Tour v500
FSLY
FASTLY INC A
$27.75 +20.86%
$27.69 (-0.22%)🌙
as of 08/10 06:37 PM
8/10 18:37

Option Volume

Detail
Current (08/10) 30,531
Calls: 25,476 (83%)
Puts: 5,055 (17%)
Prior (08/07) 10,997
Calls: 8,980 (82%)
Puts: 2,017 (18%)
Current vs Prior +177.63%
Calls: +183.70% (Calls)
Puts: +150.62% (Puts)
Prior 7-Day Total 91,519
Calls: 71,258 (78%)
Puts: 20,261 (22%)
Prior 7-Day Average 13,074
Calls: 10,179 (78%)
Puts: 2,894 (22%)
Current vs Prior 7-Day Avg +133.52%
Calls: +150.26%
Puts: +74.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $12.16M
Calls: $11.50M (95%)
Puts: $661.7K (5%)
Prior (08/07) $3.15M
Calls: $2.95M (93%)
Puts: $206.1K (7%)
Current vs Prior +285.52%
Calls: +290.03%
Puts: +221.06%
Prior 7-Day Total $24.16M
Calls: $21.41M (89%)
Puts: $2.75M (11%)
Prior 7-Day Average $3.45M
Calls: $3.06M (89%)
Puts: $393.1K (11%)
Current vs Prior 7-Day Avg +252.30%
Calls: +275.95%
Puts: +68.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.20
Prior (08/07) 0.22
Current vs Prior -11.66%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -31.82%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 141,628
Calls: 75,344 (53%)
Puts: 66,284 (47%)
Prior (08/07) 112,096
Calls: 54,229 (48%)
Puts: 57,867 (52%)
Current vs Prior +26.35%
Prior 7-Day Total 809,448
Calls: 468,367 (58%)
Puts: 341,081 (42%)
Prior 7-Day Average 115,635
Calls: 66,909 (58%)
Puts: 48,725 (42%)
Current vs Prior 7-Day Avg +22.48%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 9.84% | 13.26%13.26% | 23.35%
Prior 9.71% | 13.63%13.63% | 19.82%
Current vs Prior +1.29% | -2.72%-2.72% | +17.83%
Prior 7-Day Avg 14.12% | 19.72%21.88% | 27.05%
Current vs 7-Day Avg -30.33% | -32.75%-39.38% | -13.67%
Prior 7-Day Eod 9.71% | 13.63%13.63% | 19.82%
Current vs 7-Day Eod +1.29% | -2.72%-2.72% | +17.83%
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 15.52% | 11.40%
Calls: 14.97% | 11.74%
Puts: 16.08% | 11.06%
Current vs 7-Day Avg +11.46% | +17.81%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($11.50M) vs puts ($661.7K). Massive premium surge with dollar volume up 286% vs prior. Dollar volume significantly above 7-day average (252% higher). Unusually high activity with volume up 178% vs prior - elevated interest.

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 2 of results (avg 6.4%, best 4.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.304.70$4.508.9%5040.693.3K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Aug 282.452.55$2.504.0%620.52--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.851.00$0.9316.1%8230.341.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 59 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 144.105.70$4.9032.7%371.00398
$23.50Aug 143.705.20$4.4533.7%4470.93423
$24.00Aug 143.304.70$4.0035.0%4330.91421
$22.50Aug 144.606.30$5.4531.2%920.91--
$22.50Aug 214.806.10$5.4523.9%430.901.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Aug 143.805.10$4.4529.2%10.88--
$30.00Aug 142.453.00$2.7320.1%10.75--
$30.00Aug 212.803.30$3.0516.4%50.662
$30.00Sep 183.804.90$4.3525.3%140.56134
$28.00Aug 141.251.70$1.4830.4%1.3K0.53--

