Tour v509
FSLY
FASTLY INC A
$30.02 +5.22%
$29.85 (-0.56%)🌙
as of 08/13 06:33 PM
8/13 18:33

Option Volume

Detail
Current (08/13) 6,495
Calls: 5,102 (79%)
Puts: 1,393 (21%)
Prior (08/12) 13,812
Calls: 11,994 (87%)
Puts: 1,818 (13%)
Current vs Prior -52.98%
Calls: -57.46% (Calls)
Puts: -23.38% (Puts)
Prior 7-Day Total 124,736
Calls: 100,857 (81%)
Puts: 23,879 (19%)
Prior 7-Day Average 17,819
Calls: 14,408 (81%)
Puts: 3,411 (19%)
Current vs Prior 7-Day Avg -63.55%
Calls: -64.59%
Puts: -59.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/13) $3.72M
Calls: $3.55M (95%)
Puts: $175.1K (5%)
Prior (08/12) $7.47M
Calls: $7.21M (97%)
Puts: $260.3K (3%)
Current vs Prior -50.18%
Calls: -50.81%
Puts: -32.73%
Prior 7-Day Total $44.26M
Calls: $40.96M (93%)
Puts: $3.30M (7%)
Prior 7-Day Average $6.32M
Calls: $5.85M (93%)
Puts: $471.0K (7%)
Current vs Prior 7-Day Avg -41.11%
Calls: -39.36%
Puts: -62.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 0.27
Prior (08/12) 0.15
Current vs Prior +80.13%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +7.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/13) 71,251
Calls: 57,419 (81%)
Puts: 13,832 (19%)
Prior (08/12) 133,606
Calls: 69,388 (52%)
Puts: 64,218 (48%)
Current vs Prior -46.67%
Prior 7-Day Total 965,692
Calls: 516,457 (53%)
Puts: 449,235 (47%)
Prior 7-Day Average 137,956
Calls: 73,779 (53%)
Puts: 64,176 (47%)
Current vs Prior 7-Day Avg -48.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 5.36% | 12.09%12.09% | 19.49%
Prior 6.59% | 11.64%11.64% | 19.84%
Current vs Prior -18.61% | +3.91%+3.91% | -1.77%
Prior 7-Day Avg 11.10% | 14.70%16.03% | 23.17%
Current vs 7-Day Avg -51.68% | -17.76%-24.59% | -15.88%
Prior 7-Day Eod 6.59% | 11.64%11.64% | 19.84%
Current vs 7-Day Eod -18.61% | +3.91%+3.91% | -1.77%
Sentiment BULLISHBEARISH

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 24.70% | 20.29%
Calls: 28.05% | 18.48%
Puts: 21.36% | 22.11%
Current vs 7-Day Avg +85.55% | +65.23%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($3.55M) vs puts ($175.1K). Light premium activity with dollar volume down 50% vs prior. Below-average activity with volume down 53% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (5,102 calls vs 1,393 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 3 of results (avg 7.5%, best 5.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 214.905.20$5.055.9%460.892.2K
$30.00Sep 182.903.10$3.006.7%1980.552.7K
$25.00Sep 185.706.30$6.0010.0%180.813.1K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.800.95$0.8817.0%1250.19300

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 143.004.30$3.6535.6%321.00322
$27.00Aug 141.704.30$3.0086.7%131.00308
$24.50Aug 214.406.90$5.6544.2%30.95--
$24.50Aug 144.106.80$5.4549.5%30.9451
$25.00Aug 143.806.20$5.0048.0%150.92299
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 211.652.60$2.1344.6%40.58--

