Tour v528
FSLY
FASTLY INC A
$24.92 -0.16%
◀ 9/28 03:10 ▶

Option Volume

Detail
ℹ
Current (09/29) 28,076
Calls: 22,335 (80%)
Puts: 5,741 (20%)
Prior (09/25) 28,012
Calls: 22,270 (80%)
Puts: 5,742 (20%)
Current vs Prior +0.23%
Calls: +0.29% (Calls)
Puts: -0.02% (Puts)
Prior 7-Day Total 161,688
Calls: 128,071 (79%)
Puts: 33,617 (21%)
Prior 7-Day Average 23,098
Calls: 18,295 (79%)
Puts: 4,802 (21%)
Current vs Prior 7-Day Avg +21.55%
Calls: +22.08%
Puts: +19.54%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $6.66M
Calls: $5.38M (81%)
Puts: $1.28M (19%)
Prior (09/25) $4.16M
Calls: $3.23M (78%)
Puts: $925.4K (22%)
Current vs Prior +60.10%
Calls: +66.28%
Puts: +38.50%
Prior 7-Day Total $33.25M
Calls: $26.91M (81%)
Puts: $6.33M (19%)
Prior 7-Day Average $4.75M
Calls: $3.84M (81%)
Puts: $904.7K (19%)
Current vs Prior 7-Day Avg +40.22%
Calls: +39.88%
Puts: +41.67%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.26
Prior (09/25) 0.26
Current vs Prior -0.31%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg -30.52%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 107,491
Calls: 89,549 (83%)
Puts: 17,942 (17%)
Prior (09/25) 155,992
Calls: 117,283 (75%)
Puts: 38,709 (25%)
Current vs Prior -31.09%
Prior 7-Day Total 895,762
Calls: 590,062 (66%)
Puts: 305,700 (34%)
Prior 7-Day Average 127,966
Calls: 84,294 (66%)
Puts: 43,671 (34%)
Current vs Prior 7-Day Avg -16.00%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 10.27% | 14.57%17.13% | 31.30%
Prior 10.90% | 15.34%17.75% | 32.25%
Current vs Prior -5.73% | -5.07%-3.46% | -2.95%
Prior 7-Day Avg 10.17% | 15.09%12.77% | 25.41%
Current vs 7-Day Avg +1.00% | -3.50%+34.15% | +23.19%
Prior 7-Day Eod 10.90% | 15.34%17.75% | 32.25%
Current vs 7-Day Eod -5.73% | -5.07%-3.46% | -2.95%
Sentiment BULLISHBULLISH

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 75.26% | 38.16%
Calls: 80.61% | 39.35%
Puts: 69.91% | 36.97%
Current vs 7-Day Avg +17.31% | +6.37%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($5.38M) vs puts ($1.28M). Elevated premium activity with dollar volume up 60% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (22,335 calls vs 5,741 puts). Call-heavy open interest (89,549 calls vs 17,942 puts) suggests bullish positioning.

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 3 of results (avg 7.5%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.952.05$2.005.0%4380.534.0K
$26.00Oct 91.201.30$1.258.0%1250.42107
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.002.20$2.109.5%3090.47310

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Oct 20.500.60$0.5518.2%1870.31390
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 94.106.10$5.1039.2%180.953
$21.00Oct 23.604.50$4.0522.2%40.9460
$20.00Oct 23.805.40$4.6034.8%40.93141
$20.00Oct 164.505.70$5.1023.5%70.88395
$22.50Oct 21.853.40$2.6358.9%200.8349
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 22.453.40$2.9332.4%30.79260
$29.00Oct 164.505.60$5.0521.8%20.735
$29.50Oct 235.206.10$5.6515.9%60.723
$28.50Oct 164.105.10$4.6021.7%50.7151
$27.50Oct 93.003.80$3.4023.5%30.694

