Tour v509
FSLY
FASTLY INC A
$26.59 -8.44%
$26.53 (-0.23%)🌙
as of 08/18 06:31 PM
8/18 18:31

Option Volume

Detail
Current (08/18) 6,178
Calls: 3,026 (49%)
Puts: 3,152 (51%)
Prior (08/17) 4,324
Calls: 3,090 (71%)
Puts: 1,234 (29%)
Current vs Prior +42.88%
Calls: -2.07% (Calls)
Puts: +155.43% (Puts)
Prior 7-Day Total 91,610
Calls: 75,848 (83%)
Puts: 15,762 (17%)
Prior 7-Day Average 13,087
Calls: 10,835 (83%)
Puts: 2,251 (17%)
Current vs Prior 7-Day Avg -52.79%
Calls: -72.07%
Puts: +39.98%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/18) $1.42M
Calls: $698.3K (49%)
Puts: $723.0K (51%)
Prior (08/17) $1.98M
Calls: $1.74M (88%)
Puts: $241.4K (12%)
Current vs Prior -28.27%
Calls: -59.87%
Puts: +199.53%
Prior 7-Day Total $41.65M
Calls: $39.68M (95%)
Puts: $1.97M (5%)
Prior 7-Day Average $5.95M
Calls: $5.67M (95%)
Puts: $281.6K (5%)
Current vs Prior 7-Day Avg -76.11%
Calls: -87.68%
Puts: +156.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/18) 1.04
Prior (08/17) 0.40
Current vs Prior +160.83%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg +324.82%
Sentiment BEARISH

Open Interest

Detail
Current (08/18) 112,146
Calls: 48,862 (44%)
Puts: 63,284 (56%)
Prior (08/17) 53,847
Calls: 41,923 (78%)
Puts: 11,924 (22%)
Current vs Prior +108.27%
Prior 7-Day Total 680,900
Calls: 426,781 (63%)
Puts: 254,119 (37%)
Prior 7-Day Average 97,271
Calls: 60,968 (63%)
Puts: 36,302 (37%)
Current vs Prior 7-Day Avg +15.29%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 7.45% | 11.09%7.45% | 17.04%
Prior 9.54% | 12.50%9.54% | 18.18%
Current vs Prior -21.93% | -11.24%-21.93% | -6.30%
Prior 7-Day Avg 8.39% | 12.63%11.66% | 19.90%
Current vs 7-Day Avg -11.28% | -12.18%-36.14% | -14.41%
Prior 7-Day Eod 9.54% | 12.50%9.54% | 18.18%
Current vs 7-Day Eod -21.93% | -11.24%-21.93% | -6.30%
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 37.69% | 27.79%
Calls: 41.47% | 21.50%
Puts: 33.90% | 34.07%
Current vs 7-Day Avg +21.64% | +20.67%
Liquidity Expensive
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.04. P/C ratio rising 161% - increased hedging/bearish positioning. Rising open interest (up 108%) indicates new positions being established.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 6.2%, best 6.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 184.705.00$4.856.2%210.80851
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. 55 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Aug 214.006.50$5.2547.6%11.0020
$22.00Aug 213.405.30$4.3543.7%31.001.8K
$24.00Aug 211.703.40$2.5566.7%20.9577
$22.50Aug 212.904.90$3.9051.3%60.931.2K
$23.50Aug 212.203.90$3.0555.7%30.91139
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 212.554.60$3.5857.3%120.9035
$29.00Aug 212.053.40$2.7249.6%90.83715
$31.50Sep 44.506.20$5.3531.8%10.82--
$31.00Sep 44.105.80$4.9534.3%10.81--
$28.50Aug 211.553.10$2.3366.5%120.76292

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 3.4K, top 379)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.050.15$0.10100.0%3790.091.9K
$30.00Sep 181.051.25$1.1517.4%3110.332.9K
$25.00Sep 182.553.60$3.0834.1%1780.653.0K
$25.00Aug 211.202.30$1.7562.9%1540.872.2K
$30.00Sep 250.951.75$1.3559.3%1100.35197
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 181.301.60$1.4520.7%2560.35468
$27.00Aug 281.302.00$1.6542.4%2060.5460
$28.00Aug 211.152.55$1.8575.7%1540.73196
$27.50Aug 281.602.45$2.0341.9%1010.5985
$27.50Aug 210.902.00$1.4575.9%850.6897

