Tour v526
FSLY
FASTLY INC A
$24.64 +5.80%
$24.67 (+0.12%)🌙
as of 08/27 06:30 PM
8/27 18:30

Option Volume

Detail
Current (08/27) 11,359
Calls: 9,374 (83%)
Puts: 1,985 (17%)
Prior (08/26) 2,502
Calls: 1,828 (73%)
Puts: 674 (27%)
Current vs Prior +354.00%
Calls: +412.80% (Calls)
Puts: +194.51% (Puts)
Prior 7-Day Total 42,872
Calls: 26,403 (62%)
Puts: 16,469 (38%)
Prior 7-Day Average 6,124
Calls: 3,771 (62%)
Puts: 2,352 (38%)
Current vs Prior 7-Day Avg +85.47%
Calls: +148.52%
Puts: -15.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $1.66M
Calls: $1.33M (80%)
Puts: $330.0K (20%)
Prior (08/26) $834.5K
Calls: $736.0K (88%)
Puts: $98.5K (12%)
Current vs Prior +99.09%
Calls: +80.90%
Puts: +234.97%
Prior 7-Day Total $12.17M
Calls: $7.62M (63%)
Puts: $4.55M (37%)
Prior 7-Day Average $1.74M
Calls: $1.09M (63%)
Puts: $649.9K (37%)
Current vs Prior 7-Day Avg -4.42%
Calls: +22.33%
Puts: -49.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.21
Prior (08/26) 0.37
Current vs Prior -42.57%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -66.80%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 95,591
Calls: 49,491 (52%)
Puts: 46,100 (48%)
Prior (08/26) 38,893
Calls: 33,655 (87%)
Puts: 5,238 (13%)
Current vs Prior +145.78%
Prior 7-Day Total 454,786
Calls: 303,118 (67%)
Puts: 151,668 (33%)
Prior 7-Day Average 64,969
Calls: 43,302 (67%)
Puts: 21,666 (33%)
Current vs Prior 7-Day Avg +47.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 5.56% | 10.23%15.54% | 22.36%
Prior 6.57% | 10.73%16.10% | 22.24%
Current vs Prior -15.36% | -4.72%-3.46% | +0.54%
Prior 7-Day Avg 7.19% | 11.31%9.15% | 18.68%
Current vs 7-Day Avg -22.70% | -9.57%+69.88% | +19.69%
Prior 7-Day Eod 6.57% | 10.73%16.10% | 22.24%
Current vs 7-Day Eod -15.36% | -4.72%-3.46% | +0.54%
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

Strong bullish conviction with 80% of dollar volume in calls ($1.33M) vs puts ($330.0K). Elevated premium activity with dollar volume up 99% vs prior. Unusually high activity with volume up 354% vs prior - elevated interest. Volume explosion - 85% above 7-day average (11,359 vs avg 6,124).

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 NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. 62 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 283.005.00$4.0050.0%11.00--
$23.00Aug 281.402.35$1.8850.5%1210.92211
$21.50Sep 42.604.20$3.4047.1%10.91--
$20.00Sep 44.006.10$5.0541.6%20.90--
$20.00Sep 184.705.60$5.1517.5%100.894.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Aug 282.704.90$3.8057.9%10.9440
$29.50Sep 44.005.80$4.9036.7%20.941
$29.00Sep 43.805.00$4.4027.3%40.932
$27.00Aug 281.702.85$2.2850.4%20.93--
$28.00Aug 282.654.40$3.5349.6%20.9213

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 9.7K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 251.652.35$2.0035.0%1.7K0.5254
$25.50Aug 280.050.45$0.25160.0%1.3K0.29111
$26.00Sep 40.500.75$0.6339.7%1.0K0.36200
$27.00Sep 251.151.40$1.2719.7%9660.3861
$25.00Aug 280.150.45$0.30100.0%8930.38327
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Sep 251.251.90$1.5841.1%7410.3784
$25.00Sep 252.052.65$2.3525.5%4180.4813
$23.50Aug 280.000.20$0.10200.0%960.16418
$23.00Aug 280.000.10$0.05200.0%680.09166
$26.00Sep 112.002.40$2.2018.2%550.6013

