Tour v528
FSLY
FASTLY INC A
$24.96 -6.45%
$24.98 (+0.08%)🌙
as of 09/25 06:27 PM
◀ 9/25 18:27

Option Volume

Detail
ℹ
Current (09/25) 28,012
Calls: 22,270 (80%)
Puts: 5,742 (20%)
Prior (09/24) 50,889
Calls: 43,016 (85%)
Puts: 7,873 (15%)
Current vs Prior -44.95%
Calls: -48.23% (Calls)
Puts: -27.07% (Puts)
Prior 7-Day Total 143,342
Calls: 111,111 (78%)
Puts: 32,231 (22%)
Prior 7-Day Average 20,477
Calls: 15,873 (78%)
Puts: 4,604 (22%)
Current vs Prior 7-Day Avg +36.79%
Calls: +40.30%
Puts: +24.71%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/25) $4.16M
Calls: $3.23M (78%)
Puts: $925.4K (22%)
Prior (09/24) $11.36M
Calls: $7.86M (69%)
Puts: $3.50M (31%)
Current vs Prior -63.39%
Calls: -58.84%
Puts: -73.59%
Prior 7-Day Total $30.65M
Calls: $24.95M (81%)
Puts: $5.70M (19%)
Prior 7-Day Average $4.38M
Calls: $3.56M (81%)
Puts: $813.7K (19%)
Current vs Prior 7-Day Avg -4.99%
Calls: -9.26%
Puts: +13.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 0.26
Prior (09/24) 0.18
Current vs Prior +40.87%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -42.75%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/25) 155,992
Calls: 117,283 (75%)
Puts: 38,709 (25%)
Prior (09/24) 137,594
Calls: 103,804 (75%)
Puts: 33,790 (25%)
Current vs Prior +13.37%
Prior 7-Day Total 837,183
Calls: 537,667 (64%)
Puts: 299,516 (36%)
Prior 7-Day Average 119,597
Calls: 76,809 (64%)
Puts: 42,788 (36%)
Current vs Prior 7-Day Avg +30.43%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.41% | 10.90%17.75% | 32.25%
Prior 5.66% | 12.93%19.04% | 33.36%
Current vs Prior +92.55% | +18.66%-6.79% | -3.32%
Prior 7-Day Avg 9.53% | 14.59%11.92% | 23.90%
Current vs 7-Day Avg +14.39% | +5.18%+48.85% | +34.94%
Prior 7-Day Eod 5.66% | 12.93%19.04% | 33.36%
Current vs 7-Day Eod +92.55% | +18.66%-6.79% | -3.32%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 72.66% | 37.97%
Calls: 86.74% | 39.03%
Puts: 58.57% | 36.92%
Current vs 7-Day Avg +21.52% | +6.89%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($3.23M) vs puts ($925.4K). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (22,270 calls vs 5,742 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 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. 1 found (avg $0.60, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 20.550.65$0.6016.7%570.29202

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 254.005.60$4.8033.3%41.00694
$21.00Sep 253.705.20$4.4533.7%71.001.0K
$22.50Sep 251.753.20$2.4858.5%220.96117
$23.00Sep 251.002.60$1.8088.9%1160.962.0K
$23.50Sep 250.802.10$1.4589.7%170.96193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 253.805.40$4.6034.8%10.97235
$29.00Sep 253.604.30$3.9517.7%300.97--
$28.00Sep 252.603.30$2.9523.7%270.96--
$27.00Sep 251.353.20$2.2881.1%1000.95943
$26.00Sep 250.351.50$0.93123.7%570.88857

