Tour v504
FSLY
FASTLY INC A
$28.78 +3.71%
$28.84 (+0.21%)🌙
as of 08/11 06:40 PM
8/11 18:40

Option Volume

Detail
Current (08/11) 15,676
Calls: 13,935 (89%)
Puts: 1,741 (11%)
Prior (08/10) 30,531
Calls: 25,476 (83%)
Puts: 5,055 (17%)
Current vs Prior -48.66%
Calls: -45.30% (Calls)
Puts: -65.56% (Puts)
Prior 7-Day Total 116,451
Calls: 91,864 (79%)
Puts: 24,587 (21%)
Prior 7-Day Average 16,635
Calls: 13,123 (79%)
Puts: 3,512 (21%)
Current vs Prior 7-Day Avg -5.77%
Calls: +6.18%
Puts: -50.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $7.70M
Calls: $7.52M (98%)
Puts: $182.8K (2%)
Prior (08/10) $12.16M
Calls: $11.50M (95%)
Puts: $661.7K (5%)
Current vs Prior -36.66%
Calls: -34.60%
Puts: -72.37%
Prior 7-Day Total $34.75M
Calls: $31.45M (91%)
Puts: $3.30M (9%)
Prior 7-Day Average $4.96M
Calls: $4.49M (91%)
Puts: $470.7K (9%)
Current vs Prior 7-Day Avg +55.17%
Calls: +67.35%
Puts: -61.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.12
Prior (08/10) 0.20
Current vs Prior -37.03%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -58.08%
Sentiment BULLISH

Open Interest

Detail
Current (08/11) 90,074
Calls: 66,511 (74%)
Puts: 23,563 (26%)
Prior (08/10) 141,628
Calls: 75,344 (53%)
Puts: 66,284 (47%)
Current vs Prior -36.40%
Prior 7-Day Total 899,787
Calls: 502,021 (56%)
Puts: 397,766 (44%)
Prior 7-Day Average 128,541
Calls: 71,717 (56%)
Puts: 56,823 (44%)
Current vs Prior 7-Day Avg -29.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 7.92% | 11.67%11.67% | 20.78%
Prior 9.84% | 13.26%13.26% | 23.35%
Current vs Prior -19.47% | -11.96%-11.96% | -11.02%
Prior 7-Day Avg 14.58% | 18.45%19.87% | 25.76%
Current vs 7-Day Avg -45.66% | -36.71%-41.25% | -19.33%
Prior 7-Day Eod 9.84% | 13.26%13.26% | 23.35%
Current vs 7-Day Eod -19.47% | -11.96%-11.96% | -11.02%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 45.84% | 33.53%
Calls: 50.00% | 24.59%
Puts: 41.67% | 42.48%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +164.97% | +149.66%
Prior 7-Day Avg 15.86% | 12.45%
Calls: 16.49% | 12.95%
Puts: 15.25% | 11.94%
Current vs 7-Day Avg +188.95% | +169.32%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($7.52M) vs puts ($182.8K). Dollar volume significantly above 7-day average (55% higher). Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.12 - heavy call buying (13,935 calls vs 1,741 puts).

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 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 4 of results (avg 6.2%, best 2.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.452.50$2.482.0%4870.492.7K
$28.00Aug 141.351.45$1.407.1%7400.64750
$25.00Sep 185.005.40$5.207.7%730.763.5K
$24.00Sep 255.906.40$6.158.1%40.76--
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.69, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 143.304.60$3.9532.9%130.94291
$23.50Aug 215.006.10$5.5519.8%210.92--
$23.50Aug 144.506.30$5.4033.3%10.91--
$24.50Aug 143.905.20$4.5528.6%50.9051
$24.50Aug 214.005.10$4.5524.2%20.9095
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 214.205.70$4.9530.3%20.80--
$30.00Aug 141.352.15$1.7545.7%100.661
$32.00Sep 114.305.10$4.7017.0%10.63--
$31.50Sep 113.904.60$4.2516.5%10.60--
$29.50Aug 141.202.05$1.6352.1%10.59--

