Tour v531
FSLY
FASTLY INC A
$26.39 +2.80%
$26.42 (+0.11%)🌙
as of 10/01 06:22 PM
◀ 10/1 18:22 ▶

Option Volume

Detail
ℹ
Current (10/01) 9,797
Calls: 6,899 (70%)
Puts: 2,898 (30%)
Prior (09/30) 14,915
Calls: 9,627 (65%)
Puts: 5,288 (35%)
Current vs Prior -34.31%
Calls: -28.34% (Calls)
Puts: -45.20% (Puts)
Prior 7-Day Total 186,987
Calls: 149,463 (80%)
Puts: 37,524 (20%)
Prior 7-Day Average 26,712
Calls: 21,351 (80%)
Puts: 5,360 (20%)
Current vs Prior 7-Day Avg -63.32%
Calls: -67.69%
Puts: -45.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $2.18M
Calls: $1.84M (85%)
Puts: $337.1K (15%)
Prior (09/30) $2.08M
Calls: $1.70M (82%)
Puts: $382.6K (18%)
Current vs Prior +4.57%
Calls: +8.27%
Puts: -11.88%
Prior 7-Day Total $39.51M
Calls: $31.85M (81%)
Puts: $7.66M (19%)
Prior 7-Day Average $5.64M
Calls: $4.55M (81%)
Puts: $1.09M (19%)
Current vs Prior 7-Day Avg -61.46%
Calls: -59.59%
Puts: -69.21%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.42
Prior (09/30) 0.55
Current vs Prior -23.53%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg +35.74%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 100,570
Calls: 81,170 (81%)
Puts: 19,400 (19%)
Prior (09/30) 124,330
Calls: 102,290 (82%)
Puts: 22,040 (18%)
Current vs Prior -19.11%
Prior 7-Day Total 935,655
Calls: 631,786 (68%)
Puts: 303,869 (32%)
Prior 7-Day Average 133,665
Calls: 90,255 (68%)
Puts: 43,409 (32%)
Current vs Prior 7-Day Avg -24.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 5.61% | 11.41%14.97% | 30.50%
Prior 7.91% | 12.58%16.17% | 30.00%
Current vs Prior -29.08% | -9.35%-7.42% | +1.69%
Prior 7-Day Avg 10.03% | 14.41%15.78% | 29.89%
Current vs 7-Day Avg -44.08% | -20.87%-5.16% | +2.04%
Prior 7-Day Eod 7.91% | 12.58%16.17% | 30.00%
Current vs 7-Day Eod -29.08% | -9.35%-7.42% | +1.69%
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 83.08% | 38.72%
Calls: 62.25% | 40.32%
Puts: 103.91% | 37.12%
Current vs 7-Day Avg +6.27% | +4.83%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($1.84M) vs puts ($337.1K). Extreme bullish P/C ratio of 0.42 - heavy call buying (6,899 calls vs 2,898 puts). P/C ratio dropping 24% - sentiment shifting bullish. Call-heavy open interest (81,170 calls vs 19,400 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. 1 found (avg $0.70, cheapest $0.70)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 20.650.75$0.7014.3%1160.58602
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 22.203.20$2.7037.0%11.00--
$24.00Oct 21.802.80$2.3043.5%201.00254
$24.50Oct 21.402.25$1.8346.4%221.00178
$22.00Oct 23.705.10$4.4031.8%90.9624
$25.00Oct 21.051.60$1.3341.4%550.94563
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 23.305.00$4.1541.0%110.92--
$29.00Oct 22.353.30$2.8333.6%200.871.3K
$30.50Oct 93.704.90$4.3027.9%20.84--
$30.00Oct 93.604.50$4.0522.2%20.81--
$29.50Oct 93.204.10$3.6524.7%20.77--

