Tour v529
FSLY
FASTLY INC A
$25.67 +0.75%
$25.86 (+0.75%)🌙
as of 10/01 12:02 AM
◀ 9/30 00:02 ▶

Option Volume

Detail
ℹ
Current (10/01) 14,915
Calls: 9,627 (65%)
Puts: 5,288 (35%)
Prior (09/29) 14,190
Calls: 9,743 (69%)
Puts: 4,447 (31%)
Current vs Prior +5.11%
Calls: -1.19% (Calls)
Puts: +18.91% (Puts)
Prior 7-Day Total 178,526
Calls: 145,003 (81%)
Puts: 33,523 (19%)
Prior 7-Day Average 25,503
Calls: 20,714 (81%)
Puts: 4,789 (19%)
Current vs Prior 7-Day Avg -41.52%
Calls: -53.53%
Puts: +10.42%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $2.08M
Calls: $1.70M (82%)
Puts: $382.6K (18%)
Prior (09/29) $2.54M
Calls: $1.92M (75%)
Puts: $623.2K (25%)
Current vs Prior -18.12%
Calls: -11.46%
Puts: -38.62%
Prior 7-Day Total $38.64M
Calls: $31.19M (81%)
Puts: $7.44M (19%)
Prior 7-Day Average $5.52M
Calls: $4.46M (81%)
Puts: $1.06M (19%)
Current vs Prior 7-Day Avg -62.31%
Calls: -61.90%
Puts: -64.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.55
Prior (09/29) 0.46
Current vs Prior +20.34%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +106.03%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 124,330
Calls: 102,290 (82%)
Puts: 22,040 (18%)
Prior (09/29) 133,081
Calls: 77,003 (58%)
Puts: 56,078 (42%)
Current vs Prior -6.58%
Prior 7-Day Total 925,682
Calls: 602,500 (65%)
Puts: 323,182 (35%)
Prior 7-Day Average 132,240
Calls: 86,071 (65%)
Puts: 46,168 (35%)
Current vs Prior 7-Day Avg -5.98%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 7.91% | 12.58%16.17% | 30.00%
Prior 9.34% | 13.54%16.29% | 30.42%
Current vs Prior -15.34% | -7.07%-0.74% | -1.38%
Prior 7-Day Avg 10.13% | 14.59%14.71% | 28.46%
Current vs 7-Day Avg -21.96% | -13.73%+9.92% | +5.40%
Prior 7-Day Eod 9.34% | 13.54%16.29% | 30.42%
Current vs 7-Day Eod -15.34% | -7.07%-0.74% | -1.38%
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 80.47% | 38.53%
Calls: 68.37% | 40.00%
Puts: 92.58% | 37.07%
Current vs 7-Day Avg +9.71% | +5.33%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.70M) vs puts ($382.6K). Bullish P/C ratio of 0.55. Call-heavy open interest (102,290 calls vs 22,040 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 -- 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 72 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Oct 23.005.20$4.1053.7%40.992
$22.00Oct 23.304.60$3.9532.9%70.9824
$23.00Oct 22.553.70$3.1336.7%30.96--
$21.00Oct 24.606.10$5.3528.0%240.9461
$21.00Oct 94.405.90$5.1529.1%40.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 21.953.10$2.5345.5%21.003
$30.00Oct 23.005.10$4.0551.9%101.00--
$28.00Oct 21.703.10$2.4058.3%20.93190
$27.50Oct 21.302.15$1.7349.1%2210.85256
$30.00Oct 164.105.10$4.6021.7%40.77518

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 11.4K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Oct 20.100.30$0.20100.0%7510.19552
$26.50Oct 20.350.80$0.5778.9%7160.42523
$27.00Oct 20.300.45$0.3839.5%6580.321.7K
$27.00Oct 90.801.15$0.9835.7%5980.43412
$25.00Oct 21.101.65$1.3839.9%4370.69834
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 20.100.25$0.1883.3%1.3K0.161.3K
$26.00Oct 20.601.25$0.9369.9%8700.51123
$25.50Oct 20.400.80$0.6066.7%6580.41153
$26.50Oct 20.851.40$1.1348.7%5060.63434
$23.50Oct 20.050.20$0.13115.4%2790.11467