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 3.7K, top 916)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.550.80$0.6836.8%9160.511.3K
$31.00Aug 140.050.45$0.25160.0%3050.27247
$30.00Sep 182.903.10$3.006.7%1980.552.7K
$30.00Sep 252.703.50$3.1025.8%1920.5443
$35.00Sep 181.301.45$1.3810.9%1270.323.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Sep 111.452.25$1.8543.2%2700.37--
$25.00Sep 180.800.95$0.8817.0%1250.19300
$29.00Aug 140.200.40$0.3066.7%1210.27142
$30.00Sep 182.703.00$2.8510.5%760.45140
$25.00Aug 210.100.45$0.28125.0%520.11--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 53.1%, max 90.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Aug 14Sep 11145.5%76.5%90.1%32744
$29.50Aug 14Sep 25132.5%76.4%73.5%41224
$29.00Aug 14Sep 25114.9%75.5%52.2%40418
$28.50Aug 14Sep 25120.4%79.3%51.8%38113
$30.00Aug 14Sep 25114.6%79.2%44.6%1.1K1.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Aug 14Aug 28145.5%77.0%89.0%29179
$29.00Aug 14Sep 25114.9%75.5%52.2%123142
$28.50Aug 14Sep 25120.4%79.3%51.8%15138

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 71 found (best R:R 0.67, avg 2.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$3.00$2.00$3.0081%0.67$28.00
$30.00$35.00Sep 18$1.62$3.38$1.6255%2.09$31.62
$32.00$33.00Sep 25$0.13$0.87$0.1344%6.69$32.13
$31.50$33.00Sep 4$0.33$1.17$0.3343%3.55$31.83
$26.50$27.00Aug 21$0.22$0.28$0.2286%1.27$26.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.50Sep 25$0.10$0.40$0.1041%4.00$28.90
$28.50$28.00Aug 21$0.12$0.38$0.1232%3.17$28.38
$26.50$26.00Sep 25$0.12$0.38$0.1228%3.17$26.38
$25.50$25.00Sep 25$0.10$0.40$0.1024%4.00$25.40
$28.00$27.50Aug 21$0.12$0.38$0.1227%3.17$27.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.65, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$32.00$33.00Sep 11$0.54$0.54$0.4657%1.17$32.54
$31.50$32.00Sep 25$0.35$0.35$0.1553%2.33$31.85
$31.00$31.50Sep 11$0.32$0.32$0.1852%1.78$31.32
$34.00$35.00Sep 4$0.33$0.33$0.6770%0.49$34.33
$33.00$34.00Aug 28$0.32$0.32$0.6869%0.47$33.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.00$25.00Sep 18$1.97$1.97$3.0355%0.65$28.03
$28.50$26.00Sep 11$0.87$0.87$1.6363%0.53$27.63
$29.00$28.50Sep 11$0.35$0.35$0.1560%2.33$28.65
$30.00$29.00Aug 21$0.58$0.58$0.4252%1.38$29.42
$25.00$24.50Aug 21$0.18$0.18$0.3289%0.56$24.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.87, cheapest $2.75)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.50Aug 14Sep 25$2.75132.5%76.4%
$30.00Aug 14Aug 21$0.82114.6%87.9%
$30.50Aug 14Sep 25$2.65103.8%83.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 21Sep 18$1.2787.9%76.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 4.40% of stock, avg 13.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.50Aug 14$0.75$0.57$1.32$28.18$30.824.40%
$29.00Aug 14$1.10$0.30$1.40$27.60$30.404.66%
$28.50Aug 14$1.35$0.20$1.55$26.95$30.055.16%
$28.00Aug 14$2.15$0.20$2.35$25.65$30.357.83%
$27.50Aug 14$2.50$0.13$2.63$24.87$30.138.76%
$29.00Aug 21$1.93$1.00$2.93$26.07$31.939.76%
$28.50Aug 21$2.23$0.77$3.00$25.50$31.509.99%
$30.00Aug 21$1.50$1.58$3.08$26.92$33.0810.26%
$28.00Aug 21$2.58$0.65$3.23$24.77$31.2310.76%
