Tour v531
FSLY
FASTLY INC A
$25.81 -2.20%
$25.73 (-0.31%)🌙
as of 10/02 06:21 PM
◀ 10/2 18:21 ▶

Option Volume

Detail
ℹ
Current (10/02) 12,748
Calls: 9,322 (73%)
Puts: 3,426 (27%)
Prior (10/01) 9,797
Calls: 6,899 (70%)
Puts: 2,898 (30%)
Current vs Prior +30.12%
Calls: +35.12% (Calls)
Puts: +18.22% (Puts)
Prior 7-Day Total 184,573
Calls: 146,903 (80%)
Puts: 37,670 (20%)
Prior 7-Day Average 26,367
Calls: 20,986 (80%)
Puts: 5,381 (20%)
Current vs Prior 7-Day Avg -51.65%
Calls: -55.58%
Puts: -36.34%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $2.48M
Calls: $2.08M (84%)
Puts: $407.8K (16%)
Prior (10/01) $2.18M
Calls: $1.84M (85%)
Puts: $337.1K (15%)
Current vs Prior +14.16%
Calls: +12.92%
Puts: +20.97%
Prior 7-Day Total $39.40M
Calls: $31.66M (80%)
Puts: $7.74M (20%)
Prior 7-Day Average $5.63M
Calls: $4.52M (80%)
Puts: $1.11M (20%)
Current vs Prior 7-Day Avg -55.87%
Calls: -54.11%
Puts: -63.10%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.37
Prior (10/01) 0.42
Current vs Prior -12.51%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg +12.06%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 120,462
Calls: 90,587 (75%)
Puts: 29,875 (25%)
Prior (10/01) 100,570
Calls: 81,170 (81%)
Puts: 19,400 (19%)
Current vs Prior +19.78%
Prior 7-Day Total 894,773
Calls: 637,807 (71%)
Puts: 256,966 (29%)
Prior 7-Day Average 127,824
Calls: 91,115 (71%)
Puts: 36,709 (29%)
Current vs Prior 7-Day Avg -5.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.17% | 9.41%13.75% | 29.64%
Prior 5.61% | 11.41%14.97% | 30.50%
Current vs Prior +67.88% | +20.59%-8.11% | -2.83%
Prior 7-Day Avg 9.02% | 13.74%17.53% | 31.41%
Current vs 7-Day Avg +4.43% | +0.12%-21.52% | -5.63%
Prior 7-Day Eod 5.61% | 11.41%14.97% | 30.50%
Current vs 7-Day Eod +67.88% | +20.59%-8.11% | -2.83%
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 85.68% | 38.91%
Calls: 56.12% | 40.64%
Puts: 115.25% | 37.17%
Current vs 7-Day Avg +3.04% | +4.32%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($2.08M) vs puts ($407.8K). Extreme bullish P/C ratio of 0.37 - heavy call buying (9,322 calls vs 3,426 puts). Call-heavy open interest (90,587 calls vs 29,875 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 2 of results (avg 8.0%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 161.501.60$1.556.5%280.522.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 232.002.20$2.109.5%10.47--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.62, cheapest $0.55)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.500.60$0.5518.2%2370.32265
$27.00Oct 90.650.75$0.7014.3%1790.38755
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 72 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 24.305.90$5.1031.4%131.0057
$25.50Oct 20.150.40$0.2889.3%721.003.3K
$24.00Oct 21.552.45$2.0045.0%50.98254
$22.00Oct 93.604.80$4.2028.6%310.93135
$22.00Oct 23.304.50$3.9030.8%50.9324
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.50Oct 23.606.00$4.8050.0%20.97--
$30.00Oct 23.205.30$4.2549.4%20.97--
$29.00Oct 22.603.40$3.0026.7%30.961.3K
$28.50Oct 21.753.90$2.8376.0%10.96--
$28.00Oct 21.502.75$2.1358.7%90.95190