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 9.2K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.450.65$0.5536.4%4.0K0.341.7K
$30.00Aug 211.051.30$1.1821.2%8490.441.7K
$28.00Aug 141.351.45$1.407.1%7400.64750
$30.00Sep 182.452.50$2.482.0%4870.492.7K
$29.50Aug 140.600.95$0.7745.5%2070.41122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 140.851.30$1.0841.7%1280.521
$25.00Aug 210.200.35$0.2853.6%1140.13229
$28.00Aug 211.001.35$1.1829.7%1100.38--
$27.00Aug 140.150.50$0.33106.1%960.22200
$25.00Sep 40.451.00$0.7375.3%960.21--

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 18.2%, max 28.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Aug 14Sep 25106.2%82.6%28.6%247126
$26.50Aug 14Sep 25101.6%81.3%25.0%25124
$30.50Aug 14Sep 25102.0%83.5%22.2%19454
$27.50Aug 14Sep 1194.9%79.1%20.1%96109
$30.00Aug 14Sep 25100.6%85.0%18.3%4.0K1.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 14Sep 18100.6%79.8%26.0%53141
$26.50Aug 14Sep 25101.6%81.3%25.0%4295
$27.50Aug 14Sep 1194.9%79.1%20.1%47132
$27.00Aug 14Sep 2596.7%81.9%18.1%97200
$28.00Aug 14Sep 2594.8%82.0%15.7%27150

