Tour v528
FSLY
FASTLY INC A
$25.48 +2.25%
$25.50 (+0.08%)🌙
as of 09/29 06:29 PM
◀ 9/29 18:29 ▶

Option Volume

Detail
ℹ
Current (09/29) 14,190
Calls: 9,743 (69%)
Puts: 4,447 (31%)
Prior (09/28) 28,076
Calls: 22,335 (80%)
Puts: 5,741 (20%)
Current vs Prior -49.46%
Calls: -56.38% (Calls)
Puts: -22.54% (Puts)
Prior 7-Day Total 178,514
Calls: 144,482 (81%)
Puts: 34,032 (19%)
Prior 7-Day Average 25,502
Calls: 20,640 (81%)
Puts: 4,861 (19%)
Current vs Prior 7-Day Avg -44.36%
Calls: -52.80%
Puts: -8.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $2.54M
Calls: $1.92M (75%)
Puts: $623.2K (25%)
Prior (09/28) $6.66M
Calls: $5.38M (81%)
Puts: $1.28M (19%)
Current vs Prior -61.85%
Calls: -64.35%
Puts: -51.37%
Prior 7-Day Total $38.68M
Calls: $31.36M (81%)
Puts: $7.32M (19%)
Prior 7-Day Average $5.53M
Calls: $4.48M (81%)
Puts: $1.05M (19%)
Current vs Prior 7-Day Avg -54.02%
Calls: -57.20%
Puts: -40.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.46
Prior (09/28) 0.26
Current vs Prior +77.57%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +64.06%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 133,081
Calls: 77,003 (58%)
Puts: 56,078 (42%)
Prior (09/28) 107,491
Calls: 89,549 (83%)
Puts: 17,942 (17%)
Current vs Prior +23.81%
Prior 7-Day Total 912,928
Calls: 614,517 (67%)
Puts: 298,411 (33%)
Prior 7-Day Average 130,418
Calls: 87,788 (67%)
Puts: 42,630 (33%)
Current vs Prior 7-Day Avg +2.04%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 9.34% | 13.54%16.29% | 30.42%
Prior 10.27% | 14.57%17.13% | 31.30%
Current vs Prior -9.07% | -7.05%-4.95% | -2.82%
Prior 7-Day Avg 10.11% | 14.87%13.69% | 27.00%
Current vs 7-Day Avg -7.60% | -8.97%+18.96% | +12.63%
Prior 7-Day Eod 10.27% | 14.57%17.13% | 31.30%
Current vs 7-Day Eod -9.07% | -7.05%-4.95% | -2.82%
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 77.87% | 38.35%
Calls: 74.49% | 39.68%
Puts: 81.24% | 37.02%
Current vs 7-Day Avg +13.39% | +5.85%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($1.92M) vs puts ($623.2K). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (9,743 calls vs 4,447 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 1 of results (avg 6.8%, best 6.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 20.700.75$0.736.8%2600.42474
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.73, cheapest $0.73)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 20.700.75$0.736.8%2600.42474
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 73 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Oct 23.104.90$4.0045.0%11.001
$22.00Oct 22.904.20$3.5536.6%20.9625
$22.50Oct 23.003.80$3.4023.5%50.9467
$20.50Oct 94.306.30$5.3037.7%20.92--
$21.00Oct 93.905.20$4.5528.6%20.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 23.404.40$3.9025.6%20.88--
$30.50Oct 95.105.90$5.5014.5%10.84--
$30.00Oct 94.605.40$5.0016.0%10.82--
$27.50Oct 22.103.10$2.6038.5%10.79257
$30.50Oct 235.506.60$6.0518.2%10.74--

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 7.8K, top 719)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 20.851.15$1.0030.0%7190.503.2K
$25.00Oct 162.002.30$2.1514.0%3190.574.1K
$26.00Oct 20.700.75$0.736.8%2600.42474
$27.50Oct 161.101.35$1.2320.3%2430.38404
$30.00Oct 20.000.10$0.05200.0%2280.051.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.552.00$1.7825.3%5700.43513
$23.00Oct 160.601.05$0.8354.2%3420.2732
$24.00Oct 231.401.65$1.5316.3%3100.35105
$22.50Oct 160.551.00$0.7857.7%2510.241.0K
$23.50Oct 20.200.35$0.2853.6%2400.20341

