Tour v526
FSLY
FASTLY INC A
$24.95 +9.86%
8/21 18:32

Option Volume

Detail
Current (08/21) 6,830
Calls: 5,141 (75%)
Puts: 1,689 (25%)
Prior (08/20) 9,197
Calls: 4,341 (47%)
Puts: 4,856 (53%)
Current vs Prior -25.74%
Calls: +18.43% (Calls)
Puts: -65.22% (Puts)
Prior 7-Day Total 59,595
Calls: 41,479 (70%)
Puts: 18,116 (30%)
Prior 7-Day Average 8,513
Calls: 5,925 (70%)
Puts: 2,588 (30%)
Current vs Prior 7-Day Avg -19.78%
Calls: -13.24%
Puts: -34.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $2.26M
Calls: $2.10M (93%)
Puts: $165.0K (7%)
Prior (08/20) $3.65M
Calls: $1.29M (35%)
Puts: $2.36M (65%)
Current vs Prior -37.91%
Calls: +62.83%
Puts: -93.00%
Prior 7-Day Total $25.05M
Calls: $20.32M (81%)
Puts: $4.73M (19%)
Prior 7-Day Average $3.58M
Calls: $2.90M (81%)
Puts: $675.4K (19%)
Current vs Prior 7-Day Avg -36.74%
Calls: -27.70%
Puts: -75.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.33
Prior (08/20) 1.12
Current vs Prior -70.63%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -39.54%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 61,931
Calls: 51,242 (83%)
Puts: 10,689 (17%)
Prior (08/20) 64,938
Calls: 41,448 (64%)
Puts: 23,490 (36%)
Current vs Prior -4.63%
Prior 7-Day Total 591,750
Calls: 371,443 (63%)
Puts: 220,307 (37%)
Prior 7-Day Average 84,535
Calls: 53,063 (63%)
Puts: 31,472 (37%)
Current vs Prior 7-Day Avg -26.74%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 4.09% | 9.14%4.09% | 16.35%
Prior 5.20% | 11.14%5.20% | 16.78%
Current vs Prior +75.87% | +13.69%-21.32% | -2.53%
Prior 7-Day Avg 7.23% | 11.86%8.91% | 18.09%
Current vs 7-Day Avg +26.42% | +6.82%-54.12% | -9.62%
Prior 7-Day Eod 5.20% | 11.14%5.20% | 16.78%
Current vs 7-Day Eod +75.87% | +13.69%-21.32% | -2.53%
Sentiment BEARISHBULLISH

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

Strong bullish conviction with 93% of dollar volume in calls ($2.10M) vs puts ($165.0K). Extreme bullish P/C ratio of 0.33 - heavy call buying (5,141 calls vs 1,689 puts). P/C ratio dropping 71% - sentiment shifting bullish. Call-heavy open interest (51,242 calls vs 10,689 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 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 3 of results (avg 6.0%, best 4.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 185.205.50$5.355.6%150.864.6K
$25.00Sep 181.952.10$2.037.4%3040.533.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 182.002.10$2.054.9%1640.47526

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.74, cheapest $0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 280.600.70$0.6515.4%640.3792
$25.50Aug 280.750.90$0.8318.1%360.4467
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 213.805.90$4.8543.3%351.00596
$20.50Aug 213.005.70$4.3562.1%21.00--
$21.50Aug 212.254.60$3.4368.5%41.00--
$24.00Aug 210.451.15$0.8087.5%1.2K1.0096
$24.50Aug 210.150.75$0.45133.3%891.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 210.000.15$0.08187.5%151.00122
$28.00Aug 212.104.30$3.2068.7%30.96--
$26.50Aug 210.702.90$1.80122.2%10.94--
$25.50Aug 210.102.00$1.05181.0%30.8946
$29.50Aug 283.805.70$4.7540.0%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 142 active (total vol 4.7K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 210.451.15$0.8087.5%1.2K1.0096
$25.00Sep 181.952.10$2.037.4%3040.533.5K
$25.00Aug 281.001.15$1.0813.9%1860.52199
$22.00Aug 212.853.20$3.0311.6%1580.901.8K
$27.50Aug 280.250.35$0.3033.3%1360.2087
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 280.150.40$0.2889.3%2170.17486
$25.00Sep 182.002.10$2.054.9%1640.47526
$25.00Aug 210.001.15$0.57201.8%1070.54559
$23.50Sep 110.701.35$1.0263.7%960.3417
$23.00Aug 210.000.35$0.18194.4%870.16184

