Tour v505
FSLY
FASTLY INC A
$28.53 -0.87%
$28.39 (-0.49%)🌙
as of 08/12 06:35 PM
8/12 18:35

Option Volume

Detail
Current (08/12) 13,812
Calls: 11,994 (87%)
Puts: 1,818 (13%)
Prior (08/11) 15,676
Calls: 13,935 (89%)
Puts: 1,741 (11%)
Current vs Prior -11.89%
Calls: -13.93% (Calls)
Puts: +4.42% (Puts)
Prior 7-Day Total 118,950
Calls: 94,551 (79%)
Puts: 24,399 (21%)
Prior 7-Day Average 16,992
Calls: 13,507 (79%)
Puts: 3,485 (21%)
Current vs Prior 7-Day Avg -18.72%
Calls: -11.20%
Puts: -47.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $7.47M
Calls: $7.21M (97%)
Puts: $260.3K (3%)
Prior (08/11) $7.70M
Calls: $7.52M (98%)
Puts: $182.8K (2%)
Current vs Prior -2.97%
Calls: -4.07%
Puts: +42.39%
Prior 7-Day Total $38.63M
Calls: $35.34M (91%)
Puts: $3.29M (9%)
Prior 7-Day Average $5.52M
Calls: $5.05M (91%)
Puts: $469.3K (9%)
Current vs Prior 7-Day Avg +35.44%
Calls: +42.87%
Puts: -44.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.15
Prior (08/11) 0.12
Current vs Prior +21.32%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -47.95%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 133,606
Calls: 69,388 (52%)
Puts: 64,218 (48%)
Prior (08/11) 90,074
Calls: 66,511 (74%)
Puts: 23,563 (26%)
Current vs Prior +48.33%
Prior 7-Day Total 905,887
Calls: 502,485 (55%)
Puts: 403,402 (45%)
Prior 7-Day Average 129,412
Calls: 71,783 (55%)
Puts: 57,628 (45%)
Current vs Prior 7-Day Avg +3.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 6.59% | 11.64%11.64% | 19.84%
Prior 7.92% | 11.67%11.67% | 20.78%
Current vs Prior -16.82% | -0.32%-0.32% | -4.52%
Prior 7-Day Avg 12.97% | 16.17%17.82% | 24.47%
Current vs 7-Day Avg -49.19% | -28.05%-34.70% | -18.93%
Prior 7-Day Eod 7.92% | 11.67%11.67% | 20.78%
Current vs 7-Day Eod -16.82% | -0.32%-0.32% | -4.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 45.84% | 33.53%
Calls: 50.00% | 24.59%
Puts: 41.67% | 42.48%
Prior 45.84% | 33.53%
Calls: 50.00% | 24.59%
Puts: 41.67% | 42.48%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 20.28% | 16.37%
Calls: 22.27% | 15.72%
Puts: 18.30% | 17.02%
Current vs 7-Day Avg +125.99% | +104.81%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($7.21M) vs puts ($260.3K). Extreme bullish P/C ratio of 0.15 - heavy call buying (11,994 calls vs 1,818 puts). Rising open interest (up 48%) indicates new positions being established.

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 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 2 of results (avg 5.9%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 213.703.90$3.805.3%1410.892.2K
$30.00Sep 182.202.35$2.286.6%4790.482.6K
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. 65 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 144.707.00$5.8539.3%10.98--
$23.00Aug 215.306.40$5.8518.8%60.95104
$23.50Aug 214.906.20$5.5523.4%40.94140
$24.00Aug 144.005.50$4.7531.6%500.94--
$26.00Aug 142.303.60$2.9544.1%370.91333
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 143.204.80$4.0040.0%10.93--
$32.00Aug 142.104.10$3.1064.5%10.92--
$31.00Aug 141.553.00$2.2863.6%60.90--
$30.00Aug 141.051.95$1.5060.0%120.7911
$31.00Aug 212.353.20$2.7830.6%50.71--