Most actively traded options today. High liquidity = easy entry/exit. 156 active (total vol 5.8K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Oct 20.050.15$0.10100.0%6280.131.1K
$29.00Oct 90.250.65$0.4588.9%5130.24146
$27.00Oct 20.150.45$0.30100.0%2510.312.0K
$28.50Oct 231.101.70$1.4042.9%1420.3979
$26.50Oct 20.350.55$0.4544.4%1360.43713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 20.300.70$0.5080.0%1.1K0.44767
$26.00Oct 161.451.90$1.6726.9%3010.43964
$26.50Oct 91.201.75$1.4837.2%2210.4939
$25.50Oct 20.150.45$0.30100.0%2190.31701
$25.00Oct 90.600.95$0.7745.5%950.32111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 11.5%, max 29.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Oct 2Oct 30117.4%92.8%26.5%2582.0K
$27.50Oct 2Nov 13116.5%110.1%5.8%884.8K
$26.00Oct 2Nov 6111.5%108.0%3.2%136613
$25.50Oct 2Nov 6111.1%108.6%2.3%653.4K
$26.50Oct 2Nov 6112.1%111.7%0.4%137727
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Oct 2Oct 23111.5%86.0%29.6%1.1K967
$25.50Oct 2Oct 23111.1%87.2%27.5%228741
$28.00Oct 9Oct 2392.2%85.9%7.4%1810
$26.50Oct 2Nov 6112.1%111.7%0.4%9752

