Tour v531
FSLY
FASTLY INC A
$26.01 +0.77%
$26.05 (+0.15%)🌙
as of 10/05 06:23 PM
◀ 10/5 18:23 ▶

Option Volume

Detail
ℹ
Current (10/05) 15,131
Calls: 8,404 (56%)
Puts: 6,727 (44%)
Prior (10/02) 12,748
Calls: 9,322 (73%)
Puts: 3,426 (27%)
Current vs Prior +18.69%
Calls: -9.85% (Calls)
Puts: +96.35% (Puts)
Prior 7-Day Total 158,627
Calls: 123,212 (78%)
Puts: 35,415 (22%)
Prior 7-Day Average 22,661
Calls: 17,601 (78%)
Puts: 5,059 (22%)
Current vs Prior 7-Day Avg -33.23%
Calls: -52.25%
Puts: +32.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $1.56M
Calls: $1.17M (75%)
Puts: $393.1K (25%)
Prior (10/02) $2.48M
Calls: $2.08M (84%)
Puts: $407.8K (16%)
Current vs Prior -37.02%
Calls: -43.59%
Puts: -3.62%
Prior 7-Day Total $31.46M
Calls: $24.00M (76%)
Puts: $7.46M (24%)
Prior 7-Day Average $4.49M
Calls: $3.43M (76%)
Puts: $1.07M (24%)
Current vs Prior 7-Day Avg -65.20%
Calls: -65.85%
Puts: -63.13%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.80
Prior (10/02) 0.37
Current vs Prior +117.80%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg +124.94%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/05) 91,213
Calls: 76,352 (84%)
Puts: 14,861 (16%)
Prior (10/02) 120,462
Calls: 90,587 (75%)
Puts: 29,875 (25%)
Current vs Prior -24.28%
Prior 7-Day Total 879,520
Calls: 661,686 (75%)
Puts: 217,834 (25%)
Prior 7-Day Average 125,645
Calls: 94,526 (75%)
Puts: 31,119 (25%)
Current vs Prior 7-Day Avg -27.40%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 8.46% | 12.00%12.00% | 28.18%
Prior 9.41% | 13.75%13.75% | 29.64%
Current vs Prior -10.16% | -12.79%-12.79% | -4.92%
Prior 7-Day Avg 8.44% | 13.45%16.44% | 31.07%
Current vs 7-Day Avg +0.18% | -10.79%-27.05% | -9.29%
Prior 7-Day Eod 9.41% | 13.75%13.75% | 29.64%
Current vs 7-Day Eod -10.16% | -12.79%-12.79% | -4.92%
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 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($1.17M). P/C ratio rising 118% - increased hedging/bearish positioning. Call-heavy open interest (76,352 calls vs 14,861 puts) suggests bullish positioning. Declining open interest (down 24%) indicates positions being closed.

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 NEUTRAL
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. 2 found (avg $0.57, cheapest $0.32)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.300.35$0.3215.6%690.172.1K
$27.50Oct 160.750.90$0.8318.1%130.36638
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.68, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Oct 163.505.60$4.5546.2%20.921
$22.00Oct 163.205.00$4.1043.9%20.9021
$21.00Oct 304.905.70$5.3015.1%140.8927
$22.50Oct 92.304.50$3.4064.7%20.8747
$23.50Oct 92.202.90$2.5527.5%10.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Oct 92.703.60$3.1528.6%20.87--
$28.50Oct 92.553.50$3.0331.4%20.83--
$29.50Oct 163.704.40$4.0517.3%50.78--
$29.00Oct 163.303.90$3.6016.7%50.76--
$29.50Oct 233.904.60$4.2516.5%50.73--

