Tour v526
FSLY
FASTLY INC A
$23.66 -11.02%
$23.68 (+0.08%)🌙
as of 08/19 06:31 PM
8/19 18:31

Option Volume

Detail
Current (08/19) 9,814
Calls: 6,655 (68%)
Puts: 3,159 (32%)
Prior (08/18) 6,178
Calls: 3,026 (49%)
Puts: 3,152 (51%)
Current vs Prior +58.85%
Calls: +119.93% (Calls)
Puts: +0.22% (Puts)
Prior 7-Day Total 86,791
Calls: 69,894 (81%)
Puts: 16,897 (19%)
Prior 7-Day Average 12,398
Calls: 9,984 (81%)
Puts: 2,413 (19%)
Current vs Prior 7-Day Avg -20.85%
Calls: -33.35%
Puts: +30.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $1.35M
Calls: $624.4K (46%)
Puts: $726.8K (54%)
Prior (08/18) $1.42M
Calls: $698.3K (49%)
Puts: $723.0K (51%)
Current vs Prior -4.93%
Calls: -10.58%
Puts: +0.53%
Prior 7-Day Total $39.91M
Calls: $37.43M (94%)
Puts: $2.49M (6%)
Prior 7-Day Average $5.70M
Calls: $5.35M (94%)
Puts: $355.5K (6%)
Current vs Prior 7-Day Avg -76.30%
Calls: -88.32%
Puts: +104.47%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/19) 0.47
Prior (08/18) 1.04
Current vs Prior -54.43%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg +31.17%
Sentiment BULLISH

Open Interest

Detail
Current (08/19) 77,564
Calls: 50,436 (65%)
Puts: 27,128 (35%)
Prior (08/18) 112,146
Calls: 48,862 (44%)
Puts: 63,284 (56%)
Current vs Prior -30.84%
Prior 7-Day Total 680,950
Calls: 421,414 (62%)
Puts: 259,536 (38%)
Prior 7-Day Average 97,278
Calls: 60,202 (62%)
Puts: 37,076 (38%)
Current vs Prior 7-Day Avg -20.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 6.68% | 10.90%6.68% | 17.46%
Prior 7.45% | 11.09%7.45% | 17.04%
Current vs Prior -10.32% | -1.71%-10.32% | +2.46%
Prior 7-Day Avg 8.07% | 12.27%10.78% | 19.51%
Current vs 7-Day Avg -17.25% | -11.13%-38.04% | -10.52%
Prior 7-Day Eod 7.45% | 11.09%7.45% | 17.04%
Current vs 7-Day Eod -10.32% | -1.71%-10.32% | +2.46%
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 41.76% | 30.66%
Calls: 45.74% | 23.05%
Puts: 37.78% | 38.28%
Current vs 7-Day Avg +9.76% | +9.37%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 59% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (6,655 calls vs 3,159 puts). P/C ratio dropping 54% - sentiment shifting bullish. Call-heavy open interest (50,436 calls vs 27,128 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 6.5%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 181.501.60$1.556.5%7100.453.0K
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 $0.60, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 180.550.65$0.6016.7%990.19551

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 213.506.10$4.8054.2%10.98--
$20.00Aug 212.704.60$3.6552.1%100.97618
$20.50Aug 211.954.60$3.2880.8%20.976
$20.00Aug 282.904.80$3.8549.4%50.8817
$20.50Aug 282.804.30$3.5542.3%20.888
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 213.304.90$4.1039.0%80.97118
$26.50Aug 212.103.40$2.7547.3%120.9492
$27.50Aug 213.104.50$3.8036.8%60.93147
$27.00Aug 212.753.90$3.3334.5%190.92242
$26.00Aug 211.702.85$2.2850.4%60.91161