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 774.0%, max 1454.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 21Sep 111095.8%70.5%1454.2%103149
$23.50Aug 21Sep 41039.3%72.7%1329.8%128264
$25.00Aug 21Oct 2349.3%74.0%372.2%952.2K
$27.50Aug 28Sep 2580.0%75.3%6.3%141100
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 21Sep 111095.8%70.5%1454.2%109188
$23.50Aug 21Sep 251039.3%79.4%1208.8%70174
$25.00Aug 21Sep 18349.3%75.4%363.3%2711.1K
$27.00Aug 28Sep 2577.9%75.2%3.6%35121

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 0.54, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$23.00Sep 11$1.30$0.70$1.3086%0.54$22.30
$20.00$22.00Sep 25$1.30$0.70$1.3083%0.54$21.30
$22.50$25.00Sep 18$1.37$1.13$1.3772%0.82$23.87
$22.00$22.50Sep 4$0.18$0.32$0.1882%1.78$22.18
$22.00$22.50Aug 21$0.25$0.25$0.2590%1.00$22.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Aug 21$0.15$0.35$0.150%2.33$24.35
$28.00$27.50Aug 28$0.27$0.23$0.2786%0.85$27.73
$28.00$27.50Sep 4$0.31$0.19$0.3177%0.61$27.69
$25.50$25.00Sep 4$0.20$0.30$0.2054%1.50$25.30
$27.00$26.50Sep 4$0.30$0.20$0.3069%0.67$26.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 4.56, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Oct 2$0.38$0.38$0.1250%3.17$25.88
$26.00$26.50Aug 28$0.27$0.27$0.2363%1.17$26.27
$26.00$26.50Sep 4$0.28$0.28$0.2258%1.27$26.28
$25.00$25.50Aug 21$0.20$0.20$0.3054%0.67$25.20
$27.50$28.00Sep 4$0.20$0.20$0.3071%0.67$27.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$20.00Oct 2$0.82$0.82$0.1874%4.56$20.18
$23.50$22.50Sep 25$0.55$0.55$0.4564%1.22$22.95
$22.50$20.00Sep 18$0.57$0.57$1.9373%0.30$21.93
$22.50$21.50Sep 25$0.33$0.33$0.6771%0.49$22.17
$24.00$23.50Sep 11$0.23$0.23$0.2762%0.85$23.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.69, cheapest $0.53)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Aug 21Aug 28$0.85349.3%79.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Aug 21Aug 28$0.53349.3%79.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 2.73% of stock, avg 10.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Aug 21$0.45$0.23$0.68$23.82$25.182.73%
$25.00Aug 21$0.23$0.57$0.80$24.20$25.803.21%
$24.00Aug 21$0.80$0.08$0.88$23.12$24.883.53%
$25.50Aug 21$0.03$1.05$1.08$24.42$26.584.33%
$23.50Aug 21$1.27$0.25$1.52$21.98$25.026.09%
$26.50Aug 21$0.03$1.80$1.83$24.67$28.337.33%
$23.00Aug 21$1.75$0.18$1.93$21.07$24.937.74%
$24.50Aug 28$1.18$0.83$2.01$22.49$26.518.06%
$24.00Aug 28$1.55$0.63$2.18$21.82$26.188.74%
$25.00Aug 28$1.08$1.10$2.18$22.82$27.188.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.44% of stock, avg 6.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$22.50Aug 21$0.03$0.08$0.11$22.39$26.11
$26.50$22.50Aug 21$0.03$0.08$0.11$22.39$26.61
