Tour v526
FSLY
FASTLY INC A
$22.71 -4.02%
$22.50 (-0.92%)🌙
as of 08/20 06:32 PM
8/20 18:32

Option Volume

Detail
Current (08/20) 9,197
Calls: 4,341 (47%)
Puts: 4,856 (53%)
Prior (08/19) 9,814
Calls: 6,655 (68%)
Puts: 3,159 (32%)
Current vs Prior -6.29%
Calls: -34.77% (Calls)
Puts: +53.72% (Puts)
Prior 7-Day Total 66,074
Calls: 51,073 (77%)
Puts: 15,001 (23%)
Prior 7-Day Average 9,439
Calls: 7,296 (77%)
Puts: 2,143 (23%)
Current vs Prior 7-Day Avg -2.57%
Calls: -40.50%
Puts: +126.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/20) $3.65M
Calls: $1.29M (35%)
Puts: $2.36M (65%)
Prior (08/19) $1.35M
Calls: $624.4K (46%)
Puts: $726.8K (54%)
Current vs Prior +169.83%
Calls: +106.42%
Puts: +224.31%
Prior 7-Day Total $29.11M
Calls: $26.55M (91%)
Puts: $2.55M (9%)
Prior 7-Day Average $4.16M
Calls: $3.79M (91%)
Puts: $364.8K (9%)
Current vs Prior 7-Day Avg -12.31%
Calls: -66.02%
Puts: +546.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/20) 1.12
Prior (08/19) 0.47
Current vs Prior +135.66%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +178.69%
Sentiment BEARISH

Open Interest

Detail
Current (08/20) 64,938
Calls: 41,448 (64%)
Puts: 23,490 (36%)
Prior (08/19) 77,564
Calls: 50,436 (65%)
Puts: 27,128 (35%)
Current vs Prior -16.28%
Prior 7-Day Total 616,886
Calls: 396,506 (64%)
Puts: 220,380 (36%)
Prior 7-Day Average 88,126
Calls: 56,643 (64%)
Puts: 31,482 (36%)
Current vs Prior 7-Day Avg -26.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 5.20% | 11.14%5.20% | 16.78%
Prior 6.68% | 10.90%6.68% | 17.46%
Current vs Prior -22.19% | +2.16%-22.19% | -3.89%
Prior 7-Day Avg 7.62% | 11.93%9.84% | 18.66%
Current vs 7-Day Avg -31.80% | -6.65%-47.18% | -10.11%
Prior 7-Day Eod 6.68% | 10.90%6.68% | 17.46%
Current vs 7-Day Eod -22.19% | +2.16%-22.19% | -3.89%
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 45.84% | 33.53%
Calls: 50.00% | 24.59%
Puts: 41.67% | 42.48%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($2.36M). Massive premium surge with dollar volume up 170% vs prior. Slightly bearish P/C ratio of 1.12. P/C ratio rising 136% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.2%, best 9.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 183.103.40$3.259.2%390.62515

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.851.00$0.9316.1%520.741.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.75, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 213.205.10$4.1545.8%20.974
$20.00Aug 212.653.40$3.0324.8%670.96611
$18.50Aug 213.605.60$4.6043.5%40.947
$19.50Aug 282.654.40$3.5349.6%10.93--
$19.00Aug 283.204.40$3.8031.6%10.901
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 212.653.80$3.2235.7%20.96--
$27.00Aug 213.704.80$4.2525.9%3650.94241
$26.50Aug 283.004.60$3.8042.1%40.9320
$27.00Aug 283.904.90$4.4022.7%30.92122
$26.50Aug 212.804.40$3.6044.4%1500.9186

Most actively traded options today. High liquidity = easy entry/exit. 137 active (total vol 5.1K, top 638)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 181.051.30$1.1821.2%6380.383.4K
$23.50Aug 210.050.30$0.18138.9%2710.26132
$24.00Sep 111.051.35$1.2025.0%2020.45--
$22.50Aug 210.500.85$0.6851.5%1610.581.2K
$23.00Aug 280.851.10$0.9825.5%1320.5271
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 213.704.80$4.2525.9%3650.94241
$22.50Aug 280.651.05$0.8547.1%3000.42191
$22.50Sep 111.101.70$1.4042.9%1980.4244
$23.00Aug 210.300.70$0.5080.0%1610.5860
$25.00Aug 211.752.90$2.3349.4%1570.89580