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 16.0%, max 54.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 2Oct 30126.7%82.3%54.1%440834
$26.00Oct 2Nov 6120.5%103.5%16.4%215610
$24.50Oct 2Nov 6115.4%104.4%10.5%106216
$25.50Oct 2Nov 6109.3%102.9%6.2%3593.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 2Nov 6126.7%106.6%18.9%243417
$26.00Oct 2Nov 6120.5%103.5%16.4%874123
$27.00Oct 2Oct 23101.3%90.2%12.3%772
$24.50Oct 2Nov 6115.4%104.4%10.5%66234
$24.00Oct 2Nov 6111.9%103.4%8.2%1.3K1.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 2.85, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.50$22.00Oct 2$0.15$0.35$0.1599%2.33$21.65
$28.00$29.00Oct 30$0.13$0.87$0.1343%6.69$28.13
$23.50$24.00Oct 2$0.20$0.30$0.2090%1.50$23.70
$22.50$23.00Nov 6$0.15$0.35$0.1573%2.33$22.65
$21.50$22.00Oct 30$0.20$0.30$0.2083%1.50$21.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.50$28.00Oct 2$0.13$0.37$0.13100%2.85$28.37
$28.50$28.00Nov 6$0.10$0.40$0.1054%4.00$28.40
$27.00$26.50Oct 2$0.27$0.23$0.2776%0.85$26.73
$27.50$27.00Oct 2$0.33$0.17$0.3385%0.52$27.17
$26.50$26.00Oct 2$0.20$0.30$0.2063%1.50$26.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 0.85, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.00$29.50Oct 23$0.23$0.23$0.2764%0.85$29.23
$27.50$28.00Oct 30$0.27$0.27$0.2353%1.17$27.77
$27.00$27.50Oct 30$0.28$0.28$0.2250%1.27$27.28
$29.00$30.00Oct 9$0.22$0.22$0.7874%0.28$29.22
$29.00$30.00Oct 30$0.38$0.38$0.6261%0.61$29.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$23.50Oct 23$0.92$0.92$1.0857%0.85$24.58
$22.00$21.50Oct 30$0.25$0.25$0.2578%1.00$21.75
$24.00$22.50Oct 30$0.56$0.56$0.9467%0.60$23.44
$23.00$22.50Oct 23$0.25$0.25$0.2574%1.00$22.75
$25.00$24.50Nov 6$0.32$0.32$0.1860%1.78$24.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.59, cheapest $0.43)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 2Oct 9$0.62126.7%89.6%
$26.00Oct 2Oct 9$0.75120.5%91.5%
$25.50Oct 2Oct 9$0.68109.3%88.3%
$26.50Oct 2Oct 9$0.63105.8%84.9%
$27.00Oct 2Oct 9$0.60101.3%83.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 2Oct 9$0.43126.7%89.6%
$26.00Oct 2Oct 9$0.52120.5%91.5%
$25.50Oct 2Oct 9$0.55109.3%88.3%
$26.50Oct 2Oct 9$0.55105.8%84.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 6.47% of stock, avg 15.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Oct 2$0.73$0.93$1.66$24.34$27.666.47%
$25.50Oct 2$1.10$0.60$1.70$23.80$27.206.62%
$26.50Oct 2$0.57$1.13$1.70$24.80$28.206.62%
$27.00Oct 2$0.38$1.40$1.78$25.22$28.786.93%
$25.00Oct 2$1.38$0.52$1.90$23.10$26.907.40%
$27.50Oct 2$0.28$1.73$2.01$25.49$29.517.83%
$24.50Oct 2$1.80$0.30$2.10$22.40$26.608.18%
$24.00Oct 2$2.35$0.18$2.53$21.47$26.539.86%
$28.00Oct 2$0.20$2.40$2.60$25.40$30.6010.13%
$23.50Oct 2$2.55$0.13$2.68$20.82$26.1810.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.09% of stock, avg 10.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$23.50Oct 2$0.15$0.13$0.28$23.22$28.78
$28.50$24.00Oct 2$0.15$0.18$0.33$23.67$28.83
$28.00$23.50Oct 2$0.20$0.13$0.33$23.17$28.33
$28.00$24.00Oct 2$0.20$0.18$0.38$23.62$28.38
$27.50$23.50Oct 2$0.28$0.13$0.41$23.09$27.91
$28.50$24.50Oct 2$0.15$0.30$0.45$24.05$28.95
$27.50$24.00Oct 2$0.28$0.18$0.46$23.54$27.96
$28.00$24.50Oct 2$0.20$0.30$0.50$24.00$28.50
$27.50$24.50Oct 2$0.28$0.30$0.58$23.92$28.08
$27.00$23.50Oct 2$0.38$0.13$0.51$22.99$27.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 2.33, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2330/30Oct 23$0.35$0.1542%2.33$22.65$30.35
24/2428/28Oct 9$0.35$0.1535%2.33$24.15$28.35
22/2230/30Oct 23$0.27$0.2349%1.17$21.73$30.27
23/2428/28Oct 9$0.28$0.2243%1.27$23.22$28.28
22/2229/30Oct 16$0.47$0.5348%0.89$22.03$29.47
23/2429/30Oct 9$0.37$0.6352%0.59$23.13$29.37
22/2329/30Oct 16$0.44$0.5644%0.79$22.56$29.44
24/2429/30Oct 9$0.44$0.5643%0.79$24.06$29.44
24/2429/30Oct 16$0.42$0.5837%0.72$23.58$29.42
23/2429/30Oct 16$0.37$0.6341%0.59$23.13$29.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 6.14, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Oct 9$0.06$0.4412%7.33
$26.50$27.00$27.50Oct 2$0.09$0.4118%4.56
$25.00$25.50$26.00Oct 23$0.06$0.447%7.33
$26.50$27.00$27.50Oct 23$0.07$0.436%6.14
$26.00$26.50$27.00Oct 16$0.08$0.428%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Oct 2$0.07$0.4325%6.14
$26.50$27.00$27.50Oct 2$0.06$0.4422%7.33
$23.50$24.00$24.50Oct 2$0.07$0.4312%6.14
$22.00$22.50$23.00Oct 9$0.06$0.445%7.33
$22.50$23.00$23.50Oct 9$0.07$0.438%6.14