$25.50$22.50Aug 21$0.03$0.08$0.11$22.39$25.61
$27.00$22.50Aug 21$0.03$0.08$0.11$22.39$27.11
$25.50$23.00Aug 21$0.03$0.18$0.21$22.79$25.71
$26.00$23.00Aug 21$0.03$0.18$0.21$22.79$26.21
$26.50$23.00Aug 21$0.03$0.18$0.21$22.79$26.71
$27.00$23.00Aug 21$0.03$0.18$0.21$22.79$27.21
$25.50$23.50Aug 21$0.03$0.25$0.28$23.22$25.78
$26.00$23.50Aug 21$0.03$0.25$0.28$23.22$26.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 2.33, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2328/28Sep 4$0.35$0.1545%2.33$22.65$27.85
23/2428/28Sep 4$0.37$0.1339%2.85$23.13$27.87
22/2329/30Sep 4$0.27$0.2354%1.17$22.73$29.27
23/2429/30Sep 4$0.29$0.2149%1.38$23.21$29.29
23/2428/28Aug 28$0.27$0.2352%1.17$23.23$27.77
22/2328/28Sep 11$0.32$0.1839%1.78$22.68$27.82
22/2228/28Sep 11$0.28$0.2244%1.27$22.22$27.78
23/2428/28Sep 11$0.32$0.1835%1.78$23.18$27.82
24/2428/28Aug 28$0.25$0.2546%1.00$23.75$27.75
22/2327/28Sep 11$0.27$0.2336%1.17$22.73$27.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 2.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Aug 21$0.13$0.3754%2.85
$25.00$25.50$26.00Aug 28$0.07$0.4314%6.14
$22.00$22.50$23.00Aug 28$0.06$0.448%7.33
$23.00$23.50$24.00Sep 4$0.08$0.4211%5.25
$23.50$24.00$24.50Aug 21$0.12$0.3821%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Aug 21$0.14$0.3689%2.57
$20.00$22.50$25.00Sep 18$0.53$1.9734%3.72
$24.00$24.50$25.00Aug 28$0.07$0.4315%6.14
$24.00$24.50$25.00Aug 21$0.19$0.3146%1.63
$23.50$24.00$24.50Aug 28$0.07$0.4313%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.11, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$24.001:2Oct 2-$0.11$3.89
$22.50$25.001:2Sep 18-$0.66$1.84
$20.00$22.501:2Sep 18-$1.45$1.05
$24.00$24.501:2Aug 21-$0.10$0.40
$26.00$28.001:2Oct 2-$0.46$1.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$25.501:2Aug 21-$0.30$0.70
$25.50$25.001:2Aug 21-$0.09$0.41
$22.50$21.501:2Sep 4-$0.12$0.88
$24.00$23.501:2Aug 21-$0.42$0.08
$23.50$23.001:2Aug 21-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 5.41%, avg 2.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Sep 25$1.350.446.2%5.41%11.62%69
$25.00Sep 18$1.950.530.2%7.82%8.02%3043.5K
$27.50Sep 25$0.950.3810.2%3.81%14.03%513
$25.00Sep 25$1.850.540.2%7.41%7.62%528
$29.00Sep 25$0.600.3016.2%2.40%18.64%1--
$29.00Oct 2$0.500.3116.2%2.00%18.24%4--
$25.50Oct 2$1.450.502.2%5.81%8.02%414
$29.50Oct 2$0.450.2818.2%1.80%20.04%436
$26.00Oct 2$1.150.464.2%4.61%8.82%252
$25.00Oct 2$1.450.520.2%5.81%6.01%213

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 5,141
Total Puts 1,689
Put/Call Ratio 0.33
Net Difference 3,452

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,479
Total Puts 18,116
Average Put/Call Ratio 0.54
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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