Most actively traded options today. High liquidity = easy entry/exit. 154 active (total vol 6.5K, top 978)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 210.050.15$0.10100.0%9780.12231
$25.00Sep 181.501.60$1.556.5%7100.453.0K
$25.00Aug 210.200.35$0.2853.6%5380.262.1K
$28.00Aug 280.100.25$0.1883.3%2940.12119
$28.00Aug 210.000.10$0.05200.0%1330.05427
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 281.051.60$1.3341.4%4160.5280
$23.50Aug 280.801.40$1.1054.5%3540.4647
$25.00Aug 211.051.90$1.4857.4%2830.75658
$24.00Aug 210.501.05$0.7870.5%2460.5746
$22.50Aug 280.600.75$0.6822.1%1840.3314

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 31.3%, max 64.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Aug 21Oct 2120.3%73.0%64.8%4340
$23.00Aug 21Oct 2105.2%70.6%48.9%24103
$25.00Aug 21Oct 2104.9%76.0%38.1%5442.1K
$22.50Aug 21Sep 18100.5%74.8%34.3%212.1K
$23.50Aug 21Oct 297.3%79.7%22.1%12138
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Aug 21Sep 11120.3%77.8%54.7%564
$22.00Aug 21Oct 2106.5%71.0%49.9%4124
$23.00Aug 21Oct 2105.2%70.6%48.9%7264
$22.50Aug 21Oct 2100.5%72.7%38.2%686
$25.00Aug 21Sep 25104.9%83.0%26.4%291666

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 0.54, avg 1.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$23.00Sep 11$1.95$1.05$1.9585%0.54$21.95
$21.00$22.00Oct 2$0.37$0.63$0.3773%1.70$21.37
$20.00$22.50Sep 18$1.55$0.95$1.5581%0.61$21.55
$21.00$21.50Aug 28$0.15$0.35$0.1584%2.33$21.15
$21.50$22.00Sep 25$0.10$0.40$0.1070%4.00$21.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Aug 28$0.20$0.30$0.2088%1.50$27.80
$26.00$25.50Aug 21$0.25$0.25$0.2591%1.00$25.75
$28.00$27.50Aug 21$0.30$0.20$0.3097%0.67$27.70
$26.00$25.50Aug 28$0.25$0.25$0.2573%1.00$25.75
$25.00$24.50Aug 28$0.20$0.30$0.2064%1.50$24.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 0.38, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$25.50Sep 25$0.33$0.33$0.1752%1.94$25.33
$25.50$26.00Aug 21$0.15$0.15$0.3578%0.43$25.65
$24.00$24.50Aug 28$0.30$0.30$0.2052%1.50$24.30
$25.00$25.50Oct 2$0.28$0.28$0.2252%1.27$25.28
$27.50$28.00Sep 4$0.12$0.12$0.3878%0.32$27.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$19.50Sep 11$0.55$0.55$1.4573%0.38$20.95
$22.50$20.00Sep 18$0.83$0.83$1.6764%0.50$21.67
$22.00$19.50Sep 25$0.77$0.77$1.7367%0.45$21.23
$21.50$20.00Sep 4$0.38$0.38$1.1274%0.34$21.12
$23.50$22.00Sep 11$0.68$0.68$0.8256%0.83$22.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.53, cheapest $0.45)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 21Aug 28$0.45105.2%78.3%
$23.50Aug 21Aug 28$0.4597.3%79.2%
$24.50Aug 21Aug 28$0.5086.6%79.0%
$24.00Aug 21Aug 28$0.6582.3%86.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 21Aug 28$0.45105.2%78.3%
$23.50Aug 21Aug 28$0.5597.3%79.2%
$24.50Aug 21Aug 28$0.6786.6%79.0%
$24.00Aug 21Aug 28$0.5582.3%86.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 5.20% of stock, avg 14.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Aug 21$0.45$0.78$1.23$22.77$25.235.20%
$23.50Aug 21$0.80$0.55$1.35$22.15$24.855.71%
$24.50Aug 21$0.30$1.08$1.38$23.12$25.885.83%
$23.00Aug 21$1.10$0.40$1.50$21.50$24.506.34%
$22.50Aug 21$1.35$0.23$1.58$20.92$24.086.68%
$25.00Aug 21$0.28$1.48$1.76$23.24$26.767.44%
$22.00Aug 21$1.88$0.15$2.03$19.97$24.038.58%
$25.50Aug 21$0.25$2.03$2.28$23.22$27.789.64%
$23.50Aug 28$1.25$1.10$2.35$21.15$25.859.93%
$26.00Aug 21$0.10$2.28$2.38$23.62$28.3810.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 1.06% of stock, avg 9.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$21.50Aug 21$0.10$0.15$0.25$21.25$26.25
$26.00$22.00Aug 21$0.10$0.15$0.25$21.75$26.25
$26.00$22.50Aug 21$0.10$0.23$0.33$22.17$26.33
$25.50$22.00Aug 21$0.25$0.15$0.40$21.60$25.90
$25.50$21.50Aug 21$0.25$0.15$0.40$21.10$25.90
$25.50$22.50Aug 21$0.25$0.23$0.48$22.02$25.98
$25.00$22.00Aug 21$0.28$0.15$0.43$21.57$25.43
$25.00$21.50Aug 21$0.28$0.15$0.43$21.07$25.43
$25.00$22.50Aug 21$0.28$0.23$0.51$21.99$25.51
$24.50$22.00Aug 21$0.30$0.15$0.45$21.55$24.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.78, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2326/26Aug 21$0.32$0.1845%1.78$22.68$25.82
21/2226/26Aug 28$0.25$0.2552%1.00$21.25$26.25
22/2226/26Aug 28$0.30$0.2041%1.50$22.20$26.30
22/2226/26Aug 28$0.24$0.2647%0.92$21.76$26.24
20/2228/28Sep 4$0.50$1.0052%0.50$21.00$28.00
20/2226/26Aug 21$0.27$1.2365%0.22$21.23$25.77
20/2226/27Sep 4$0.49$1.0146%0.49$21.01$26.99
20/2226/26Sep 4$0.50$1.0042%0.50$21.00$26.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 5.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Sep 18$0.40$2.1036%5.25
$27.00$27.50$28.00Aug 28$0.06$0.446%7.33
$25.00$25.50$26.00Aug 28$0.09$0.419%4.56
$24.00$24.50$25.00Aug 21$0.13$0.3718%2.85
$26.00$26.50$27.00Sep 25$0.09$0.416%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Sep 18$0.54$1.9636%3.63
$23.50$24.00$24.50Aug 21$0.07$0.4326%6.14
$20.00$21.00$22.00Oct 2$0.07$0.9312%13.29
$23.00$23.50$24.00Aug 21$0.08$0.4224%5.25
$21.50$22.00$22.50Aug 28$0.06$0.4412%7.33

