Tour v509
FSLY
FASTLY INC A
$29.04 -2.97%
$29.00 (-0.14%)🌙
as of 08/17 06:31 PM
8/17 18:31

Option Volume

Detail
Current (08/17) 4,324
Calls: 3,090 (71%)
Puts: 1,234 (29%)
Prior (08/14) 9,775
Calls: 7,271 (74%)
Puts: 2,504 (26%)
Current vs Prior -55.76%
Calls: -57.50% (Calls)
Puts: -50.72% (Puts)
Prior 7-Day Total 100,125
Calls: 81,059 (81%)
Puts: 19,066 (19%)
Prior 7-Day Average 14,303
Calls: 11,579 (81%)
Puts: 2,723 (19%)
Current vs Prior 7-Day Avg -69.77%
Calls: -73.32%
Puts: -54.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $1.98M
Calls: $1.74M (88%)
Puts: $241.4K (12%)
Prior (08/14) $5.45M
Calls: $5.21M (96%)
Puts: $243.9K (4%)
Current vs Prior -63.65%
Calls: -66.58%
Puts: -1.01%
Prior 7-Day Total $42.51M
Calls: $40.18M (95%)
Puts: $2.33M (5%)
Prior 7-Day Average $6.07M
Calls: $5.74M (95%)
Puts: $333.2K (5%)
Current vs Prior 7-Day Avg -67.37%
Calls: -69.68%
Puts: -27.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.40
Prior (08/14) 0.34
Current vs Prior +15.96%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +50.02%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 53,847
Calls: 41,923 (78%)
Puts: 11,924 (22%)
Prior (08/14) 78,398
Calls: 61,967 (79%)
Puts: 16,431 (21%)
Current vs Prior -31.32%
Prior 7-Day Total 755,744
Calls: 452,410 (60%)
Puts: 303,334 (40%)
Prior 7-Day Average 107,963
Calls: 64,630 (60%)
Puts: 43,333 (40%)
Current vs Prior 7-Day Avg -50.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 9.54% | 12.50%9.54% | 18.18%
Prior 9.79% | 13.63%9.79% | 17.88%
Current vs Prior -2.56% | -8.30%-2.56% | +1.72%
Prior 7-Day Avg 7.75% | 12.38%12.43% | 20.44%
Current vs 7-Day Avg +23.00% | +0.94%-23.24% | -11.06%
Prior 7-Day Eod 9.79% | 13.63%9.79% | 17.88%
Current vs 7-Day Eod -2.56% | -8.30%-2.56% | +1.72%
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 33.61% | 24.92%
Calls: 37.21% | 19.96%
Puts: 30.01% | 29.87%
Current vs 7-Day Avg +36.39% | +34.57%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($1.74M) vs puts ($241.4K). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 56% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (3,090 calls vs 1,234 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 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 1 of results (avg 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.705.10$4.908.2%370.803.0K
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. 36 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 214.305.50$4.9024.5%11.00--
$25.00Aug 213.704.50$4.1019.5%130.952.2K
$23.50Aug 214.706.00$5.3524.3%50.93140
$24.00Aug 284.806.10$5.4523.9%10.93--
$24.50Aug 213.405.00$4.2038.1%10.9294
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 213.205.20$4.2047.6%30.93--
$31.00Aug 211.752.95$2.3551.1%140.76--
$30.00Aug 211.502.00$1.7528.6%280.6315
$30.00Aug 281.702.55$2.1339.9%10.582
$30.00Sep 182.903.50$3.2018.8%60.52217

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 1.8K, top 213)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.550.70$0.6323.8%2040.361.8K
$30.00Sep 181.902.25$2.0816.8%1110.472.8K
$32.00Aug 210.150.25$0.2050.0%880.15164
$28.50Aug 210.851.40$1.1348.7%780.59--
$31.00Aug 210.300.40$0.3528.6%690.24148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.000.15$0.08187.5%2130.06--
$27.00Aug 210.050.65$0.35171.4%960.21165
$28.50Sep 111.752.25$2.0025.0%810.4373
$29.00Sep 111.852.60$2.2333.6%620.472
$28.50Sep 41.502.00$1.7528.6%380.441

