Tour v528
FSLY
FASTLY INC A
$26.68 -10.02%
$27.80 (+4.20%)🌙
as of 09/24 06:33 PM
◀ 9/24 18:33 ▶

Option Volume

Detail
ℹ
Current (09/24) 50,889
Calls: 43,016 (85%)
Puts: 7,873 (15%)
Prior (09/21) 38,694
Calls: 33,013 (85%)
Puts: 5,681 (15%)
Current vs Prior +31.52%
Calls: +30.30% (Calls)
Puts: +38.58% (Puts)
Prior 7-Day Total 120,620
Calls: 90,387 (75%)
Puts: 30,233 (25%)
Prior 7-Day Average 17,231
Calls: 12,912 (75%)
Puts: 4,319 (25%)
Current vs Prior 7-Day Avg +195.33%
Calls: +233.14%
Puts: +82.29%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $11.36M
Calls: $7.86M (69%)
Puts: $3.50M (31%)
Prior (09/21) $10.42M
Calls: $9.73M (93%)
Puts: $682.8K (7%)
Current vs Prior +9.06%
Calls: -19.28%
Puts: +413.24%
Prior 7-Day Total $23.09M
Calls: $20.25M (88%)
Puts: $2.84M (12%)
Prior 7-Day Average $3.30M
Calls: $2.89M (88%)
Puts: $405.3K (12%)
Current vs Prior 7-Day Avg +244.43%
Calls: +171.57%
Puts: +764.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.18
Prior (09/21) 0.17
Current vs Prior +6.36%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -60.37%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 137,594
Calls: 103,804 (75%)
Puts: 33,790 (25%)
Prior (09/21) 135,715
Calls: 66,708 (49%)
Puts: 69,007 (51%)
Current vs Prior +1.38%
Prior 7-Day Total 802,986
Calls: 513,439 (64%)
Puts: 289,547 (36%)
Prior 7-Day Average 114,712
Calls: 73,348 (64%)
Puts: 41,363 (36%)
Current vs Prior 7-Day Avg +19.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 5.66% | 12.93%19.04% | 33.36%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior -57.83% | -18.11%-10.75% | +4.18%
Prior 7-Day Avg 9.93% | 14.58%11.05% | 22.39%
Current vs 7-Day Avg -43.02% | -11.33%+72.37% | +48.96%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod -57.83% | -18.11%-10.75% | +4.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior +26.04% | +40.84%
Prior 7-Day Avg 70.05% | 37.79%
Calls: 92.86% | 38.71%
Puts: 47.24% | 36.87%
Current vs 7-Day Avg +26.04% | +7.42%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($7.86M). Dollar volume significantly above 7-day average (244% higher). Volume explosion - 195% above 7-day average (50,889 vs avg 17,231). Extreme bullish P/C ratio of 0.18 - heavy call buying (43,016 calls vs 7,873 puts).

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 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 1 of results (avg 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 163.203.50$3.359.0%2.5K0.662.2K
PUTS (0)
No puts meet the criteria

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. 94 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.305.40$4.8522.7%350.98242
$22.50Sep 254.004.90$4.4520.2%60.97115
$23.50Sep 253.003.60$3.3018.2%60.93193
$24.50Sep 252.052.65$2.3525.5%40.93156
$23.00Sep 253.404.30$3.8523.4%130.932.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 253.604.80$4.2028.6%321.0038
$30.50Sep 252.854.30$3.5840.5%160.9430
$32.00Sep 254.405.80$5.1027.5%20.94--
$30.00Sep 252.703.80$3.2533.8%2010.91614
$29.50Sep 252.753.20$2.9815.1%3970.90405

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 35.0K, top 5.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 21.051.55$1.3038.5%5.2K0.47177
$28.00Sep 250.150.30$0.2268.2%3.5K0.242.1K
$27.00Sep 250.400.70$0.5554.5%2.6K0.453.5K
$25.00Oct 163.203.50$3.359.0%2.5K0.662.2K
$26.00Oct 162.503.20$2.8524.6%2.2K0.60275
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.400.80$0.6066.7%4080.441.3K
$29.50Sep 252.753.20$2.9815.1%3970.90405
$27.00Sep 250.450.90$0.6866.2%3260.56850
$23.50Oct 90.501.00$0.7566.7%3020.239
$26.00Oct 161.702.30$2.0030.0%3020.41564