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 19.4%, max 44.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Aug 21Oct 2102.9%80.9%27.1%21421
$29.00Aug 21Oct 2104.5%82.8%26.1%122377
$27.50Aug 21Sep 2592.8%77.4%19.9%38490
$26.00Aug 21Sep 2588.3%74.6%18.5%12232
$27.00Aug 21Oct 291.1%84.5%7.8%56426
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.50Aug 21Aug 28114.3%79.2%44.3%15292
$29.00Aug 21Sep 11104.5%74.5%40.2%15727
$28.00Aug 21Oct 2102.9%80.9%27.1%155200
$24.50Aug 21Oct 296.5%76.7%25.8%2312
$25.50Aug 21Oct 288.7%71.3%24.4%4243

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 1.59, avg 1.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Sep 18$1.93$3.07$1.9365%1.59$26.93
$22.50$23.00Aug 21$0.20$0.30$0.2093%1.50$22.70
$25.00$27.00Oct 2$0.95$1.05$0.9564%1.11$25.95
$24.50$25.00Sep 4$0.15$0.35$0.1572%2.33$24.65
$27.50$30.00Sep 4$0.60$1.90$0.6043%3.17$28.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$25.00Oct 2$0.10$0.40$0.1039%4.00$25.40
$28.00$27.50Oct 2$0.17$0.33$0.1752%1.94$27.83
$27.00$26.50Aug 21$0.20$0.30$0.2060%1.50$26.80
$26.00$25.50Aug 28$0.13$0.37$0.1342%2.85$25.87
$28.00$27.50Aug 28$0.25$0.25$0.2565%1.00$27.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 1.50, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.50$29.00Aug 21$0.15$0.15$0.3577%0.43$28.65
$27.00$27.50Sep 4$0.25$0.25$0.2552%1.00$27.25
$30.00$31.00Sep 4$0.22$0.22$0.7874%0.28$30.22
$27.00$28.00Oct 2$0.52$0.52$0.4847%1.08$27.52
$29.00$30.00Aug 21$0.10$0.10$0.9084%0.11$29.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$23.00Oct 2$0.30$0.30$0.2072%1.50$23.20
$25.00$22.50Sep 18$0.75$0.75$1.7565%0.43$24.25
$25.00$23.50Sep 25$0.60$0.60$0.9064%0.67$24.40
$22.50$21.50Aug 21$0.17$0.17$0.8389%0.20$22.33
$24.00$22.50Sep 11$0.42$0.42$1.0873%0.39$23.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.46, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Aug 21Aug 28$0.5092.9%76.6%
$26.00Aug 21Aug 28$0.6088.3%74.1%
$27.50Aug 21Aug 28$0.5092.8%78.8%
$27.00Aug 21Aug 28$0.5391.1%77.8%
$25.50Aug 28Sep 4$0.3279.9%74.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Aug 21Aug 28$0.3792.9%76.6%
$26.00Aug 21Aug 28$0.4088.3%74.1%
$27.50Aug 21Aug 28$0.5892.8%78.8%
$27.00Aug 21Aug 28$0.4791.1%77.8%
$25.50Aug 21Aug 28$0.4788.7%79.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 6.24% of stock, avg 13.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Aug 21$0.98$0.68$1.66$24.34$27.666.24%
$27.00Aug 21$0.57$1.18$1.75$25.25$28.756.58%
$26.50Aug 21$0.80$0.98$1.78$24.72$28.286.69%
$27.50Aug 21$0.43$1.45$1.88$25.62$29.387.07%
$25.00Aug 21$1.75$0.23$1.98$23.02$26.987.45%
$28.00Aug 21$0.38$1.85$2.23$25.77$30.238.39%
$26.50Aug 28$1.30$1.35$2.65$23.85$29.159.97%
$26.00Aug 28$1.58$1.08$2.66$23.34$28.6610.00%
$28.50Aug 21$0.35$2.33$2.68$25.82$31.1810.08%
$24.00Aug 21$2.55$0.15$2.70$21.30$26.7010.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 1.88% of stock, avg 9.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$24.00Aug 21$0.35$0.15$0.50$23.50$29.00