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 14.0%, max 21.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Aug 21Sep 2590.5%74.6%21.4%18444
$30.00Aug 21Sep 2588.1%73.8%19.3%2051.8K
$32.00Aug 21Sep 2589.6%76.6%17.0%89164
$29.00Aug 21Sep 2587.9%75.4%16.7%36372
$31.00Aug 21Sep 2587.4%75.8%15.3%73213
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Aug 21Sep 2591.7%75.4%21.6%2382
$27.00Aug 21Sep 2590.5%74.6%21.4%97165
$29.00Aug 21Sep 1187.9%74.5%18.0%99695
$30.00Aug 21Sep 1888.1%76.2%15.6%34232
$28.50Aug 21Sep 2580.3%76.4%5.1%6291

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 0.77, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$2.82$2.18$2.8280%0.77$27.82
$24.50$25.00Aug 21$0.10$0.40$0.1092%4.00$24.60
$28.00$29.00Sep 25$0.30$0.70$0.3061%2.33$28.30
$25.50$27.00Sep 4$0.92$0.58$0.9280%0.63$26.42
$27.00$27.50Aug 21$0.18$0.32$0.1879%1.78$27.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$31.00$30.00Aug 21$0.60$0.40$0.6076%0.67$30.40
$28.50$28.00Sep 25$0.16$0.34$0.1642%2.12$28.34
$29.00$28.50Sep 4$0.20$0.30$0.2048%1.50$28.80
$30.00$28.50Aug 28$0.73$0.77$0.7358%1.05$29.27
$25.00$24.50Sep 25$0.10$0.40$0.1023%4.00$24.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 0.82, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$32.00$33.00Aug 21$0.12$0.12$0.8885%0.14$32.12
$32.00$33.00Aug 28$0.22$0.22$0.7876%0.28$32.22
$30.00$31.00Aug 28$0.38$0.38$0.6258%0.61$30.38
$33.00$34.00Sep 11$0.25$0.25$0.7572%0.33$33.25
$30.00$31.00Aug 21$0.28$0.28$0.7264%0.39$30.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$24.50Sep 11$0.45$0.45$0.5576%0.82$25.05
$28.00$27.50Sep 25$0.37$0.37$0.1361%2.85$27.63
$26.00$24.00Sep 4$0.47$0.47$1.5376%0.31$25.53
$27.00$26.50Aug 28$0.27$0.27$0.2372%1.17$26.73
$26.00$25.50Sep 25$0.28$0.28$0.2271%1.27$25.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.66, cheapest $0.87)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Aug 21Aug 28$0.4887.9%77.0%
$28.00Aug 21Sep 11$1.3082.7%72.5%
$30.00Aug 21Aug 28$0.5088.1%79.1%
$28.50Aug 21Aug 28$0.6080.3%80.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Aug 21Sep 4$0.8787.9%74.6%
$30.00Aug 21Aug 28$0.3888.1%79.1%
$28.00Aug 21Aug 28$0.5182.7%75.9%
$28.50Aug 21Aug 28$0.6580.3%80.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 6.47% of stock, avg 12.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.50Aug 21$1.13$0.75$1.88$26.62$30.386.47%
$28.00Aug 21$1.50$0.57$2.07$25.93$30.077.13%
$29.00Aug 21$1.02$1.08$2.10$26.90$31.107.23%
$30.00Aug 21$0.63$1.75$2.38$27.62$32.388.20%
$27.50Aug 21$1.95$0.50$2.45$25.05$29.958.44%
$27.00Aug 21$2.13$0.35$2.48$24.52$29.488.54%
$31.00Aug 21$0.35$2.35$2.70$28.30$33.709.30%
$26.50Aug 21$2.65$0.20$2.85$23.65$29.359.81%
$28.50Aug 28$1.73$1.40$3.13$25.37$31.6310.78%
$30.00Aug 28$1.13$2.13$3.26$26.74$33.2611.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 1.48% of stock, avg 8.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$27.00Aug 21$0.08$0.35$0.43$26.57$33.43