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 27.2%, max 46.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 28Sep 18108.6%74.0%46.7%17176
$25.50Aug 28Oct 2117.1%81.8%43.1%1.3K111
$23.50Aug 28Oct 295.2%73.1%30.2%2170
$26.00Aug 28Oct 2103.5%80.7%28.3%139241
$24.00Aug 28Oct 297.1%76.8%26.5%42172
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Aug 28Sep 11103.5%76.1%36.1%5713
$24.00Aug 28Oct 297.1%76.8%26.5%15523
$23.50Aug 28Oct 995.2%76.5%24.5%98418
$25.00Aug 28Oct 293.5%76.8%21.8%1883

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 1.22, avg 1.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$21.00Aug 28$0.45$0.55$0.4588%1.22$20.45
$27.00$28.00Sep 18$0.12$0.88$0.1236%7.33$27.12
$21.50$22.00Sep 11$0.27$0.23$0.2783%0.85$21.77
$23.50$24.00Sep 4$0.20$0.30$0.2070%1.50$23.70
$25.00$25.50Sep 18$0.12$0.38$0.1252%3.17$25.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.00Aug 28$0.53$0.47$0.5385%0.89$25.47
$27.50$27.00Sep 4$0.20$0.30$0.2084%1.50$27.30
$28.50$28.00Aug 28$0.27$0.23$0.2794%0.85$28.23
$26.00$25.50Sep 4$0.20$0.30$0.2066%1.50$25.80
$27.50$27.00Sep 11$0.25$0.25$0.2573%1.00$27.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 0.49, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Oct 2$0.30$0.30$0.2056%1.50$26.80
$25.00$26.50Oct 9$0.83$0.83$0.6745%1.24$25.83
$25.50$26.00Aug 28$0.15$0.15$0.3571%0.43$25.65
$26.00$26.50Sep 11$0.23$0.23$0.2760%0.85$26.23
$27.50$28.00Oct 2$0.23$0.23$0.2761%0.85$27.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$20.00Sep 25$1.15$1.15$2.3563%0.49$22.35
$23.50$20.00Oct 9$1.20$1.20$2.3063%0.52$22.30
$23.50$23.00Sep 4$0.33$0.33$0.1769%1.94$23.17
$24.00$23.50Oct 2$0.36$0.36$0.1459%2.57$23.64
$24.50$24.00Sep 11$0.35$0.35$0.1555%2.33$24.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.70, cheapest $0.42)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 28Sep 4$0.65108.6%72.8%
$25.00Aug 28Sep 4$0.7293.5%75.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 28Sep 4$0.42108.6%72.8%
$25.00Aug 28Sep 4$0.5093.5%75.7%
$25.50Sep 4Oct 2$1.2271.1%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 4.34% of stock, avg 12.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Aug 28$0.30$0.77$1.07$23.93$26.074.34%
$24.50Aug 28$0.60$0.48$1.08$23.42$25.584.38%
$24.00Aug 28$0.95$0.22$1.17$22.83$25.174.75%
$26.00Aug 28$0.10$1.30$1.40$24.60$27.405.68%
$23.50Aug 28$1.35$0.10$1.45$22.05$24.955.88%
$23.00Aug 28$1.88$0.05$1.93$21.07$24.937.83%
$24.50Sep 4$1.25$0.90$2.15$22.35$26.658.73%
$25.00Sep 4$1.02$1.27$2.29$22.71$27.299.29%
$27.00Aug 28$0.05$2.28$2.33$24.67$29.339.46%
$25.50Sep 4$0.75$1.58$2.33$23.17$27.839.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.41% of stock, avg 8.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$23.00Aug 28$0.05$0.05$0.10$22.90$26.60
$27.00$23.00Aug 28$0.05$0.05$0.10$22.90$27.10
