Aug 14$0.35778.0%80.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 1.44% of stock, avg 12.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 7$0.08$0.25$0.33$22.67$23.331.44%
$22.50Aug 7$0.40$0.15$0.55$21.95$23.052.40%
$22.00Aug 7$0.88$0.28$1.16$20.84$23.165.05%
$21.50Aug 7$1.10$0.10$1.20$20.30$22.705.23%
$24.00Aug 7$0.03$1.18$1.21$22.79$25.215.27%
$23.50Aug 7$0.10$1.25$1.35$22.15$24.855.88%
$23.50Aug 14$0.50$1.35$1.85$21.65$25.358.06%
$22.50Aug 14$1.13$0.75$1.88$20.62$24.388.19%
$22.00Aug 14$1.42$0.63$2.05$19.95$24.058.93%
$23.00Aug 14$0.95$1.10$2.05$20.95$25.058.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.57% of stock, avg 6.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$21.50Aug 7$0.03$0.10$0.13$21.37$24.13
$23.00$21.50Aug 7$0.08$0.10$0.18$21.32$23.18
$24.00$22.50Aug 7$0.03$0.15$0.18$22.32$24.18
$23.50$21.50Aug 7$0.10$0.10$0.20$21.30$23.70
$23.00$22.50Aug 7$0.08$0.15$0.23$22.27$23.23
$23.50$22.50Aug 7$0.10$0.15$0.25$22.25$23.75
$24.00$22.00Aug 7$0.03$0.28$0.31$21.69$24.31
$24.00$21.00Aug 7$0.03$0.28$0.31$20.69$24.31
$24.00$20.50Aug 7$0.03$0.28$0.31$20.19$24.31
$23.00$22.00Aug 7$0.08$0.28$0.36$21.64$23.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 8.09, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2424/25Sep 11$0.89$0.118.09$22.61$25.39
20/2024/24Aug 21$0.39$0.113.55$20.11$23.89
19/2022/22Sep 11$0.39$0.113.55$19.11$22.39
22/2426/27Sep 11$0.78$0.223.55$22.72$26.78
21/2226/26Sep 11$0.38$0.123.17$21.12$25.88
20/2122/22Aug 21$0.37$0.132.85$20.63$22.37
21/2222/22Aug 21$0.37$0.132.85$21.13$22.37
22/2227/28Aug 28$0.37$0.132.85$22.13$27.37
21/2222/23Sep 11$0.37$0.132.85$21.13$22.87
22/2222/23Aug 14$0.36$0.142.57$21.64$22.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 21$0.06$0.447.33
$25.00$25.50$26.00Aug 14$0.07$0.436.14
$25.00$25.50$26.00Aug 21$0.08$0.425.25
$21.50$22.00$22.50Aug 28$0.08$0.425.25
$21.00$21.50$22.00Aug 21$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.50$21.00$21.50Aug 14$0.05$0.459.00
$19.50$20.00$20.50Sep 11$0.06$0.447.33
$25.50$26.00$26.50Aug 7$0.07$0.436.14
$19.00$19.50$20.00Aug 14$0.07$0.436.14
$20.50$21.00$21.50Sep 11$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $--, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$24.001:2Sep 4$0.00$3.00
$22.50$25.001:2Sep 18-$0.59$1.91
$24.00$26.001:2Sep 4-$0.35$1.65
$19.50$22.001:2Sep 11-$0.85$1.65
$20.00$22.501:2Sep 18-$1.04$1.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.41$2.09
$22.00$20.001:2Aug 28-$0.07$1.93
$25.00$23.501:2Aug 21-$0.70$0.80
$19.50$19.001:2Aug 14-$0.08$0.42
$20.50$20.001:2Aug 14-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 8.06%, avg 3.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 11$1.850.530.2%8.06%8.23%27
$23.50Sep 11$1.550.492.4%6.75%9.10%1--
$25.00Sep 18$1.400.418.9%6.10%14.98%1903.3K
$24.00Sep 11$1.300.464.5%5.66%10.19%1317
$24.50Sep 11$1.300.436.7%5.66%12.37%2--
$24.00Sep 4$1.250.454.5%5.44%9.97%28--
$23.50Aug 28$1.200.472.4%5.23%7.58%19
$23.00Aug 21$1.100.500.2%4.79%4.97%54104
$24.00Aug 28$1.050.434.5%4.57%9.10%1--
$25.50Sep 11$1.000.3611.1%4.36%15.42%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 8,980
Total Puts 2,017
Put/Call Ratio 0.22
Net Difference 6,963

Prior's Put/Call Breakdown

Total Calls 8,301
Total Puts 4,538
Put/Call Ratio 0.55
Net Difference 3,763

Prior 7-Day Put/Call Summary

Total Calls 66,965
Total Puts 19,196
Average Put/Call Ratio 0.29
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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