$32.00$27.00Aug 21$0.20$0.35$0.55$26.45$32.55
$33.00$25.50Aug 28$0.30$0.40$0.70$24.80$33.70
$31.00$27.00Aug 21$0.35$0.35$0.70$26.30$31.70
$33.00$27.50Aug 21$0.08$0.50$0.58$26.92$33.58
$32.00$27.50Aug 21$0.20$0.50$0.70$26.80$32.70
$33.00$26.50Aug 28$0.30$0.50$0.80$25.70$33.80
$33.00$28.00Aug 21$0.08$0.57$0.65$27.35$33.65
$31.00$27.50Aug 21$0.35$0.50$0.85$26.65$31.85
$32.00$28.00Aug 21$0.20$0.57$0.77$27.23$32.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 2.33, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2633/34Sep 11$0.70$0.3048%2.33$24.80$33.70
24/2632/33Sep 11$0.67$0.3342%2.03$24.83$32.67
25/2632/32Aug 28$0.30$0.2055%1.50$25.20$31.80
25/2632/33Aug 28$0.39$0.6159%0.64$25.11$32.39
26/2732/33Aug 28$0.49$0.5147%0.96$26.51$32.49
24/2433/34Sep 11$0.35$0.6558%0.54$23.65$33.35
26/2732/33Aug 21$0.27$0.7364%0.37$26.73$32.27
26/2731/32Aug 21$0.30$0.7055%0.43$26.70$31.30
24/2432/33Sep 11$0.32$0.6853%0.47$23.68$32.32
27/2832/33Aug 21$0.27$0.7357%0.37$27.23$32.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 15.67, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$27.00$28.50Sep 4$0.09$1.4124%15.67
$29.00$30.00$31.00Aug 21$0.11$0.8927%8.09
$30.00$31.00$32.00Aug 21$0.13$0.8721%6.69
$32.00$33.00$34.00Aug 21$0.09$0.9110%10.11
$27.50$28.00$28.50Aug 21$0.08$0.4213%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$26.00$28.00Sep 4$0.26$1.7427%6.69
$25.00$25.50$26.00Sep 25$0.08$0.426%5.25
$25.50$26.00$26.50Aug 21$0.08$0.424%5.25
$26.00$26.50$27.00Aug 21$0.10$0.4010%4.00
$27.50$28.00$28.50Aug 21$0.11$0.3913%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.50, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$31.001:2Aug 21-$0.07$0.93
$29.00$30.001:2Aug 21-$0.24$0.76
$27.00$28.501:2Aug 28-$0.86$0.64
$31.00$32.001:2Aug 21-$0.05$0.95
$32.00$33.001:2Aug 28-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$33.00$31.001:2Aug 21-$0.50$1.50
$28.00$25.501:2Sep 11-$0.17$2.33
$28.00$26.001:2Sep 4-$0.07$1.93
$30.00$29.001:2Aug 21-$0.41$0.59
$25.50$24.501:2Sep 11-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.13%, avg 3.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$34.00Sep 25$1.200.3217.1%4.13%21.21%1--
$31.50Sep 25$1.700.428.5%5.85%14.33%445
$30.50Sep 25$2.000.475.0%6.89%11.91%2--
$32.00Sep 25$1.500.4010.2%5.17%15.36%1--
$31.00Sep 25$1.800.456.8%6.20%12.95%465
$33.00Sep 25$1.250.3513.6%4.30%17.94%1--
$30.00Sep 25$2.050.503.3%7.06%10.37%1--
$30.00Sep 18$1.900.473.3%6.54%9.85%1112.8K
$31.50Sep 11$1.050.368.5%3.62%12.09%2--
$32.00Sep 11$0.900.3410.2%3.10%13.29%35

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 3,090
Total Puts 1,234
Put/Call Ratio 0.40
Net Difference 1,856

Prior's Put/Call Breakdown

Total Calls 7,271
Total Puts 2,504
Put/Call Ratio 0.34
Net Difference 4,767

Prior 7-Day Put/Call Summary

Total Calls 81,059
Total Puts 19,066
Average Put/Call Ratio 0.27
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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