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 13.3%, max 30.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Oct 2Oct 23105.3%86.2%22.2%214116
$26.00Oct 2Oct 30111.2%92.2%20.7%274496
$27.50Oct 2Oct 30106.9%93.1%14.8%1124.8K
$25.50Oct 2Nov 6118.4%108.9%8.7%7203.2K
$25.00Oct 2Nov 6112.7%109.9%2.6%219808
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 2Oct 30112.7%86.5%30.4%178488
$26.00Oct 2Oct 23111.2%90.0%23.5%15189
$23.50Oct 2Oct 30105.3%85.5%23.1%241354
$27.50Oct 2Oct 23106.9%95.1%12.4%2257
$24.50Oct 2Oct 3096.3%88.5%8.9%17221

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 0.90, avg 1.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$24.00Oct 30$1.05$0.95$1.0576%0.90$23.05
$22.00$22.50Oct 2$0.15$0.35$0.1596%2.33$22.15
$27.00$28.00Nov 6$0.20$0.80$0.2050%4.00$27.20
$22.50$23.50Oct 16$0.50$0.50$0.5076%1.00$23.00
$23.00$23.50Oct 9$0.17$0.33$0.1778%1.94$23.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.00Oct 9$0.45$0.55$0.4562%1.22$26.55
$26.00$25.00Oct 2$0.38$0.62$0.3858%1.63$25.62
$29.50$29.00Oct 23$0.25$0.25$0.2569%1.00$29.25
$26.00$25.50Oct 23$0.15$0.35$0.1549%2.33$25.85
$24.00$23.50Oct 16$0.10$0.40$0.1035%4.00$23.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.79, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Nov 6$0.32$0.32$0.1854%1.78$28.32
$28.50$29.00Oct 9$0.20$0.20$0.3073%0.67$28.70
$30.00$30.50Nov 6$0.27$0.27$0.2361%1.17$30.27
$26.00$26.50Oct 9$0.28$0.28$0.2252%1.27$26.28
$28.00$29.00Oct 30$0.43$0.43$0.5759%0.75$28.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$21.00Nov 6$1.32$1.32$1.6863%0.79$22.68
$23.50$23.00Oct 16$0.30$0.30$0.2069%1.50$23.20
$25.00$24.50Oct 2$0.35$0.35$0.1558%2.33$24.65
$22.50$21.50Oct 9$0.28$0.28$0.7280%0.39$22.22
$22.50$22.00Oct 23$0.25$0.25$0.2575%1.00$22.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.68, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 2Oct 9$0.62112.7%87.6%
$25.50Oct 2Oct 9$0.55118.4%94.9%
$26.50Oct 2Oct 9$0.57107.9%92.7%
$26.00Oct 2Oct 9$0.65111.2%97.5%
$24.50Oct 2Oct 9$0.6096.3%94.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 2Oct 9$0.40112.7%87.6%
$26.00Oct 2Oct 9$0.77111.2%97.5%
$26.50Oct 2Oct 23$1.12107.9%94.9%
$24.50Oct 2Oct 16$1.0096.3%88.7%
$25.50Oct 9Oct 16$0.4094.9%90.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 7.69% of stock, avg 16.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Oct 2$0.73$1.23$1.96$24.04$27.967.69%
$24.50Oct 2$1.48$0.50$1.98$22.52$26.487.77%
$25.00Oct 2$1.23$0.85$2.08$22.92$27.088.16%
$24.00Oct 2$1.88$0.38$2.26$21.74$26.268.87%
$26.50Oct 2$0.53$1.83$2.36$24.14$28.869.26%
$23.50Oct 2$2.17$0.28$2.45$21.05$25.959.62%
$27.00Oct 2$0.40$2.15$2.55$24.45$29.5510.01%
$23.00Oct 2$2.50$0.18$2.68$20.32$25.6810.52%
$27.50Oct 2$0.28$2.60$2.88$24.62$30.3811.30%
$25.00Oct 9$1.85$1.25$3.10$21.90$28.1012.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 1.81% of stock, avg 11.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.00Oct 2$0.28$0.18$0.46$22.54$27.96