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 $-0.30, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$30.001:2Oct 9-$0.11$0.89
$28.50$29.001:2Oct 2-$0.05$0.45
$26.50$27.001:2Oct 2-$0.19$0.31
$27.50$28.001:2Oct 2-$0.12$0.38
$29.50$30.001:2Oct 2-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.001:2Oct 16-$0.30$2.70
$30.00$28.501:2Oct 2-$1.01$0.49
$25.50$23.501:2Oct 23-$0.16$1.84
$25.00$24.501:2Oct 2-$0.08$0.42
$24.50$24.001:2Oct 2-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 8.18%, avg 5.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.50Nov 6$2.100.4314.9%8.18%23.10%117
$28.00Nov 6$2.550.499.1%9.93%19.01%188
$30.50Nov 6$1.750.4018.8%6.82%25.63%3--
$29.00Nov 6$2.150.4513.0%8.38%21.35%215
$28.50Nov 6$2.300.4711.0%8.96%19.98%7042
$30.00Nov 6$1.850.4116.9%7.21%24.07%1297
$26.50Nov 6$3.100.553.2%12.08%15.31%139
$27.00Nov 6$2.800.535.2%10.91%16.09%1811
$26.00Nov 6$3.300.571.3%12.86%14.14%1--
$27.50Nov 6$2.550.517.1%9.93%17.06%916

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 9,627
Total Puts 5,288
Put/Call Ratio 0.55
Net Difference 4,339

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 145,003
Total Puts 33,523
Average Put/Call Ratio 0.27
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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