Tour v526
FSLY
FASTLY INC A
$23.04 -6.49%
$23.04 (-0.01%)🌙
as of 08/28 06:30 PM
8/28 18:30

Option Volume

Detail
Current (08/28) 5,190
Calls: 2,986 (58%)
Puts: 2,204 (42%)
Prior (08/27) 11,359
Calls: 9,374 (83%)
Puts: 1,985 (17%)
Current vs Prior -54.31%
Calls: -68.15% (Calls)
Puts: +11.03% (Puts)
Prior 7-Day Total 49,907
Calls: 32,687 (65%)
Puts: 17,220 (35%)
Prior 7-Day Average 7,129
Calls: 4,669 (65%)
Puts: 2,460 (35%)
Current vs Prior 7-Day Avg -27.20%
Calls: -36.05%
Puts: -10.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28) $1.32M
Calls: $367.2K (28%)
Puts: $954.3K (72%)
Prior (08/27) $1.66M
Calls: $1.33M (80%)
Puts: $330.0K (20%)
Current vs Prior -20.46%
Calls: -72.42%
Puts: +189.22%
Prior 7-Day Total $11.85M
Calls: $7.21M (61%)
Puts: $4.64M (39%)
Prior 7-Day Average $1.69M
Calls: $1.03M (61%)
Puts: $662.6K (39%)
Current vs Prior 7-Day Avg -21.93%
Calls: -64.36%
Puts: +44.04%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/28) 0.74
Prior (08/27) 0.21
Current vs Prior +248.57%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg +20.77%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/28) 49,070
Calls: 36,605 (75%)
Puts: 12,465 (25%)
Prior (08/27) 95,591
Calls: 49,491 (52%)
Puts: 46,100 (48%)
Current vs Prior -48.67%
Prior 7-Day Total 496,530
Calls: 310,686 (63%)
Puts: 185,844 (37%)
Prior 7-Day Average 70,932
Calls: 44,383 (63%)
Puts: 26,549 (37%)
Current vs Prior 7-Day Avg -30.82%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.21% | 9.90%14.67% | 22.31%
Prior 5.56% | 10.23%15.54% | 22.36%
Current vs Prior +77.98% | +17.98%-5.62% | -0.24%
Prior 7-Day Avg 6.62% | 10.99%10.01% | 19.28%
Current vs 7-Day Avg +49.39% | +9.84%+46.59% | +15.71%
Prior 7-Day Eod 5.56% | 10.23%15.54% | 22.36%
Current vs 7-Day Eod +77.98% | +17.98%-5.62% | -0.24%
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

Moderately bearish flow with 72% put dollar volume ($954.3K). Below-average activity with volume down 54% vs prior. P/C ratio rising 249% - increased hedging/bearish positioning. Call-heavy open interest (36,605 calls vs 12,465 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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. 46 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 282.003.20$2.6046.2%90.9735
$22.50Aug 280.450.85$0.6561.5%1020.89120
$20.00Sep 113.003.60$3.3018.2%90.8618
$21.00Sep 41.852.70$2.2837.3%10.85--
$20.00Sep 183.303.70$3.5011.4%310.834.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 280.301.50$0.90133.3%3190.91487
$27.50Sep 114.305.00$4.6515.1%20.87--
$23.50Aug 280.100.55$0.33136.4%770.87402
$24.50Aug 280.351.95$1.15139.1%30.8720
$26.00Sep 42.703.50$3.1025.8%150.85--

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 3.1K, top 319)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 280.000.05$0.03166.7%2840.1366
$23.00Aug 280.000.35$0.18194.4%1690.54173
$24.00Aug 280.000.05$0.03166.7%1690.08166
$25.00Sep 40.200.50$0.3585.7%1230.2568
$24.00Sep 40.500.65$0.5726.3%1190.38125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 280.301.50$0.90133.3%3190.91487
$21.50Sep 180.601.00$0.8050.0%2130.312
$25.00Sep 182.553.00$2.7816.2%1080.64593
$22.00Sep 110.450.90$0.6866.2%1030.3326
$27.00Sep 253.905.20$4.5528.6%960.72--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 763.7%, max 1541.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Aug 28Oct 91033.8%74.5%1288.1%327
$23.00Aug 28Oct 2244.9%74.1%230.6%172173
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Aug 28Sep 251233.5%75.1%1541.5%812
$22.00Aug 28Oct 21033.8%74.4%1289.9%22158
$23.00Aug 28Oct 2244.9%74.1%230.6%69181
$21.00Sep 4Oct 273.8%72.5%1.7%1011