$28.50$25.00Aug 21$0.35$0.23$0.58$24.42$29.08
$28.00$24.00Aug 21$0.38$0.15$0.53$23.47$28.53
$28.50$24.50Aug 21$0.35$0.25$0.60$23.90$29.10
$28.00$25.00Aug 21$0.38$0.23$0.61$24.39$28.61
$28.00$24.50Aug 21$0.38$0.25$0.63$23.87$28.63
$27.50$24.00Aug 21$0.43$0.15$0.58$23.42$28.08
$27.50$25.00Aug 21$0.43$0.23$0.66$24.34$28.16
$27.50$24.50Aug 21$0.43$0.25$0.68$23.82$28.18
$28.00$25.50Aug 21$0.38$0.48$0.86$24.64$28.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 4.00, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
25/2628/29Aug 21$0.40$0.1044%4.00$25.10$28.90
24/2428/29Aug 21$0.25$0.2558%1.00$24.25$28.75
24/2528/29Aug 28$0.33$0.1739%1.94$24.67$28.83
22/2330/30Sep 25$0.32$0.1840%1.78$22.68$30.32
22/2231/32Oct 2$0.30$0.2043%1.50$22.20$31.30
22/2229/30Aug 21$0.27$0.7373%0.37$22.23$29.27
24/2428/29Aug 28$0.25$0.2550%1.00$23.75$28.75
24/2528/28Aug 28$0.32$0.1834%1.78$24.68$28.32
24/2428/29Aug 28$0.26$0.2445%1.08$24.24$28.76
22/2230/30Sep 25$0.25$0.2546%1.00$21.75$30.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 6.14, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.50$28.00$28.50Aug 28$0.06$0.4410%7.33
$25.50$26.00$26.50Sep 4$0.06$0.449%7.33
$26.50$27.00$27.50Aug 21$0.09$0.4118%4.56
$26.00$26.50$27.00Aug 28$0.08$0.4212%5.25
$28.00$28.50$29.00Sep 25$0.06$0.445%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Aug 21$0.07$0.4317%6.14
$26.00$27.00$28.00Sep 11$0.11$0.8915%8.09
$24.00$24.50$25.00Aug 28$0.07$0.4311%6.14
$25.50$26.00$26.50Aug 21$0.10$0.4018%4.00
$26.50$27.00$27.50Aug 28$0.08$0.4211%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-0.05, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$30.001:2Sep 4-$0.05$2.45
$22.50$25.001:2Sep 18-$1.31$1.19
$25.00$26.001:2Aug 21-$0.21$0.79
$26.00$28.001:2Sep 11-$0.53$1.47
$28.50$30.001:2Sep 11-$0.30$1.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$24.001:2Sep 4-$0.11$1.39
$24.00$22.501:2Sep 11-$0.06$1.44
$27.00$25.001:2Sep 25-$0.82$1.18
$24.00$23.501:2Aug 28-$0.16$0.34
$24.00$22.501:2Aug 21-$0.25$1.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 3.95%, avg 3.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.50Oct 2$1.050.3614.7%3.95%18.65%4--
$30.00Oct 2$1.100.3912.8%4.14%16.96%6--
$31.00Oct 2$0.900.3416.6%3.38%19.97%813
$29.50Oct 2$1.150.4110.9%4.32%15.27%121
$28.00Oct 2$1.650.485.3%6.21%11.51%3--
$31.50Oct 2$0.750.3218.5%2.82%21.29%3--
$29.00Oct 2$1.250.439.1%4.70%13.76%31--
$31.00Sep 25$0.850.3116.6%3.20%19.78%964
$27.00Oct 2$2.000.531.5%7.52%9.06%1--
$29.00Sep 25$1.250.409.1%4.70%13.76%3443

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 3,026
Total Puts 3,152
Put/Call Ratio 1.04
Net Difference -126

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 75,848
Total Puts 15,762
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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