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 9.3K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 163.404.00$3.7016.2%2.0K0.834.5K
$27.00Oct 20.000.15$0.08187.5%5530.141.9K
$28.00Oct 90.400.50$0.4522.2%4740.27111
$26.00Oct 91.001.15$1.0813.9%4440.52252
$30.00Oct 90.100.25$0.1883.3%4380.122.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Nov 131.251.75$1.5033.3%6560.24--
$24.00Oct 90.300.50$0.4050.0%4110.2369
$26.00Oct 90.901.30$1.1036.4%3720.4991
$26.00Oct 161.551.75$1.6512.1%2470.48845
$26.50Oct 91.451.65$1.5512.9%2230.56206

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 499.1%, max 1339.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Oct 2Nov 131018.2%103.2%886.2%16179
$25.00Oct 2Oct 30513.0%78.4%554.3%163538
$26.00Oct 2Nov 6254.4%106.6%138.5%252672
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Oct 2Nov 131444.0%100.3%1339.1%3324
$25.00Oct 2Nov 13513.0%102.2%401.9%19448
$26.00Oct 2Nov 13254.4%107.3%137.1%22802
$25.50Oct 2Nov 13139.6%102.4%36.4%7548

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 0.94, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$25.50Nov 6$1.55$1.45$1.5573%0.94$24.05
$24.50$26.50Nov 13$0.75$1.25$0.7563%1.67$25.25
$28.00$30.00Oct 30$0.42$1.58$0.4242%3.76$28.42
$22.00$22.50Oct 23$0.15$0.35$0.1582%2.33$22.15
$22.00$22.50Oct 2$0.20$0.30$0.2092%1.50$22.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.50Oct 2$0.17$0.33$0.1796%1.94$28.83
$29.00$28.00Oct 9$0.52$0.48$0.5285%0.92$28.48
$26.00$25.50Oct 9$0.15$0.35$0.1549%2.33$25.85
$25.00$24.50Oct 16$0.13$0.37$0.1338%2.85$24.87
$27.50$26.00Nov 13$0.65$0.85$0.6549%1.31$26.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 1.33, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.50$30.00Oct 2$0.12$0.12$0.3888%0.32$29.62
$27.50$28.00Oct 16$0.27$0.27$0.2360%1.17$27.77
$28.50$29.00Oct 9$0.18$0.18$0.3276%0.56$28.68
$26.50$27.00Oct 9$0.25$0.25$0.2555%1.00$26.75
$28.50$29.00Nov 13$0.27$0.27$0.2352%1.17$28.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$23.50Nov 13$0.57$0.57$0.4363%1.33$23.93
$24.50$24.00Oct 2$0.27$0.27$0.2376%1.17$24.23
$23.00$22.00Nov 13$0.43$0.43$0.5770%0.75$22.57
$24.50$22.50Oct 30$0.68$0.68$1.3264%0.52$23.82
$24.00$22.50Oct 23$0.50$0.50$1.0068%0.50$23.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.90, cheapest $0.82)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 2Oct 9$0.98254.4%76.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 2Oct 9$0.82254.4%76.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 1.20% of stock, avg 12.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 2$0.28$0.03$0.31$25.19$25.811.20%
$26.00Oct 2$0.10$0.28$0.38$25.62$26.381.47%
$26.50Oct 2$0.03$0.68$0.71$25.79$27.212.75%
$25.00Oct 2$0.77$0.13$0.90$24.10$25.903.49%
$27.00Oct 2$0.08$1.20$1.28$25.72$28.284.96%
$24.50Oct 2$1.27$0.30$1.57$22.93$26.076.08%
$27.50Oct 2$0.03$1.63$1.66$25.84$29.166.43%
$24.00Oct 2$2.00$0.03$2.03$21.97$26.037.87%
$28.00Oct 2$0.03$2.13$2.16$25.84$30.168.37%