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 0.84, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.72$2.28$2.7276%0.84$27.72
$30.00$34.00Sep 4$0.95$3.05$0.9546%3.21$30.95
$30.00$31.00Aug 28$0.13$0.87$0.1344%6.69$30.13
$24.00$26.00Sep 11$1.30$0.70$1.3082%0.54$25.30
$26.50$27.00Sep 25$0.10$0.40$0.1066%4.00$26.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.00$29.50Aug 14$0.12$0.38$0.1266%3.17$29.88
$27.00$26.00Sep 4$0.18$0.82$0.1834%4.56$26.82
$27.50$27.00Sep 11$0.13$0.37$0.1338%2.85$27.37
$28.50$28.00Aug 14$0.15$0.35$0.1544%2.33$28.35
$26.50$26.00Aug 28$0.10$0.40$0.1029%4.00$26.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 1.50, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.00$31.50Aug 28$0.28$0.28$0.2262%1.27$31.28
$31.50$32.00Sep 25$0.30$0.30$0.2057%1.50$31.80
$29.00$30.00Aug 28$0.57$0.57$0.4348%1.33$29.57
$31.50$32.00Sep 11$0.25$0.25$0.2560%1.00$31.75
$30.50$31.00Aug 14$0.15$0.15$0.3572%0.43$30.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$24.50Sep 25$0.60$0.60$0.4071%1.50$24.90
$27.00$26.00Sep 11$0.52$0.52$0.4865%1.08$26.48
$25.50$25.00Sep 4$0.29$0.29$0.2175%1.38$25.21
$26.00$24.50Aug 28$0.45$0.45$1.0574%0.43$25.55
$27.00$26.50Aug 28$0.30$0.30$0.2067%1.50$26.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.93, cheapest $2.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.50Aug 14Sep 25$2.23106.2%82.6%
$30.00Aug 14Aug 21$0.63100.6%82.9%
$29.00Aug 14Aug 21$0.7593.4%80.8%
$28.00Aug 14Aug 21$0.7594.8%87.7%
$28.50Aug 14Aug 21$0.6388.3%96.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 14Sep 11$1.55100.6%83.2%
$29.00Aug 14Aug 21$0.4593.4%80.8%
$28.00Aug 14Aug 21$0.5594.8%87.7%
$28.50Aug 14Aug 21$0.8088.3%96.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 6.71% of stock, avg 15.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Aug 14$0.85$1.08$1.93$27.07$30.936.71%
$28.50Aug 14$1.20$0.78$1.98$26.52$30.486.88%
$28.00Aug 14$1.40$0.63$2.03$25.97$30.037.05%
$27.50Aug 14$1.80$0.45$2.25$25.25$29.757.82%
$30.00Aug 14$0.55$1.75$2.30$27.70$32.307.99%
$29.50Aug 14$0.77$1.63$2.40$27.10$31.908.34%
$27.00Aug 14$2.10$0.33$2.43$24.57$29.438.44%
$26.50Aug 14$2.63$0.25$2.88$23.62$29.3810.01%
$26.00Aug 14$2.98$0.13$3.11$22.89$29.1110.81%
$29.00Aug 21$1.60$1.53$3.13$25.87$32.1310.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 1.84% of stock, avg 9.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$26.50Aug 14$0.28$0.25$0.53$25.97$31.53
$31.00$27.00Aug 14$0.28$0.33$0.61$26.39$31.61
$30.50$26.50Aug 14$0.43$0.25$0.68$25.82$31.18
$31.00$27.50Aug 14$0.28$0.45$0.73$26.77$31.73
$30.50$27.00Aug 14$0.43$0.33$0.76$26.24$31.26
$30.50$27.50Aug 14$0.43$0.45$0.88$26.62$31.38
$30.00$26.50Aug 14$0.55$0.25$0.80$25.70$30.80
$30.00$27.00Aug 14$0.55$0.33$0.88$26.12$30.88
$30.00$27.50Aug 14$0.55$0.45$1.00$26.50$31.00
$31.00$28.00Aug 14$0.28$0.63$0.91$27.09$31.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 1.27, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/31Aug 14$0.28$0.2261%1.27$23.72$30.78
26/2630/31Aug 14$0.27$0.2355%1.17$26.23$30.77
24/2430/30Aug 14$0.25$0.2555%1.00$23.75$30.25
27/2830/31Aug 14$0.27$0.2344%1.17$27.23$30.77
26/2630/30Aug 14$0.24$0.2649%0.92$26.26$30.24
27/2830/30Aug 14$0.24$0.2638%0.92$27.26$30.24
26/2631/32Aug 21$0.42$0.5844%0.72$25.58$31.42
26/2731/32Aug 21$0.46$0.5437%0.85$26.54$31.46
27/2831/32Aug 21$0.45$0.5532%0.82$27.05$31.45
24/2632/34Aug 28$0.83$1.1743%0.71$25.17$32.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.00$31.00Aug 21$0.07$0.9319%13.29
$30.00$31.00$32.00Aug 21$0.12$0.8817%7.33
$30.50$31.00$31.50Aug 14$0.07$0.4312%6.14
$27.00$27.50$28.00Aug 21$0.08$0.429%5.25
$25.00$25.50$26.00Aug 14$0.07$0.435%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Aug 14$0.06$0.4414%7.33
$24.00$24.50$25.00Aug 21$0.07$0.432%6.14
$25.00$25.50$26.00Aug 21$0.09$0.418%4.56
$24.00$24.50$25.00Sep 4$0.08$0.423%5.25
$25.50$26.00$26.50Aug 14$0.12$0.388%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-1.26, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$28.501:2Sep 4-$1.26$1.24
$32.00$34.001:2Aug 28-$0.17$1.83
$30.50$31.001:2Aug 14-$0.13$0.37
$31.00$31.501:2Aug 14-$0.12$0.38
$31.50$32.001:2Aug 14-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$24.501:2Aug 28-$0.05$1.45
$27.00$26.501:2Aug 14-$0.17$0.33
$26.00$25.501:2Aug 14-$0.13$0.37
$27.50$27.001:2Aug 14-$0.21$0.29
$26.00$25.501:2Aug 21-$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 8.17%, avg 4.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Sep 25$2.350.467.7%8.17%15.88%3911
$30.00Sep 25$2.600.504.2%9.03%13.27%638
$30.00Sep 18$2.450.494.2%8.51%12.75%4872.7K
$30.50Sep 25$2.200.486.0%7.64%13.62%14
$29.00Sep 25$2.900.550.8%10.08%10.84%401
$31.50Sep 25$1.850.439.4%6.43%15.88%3712
$29.50Sep 25$2.600.522.5%9.03%11.54%404
$32.00Sep 25$1.400.4011.2%4.86%16.05%1--
$31.50Sep 11$1.550.409.4%5.39%14.84%310
$30.00Sep 11$2.050.484.2%7.12%11.36%1345

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 13,935
Total Puts 1,741
Put/Call Ratio 0.12
Net Difference 12,194

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 91,864
Total Puts 24,587
Average Put/Call Ratio 0.30
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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