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 14.9K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Sep 250.000.10$0.05200.0%2.1K0.12382
$25.50Oct 20.901.15$1.0224.5%1.4K0.462.6K
$27.50Oct 20.350.75$0.5572.7%8850.275.1K
$27.50Sep 250.000.65$0.33197.0%7670.211.8K
$27.00Sep 250.000.05$0.03166.7%5780.053.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 160.801.05$0.9326.9%1.0K0.27574
$25.00Sep 250.100.35$0.22113.6%6700.56960
$24.50Sep 250.000.05$0.03166.7%2350.13283
$21.00Oct 20.000.15$0.08187.5%2200.06166
$24.00Oct 161.351.80$1.5828.5%1970.3837

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 1194.8%, max 2327.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 25Oct 302050.9%84.5%2327.1%37162
$22.00Sep 25Nov 61835.1%109.1%1581.5%83217
$27.50Sep 25Nov 61517.4%113.8%1233.5%7711.8K
$25.50Sep 25Nov 6401.5%113.4%254.1%263415
$25.00Sep 25Nov 6245.2%108.1%126.8%3044.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Sep 25Oct 302050.9%84.5%2327.1%2254
$22.00Sep 25Oct 301835.1%86.7%2016.4%3378
$27.50Sep 25Oct 301517.4%91.6%1556.9%19757
$25.50Sep 25Oct 16401.5%90.7%342.7%53158
$25.00Sep 25Oct 30245.2%87.1%181.5%7161.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 4.00, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$24.50Oct 9$1.55$0.95$1.5582%0.61$23.55
$20.00$20.50Sep 25$0.25$0.25$0.25100%1.00$20.25
$28.00$29.00Nov 6$0.22$0.78$0.2246%3.55$28.22
$25.50$26.50Nov 6$0.37$0.63$0.3756%1.70$25.87
$26.00$27.00Oct 23$0.28$0.72$0.2848%2.57$26.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.50Sep 25$0.10$0.40$0.1088%4.00$25.90
$29.00$28.00Oct 2$0.60$0.40$0.6081%0.67$28.40
$27.50$27.00Sep 25$0.32$0.18$0.3279%0.56$27.18
$26.00$25.50Oct 16$0.18$0.32$0.1853%1.78$25.82
$26.50$26.00Oct 2$0.24$0.26$0.2464%1.08$26.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 0.85, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Sep 25$0.30$0.30$0.2079%1.50$27.80
$29.00$29.50Oct 2$0.16$0.16$0.3481%0.47$29.16
$27.50$28.00Oct 2$0.17$0.17$0.3373%0.52$27.67
$28.50$29.00Oct 16$0.20$0.20$0.3067%0.67$28.70
$26.00$26.50Oct 16$0.25$0.25$0.2552%1.00$26.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Nov 6$0.92$0.92$1.0866%0.85$22.08
$21.50$21.00Sep 25$0.30$0.30$0.2085%1.50$21.20
$21.00$20.00Nov 6$0.41$0.41$0.5975%0.69$20.59
$24.00$23.00Nov 6$0.53$0.53$0.4762%1.13$23.47
$22.00$21.00Oct 16$0.35$0.35$0.6576%0.54$21.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.08, cheapest $1.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 25Oct 2$1.12245.2%92.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Sep 25Oct 2$1.05245.2%92.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 1.48% of stock, avg 14.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Sep 25$0.15$0.22$0.37$24.63$25.371.48%
$24.50Sep 25$0.63$0.03$0.66$23.84$25.162.64%
$25.50Sep 25$0.10$0.83$0.93$24.57$26.433.73%
$26.00Sep 25$0.05$0.93$0.98$25.02$26.983.93%
$24.00Sep 25$1.00$0.05$1.05$22.95$25.054.21%
$23.50Sep 25$1.45$0.03$1.48$22.02$24.985.93%
$26.50Sep 25$0.08$1.58$1.66$24.84$28.166.65%