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 3.00, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$21.00Aug 28$0.25$0.75$0.2597%3.00$20.25
$22.00$23.50Oct 9$0.62$0.88$0.6266%1.42$22.62
$23.00$25.50Oct 2$0.84$1.66$0.8454%1.98$23.84
$20.00$20.50Oct 9$0.15$0.35$0.1579%2.33$20.15
$21.00$22.50Sep 18$0.82$0.68$0.8273%0.83$21.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Aug 28$0.25$0.25$0.2587%1.00$24.25
$23.50$23.00Aug 28$0.18$0.32$0.1887%1.78$23.32
$23.50$23.00Sep 25$0.15$0.35$0.1550%2.33$23.35
$23.00$22.50Sep 11$0.13$0.37$0.1346%2.85$22.87
$22.50$22.00Sep 25$0.12$0.38$0.1242%3.17$22.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 3.17, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.50$24.00Sep 18$0.33$0.33$0.1751%1.94$23.83
$25.00$26.00Sep 11$0.30$0.30$0.7066%0.43$25.30
$25.00$25.50Sep 25$0.22$0.22$0.2860%0.79$25.22
$23.50$24.00Sep 4$0.23$0.23$0.2753%0.85$23.73
$25.00$25.50Sep 18$0.18$0.18$0.3264%0.56$25.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$22.50Sep 25$0.38$0.38$0.1254%3.17$22.62
$22.50$22.00Sep 11$0.32$0.32$0.1860%1.78$22.18
$22.00$21.00Oct 2$0.47$0.47$0.5362%0.89$21.53
$21.50$20.00Sep 18$0.42$0.42$1.0869%0.39$21.08
$22.00$21.50Sep 25$0.28$0.28$0.2262%1.27$21.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.80, cheapest $0.73)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 28Sep 4$0.87244.9%75.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 28Sep 4$0.73244.9%75.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 1.43% of stock, avg 11.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 28$0.18$0.15$0.33$22.67$23.331.43%
$23.50Aug 28$0.03$0.33$0.36$23.14$23.861.56%
$22.50Aug 28$0.65$0.03$0.68$21.82$23.182.95%
$24.00Aug 28$0.03$0.90$0.93$23.07$24.934.04%
$24.50Aug 28$0.08$1.15$1.23$23.27$25.735.34%
$22.00Aug 28$1.35$0.30$1.65$20.35$23.657.16%
$23.00Sep 4$1.05$0.88$1.93$21.07$24.938.38%
$22.50Sep 4$1.27$0.68$1.95$20.55$24.458.46%
$23.50Sep 4$0.80$1.23$2.03$21.47$25.538.81%
$24.00Sep 4$0.57$1.53$2.10$21.90$26.109.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 0.26% of stock, avg 7.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.50Aug 28$0.03$0.03$0.06$22.44$23.56
$24.00$22.50Aug 28$0.03$0.03$0.06$22.44$24.06
$25.00$22.50Aug 28$0.03$0.03$0.06$22.44$25.06
$24.50$22.50Aug 28$0.08$0.03$0.11$22.39$24.61
$23.50$23.00Aug 28$0.03$0.15$0.18$22.82$23.68
$24.00$23.00Aug 28$0.03$0.15$0.18$22.82$24.18
$25.00$23.00Aug 28$0.03$0.15$0.18$22.82$25.18
$23.50$21.50Aug 28$0.03$0.28$0.31$21.19$23.81
$24.50$23.00Aug 28$0.08$0.15$0.23$22.77$24.73
$24.00$21.50Aug 28$0.03$0.28$0.31$21.19$24.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.27, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2224/25Sep 4$0.28$0.2245%1.27$21.22$24.78
22/2224/25Sep 4$0.26$0.2439%1.08$21.74$24.76
20/2125/26Sep 11$0.48$0.5244%0.92$20.52$25.48
21/2225/26Sep 11$0.52$0.4838%1.08$20.98$25.52
20/2126/27Sep 11$0.31$0.6955%0.45$20.69$26.31
21/2226/27Sep 11$0.35$0.6548%0.54$21.15$26.35
20/2226/27Sep 18$0.62$0.8841%0.70$20.88$26.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Aug 28$0.15$0.3546%2.33
$22.50$23.00$23.50Aug 28$0.32$0.1876%0.56
$24.50$25.00$25.50Aug 28$0.05$0.458%9.00
$23.50$24.00$24.50Aug 28$0.05$0.450%9.00
$24.50$25.00$25.50Sep 4$0.08$0.4210%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$23.00$23.50Aug 28$0.06$0.4476%7.33
$21.50$22.00$22.50Sep 4$0.07$0.4315%6.14
$20.50$21.00$21.50Sep 4$0.10$0.4011%4.00
$22.50$23.00$23.50Sep 4$0.15$0.3517%2.33
$22.50$23.00$23.50Sep 11$0.22$0.2812%1.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.10, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$25.501:2Oct 2-$0.49$2.01
$21.50$23.001:2Sep 11-$0.40$1.10
$21.00$22.001:2Aug 28-$0.35$0.65
$25.00$26.001:2Sep 11-$0.13$0.87
$25.50$27.001:2Sep 25-$0.43$1.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$24.001:2Sep 11-$0.10$1.90
$27.50$25.001:2Sep 18-$0.66$1.84
$25.00$23.001:2Sep 18-$0.28$1.72
$21.00$20.001:2Sep 11-$0.07$0.93
$21.50$21.001:2Sep 4-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 6.08%, avg 3.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Oct 9$1.400.468.5%6.08%14.58%54
$23.50Oct 9$1.700.562.0%7.38%9.38%8--
$25.50Oct 2$1.000.3810.7%4.34%15.02%4--
$24.50Sep 25$1.250.436.3%5.43%11.76%211
$25.00Sep 25$1.050.408.5%4.56%13.06%3--
$24.00Sep 25$1.350.464.2%5.86%10.03%2--
$25.50Sep 25$0.900.3610.7%3.91%14.58%476
$23.50Sep 25$1.550.502.0%6.73%8.72%216
$23.50Sep 18$1.350.492.0%5.86%7.86%1--
$27.00Sep 25$0.500.2717.2%2.17%19.36%6970

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 2,986
Total Puts 2,204
Put/Call Ratio 0.74
Net Difference 782

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,687
Total Puts 17,220
Average Put/Call Ratio 0.61
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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