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 20.1K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 181.952.30$2.1316.4%2.9K0.442.0K
$30.00Aug 140.300.55$0.4358.1%2.2K0.24543
$28.00Aug 140.851.25$1.0538.1%1.3K0.4769
$25.00Aug 213.003.90$3.4526.1%1.1K0.761.9K
$27.00Aug 141.351.85$1.6031.2%1.1K0.61131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 141.251.70$1.4830.4%1.3K0.53--
$25.00Aug 140.150.50$0.33106.1%3550.1883
$25.00Sep 181.501.85$1.6820.8%2630.30157
$27.00Aug 140.600.90$0.7540.0%2190.391
$26.50Aug 140.550.80$0.6836.8%1950.3311

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 29.9%, max 93.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 14Sep 18161.7%83.5%93.7%127944
$29.00Aug 14Sep 11121.4%84.2%44.1%49581
$23.50Aug 14Sep 4120.7%85.2%41.7%448423
$31.50Aug 14Sep 11120.9%89.7%34.8%3085
$25.00Aug 14Sep 18110.7%82.1%34.7%7993.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 14Sep 18161.7%83.5%93.7%751.8K
$23.50Aug 14Sep 4120.7%85.2%41.7%1078
$25.00Aug 14Sep 18110.7%82.1%34.7%618240
$24.00Aug 14Sep 4113.5%84.5%34.4%15440
$30.00Aug 14Sep 18108.2%84.4%28.1%15134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 4.88, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$32.00Aug 21$0.17$0.83$0.174.88$31.17
$30.50$31.00Aug 14$0.10$0.40$0.104.00$30.60
$31.50$32.00Aug 14$0.10$0.40$0.104.00$31.60
$28.50$29.00Aug 28$0.10$0.40$0.104.00$28.60
$27.50$28.00Aug 28$0.11$0.39$0.113.55$27.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$22.50Sep 4$0.18$0.82$0.184.56$23.32
$25.00$24.50Aug 14$0.10$0.40$0.104.00$24.90
$24.00$23.50Aug 21$0.10$0.40$0.104.00$23.90
$24.00$23.50Sep 4$0.13$0.37$0.132.85$23.87
$25.00$24.00Aug 21$0.28$0.72$0.282.57$24.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 6.14, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$24.50Aug 21$0.40$0.40$0.104.00$24.40
$24.50$25.00Aug 21$0.40$0.40$0.104.00$24.90
$23.00$23.50Aug 28$0.40$0.40$0.104.00$23.40
$24.50$25.00Aug 28$0.40$0.40$0.104.00$24.90
$26.00$27.00Aug 28$0.78$0.78$0.223.55$26.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$30.00Aug 14$1.72$1.72$0.286.14$30.28
$27.50$27.00Aug 14$0.40$0.40$0.104.00$27.10
$28.00$27.50Aug 14$0.33$0.33$0.171.94$27.67
$27.00$26.50Aug 21$0.32$0.32$0.181.78$26.68
$30.00$28.00Aug 14$1.25$1.25$0.751.67$28.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.40, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 14Aug 21$0.15120.7%89.7%
$23.00Aug 14Aug 21$0.25103.6%89.7%
$24.00Aug 14Aug 21$0.25113.5%90.4%
$32.00Aug 14Aug 21$0.25113.9%89.5%
$25.00Aug 14Aug 21$0.32110.7%92.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 14Aug 21$0.15120.7%89.7%
$23.00Aug 14Aug 21$0.17103.6%89.7%
$24.00Aug 14Aug 21$0.22113.5%90.4%
$30.00Aug 14Aug 21$0.32108.2%94.2%
$25.00Aug 14Aug 21$0.35110.7%92.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 8.47% of stock, avg 16.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Aug 14$1.60$0.75$2.35$24.65$29.358.47%
$27.50Aug 14$1.25$1.15$2.40$25.10$29.908.65%
$28.00Aug 14$1.05$1.48$2.53$25.47$30.539.12%
$26.50Aug 14$1.95$0.68$2.63$23.87$29.139.48%
$26.00Aug 14$2.28$0.48$2.76$23.24$28.769.95%