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 1.80, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$30.00Nov 6$1.25$2.25$1.2556%1.80$27.75
$22.50$23.00Oct 16$0.15$0.35$0.1584%2.33$22.65
$22.50$24.00Oct 30$0.90$0.60$0.9077%0.67$23.40
$21.50$22.00Oct 30$0.20$0.30$0.2083%1.50$21.70
$29.00$30.00Nov 13$0.25$0.75$0.2546%3.00$29.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$30.00Oct 9$0.25$0.25$0.2584%1.00$30.25
$29.00$28.50Oct 9$0.25$0.25$0.2576%1.00$28.75
$27.00$26.50Oct 2$0.22$0.28$0.2268%1.27$26.78
$24.50$23.50Oct 30$0.30$0.70$0.3034%2.33$24.20
$26.00$25.50Oct 9$0.21$0.29$0.2143%1.38$25.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 2.85, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Oct 9$0.36$0.36$0.1449%2.57$26.86
$27.50$28.00Oct 23$0.30$0.30$0.2054%1.50$27.80
$29.00$29.50Oct 23$0.25$0.25$0.2563%1.00$29.25
$28.50$29.00Oct 9$0.18$0.18$0.3270%0.56$28.68
$30.00$30.50Nov 6$0.22$0.22$0.2858%0.79$30.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$24.00Nov 6$0.37$0.37$0.1365%2.85$24.13
$23.50$23.00Nov 6$0.30$0.30$0.2069%1.50$23.20
$22.00$21.50Oct 16$0.20$0.20$0.3085%0.67$21.80
$23.50$22.00Oct 30$0.47$0.47$1.0372%0.46$23.03
$25.00$24.00Oct 16$0.38$0.38$0.6265%0.61$24.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.84, cheapest $0.72)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 2Oct 9$0.72117.4%83.8%
$26.00Oct 2Oct 9$0.83111.5%91.4%
$26.50Oct 2Oct 9$0.93112.1%92.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 2Oct 16$1.30117.4%89.2%
$26.00Oct 2Oct 9$0.73111.5%91.4%
$26.50Oct 2Oct 9$0.70112.1%92.5%
$25.50Oct 2Oct 9$0.72111.1%93.3%
$28.00Oct 9Oct 23$0.8192.2%85.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 4.55% of stock, avg 13.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 2$0.90$0.30$1.20$24.30$26.704.55%
$26.00Oct 2$0.70$0.50$1.20$24.80$27.204.55%
$26.50Oct 2$0.45$0.78$1.23$25.27$27.734.66%
$27.00Oct 2$0.30$1.00$1.30$25.70$28.304.93%
$25.00Oct 2$1.33$0.13$1.46$23.54$26.465.53%
$24.50Oct 2$1.83$0.08$1.91$22.59$26.417.24%
$24.00Oct 2$2.30$0.05$2.35$21.65$26.358.90%
$26.00Oct 9$1.53$1.23$2.76$23.24$28.7610.46%
$25.00Oct 9$2.05$0.77$2.82$22.18$27.8210.69%
$25.50Oct 9$1.83$1.02$2.85$22.65$28.3510.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.68% of stock, avg 9.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$24.50Oct 2$0.10$0.08$0.18$24.32$28.18
$29.00$24.50Oct 2$0.13$0.08$0.21$24.29$29.21
$28.00$25.00Oct 2$0.10$0.13$0.23$24.77$28.23
$29.00$25.00Oct 2$0.13$0.13$0.26$24.74$29.26
$27.50$24.50Oct 2$0.18$0.08$0.26$24.24$27.76
$28.00$23.00Oct 2$0.10$0.20$0.30$22.70$28.30
$27.50$25.00Oct 2$0.18$0.13$0.31$24.69$27.81
$29.00$23.00Oct 2$0.13$0.20$0.33$22.67$29.33
$27.50$23.00Oct 2$0.18$0.20$0.38$22.62$27.88
$27.00$24.50Oct 2$0.30$0.08$0.38$24.12$27.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 3.17, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2528/29Oct 9$0.38$0.1238%3.17$24.62$28.88
23/2428/29Oct 9$0.31$0.1952%1.63$23.19$28.81
24/2530/30Oct 9$0.30$0.2045%1.50$24.70$29.80
23/2430/30Oct 9$0.23$0.2759%0.85$23.27$29.73
25/2627/28Oct 2$0.29$0.2138%1.38$25.21$27.29
22/2230/31Oct 16$0.40$0.6058%0.67$21.60$30.40
22/2229/30Oct 16$0.43$0.5751%0.75$21.57$29.43
23/2430/31Oct 16$0.38$0.6249%0.61$23.12$30.38
22/2330/31Oct 16$0.34$0.6653%0.52$22.66$30.34
23/2429/30Oct 16$0.41$0.5943%0.69$23.09$29.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Oct 2$0.07$0.4326%6.14
$26.00$26.50$27.00Oct 2$0.10$0.4027%4.00
$29.00$29.50$30.00Oct 2$0.05$0.455%9.00
$28.00$28.50$29.00Oct 23$0.05$0.455%9.00
$22.50$23.00$23.50Oct 2$0.07$0.4311%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$25.00$26.00Oct 16$0.06$0.9416%15.67
$25.50$26.00$26.50Oct 2$0.08$0.4226%5.25
$22.50$23.00$23.50Oct 9$0.06$0.448%7.33
$24.00$24.50$25.00Oct 23$0.06$0.447%7.33
$26.00$26.50$27.00Oct 16$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 $-0.25, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$30.001:2Nov 6-$1.10$2.40
$27.00$27.501:2Oct 2-$0.06$0.44
$26.00$26.501:2Oct 2-$0.20$0.30
$26.50$27.001:2Oct 2-$0.15$0.35
$25.00$25.501:2Oct 2-$0.47$0.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.001:2Oct 16-$0.25$2.75
$28.00$26.501:2Oct 9-$0.49$1.01
$26.00$25.501:2Oct 2-$0.10$0.40
$26.50$26.001:2Oct 2-$0.22$0.28
$23.50$22.001:2Oct 30-$0.36$1.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 7.96%, avg 4.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 13$2.100.4313.7%7.96%21.64%7--
$29.00Nov 13$2.400.469.9%9.09%18.98%1--
$28.50Nov 13$2.550.488.0%9.66%17.66%4--
$28.00Nov 13$2.700.506.1%10.23%16.33%1--
$27.50Nov 13$2.900.524.2%10.99%15.20%1--
$30.00Nov 6$1.900.4213.7%7.20%20.88%9100
$30.50Nov 6$1.750.4015.6%6.63%22.21%9--
$26.50Nov 6$3.100.560.4%11.75%12.16%114
$27.50Oct 30$1.900.474.2%7.20%11.41%4632
$29.00Oct 30$1.400.399.9%5.31%15.20%344

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 6,899
Total Puts 2,898
Put/Call Ratio 0.42
Net Difference 4,001

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 149,463
Total Puts 37,524
Average Put/Call Ratio 0.31
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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