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 9.6K, top 720)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 21.001.25$1.1322.1%5710.51528
$25.50Oct 20.801.00$0.9022.2%5540.443.0K
$25.00Oct 161.952.05$2.005.0%4380.534.0K
$28.50Oct 160.651.05$0.8547.1%3110.29133
$26.00Oct 20.650.80$0.7320.5%2910.38302
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 91.702.40$2.0534.1%7200.539
$23.50Oct 161.151.50$1.3326.3%3540.35161
$25.00Oct 162.002.20$2.109.5%3090.47310
$24.00Oct 20.600.80$0.7028.6%3070.351.1K
$22.00Oct 160.500.90$0.7057.1%3050.2371

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 10.3%, max 30.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Oct 2Nov 6111.0%106.7%4.1%9537
$25.00Oct 2Nov 6114.4%112.3%1.8%575528
$25.50Oct 2Nov 6113.4%111.7%1.6%5623.0K
$24.50Oct 2Nov 6108.7%107.2%1.4%8167
$24.00Oct 2Nov 6107.7%106.3%1.3%216162
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 2Oct 30114.4%87.5%30.7%116397
$23.50Oct 2Oct 30111.0%89.8%23.7%95268
$26.00Oct 2Oct 16114.1%93.6%21.9%117994
$22.50Oct 2Oct 30105.7%87.1%21.4%31213
$24.50Oct 2Oct 16108.7%90.5%20.1%46549