$25.50Aug 14$2.58$0.33$2.91$22.59$28.4110.49%
$30.00Aug 14$0.43$2.73$3.16$26.84$33.1611.39%
$25.00Aug 14$3.13$0.33$3.46$21.54$28.4612.47%
$26.50Aug 21$2.40$1.08$3.48$23.02$29.9812.54%
$27.50Aug 21$1.83$1.65$3.48$24.02$30.9812.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 2.74% of stock, avg 8.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Aug 14$0.43$0.33$0.76$24.74$30.76
$29.50$25.50Aug 14$0.50$0.33$0.83$24.67$30.33
$30.00$26.00Aug 14$0.43$0.48$0.91$25.09$30.91
$29.50$26.00Aug 14$0.50$0.48$0.98$25.02$30.48
$30.00$26.50Aug 14$0.43$0.68$1.11$25.39$31.11
$28.50$25.50Aug 14$0.83$0.33$1.16$24.34$29.66
$29.00$25.50Aug 14$0.83$0.33$1.16$24.34$30.16
$29.50$26.50Aug 14$0.50$0.68$1.18$25.32$30.68
$30.00$27.00Aug 14$0.43$0.75$1.18$25.82$31.18
$29.50$27.00Aug 14$0.50$0.75$1.25$25.75$30.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 5.67, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
25/2628/28Aug 28$0.85$0.155.67$25.15$28.85
24/2427/28Aug 21$0.40$0.104.00$23.60$27.40
24/2426/27Sep 4$0.80$0.204.00$23.70$26.80
24/2528/28Sep 4$0.39$0.113.55$24.61$27.89
26/2728/28Aug 28$0.38$0.123.17$26.62$27.88
24/2428/28Sep 4$0.38$0.123.17$23.62$27.88
26/2628/28Sep 11$0.38$0.123.17$25.62$28.38
24/2426/27Aug 21$0.37$0.132.85$23.63$26.87
26/2728/29Aug 28$0.37$0.132.85$26.63$28.87
24/2527/28Sep 4$0.37$0.132.85$24.63$27.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Aug 28$0.05$0.459.00
$24.00$24.50$25.00Sep 11$0.05$0.459.00
$30.00$31.00$32.00Aug 21$0.16$0.845.25
$25.00$25.50$26.00Sep 4$0.08$0.425.25
$27.00$27.50$28.00Sep 11$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Aug 14$0.05$0.459.00
$25.50$26.00$26.50Aug 21$0.07$0.436.14
$22.50$23.00$23.50Aug 21$0.08$0.425.25
$28.00$30.00$32.00Aug 14$0.47$1.533.26
$26.00$26.50$27.00Aug 28$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.08, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$31.501:2Aug 28-$0.50$1.00
$31.00$32.001:2Aug 21-$0.26$0.74
$30.00$31.001:2Aug 21-$0.27$0.73
$31.50$32.001:2Aug 14-$0.08$0.42
$29.00$30.001:2Aug 21-$0.61$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.08$2.42
$27.50$25.001:2Sep 4-$0.24$2.26
$30.00$28.001:2Aug 14-$0.23$1.77
$30.00$28.001:2Aug 21-$0.65$1.35
$32.00$30.001:2Aug 14-$1.01$0.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 8.11%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Sep 11$2.250.530.9%8.11%9.01%14--
$28.50Sep 11$2.150.502.7%7.75%10.45%2--
$28.00Sep 4$2.000.530.9%7.21%8.11%2--
$30.00Sep 18$1.950.448.1%7.03%15.14%2.9K2.0K
$28.00Aug 28$1.900.530.9%6.85%7.75%62--
$29.00Sep 11$1.900.474.5%6.85%11.35%3--
$29.00Sep 4$1.600.474.5%5.77%10.27%2--
$30.00Sep 11$1.600.438.1%5.77%13.87%4414
$28.50Aug 28$1.500.492.7%5.41%8.11%2--
$28.00Aug 21$1.400.500.9%5.05%5.95%153245

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 25,476
Total Puts 5,055
Put/Call Ratio 0.20
Net Difference 20,421

Prior's Put/Call Breakdown

Total Calls 8,980
Total Puts 2,017
Put/Call Ratio 0.22
Net Difference 6,963

Prior 7-Day Put/Call Summary

Total Calls 71,258
Total Puts 20,261
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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