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 5.7K, top 775)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Sep 251.402.30$1.8548.6%7750.39--
$30.00Aug 140.200.30$0.2540.0%6150.251.2K
$30.00Sep 182.202.35$2.286.6%4790.482.6K
$25.00Sep 184.505.20$4.8514.4%4640.763.5K
$31.00Aug 140.050.25$0.15133.3%3090.15222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Aug 140.501.00$0.7566.7%1310.4610
$27.50Aug 140.150.80$0.48135.4%900.30140
$30.00Sep 182.754.00$3.3837.0%830.53180
$28.00Aug 210.801.40$1.1054.5%770.39129
$27.50Aug 210.751.20$0.9845.9%690.34--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 23.7%, max 46.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.50Aug 14Sep 11101.6%74.0%37.3%73102
$30.50Aug 14Sep 25105.8%80.4%31.6%6482
$27.00Aug 14Sep 25104.1%80.9%28.6%43362
$28.00Aug 14Sep 2590.8%78.4%15.8%37740
$29.00Aug 14Sep 2592.1%80.3%14.6%51431
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Aug 14Sep 25117.5%80.1%46.7%98140
$28.50Aug 14Sep 25101.6%77.0%32.0%14010
$27.00Aug 14Sep 25104.1%80.9%28.6%34221
$28.00Aug 14Sep 2590.8%78.4%15.8%22175
$29.00Aug 14Sep 2592.1%80.3%14.6%42130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 0.95, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.57$2.43$2.5776%0.95$27.57
$24.00$26.00Aug 28$1.30$0.70$1.3090%0.54$25.30
$25.00$26.00Sep 11$0.45$0.55$0.4578%1.22$25.45
$25.00$26.00Aug 21$0.57$0.43$0.5788%0.75$25.57
$26.00$27.00Sep 4$0.45$0.55$0.4575%1.22$26.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$31.00$29.00Aug 21$1.13$0.87$1.1371%0.77$29.87
$29.50$29.00Aug 14$0.22$0.28$0.2264%1.27$29.28
$29.00$28.50Aug 14$0.18$0.32$0.1856%1.78$28.82
$27.50$27.00Aug 28$0.10$0.40$0.1035%4.00$27.40
$28.00$27.50Aug 21$0.12$0.38$0.1239%3.17$27.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 1.94, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.50$30.00Aug 14$0.32$0.32$0.1862%1.78$29.82
$33.00$34.00Aug 21$0.26$0.26$0.7479%0.35$33.26
$30.50$31.00Sep 25$0.35$0.35$0.1549%2.33$30.85
$31.50$32.00Aug 28$0.22$0.22$0.2864%0.79$31.72
$30.50$31.00Aug 14$0.13$0.13$0.3777%0.35$30.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$26.00Sep 25$0.33$0.33$0.1768%1.94$26.17
$26.00$25.00Sep 4$0.38$0.38$0.6273%0.61$25.62
$27.50$27.00Aug 21$0.30$0.30$0.2066%1.50$27.20
$27.00$26.00Aug 28$0.40$0.40$0.6068%0.67$26.60
$27.00$26.00Sep 4$0.42$0.42$0.5866%0.72$26.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.89, cheapest $2.25)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Aug 14Aug 21$0.72101.6%81.8%
$29.00Aug 14Aug 21$0.6792.1%76.2%
$28.00Aug 14Aug 21$0.6590.8%83.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.50Aug 14Sep 25$2.25109.6%83.9%
$28.50Aug 14Aug 21$0.55101.6%81.8%
$29.00Aug 14Aug 21$0.7292.1%76.2%
$28.00Aug 14Aug 21$0.6590.8%83.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 5.47% of stock, avg 13.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Aug 14$0.63$0.93$1.56$27.44$30.565.47%
$28.00Aug 14$1.25$0.45$1.70$26.30$29.705.96%
$28.50Aug 14$0.95$0.75$1.70$26.80$30.205.96%
$29.50Aug 14$0.57$1.15$1.72$27.78$31.226.03%
$30.00Aug 14$0.25$1.50$1.75$28.25$31.756.13%
$27.50Aug 14$1.75$0.48$2.23$25.27$29.737.82%
$27.00Aug 14$2.08$0.25$2.33$24.67$29.338.17%
$31.00Aug 14$0.15$2.28$2.43$28.57$33.438.52%
$26.50Aug 14$2.60$0.15$2.75$23.75$29.259.64%
$29.00Aug 21$1.30$1.65$2.95$26.05$31.9510.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 1.05% of stock, avg 8.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$26.50Aug 14$0.15$0.15$0.30$26.20$31.30
$31.00$27.00Aug 14$0.15$0.25$0.40$26.60$31.40
$30.00$26.50Aug 14$0.25$0.15$0.40$26.10$30.40
$30.50$26.50Aug 14$0.28$0.15$0.43$26.07$30.93
$30.00$27.00Aug 14$0.25$0.25$0.50$26.50$30.50
$30.50$27.00Aug 14$0.28$0.25$0.53$26.47$31.03
$31.00$27.50Aug 14$0.15$0.48$0.63$26.87$31.63
$31.00$28.00Aug 14$0.15$0.45$0.60$27.40$31.60
$30.00$27.50Aug 14$0.25$0.48$0.73$26.77$30.73
$30.00$28.00Aug 14$0.25$0.45$0.70$27.30$30.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 2.57, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
27/2830/31Aug 14$0.36$0.1448%2.57$27.14$30.86
25/2633/34Aug 21$0.46$0.5459%0.85$25.54$33.46
24/2433/34Aug 21$0.36$0.6469%0.56$23.64$33.36
26/2730/31Aug 14$0.23$0.2757%0.85$26.77$30.73
27/2833/34Aug 21$0.56$0.4444%1.27$26.94$33.56
26/2733/34Aug 21$0.41$0.5951%0.69$26.59$33.41
25/2632/33Aug 21$0.32$0.6854%0.47$25.68$32.32
24/2432/33Aug 21$0.22$0.7864%0.28$23.78$32.22
27/2832/33Aug 21$0.42$0.5839%0.72$27.08$32.42
25/2631/32Aug 21$0.33$0.6748%0.49$25.67$31.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$30.00$31.00$32.00Aug 21$0.09$0.9114%10.11
$29.00$30.00$31.00Sep 4$0.09$0.9114%10.11
$29.00$30.00$31.00Aug 21$0.13$0.8719%6.69
$28.00$29.00$30.00Sep 25$0.08$0.9210%11.50
$26.00$26.50$27.00Aug 21$0.06$0.448%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$24.50$26.00Aug 28$0.09$1.4115%15.67
$26.00$26.50$27.00Aug 21$0.07$0.438%6.14
$27.50$28.00$28.50Aug 21$0.08$0.4210%5.25
$27.00$27.50$28.00Sep 4$0.07$0.436%6.14
$29.00$29.50$30.00Aug 14$0.13$0.3723%2.85