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 52.7%, max 85.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 21Oct 2140.5%75.7%85.5%5102
$21.50Aug 21Sep 25128.5%75.7%69.7%2229
$22.50Aug 21Oct 2119.2%70.4%69.2%1701.2K
$24.00Aug 21Oct 2113.8%77.8%46.4%2598
$22.00Aug 21Sep 25108.3%78.2%38.5%651.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Aug 21Sep 25128.5%75.7%69.7%34144
$22.50Aug 21Oct 2119.2%70.4%69.2%7490
$24.00Aug 21Sep 11113.8%71.5%59.1%134170
$23.50Aug 21Sep 2598.5%79.1%24.5%146199
$22.00Aug 21Oct 2108.3%89.5%21.0%20122

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 1.70, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$21.00Sep 25$0.37$0.63$0.3776%1.70$20.37
$20.00$21.00Sep 11$0.48$0.52$0.4880%1.08$20.48
$22.50$25.00Sep 18$0.85$1.65$0.8556%1.94$23.35
$21.00$22.50Sep 11$0.77$0.73$0.7773%0.95$21.77
$22.00$25.00Sep 25$1.27$1.73$1.2762%1.36$23.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$23.00Oct 2$0.62$1.38$0.6258%2.23$24.38
$24.00$23.50Aug 28$0.15$0.35$0.1564%2.33$23.85
$23.00$22.50Sep 4$0.17$0.33$0.1749%1.94$22.83
$21.00$20.50Sep 25$0.10$0.40$0.1032%4.00$20.90
$22.00$21.50Sep 11$0.13$0.37$0.1337%2.85$21.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 1.50, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Oct 2$0.32$0.32$0.1858%1.78$25.82
$23.00$23.50Sep 4$0.35$0.35$0.1548%2.33$23.35
$24.00$25.00Aug 28$0.38$0.38$0.6261%0.61$24.38
$24.00$24.50Sep 4$0.24$0.24$0.2658%0.92$24.24
$26.00$27.00Sep 4$0.20$0.20$0.8076%0.25$26.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$20.00Oct 2$0.60$0.60$0.4067%1.50$20.40
$22.50$20.00Sep 18$1.05$1.05$1.4556%0.72$21.45
$22.00$21.00Oct 2$0.53$0.53$0.4761%1.13$21.47
$22.00$21.50Sep 25$0.30$0.30$0.2061%1.50$21.70
$20.50$20.00Sep 25$0.24$0.24$0.2671%0.92$20.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.52, cheapest $0.42)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Aug 21Aug 28$0.65119.2%79.3%
$23.00Aug 21Aug 28$0.63101.6%73.8%
$26.50Sep 25Oct 2$0.2079.3%78.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Aug 21Aug 28$0.42119.2%79.3%
$23.00Aug 21Aug 28$0.70101.6%73.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 3.74% of stock, avg 12.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 21$0.35$0.50$0.85$22.15$23.853.74%
$23.50Aug 21$0.18$0.80$0.98$22.52$24.484.32%
$22.50Aug 21$0.68$0.43$1.11$21.39$23.614.89%
$22.00Aug 21$0.93$0.20$1.13$20.87$23.134.98%
$24.00Aug 21$0.13$1.38$1.51$22.49$25.516.65%
$21.50Aug 21$1.53$0.15$1.68$19.82$23.187.40%
$24.50Aug 21$0.13$1.80$1.93$22.57$26.438.50%
$22.50Aug 28$1.33$0.85$2.18$20.32$24.689.60%
$23.00Aug 28$0.98$1.20$2.18$20.82$25.189.60%
$22.00Aug 28$1.55$0.68$2.23$19.77$24.239.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.10% of stock, avg 9.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$21.50Aug 21$0.10$0.15$0.25$21.25$25.25