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 30.9%, max 44.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Sep 25Oct 30132.4%91.6%44.5%1.8K155
$28.50Sep 25Oct 23136.2%98.1%38.8%271.8K
$25.50Sep 25Oct 30120.9%92.9%30.1%59423
$27.00Sep 25Oct 30126.4%98.5%28.4%2.6K3.5K
$28.00Sep 25Oct 30124.5%97.9%27.1%3.5K2.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Sep 25Oct 16132.4%91.5%44.7%5121.4K
$28.50Sep 25Oct 16136.2%100.5%35.5%911.3K
$26.00Sep 25Oct 23117.5%88.1%33.3%210813
$27.00Sep 25Oct 23126.4%96.2%31.4%335857
$25.50Sep 25Oct 30120.9%92.9%30.1%3466

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 1.23, avg 1.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$27.50Nov 6$1.12$1.38$1.1266%1.23$26.12
$21.50$23.00Oct 9$0.95$0.55$0.9590%0.58$22.45
$23.50$24.50Nov 6$0.45$0.55$0.4572%1.22$23.95
$22.50$24.00Oct 16$0.95$0.55$0.9582%0.58$23.45
$23.00$24.00Oct 2$0.65$0.35$0.6586%0.54$23.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.50Sep 25$0.21$0.29$0.2186%1.38$28.79
$30.00$29.50Sep 25$0.27$0.23$0.2791%0.85$29.73
$28.50$28.00Sep 25$0.22$0.28$0.2282%1.27$28.28
$30.50$30.00Sep 25$0.33$0.17$0.3394%0.52$30.17
$30.00$29.50Oct 9$0.25$0.25$0.2566%1.00$29.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 2.33, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Oct 9$0.25$0.25$0.2570%1.00$30.75
$29.50$30.00Oct 2$0.22$0.22$0.2870%0.79$29.72
$29.00$29.50Oct 23$0.28$0.28$0.2256%1.27$29.28
$30.00$30.50Oct 23$0.25$0.25$0.2561%1.00$30.25
$27.00$27.50Oct 30$0.32$0.32$0.1845%1.78$27.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.50Oct 30$0.35$0.35$0.1570%2.33$23.65
$26.00$25.50Oct 2$0.38$0.38$0.1261%3.17$25.62
$23.50$23.00Oct 23$0.28$0.28$0.2273%1.27$23.22
$25.00$22.00Nov 6$0.98$0.98$2.0265%0.49$24.02
$25.00$24.50Oct 9$0.31$0.31$0.1967%1.63$24.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.93, cheapest $0.73)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Sep 25Oct 2$0.87132.4%95.2%
$27.00Sep 25Oct 2$1.00126.4%102.7%
$27.50Sep 25Oct 2$0.95123.1%100.5%
$26.00Sep 25Oct 2$0.88117.5%110.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Sep 25Oct 2$0.73132.4%95.2%
$27.00Sep 25Oct 2$1.07126.4%102.7%
$27.50Sep 25Oct 2$0.90123.1%100.5%
$26.00Sep 25Oct 2$1.00117.5%110.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 4.61% of stock, avg 15.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$0.55$0.68$1.23$25.77$28.234.61%
$26.00Sep 25$1.02$0.33$1.35$24.65$27.355.06%
$26.50Sep 25$0.83$0.60$1.43$25.07$27.935.36%
$27.50Sep 25$0.35$1.15$1.50$26.00$29.005.62%
$25.50Sep 25$1.60$0.20$1.80$23.70$27.306.75%
$28.00Sep 25$0.22$1.70$1.92$26.08$29.927.20%
$25.00Sep 25$1.88$0.10$1.98$23.02$26.987.42%
$28.50Sep 25$0.18$1.92$2.10$26.40$30.607.87%
$29.00Sep 25$0.15$2.13$2.28$26.72$31.288.55%
$24.50Sep 25$2.35$0.05$2.40$22.10$26.909.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 0.86% of stock, avg 11.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$24.00Sep 25$0.15$0.08$0.23$23.77$29.23
