Tour v526
FSLY
FASTLY INC A
$20.77 -8.86%
$20.67 (-0.48%)🌙
as of 09/01 06:31 PM
9/1 18:31

Option Volume

Detail
Current (09/01) 8,140
Calls: 5,393 (66%)
Puts: 2,747 (34%)
Prior (08/31) 14,027
Calls: 5,357 (38%)
Puts: 8,670 (62%)
Current vs Prior -41.97%
Calls: +0.67% (Calls)
Puts: -68.32% (Puts)
Prior 7-Day Total 53,132
Calls: 31,349 (59%)
Puts: 21,783 (41%)
Prior 7-Day Average 7,590
Calls: 4,478 (59%)
Puts: 3,111 (41%)
Current vs Prior 7-Day Avg +7.24%
Calls: +20.42%
Puts: -11.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $2.23M
Calls: $1.85M (83%)
Puts: $374.7K (17%)
Prior (08/31) $3.76M
Calls: $1.71M (46%)
Puts: $2.04M (54%)
Current vs Prior -40.73%
Calls: +8.15%
Puts: -81.67%
Prior 7-Day Total $14.16M
Calls: $7.97M (56%)
Puts: $6.19M (44%)
Prior 7-Day Average $2.02M
Calls: $1.14M (56%)
Puts: $883.9K (44%)
Current vs Prior 7-Day Avg +10.13%
Calls: +62.73%
Puts: -57.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 0.51
Prior (08/31) 1.62
Current vs Prior -68.53%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -30.33%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 89,509
Calls: 34,435 (38%)
Puts: 55,074 (62%)
Prior (08/31) 48,774
Calls: 36,538 (75%)
Puts: 12,236 (25%)
Current vs Prior +83.52%
Prior 7-Day Total 404,664
Calls: 284,531 (70%)
Puts: 120,133 (30%)
Prior 7-Day Average 57,809
Calls: 40,647 (70%)
Puts: 17,161 (30%)
Current vs Prior 7-Day Avg +54.84%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 7.61% | 10.83%14.11% | 20.85%
Prior 8.03% | 10.97%14.83% | 21.72%
Current vs Prior -5.26% | -1.25%-4.88% | -4.02%
Prior 7-Day Avg 7.17% | 11.13%12.20% | 20.64%
Current vs 7-Day Avg +6.13% | -2.70%+15.59% | +0.99%
Prior 7-Day Eod 8.03% | 10.97%14.83% | 21.72%
Current vs 7-Day Eod -5.26% | -1.25%-4.88% | -4.02%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($1.85M) vs puts ($374.7K). Below-average activity with volume down 42% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 69% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 7.3%, best 5.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 161.451.60$1.539.8%320.4326
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 161.701.80$1.755.7%1140.39117
$22.50Oct 163.103.30$3.206.2%910.57156

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.75, cheapest $0.75)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Oct 160.700.80$0.7513.3%160.2154

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.71, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Sep 41.954.10$3.0371.0%10.902
$17.50Sep 183.304.00$3.6519.2%30.881.3K
$17.00Sep 43.104.60$3.8539.0%20.872
$17.50Sep 112.704.00$3.3538.8%20.87--
$18.00Sep 182.503.70$3.1038.7%10.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 43.203.60$3.4011.8%30.93--
$23.50Sep 42.253.50$2.8843.4%10.9136
$24.50Sep 113.104.60$3.8539.0%10.88--
$23.00Sep 41.753.00$2.3852.5%260.8868
$24.00Sep 112.854.10$3.4736.0%10.85--

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 4.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 251.451.80$1.6321.5%1.0K0.522
$21.00Sep 40.450.65$0.5536.4%3520.4779
$20.00Oct 162.153.00$2.5832.9%1050.60156
$17.50Oct 163.604.60$4.1024.4%1010.78--
$22.50Sep 110.250.60$0.4381.4%800.28--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Sep 40.350.60$0.4852.1%1.2K0.4129
$20.00Oct 161.701.80$1.755.7%1140.39117
$18.00Sep 180.250.40$0.3345.5%970.172
$22.50Oct 163.103.30$3.206.2%910.57156
$21.00Sep 110.951.25$1.1027.3%780.5216