$31.00Aug 21$1.10$2.13$3.23$27.77$34.2310.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.70% of stock, avg 8.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$32.50$27.50Aug 14$0.08$0.13$0.21$27.29$32.71
$32.00$27.50Aug 14$0.13$0.13$0.26$27.24$32.26
$31.50$27.50Aug 14$0.15$0.13$0.28$27.22$31.78
$32.50$28.00Aug 14$0.08$0.20$0.28$27.72$32.78
$32.50$28.50Aug 14$0.08$0.20$0.28$28.22$32.78
$32.00$28.00Aug 14$0.13$0.20$0.33$27.67$32.33
$32.00$28.50Aug 14$0.13$0.20$0.33$28.17$32.33
$31.50$28.00Aug 14$0.15$0.20$0.35$27.65$31.85
$31.50$28.50Aug 14$0.15$0.20$0.35$28.15$31.85
$31.00$27.50Aug 14$0.25$0.13$0.38$27.12$31.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 0.92, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2532/33Aug 21$0.48$0.5256%0.92$24.52$32.48
26/2633/34Aug 28$0.55$0.4548%1.22$25.95$33.55
26/2732/33Aug 21$0.55$0.4546%1.22$26.45$32.55
27/2831/32Aug 14$0.20$0.3062%0.67$27.30$31.20
24/2533/34Aug 21$0.33$0.6764%0.49$24.67$33.33
26/2634/35Aug 28$0.41$0.5956%0.69$26.09$34.41
25/2634/35Sep 11$0.48$0.5248%0.92$25.02$34.48
26/2733/34Aug 21$0.40$0.6055%0.67$26.60$33.40
26/2735/36Sep 25$0.58$0.4236%1.38$26.42$35.58
26/2733/34Aug 28$0.49$0.5144%0.96$26.51$33.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 2.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$30.00$35.00Sep 18$1.38$3.6249%2.62
$30.00$31.50$33.00Aug 28$0.15$1.3521%9.00
$28.50$30.00$31.50Sep 4$0.16$1.3421%8.37
$30.50$31.00$31.50Aug 14$0.05$0.4520%9.00
$33.00$34.00$35.00Aug 21$0.05$0.9510%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$28.50$29.00Aug 14$0.10$0.4011%4.00
$27.00$27.50$28.00Aug 21$0.09$0.417%4.56
$28.00$28.50$29.00Aug 21$0.11$0.3910%3.55
$28.50$29.00$29.50Aug 14$0.17$0.3320%1.94
$26.00$26.50$27.00Sep 25$0.16$0.345%2.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $--, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Sep 18$0.00$5.00
$30.00$30.501:2Aug 14-$0.12$0.38
$32.50$35.001:2Aug 14-$0.12$2.38
$30.50$31.001:2Aug 14-$0.10$0.40
$32.00$33.001:2Aug 21-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$26.001:2Sep 11-$0.11$2.39
$27.00$26.001:2Aug 21$0.00$1.00
$29.00$28.501:2Aug 14-$0.10$0.40
$28.00$27.501:2Aug 14-$0.06$0.44
$30.00$29.001:2Aug 21-$0.42$0.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 5.00%, avg 3.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.00Sep 25$1.500.3713.3%5.00%18.25%2--
$35.00Sep 18$1.300.3216.6%4.33%20.92%1273.6K
$33.00Sep 25$1.650.419.9%5.50%15.42%3--
$32.00Sep 25$1.950.446.6%6.50%13.09%1--
$31.50Sep 25$2.100.474.9%7.00%11.93%3--
$31.00Sep 25$2.300.493.3%7.66%10.93%3--
$30.50Sep 25$2.500.521.6%8.33%9.93%314
$35.00Sep 25$1.100.3316.6%3.66%20.25%29
$36.00Sep 25$0.900.2919.9%3.00%22.92%1--
$32.00Sep 11$1.550.436.6%5.16%11.76%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 5,102
Total Puts 1,393
Put/Call Ratio 0.27
Net Difference 3,709

Prior's Put/Call Breakdown

Total Calls 11,994
Total Puts 1,818
Put/Call Ratio 0.15
Net Difference 10,176

Prior 7-Day Put/Call Summary

Total Calls 100,857
Total Puts 23,879
Average Put/Call Ratio 0.25
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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