$26.50$22.50Aug 28$0.05$0.10$0.15$22.35$26.65
$27.00$22.50Aug 28$0.05$0.10$0.15$22.35$27.15
$26.00$23.00Aug 28$0.10$0.05$0.15$22.85$26.15
$26.50$23.50Aug 28$0.05$0.10$0.15$23.35$26.65
$27.00$23.50Aug 28$0.05$0.10$0.15$23.35$27.15
$26.00$23.50Aug 28$0.10$0.10$0.20$23.30$26.20
$26.00$22.50Aug 28$0.10$0.10$0.20$22.30$26.20
$26.50$24.00Aug 28$0.05$0.22$0.27$23.73$26.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 1.50, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2128/28Sep 11$0.30$0.2058%1.50$20.70$27.80
22/2228/29Sep 4$0.23$0.2768%0.85$21.77$28.73
22/2229/30Oct 2$0.36$0.1439%2.57$22.14$29.36
22/2328/29Oct 2$0.37$0.1333%2.85$22.63$28.87
22/2328/28Sep 11$0.30$0.2044%1.50$22.70$27.80
22/2226/27Sep 4$0.23$0.2755%0.85$21.77$26.73
24/2426/26Aug 28$0.27$0.2342%1.17$23.73$25.77
22/2228/29Oct 2$0.30$0.2036%1.50$22.20$28.80
20/2028/29Sep 18$0.40$0.6055%0.67$20.10$28.40
21/2229/30Oct 2$0.50$0.5042%1.00$21.50$29.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Aug 28$0.05$0.4533%9.00
$23.50$24.00$24.50Aug 28$0.05$0.4530%9.00
$26.00$26.50$27.00Aug 28$0.05$0.458%9.00
$24.00$24.50$25.00Sep 4$0.07$0.4314%6.14
$25.50$26.00$26.50Aug 28$0.10$0.4020%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Aug 28$0.07$0.4320%6.14
$27.50$28.00$28.50Sep 11$0.05$0.456%9.00
$23.50$24.00$24.50Aug 28$0.14$0.3629%2.57
$22.00$22.50$23.00Oct 2$0.07$0.437%6.14
$20.00$20.50$21.00Sep 11$0.08$0.428%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. 44 found (best net $--, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Sep 18-$1.11$1.39
$21.00$22.501:2Aug 28-$0.56$0.94
$24.00$24.501:2Aug 28-$0.25$0.25
$26.50$27.001:2Aug 28-$0.05$0.45
$25.00$25.501:2Aug 28-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Sep 18$0.00$2.50
$27.00$26.001:2Aug 28-$0.32$0.68
$26.00$25.001:2Aug 28-$0.24$0.76
$24.50$23.001:2Sep 18-$0.31$1.19
$22.00$20.501:2Sep 18-$0.15$1.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.28%, avg 3.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Oct 2$1.300.3911.6%5.28%16.88%249
$28.00Oct 2$1.200.3613.6%4.87%18.51%1119
$25.50Oct 2$1.950.503.5%7.91%11.40%1--
$26.50Oct 2$1.550.447.5%6.29%13.84%3--
$26.00Oct 2$1.700.475.5%6.90%12.42%460
$25.00Oct 9$1.950.551.5%7.91%9.37%4--
$27.00Oct 2$1.200.409.6%4.87%14.45%1618
$27.50Oct 9$0.950.4111.6%3.86%15.46%1--
$28.00Sep 25$0.950.3413.6%3.86%17.49%421
$25.00Oct 2$1.900.521.5%7.71%9.17%322

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 9,374
Total Puts 1,985
Put/Call Ratio 0.21
Net Difference 7,389

Prior's Put/Call Breakdown

Total Calls 1,828
Total Puts 674
Put/Call Ratio 0.37
Net Difference 1,154

Prior 7-Day Put/Call Summary

Total Calls 26,403
Total Puts 16,469
Average Put/Call Ratio 0.64
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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