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 14.3%, max 41.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Sep 4Oct 16104.0%73.8%41.0%108156
$22.00Sep 4Oct 990.8%80.7%12.4%7116
$22.50Sep 4Oct 1684.5%76.4%10.7%4144
$21.00Sep 4Oct 287.0%80.9%7.5%35379
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Sep 4Oct 16104.0%73.8%41.0%145146
$22.00Sep 4Oct 990.8%80.7%12.4%1542
$20.50Sep 4Sep 1882.9%74.8%10.9%1.2K74
$22.50Sep 4Oct 1684.5%76.4%10.7%117259
$21.00Sep 4Oct 287.0%80.9%7.5%223.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 0.64, avg 1.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.50$20.00Oct 16$1.52$0.98$1.5278%0.64$19.02
$19.00$22.00Oct 9$1.48$1.52$1.4868%1.03$20.48
$20.00$22.50Oct 16$1.05$1.45$1.0560%1.38$21.05
$18.50$19.00Oct 9$0.22$0.28$0.2272%1.27$18.72
$20.00$21.50Sep 18$0.67$0.83$0.6763%1.24$20.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.50Sep 4$0.28$0.22$0.2888%0.79$22.72
$22.00$21.50Sep 4$0.23$0.27$0.2375%1.17$21.77
$23.50$22.50Sep 25$0.60$0.40$0.6068%0.67$22.90
$22.50$22.00Sep 18$0.28$0.22$0.2866%0.79$22.22
$20.50$20.00Sep 18$0.18$0.32$0.1843%1.78$20.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 0.67, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$22.50Sep 25$0.52$0.52$0.4852%1.08$22.02
$21.50$22.00Sep 18$0.28$0.28$0.2254%1.27$21.78
$21.00$21.50Sep 4$0.25$0.25$0.2554%1.00$21.25
$22.50$23.00Sep 18$0.20$0.20$0.3066%0.67$22.70
$22.50$23.00Sep 11$0.15$0.15$0.3572%0.43$22.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$17.50Oct 16$1.00$1.00$1.5061%0.67$19.00
$20.00$18.00Oct 2$0.80$0.80$1.2061%0.67$19.20
$20.00$19.50Sep 4$0.28$0.28$0.2268%1.27$19.72
$18.50$18.00Sep 25$0.20$0.20$0.3075%0.67$18.30
$19.50$19.00Sep 18$0.23$0.23$0.2768%0.85$19.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.48, cheapest $0.22)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Sep 4Sep 11$0.30104.0%73.3%
$21.00Sep 4Sep 25$1.0887.0%82.2%
$21.50Sep 4Sep 11$0.4077.8%74.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Sep 4Sep 11$0.22104.0%73.3%
$21.00Sep 4Sep 11$0.3587.0%72.4%
$20.50Sep 4Sep 18$0.7082.9%74.8%
$21.50Sep 4Sep 11$0.2877.8%74.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 6.26% of stock, avg 13.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Sep 4$0.55$0.75$1.30$19.70$22.306.26%
$21.50Sep 4$0.30$1.20$1.50$20.00$23.007.22%
$20.00Sep 4$1.10$0.43$1.53$18.47$21.537.37%
$22.00Sep 4$0.25$1.43$1.68$20.32$23.688.09%
$20.00Sep 11$1.40$0.65$2.05$17.95$22.059.87%
$21.50Sep 11$0.70$1.48$2.18$19.32$23.6810.50%
$22.50Sep 4$0.13$2.10$2.23$20.27$24.7310.74%
$22.00Sep 11$0.55$1.78$2.33$19.67$24.3311.22%
$22.50Sep 11$0.43$2.25$2.68$19.82$25.1812.90%
$20.00Sep 18$1.75$1.00$2.75$17.25$22.7513.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.87% of stock, avg 6.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$19.00Sep 4$0.10$0.08$0.18$18.82$23.18
$22.50$19.00Sep 4$0.13$0.08$0.21$18.79$22.71
$23.00$19.50Sep 4$0.10$0.15$0.25$19.25$23.25
$22.50$19.50Sep 4$0.13$0.15$0.28$19.22$22.78
$22.00$19.00Sep 4$0.25$0.08$0.33$18.67$22.33
$22.00$19.50Sep 4$0.25$0.15$0.40$19.10$22.40
$23.50$18.00Sep 11$0.25$0.18$0.43$17.57$23.93
$21.50$19.00Sep 4$0.30$0.08$0.38$18.62$21.88
$23.00$18.00Sep 11$0.28$0.18$0.46$17.54$23.46
$23.50$18.50Sep 11$0.25$0.25$0.50$18.00$24.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.63, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1822/23Sep 18$0.31$0.1949%1.63$17.69$22.81
18/1922/23Sep 18$0.44$0.5640%0.79$18.56$22.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$20.00$22.50Oct 16$0.47$2.0335%4.32
$21.00$22.00$23.00Oct 2$0.10$0.9015%9.00
$18.50$20.00$21.50Sep 11$0.43$1.0742%2.49
$22.00$22.50$23.00Sep 4$0.09$0.4114%4.56
$23.50$24.00$24.50Sep 4$0.08$0.420%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$20.00$22.50Oct 16$0.45$2.0535%4.56
$20.50$21.00$21.50Sep 18$0.05$0.4512%9.00
$21.00$21.50$22.00Sep 18$0.07$0.4312%6.14
$20.00$20.50$21.00Sep 18$0.07$0.4312%6.14
$20.50$21.00$21.50Sep 4$0.18$0.3226%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.17, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$22.001:2Oct 9-$0.17$2.83
$18.50$20.001:2Sep 11-$0.27$1.23
$20.00$22.501:2Oct 16-$0.48$2.02
$17.50$20.001:2Oct 16-$1.06$1.44
$20.00$21.501:2Sep 11$0.00$1.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Oct 16-$0.30$2.20
$21.00$20.001:2Sep 11-$0.20$0.80
$19.00$18.001:2Sep 18-$0.09$0.91
$21.00$20.501:2Sep 4-$0.21$0.29
$21.50$21.001:2Sep 4-$0.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 6.98%, avg 3.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Oct 16$1.450.438.3%6.98%15.31%3226
$22.00Oct 9$1.450.465.9%6.98%12.90%462
$23.50Oct 9$1.000.3713.1%4.81%17.96%3--
$24.00Oct 9$0.750.3315.6%3.61%19.16%1--
$22.00Oct 2$1.250.455.9%6.02%11.94%14
$23.00Oct 2$0.950.3810.7%4.57%15.31%1--
$21.00Oct 2$1.650.531.1%7.94%9.05%1--
$23.00Oct 9$0.900.3910.7%4.33%15.07%2--
$24.50Oct 9$0.550.2918.0%2.65%20.61%1--
$23.50Oct 2$0.700.3413.1%3.37%16.51%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 5,393
Total Puts 2,747
Put/Call Ratio 0.51
Net Difference 2,646

Prior's Put/Call Breakdown

Total Calls 5,357
Total Puts 8,670
Put/Call Ratio 1.62
Net Difference -3,313

Prior 7-Day Put/Call Summary

Total Calls 31,349
Total Puts 21,783
Average Put/Call Ratio 0.73
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All