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 0.60, avg 1.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$24.00Oct 30$2.50$1.50$2.5083%0.60$22.50
$20.00$21.00Oct 2$0.55$0.45$0.5593%0.82$20.55
$28.00$29.00Oct 30$0.12$0.88$0.1238%7.33$28.12
$23.00$24.50Oct 9$0.75$0.75$0.7570%1.00$23.75
$22.00$22.50Nov 6$0.15$0.35$0.1569%2.33$22.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.50$28.00Oct 23$0.15$0.35$0.1568%2.33$28.35
$22.00$21.50Oct 30$0.12$0.38$0.1227%3.17$21.88
$22.00$21.00Oct 16$0.18$0.82$0.1823%4.56$21.82
$24.00$23.50Oct 2$0.15$0.35$0.1535%2.33$23.85
$24.00$23.00Oct 9$0.33$0.67$0.3339%2.03$23.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 0.72, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Oct 23$0.33$0.33$0.1748%1.94$25.83
$26.00$26.50Oct 9$0.27$0.27$0.2358%1.17$26.27
$27.00$27.50Oct 16$0.25$0.25$0.2561%1.00$27.25
$28.00$28.50Oct 23$0.22$0.22$0.2864%0.79$28.22
$28.00$28.50Oct 16$0.20$0.20$0.3067%0.67$28.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Nov 6$0.84$0.84$1.1665%0.72$22.16
$21.00$20.00Nov 6$0.46$0.46$0.5474%0.85$20.54
$23.50$23.00Oct 23$0.33$0.33$0.1764%1.94$23.17
$24.00$23.00Nov 6$0.53$0.53$0.4761%1.13$23.47
$23.50$23.00Oct 2$0.27$0.27$0.2371%1.17$23.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $0.64, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 2Oct 9$0.40114.4%96.6%
$24.00Oct 2Oct 16$0.87107.7%91.5%
$26.50Oct 2Oct 9$0.43111.7%97.4%
$24.50Oct 2Oct 9$0.52108.7%94.8%
$25.50Oct 2Oct 9$0.50113.4%101.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 2Oct 16$0.80114.1%93.6%
$25.00Oct 2Oct 16$0.87114.4%94.2%
$24.00Oct 2Oct 9$0.48107.7%89.8%
$24.50Oct 2Oct 9$0.57108.7%94.8%
$25.50Oct 2Oct 9$0.55113.4%101.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 9.07% of stock, avg 16.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Oct 2$1.33$0.93$2.26$22.24$26.769.07%
$24.00Oct 2$1.58$0.70$2.28$21.72$26.289.15%
$25.00Oct 2$1.13$1.23$2.36$22.64$27.369.47%
$25.50Oct 2$0.90$1.50$2.40$23.10$27.909.63%
$23.50Oct 2$1.88$0.55$2.43$21.07$25.939.75%
$23.00Oct 2$2.28$0.28$2.56$20.44$25.5610.27%
$26.00Oct 2$0.73$1.88$2.61$23.39$28.6110.47%
$22.50Oct 2$2.63$0.25$2.88$19.62$25.3811.56%
$24.50Oct 9$1.85$1.50$3.35$21.15$27.8513.44%
$23.00Oct 9$2.60$0.85$3.45$19.55$26.4513.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 2.45% of stock, avg 12.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.00Oct 2$0.33$0.28$0.61$22.39$28.11
$27.00$23.00Oct 2$0.40$0.28$0.68$22.32$27.68
$26.50$23.00Oct 2$0.55$0.28$0.83$22.17$27.33
$27.50$23.50Oct 2$0.33$0.55$0.88$22.62$28.38
$27.00$23.50Oct 2$0.40$0.55$0.95$22.55$27.95
$26.50$23.50Oct 2$0.55$0.55$1.10$22.40$27.60
$27.50$24.00Oct 2$0.33$0.70$1.03$22.97$28.53
$27.00$24.00Oct 2$0.40$0.70$1.10$22.90$28.10
$26.00$23.00Oct 2$0.73$0.28$1.01$21.99$27.01
$26.50$24.00Oct 2$0.55$0.70$1.25$22.75$27.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 3.17, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2428/28Oct 2$0.38$0.1250%3.17$23.12$27.88
20/2029/30Oct 23$0.35$0.1551%2.33$20.15$29.35
20/2128/28Oct 16$0.32$0.1850%1.78$20.68$28.32
20/2028/28Oct 16$0.30$0.2053%1.50$20.20$28.30
22/2327/28Oct 9$0.37$0.1336%2.85$22.63$27.37
22/2228/28Oct 9$0.30$0.2050%1.50$21.70$27.80
22/2228/28Oct 2$0.21$0.2963%0.72$22.29$27.71
22/2226/27Oct 2$0.25$0.2552%1.00$22.25$26.75
22/2227/28Oct 9$0.27$0.2346%1.17$21.73$27.27
22/2228/28Oct 9$0.27$0.2345%1.17$22.23$27.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Oct 2$0.06$0.4413%7.33
$26.50$27.00$27.50Oct 2$0.08$0.4210%5.25
$23.00$23.50$24.00Oct 2$0.10$0.4016%4.00
$27.00$27.50$28.00Oct 23$0.07$0.436%6.14
$27.50$28.00$28.50Oct 2$0.09$0.417%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 2$0.07$0.4314%6.14
$23.50$24.00$24.50Oct 2$0.08$0.4213%5.25
$24.00$24.50$25.00Oct 16$0.08$0.428%5.25
$25.00$25.50$26.00Oct 2$0.11$0.3913%3.55
$22.00$22.50$23.00Oct 9$0.13$0.3710%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.55, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$24.001:2Oct 30-$0.55$3.45
$20.00$22.501:2Oct 9-$1.40$1.10
$21.00$22.501:2Oct 2-$1.21$0.29
$27.50$28.001:2Oct 2-$0.11$0.39
$28.50$29.001:2Oct 2-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.501:2Oct 9-$0.70$1.30
$27.50$26.001:2Oct 2-$0.83$0.67
$20.50$20.001:2Oct 9-$0.08$0.42
$22.00$21.501:2Oct 9-$0.18$0.32
$23.00$22.501:2Oct 2-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 9.23%, avg 5.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.50Nov 6$2.300.4610.3%9.23%19.58%133
$29.50Nov 6$1.700.3918.4%6.82%25.20%122
$29.00Nov 6$1.800.4116.4%7.22%23.60%72
$28.00Nov 6$2.050.4412.4%8.23%20.59%65
$28.50Nov 6$1.900.4214.4%7.62%21.99%32--
$27.00Nov 6$2.400.488.3%9.63%17.98%133
$26.50Nov 6$2.500.506.3%10.03%16.37%6--
$26.00Nov 6$2.700.524.3%10.83%15.17%10--
$25.50Nov 6$2.850.542.3%11.44%13.76%8--
$25.00Nov 6$3.100.560.3%12.44%12.76%4--

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 22,335
Total Puts 5,741
Put/Call Ratio 0.26
Net Difference 16,594

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 128,071
Total Puts 33,617
Average Put/Call Ratio 0.37
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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