$26.00Oct 9$1.08$1.10$2.18$23.82$28.188.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.23% of stock, avg 11.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$25.50Oct 2$0.03$0.03$0.06$25.44$26.56
$27.50$25.50Oct 2$0.03$0.03$0.06$25.44$27.56
$27.00$25.50Oct 2$0.08$0.03$0.11$25.39$27.11
$26.00$25.50Oct 2$0.10$0.03$0.13$25.37$26.13
$26.50$25.00Oct 2$0.03$0.13$0.16$24.84$26.66
$27.50$25.00Oct 2$0.03$0.13$0.16$24.84$27.66
$29.50$25.50Oct 2$0.15$0.03$0.18$25.32$29.68
$27.00$25.00Oct 2$0.08$0.13$0.21$24.79$27.21
$26.00$25.00Oct 2$0.10$0.13$0.23$24.77$26.23
$26.50$22.50Oct 2$0.03$0.25$0.28$22.22$26.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 3.55, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/30Oct 2$0.39$0.1164%3.55$24.11$29.89
22/2230/30Oct 2$0.27$0.2375%1.17$22.23$29.77
23/2428/29Oct 9$0.31$0.1957%1.63$23.19$28.81
24/2428/29Oct 9$0.35$0.1547%2.33$24.15$28.85
21/2228/29Oct 16$0.25$0.2558%1.00$21.25$28.75
22/2230/30Oct 23$0.28$0.2251%1.27$21.72$29.78
22/2228/29Oct 16$0.27$0.2352%1.17$22.23$28.77
24/2428/29Oct 16$0.35$0.1535%2.33$24.15$28.85
23/2428/29Oct 16$0.30$0.2045%1.50$23.20$28.80
24/2428/29Oct 16$0.32$0.1840%1.78$23.68$28.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 3.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Oct 2$0.11$0.3990%3.55
$27.00$27.50$28.00Oct 2$0.05$0.459%9.00
$23.00$23.50$24.00Oct 30$0.05$0.456%9.00
$23.50$24.00$24.50Oct 9$0.07$0.4310%6.14
$25.00$25.50$26.00Oct 9$0.09$0.4114%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Oct 2$0.15$0.3573%2.33
$24.50$25.00$25.50Oct 9$0.06$0.4413%7.33
$27.00$27.50$28.00Oct 2$0.07$0.439%6.14
$24.50$25.00$25.50Oct 2$0.07$0.437%6.14
$22.50$23.00$23.50Oct 16$0.07$0.437%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. 44 found (best net $-0.17, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$25.001:2Oct 2-$0.27$0.23
$28.50$29.001:2Oct 9-$0.07$0.43
$29.50$30.001:2Oct 9-$0.11$0.39
$26.50$27.001:2Oct 2-$0.13$0.37
$28.00$30.001:2Oct 30-$0.81$1.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$22.501:2Oct 30-$0.17$1.83
$27.00$26.501:2Oct 2-$0.16$0.34
$24.00$22.501:2Oct 23-$0.15$1.35
$22.00$21.001:2Oct 9$0.00$1.00
$23.50$23.001:2Oct 9-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 8.72%, avg 5.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.50Nov 13$2.250.4414.3%8.72%23.01%6--
$30.50Nov 13$1.950.4118.2%7.56%25.73%4--
$30.00Nov 13$2.100.4216.2%8.14%24.37%11--
$28.50Nov 13$2.550.4810.4%9.88%20.30%44
$28.00Nov 13$2.700.498.5%10.46%18.95%4--
$29.00Nov 13$2.200.4612.4%8.52%20.88%61
$27.00Nov 13$3.000.534.6%11.62%16.23%6--
$27.50Nov 13$2.750.516.5%10.65%17.20%9--
$26.50Nov 13$3.200.552.7%12.40%15.07%1--
$30.00Nov 6$1.750.4016.2%6.78%23.01%18109

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 9,322
Total Puts 3,426
Put/Call Ratio 0.37
Net Difference 5,896

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 146,903
Total Puts 37,670
Average Put/Call Ratio 0.33
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All