$24.00$21.50Aug 21$0.13$0.15$0.28$21.22$24.28
$24.50$21.50Aug 21$0.13$0.15$0.28$21.22$24.78
$25.00$22.00Aug 21$0.10$0.20$0.30$21.70$25.30
$24.00$22.00Aug 21$0.13$0.20$0.33$21.67$24.33
$23.50$21.50Aug 21$0.18$0.15$0.33$21.17$23.83
$24.50$22.00Aug 21$0.13$0.20$0.33$21.67$24.83
$23.50$22.00Aug 21$0.18$0.20$0.38$21.62$23.88
$26.00$21.00Aug 28$0.20$0.35$0.55$20.45$26.55
$25.50$21.00Aug 28$0.28$0.35$0.63$20.37$26.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 3.55, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2026/27Sep 25$0.39$0.1139%3.55$20.11$26.89
20/2126/27Sep 25$0.25$0.2536%1.00$20.75$26.75
19/2026/27Sep 4$0.33$0.6758%0.49$19.67$26.33
20/2026/27Sep 4$0.32$0.6853%0.47$20.18$26.32
19/2026/27Sep 25$0.40$0.6043%0.67$19.60$26.90
20/2126/27Sep 4$0.33$0.6749%0.49$20.67$26.33
21/2226/27Sep 4$0.37$0.6343%0.59$21.13$26.37
19/2025/26Sep 4$0.26$0.7451%0.35$19.74$25.26
20/2025/26Sep 4$0.25$0.7547%0.33$20.25$25.25
20/2125/26Sep 4$0.26$0.7442%0.35$20.74$25.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 4.95, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.50$22.00$22.50Aug 28$0.08$0.4215%5.25
$21.00$21.50$22.00Aug 28$0.08$0.4213%5.25
$23.00$23.50$24.00Aug 21$0.12$0.3824%3.17
$22.50$23.00$23.50Aug 21$0.16$0.3432%2.12
$24.00$24.50$25.00Sep 4$0.09$0.4111%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Sep 18$0.42$2.0839%4.95
$23.50$25.00$26.50Sep 4$0.20$1.3027%6.50
$20.00$20.50$21.00Aug 28$0.09$0.419%4.56
$21.50$22.00$22.50Sep 11$0.09$0.419%4.56
$21.00$21.50$22.00Sep 25$0.09$0.417%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-0.26, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.50$22.001:2Sep 4-$0.26$2.24
$22.00$25.001:2Sep 25-$0.11$2.89
$20.00$22.501:2Sep 18-$0.41$2.09
$20.00$22.501:2Oct 2-$0.90$1.60
$22.50$25.001:2Sep 18-$0.33$2.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.31$2.19
$24.00$22.501:2Sep 11-$0.47$1.03
$25.00$23.501:2Sep 4-$0.75$0.75
$24.00$23.501:2Aug 21-$0.22$0.28
$25.00$24.001:2Aug 28-$0.56$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 6.83%, avg 3.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.50Oct 2$1.550.467.9%6.83%14.71%12
$25.00Sep 25$1.200.4110.1%5.28%15.37%933
$26.50Oct 2$0.700.3516.7%3.08%19.77%111
$26.00Oct 2$0.800.3714.5%3.52%18.01%5145
$26.50Sep 25$0.800.3216.7%3.52%20.21%1--
$27.00Sep 25$0.750.2918.9%3.30%22.19%8--
$23.50Oct 2$1.550.533.5%6.83%10.30%11
$24.00Oct 2$1.300.505.7%5.72%11.40%11--
$25.00Oct 2$0.950.4310.1%4.18%14.27%186
$27.00Oct 2$0.550.3218.9%2.42%21.31%76

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 4,341
Total Puts 4,856
Put/Call Ratio 1.12
Net Difference -515

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 51,073
Total Puts 15,001
Average Put/Call Ratio 0.40
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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