$29.00$25.00Sep 25$0.15$0.10$0.25$24.75$29.25
$28.50$24.00Sep 25$0.18$0.08$0.26$23.74$28.76
$28.50$25.00Sep 25$0.18$0.10$0.28$24.72$28.78
$28.00$24.00Sep 25$0.22$0.08$0.30$23.70$28.30
$28.00$25.00Sep 25$0.22$0.10$0.32$24.68$28.32
$29.00$25.50Sep 25$0.15$0.20$0.35$25.15$29.35
$28.50$25.50Sep 25$0.18$0.20$0.38$25.12$28.88
$28.00$25.50Sep 25$0.22$0.20$0.42$25.08$28.42
$27.50$25.00Sep 25$0.35$0.10$0.45$24.55$27.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 3.55, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/30Oct 2$0.39$0.1149%3.55$23.61$29.89
22/2230/30Oct 2$0.32$0.1860%1.78$22.18$29.82
22/2330/30Oct 2$0.32$0.1856%1.78$22.68$29.82
23/2430/30Oct 9$0.37$0.1344%2.85$23.13$30.37
24/2429/30Oct 2$0.35$0.1544%2.33$23.65$29.35
22/2230/30Oct 9$0.32$0.1850%1.78$22.18$30.32
24/2529/30Oct 2$0.38$0.1236%3.17$24.62$29.38
24/2430/30Oct 9$0.37$0.1337%2.85$24.13$30.37
22/2229/30Oct 2$0.28$0.2255%1.27$22.22$29.28
22/2329/30Oct 2$0.28$0.2252%1.27$22.72$29.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Sep 25$0.07$0.4321%6.14
$26.50$27.00$27.50Sep 25$0.08$0.4223%5.25
$26.00$26.50$27.00Oct 2$0.05$0.4510%9.00
$26.50$27.00$27.50Oct 16$0.05$0.456%9.00
$23.50$24.00$24.50Oct 30$0.05$0.455%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Sep 25$0.08$0.4221%5.25
$28.50$29.00$29.50Oct 2$0.07$0.438%6.14
$29.50$30.00$30.50Sep 25$0.06$0.444%7.33
$22.00$22.50$23.00Sep 25$0.07$0.435%6.14
$25.00$25.50$26.00Oct 16$0.08$0.426%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. 42 found (best net $-0.06, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$28.001:2Sep 25-$0.09$0.41
$27.00$27.501:2Sep 25-$0.15$0.35
$29.00$29.501:2Sep 25-$0.05$0.45
$26.50$27.001:2Sep 25-$0.27$0.23
$31.50$32.001:2Sep 25-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$26.001:2Sep 25-$0.06$0.44
$27.50$27.001:2Sep 25-$0.21$0.29
$26.00$25.501:2Sep 25-$0.07$0.43
$25.00$22.001:2Nov 6-$0.82$2.18
$24.00$23.501:2Sep 25-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 7.87%, avg 4.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 6$2.100.4612.4%7.87%20.31%2--
$30.00Oct 30$1.900.4212.4%7.12%19.57%383
$29.00Oct 30$2.150.468.7%8.06%16.75%1--
$32.00Oct 30$1.250.3419.9%4.69%24.63%2103
$28.00Oct 30$2.350.515.0%8.81%13.76%815
$31.00Oct 30$1.400.3716.2%5.25%21.44%617
$27.00Oct 30$2.800.551.2%10.49%11.69%2212
$27.50Oct 30$2.450.533.1%9.18%12.26%312
$30.00Oct 23$1.550.3912.4%5.81%18.25%65126
$29.00Oct 23$1.800.438.7%6.75%15.44%926

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 43,016
Total Puts 7,873
Put/Call Ratio 0.18
Net Difference 35,143

Prior's Put/Call Breakdown

Total Calls 33,013
Total Puts 5,681
Put/Call Ratio 0.17
Net Difference 27,332

Prior 7-Day Put/Call Summary

Total Calls 90,387
Total Puts 30,233
Average Put/Call Ratio 0.46
Ratio Trend Rising

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