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 $-0.20, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$23.001:2Sep 11-$0.20$2.80
$22.50$25.001:2Sep 18-$0.40$2.10
$20.00$22.501:2Sep 18-$1.15$1.35
$20.00$22.001:2Sep 4-$0.95$1.05
$23.50$24.001:2Aug 21-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.06$2.44
$28.00$25.001:2Sep 25-$1.15$1.85
$23.50$22.001:2Sep 11-$0.34$1.16
$23.00$22.501:2Aug 21-$0.06$0.44
$22.50$22.001:2Aug 21-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 6.97%, avg 3.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Sep 25$1.650.485.7%6.97%12.64%7216
$28.00Oct 2$0.550.3918.3%2.32%20.67%53
$26.00Sep 25$1.250.419.9%5.28%15.17%212
$27.00Sep 25$0.950.3514.1%4.02%18.13%719
$26.00Oct 2$1.100.439.9%4.65%14.54%47--
$25.00Sep 18$1.500.455.7%6.34%12.00%7103.0K
$26.50Sep 25$1.000.3812.0%4.23%16.23%36
$24.50Sep 25$1.650.503.5%6.97%10.52%89
$24.00Sep 25$1.850.531.4%7.82%9.26%29
$25.50Sep 25$1.200.447.8%5.07%12.85%4--

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 6,655
Total Puts 3,159
Put/Call Ratio 0.47
Net Difference 3,496

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 69,894
Total Puts 16,897
Average Put/Call Ratio 0.36
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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