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 $-0.04, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$30.001:2Aug 28-$0.56$0.94
$31.00$31.501:2Aug 14-$0.05$0.45
$28.50$29.001:2Aug 14-$0.31$0.19
$29.00$30.001:2Aug 21-$0.60$0.40
$32.00$33.001:2Aug 21-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$26.001:2Sep 11-$0.04$2.96
$31.00$29.001:2Aug 21-$0.52$1.48
$25.50$23.501:2Sep 11-$0.18$1.82
$31.00$30.001:2Aug 14-$0.72$0.28
$24.50$23.001:2Aug 28-$0.01$1.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 6.83%, avg 4.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.50Sep 25$1.950.4610.4%6.83%17.25%2--
$31.00Sep 25$2.100.488.7%7.36%16.02%2350
$30.50Sep 25$2.250.516.9%7.89%14.79%12--
$32.00Sep 25$1.750.4312.2%6.13%18.30%181
$30.00Sep 25$2.450.535.2%8.59%13.74%142
$33.00Sep 25$1.400.3915.7%4.91%20.57%775--
$29.00Sep 25$2.800.581.6%9.81%11.46%636
$30.00Sep 18$2.200.485.2%7.71%12.86%4792.6K
$33.00Sep 11$1.000.3315.7%3.51%19.17%1--
$32.00Sep 11$1.150.3812.2%4.03%16.19%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 11,994
Total Puts 1,818
Put/Call Ratio 0.15
Net Difference 10,176

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 94,551
Total Puts 24,399
Average Put/Call Ratio 0.29
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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