$23.00Sep 25$1.80$0.03$1.83$21.17$24.837.33%
$27.00Sep 25$0.03$2.28$2.31$24.69$29.319.25%
$22.50Sep 25$2.48$0.03$2.51$19.99$25.0110.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.32% of stock, avg 11.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$24.50Sep 25$0.05$0.03$0.08$24.42$26.08
$26.00$23.50Sep 25$0.05$0.03$0.08$23.42$26.08
$26.00$24.00Sep 25$0.05$0.05$0.10$23.90$26.10
$26.50$24.50Sep 25$0.08$0.03$0.11$24.39$26.61
$26.50$23.50Sep 25$0.08$0.03$0.11$23.39$26.61
$26.50$24.00Sep 25$0.08$0.05$0.13$23.87$26.63
$25.50$24.50Sep 25$0.10$0.03$0.13$24.37$25.63
$25.50$23.50Sep 25$0.10$0.03$0.13$23.37$25.63
$25.50$24.00Sep 25$0.10$0.05$0.15$23.85$25.65
$25.00$24.50Sep 25$0.15$0.03$0.18$24.32$25.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 3.17, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2429/30Oct 2$0.38$0.1252%3.17$23.12$29.38
23/2428/28Oct 2$0.39$0.1144%3.55$23.11$27.89
22/2328/29Oct 16$0.40$0.1036%4.00$22.60$28.90
21/2228/28Oct 9$0.32$0.1848%1.78$21.18$27.82
22/2328/28Oct 9$0.35$0.1537%2.33$22.65$27.85
23/2428/28Oct 9$0.36$0.1432%2.57$23.14$27.86
21/2228/29Oct 16$0.55$0.4542%1.22$21.45$29.05
22/2228/29Oct 9$0.50$0.5045%1.00$22.00$28.50
21/2228/29Oct 9$0.40$0.6052%0.67$21.10$28.40
20/2128/29Oct 16$0.40$0.6050%0.67$20.60$28.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Oct 16$0.05$0.457%9.00
$25.50$26.00$26.50Sep 25$0.08$0.4211%5.25
$26.00$26.50$27.00Oct 9$0.07$0.438%6.14
$23.50$24.00$24.50Sep 25$0.08$0.423%5.25
$24.00$24.50$25.00Oct 2$0.12$0.3812%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 16$0.06$0.448%7.33
$24.00$24.50$25.00Sep 25$0.21$0.2944%1.38
$20.00$20.50$21.00Oct 30$0.07$0.435%6.14
$25.00$25.50$26.00Oct 2$0.10$0.4012%4.00
$20.50$21.00$21.50Oct 9$0.09$0.417%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.50, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$24.501:2Oct 9-$0.50$2.00
$24.00$24.501:2Sep 25-$0.26$0.24
$25.00$25.501:2Sep 25-$0.05$0.45
$29.00$29.501:2Oct 2-$0.06$0.44
$26.00$26.501:2Sep 25-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$23.001:2Oct 23-$0.50$1.50
$26.50$26.001:2Sep 25-$0.28$0.22
$21.50$20.001:2Oct 23-$0.12$1.38
$22.00$21.001:2Oct 16-$0.15$0.85
$21.00$20.001:2Oct 16-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 8.01%, avg 5.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Nov 6$2.000.4316.2%8.01%24.20%1--
$29.50Nov 6$1.850.4118.2%7.41%25.60%1--
$28.00Nov 6$2.300.4612.2%9.21%21.39%6--
$27.50Nov 6$2.450.4810.2%9.82%19.99%41
$27.00Nov 6$2.600.508.2%10.42%18.59%3--
$26.50Nov 6$2.750.526.2%11.02%17.19%5--
$25.50Nov 6$3.100.562.2%12.42%14.58%3--
$25.00Nov 6$3.300.580.2%13.22%13.38%4--
$28.00Oct 30$1.400.4112.2%5.61%17.79%3022
$27.50Oct 30$1.550.4310.2%6.21%16.39%5412

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 22,270
Total Puts 5,742
Put/Call Ratio 0.26
Net Difference 16,528

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 111,111
Total Puts 32,231
Average Put/Call Ratio 0.45
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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