$27.50$23.50Oct 2$0.28$0.28$0.56$22.94$28.06
$27.00$23.00Oct 2$0.40$0.18$0.58$22.42$27.58
$27.50$24.00Oct 2$0.28$0.38$0.66$23.34$28.16
$27.00$23.50Oct 2$0.40$0.28$0.68$22.82$27.68
$27.00$24.00Oct 2$0.40$0.38$0.78$23.22$27.78
$27.50$24.50Oct 2$0.28$0.50$0.78$23.72$28.28
$26.50$23.00Oct 2$0.53$0.18$0.71$22.29$27.21
$26.50$23.50Oct 2$0.53$0.28$0.81$22.69$27.31
$27.00$24.50Oct 2$0.40$0.50$0.90$23.60$27.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 4.00, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2229/30Oct 23$0.40$0.1041%4.00$22.10$29.40
20/2130/30Oct 23$0.33$0.1752%1.94$20.67$29.83
22/2330/30Oct 23$0.38$0.1240%3.17$22.62$29.88
23/2430/30Oct 23$0.36$0.1437%2.57$23.14$29.86
20/2129/30Oct 23$0.30$0.2049%1.50$20.70$29.30
22/2329/30Oct 23$0.35$0.1538%2.33$22.65$29.35
22/2228/29Oct 9$0.48$0.5254%0.92$22.02$28.98
23/2429/30Oct 23$0.33$0.1734%1.94$23.17$29.33
23/2427/28Oct 2$0.22$0.2853%0.79$23.28$27.22
23/2426/27Oct 2$0.23$0.2746%0.85$23.27$26.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Oct 2$0.07$0.4316%6.14
$26.00$26.50$27.00Oct 2$0.07$0.4314%6.14
$24.00$24.50$25.00Oct 16$0.06$0.448%7.33
$24.50$25.00$25.50Nov 6$0.05$0.454%9.00
$27.00$27.50$28.00Oct 30$0.05$0.454%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$22.50$23.00Oct 2$0.06$0.447%7.33
$23.50$24.00$24.50Oct 23$0.07$0.437%6.14
$24.50$25.00$25.50Oct 23$0.07$0.437%6.14
$26.00$27.00$28.00Oct 9$0.18$0.8217%4.56
$26.50$27.00$27.50Oct 2$0.13$0.3713%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. 34 found (best net $-1.25, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.50$23.501:2Oct 23-$1.25$1.75
$28.00$28.501:2Oct 2-$0.10$0.40
$27.50$28.001:2Oct 2-$0.12$0.38
$27.00$27.501:2Oct 2-$0.16$0.34
$28.50$29.001:2Oct 2-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$21.001:2Nov 6-$0.16$2.84
$24.00$22.501:2Oct 9-$0.03$1.47
$25.00$24.501:2Oct 2-$0.15$0.35
$26.00$25.001:2Oct 2-$0.47$0.53
$29.00$27.501:2Oct 2-$1.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 9.03%, avg 4.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Nov 6$2.300.479.9%9.03%18.92%17
$30.00Nov 6$1.700.3917.7%6.67%24.41%35--
$27.00Nov 6$2.600.506.0%10.20%16.17%29
$28.50Nov 6$2.000.4411.8%7.85%19.70%10--
$29.50Nov 6$1.700.4015.8%6.67%22.45%1--
$30.50Nov 6$1.400.3619.7%5.49%25.20%6--
$26.50Nov 6$2.650.524.0%10.40%14.40%1--
$25.50Nov 6$3.100.560.1%12.17%12.24%1--
$28.00Oct 30$1.500.419.9%5.89%15.78%1049
$30.00Oct 30$1.050.3217.7%4.12%21.86%2886

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 9,743
Total Puts 4,447
Put/Call Ratio 0.46
Net Difference 5,296

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 144,482
Total Puts 34,032
Average Put/Call Ratio 0.28
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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