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 7.2K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.50Oct 230.450.60$0.5328.3%3.4K0.2118
$31.00Oct 160.200.30$0.2540.0%4590.13399
$27.00Oct 90.400.60$0.5040.0%1830.35877
$26.00Oct 90.751.05$0.9033.3%1780.52602
$25.50Oct 90.901.30$1.1036.4%1260.61152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 90.200.35$0.2853.6%2050.19441
$25.50Oct 90.350.85$0.6083.3%1240.39429
$26.00Oct 90.651.15$0.9055.6%1120.48456
$23.50Oct 90.150.20$0.1827.8%1000.13181
$31.00Nov 66.307.20$6.7513.3%960.64--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 3.17, avg 1.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$24.50Nov 6$0.75$0.75$0.7570%1.00$23.75
$23.00$23.50Oct 23$0.18$0.32$0.1879%1.78$23.18
$28.00$29.00Oct 30$0.17$0.83$0.1739%4.88$28.17
$24.50$25.00Oct 9$0.18$0.32$0.1878%1.78$24.68
$24.00$24.50Oct 30$0.15$0.35$0.1569%2.33$24.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.50Oct 9$0.12$0.38$0.1287%3.17$28.88
$29.00$28.50Oct 23$0.15$0.35$0.1572%2.33$28.85
$27.50$27.00Nov 6$0.20$0.30$0.2051%1.50$27.30
$23.50$23.00Nov 13$0.12$0.38$0.1233%3.17$23.38
$27.00$26.50Oct 9$0.28$0.22$0.2865%0.79$26.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 0.79, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$27.50Oct 30$0.33$0.33$0.1753%1.94$27.33
$28.50$29.00Oct 16$0.20$0.20$0.3070%0.67$28.70
$28.00$29.00Oct 23$0.38$0.38$0.6263%0.61$28.38
$27.00$27.50Oct 16$0.25$0.25$0.2558%1.00$27.25
$27.00$28.00Oct 23$0.45$0.45$0.5554%0.82$27.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$23.50Oct 23$1.10$1.10$1.4054%0.79$24.90
$22.50$22.00Nov 6$0.33$0.33$0.1773%1.94$22.17
$24.00$23.50Nov 13$0.33$0.33$0.1765%1.94$23.67
$24.50$24.00Nov 13$0.33$0.33$0.1763%1.94$24.17
$23.50$23.00Oct 23$0.26$0.26$0.2474%1.08$23.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.67, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 9Oct 16$0.3286.4%77.5%
$26.50Oct 9Oct 16$0.5279.0%78.6%
$26.00Oct 9Oct 16$0.5583.3%83.1%
$27.00Oct 9Oct 16$0.5883.9%85.3%
$25.50Oct 9Oct 16$0.6377.2%81.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 9Oct 16$0.4586.4%77.5%
$27.50Nov 6Nov 13$0.30108.7%108.1%
$26.00Oct 9Oct 16$0.6083.3%83.1%
$27.00Oct 9Oct 16$0.4783.9%85.3%
$25.50Oct 9Oct 16$0.6577.2%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 6.54% of stock, avg 16.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 9$1.10$0.60$1.70$23.80$27.206.54%
$26.00Oct 9$0.90$0.90$1.80$24.20$27.806.92%
$26.50Oct 9$0.63$1.30$1.93$24.57$28.437.42%
$24.50Oct 9$1.78$0.28$2.06$22.44$26.567.92%
$27.00Oct 9$0.50$1.58$2.08$24.92$29.088.00%
$25.00Oct 9$1.60$0.50$2.10$22.90$27.108.07%
$24.00Oct 9$2.15$0.28$2.43$21.57$26.439.34%
$23.50Oct 9$2.55$0.18$2.73$20.77$26.2310.50%
$25.00Oct 16$1.92$0.95$2.87$22.13$27.8711.03%
$26.00Oct 16$1.45$1.50$2.95$23.05$28.9511.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 1.85% of stock, avg 11.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$24.00Oct 9$0.20$0.28$0.48$23.52$28.98
$28.50$24.50Oct 9$0.20$0.28$0.48$24.02$28.98
$28.00$24.50Oct 9$0.30$0.28$0.58$23.92$28.58
$28.00$24.00Oct 9$0.30$0.28$0.58$23.42$28.58
$27.50$24.50Oct 9$0.35$0.28$0.63$23.87$28.13
$27.50$24.00Oct 9$0.35$0.28$0.63$23.37$28.13
$28.50$25.00Oct 9$0.20$0.50$0.70$24.30$29.20
$28.00$25.00Oct 9$0.30$0.50$0.80$24.20$28.80
$27.50$25.00Oct 9$0.35$0.50$0.85$24.15$28.35
$27.00$24.50Oct 9$0.50$0.28$0.78$23.72$27.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 4.00, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2228/29Oct 16$0.40$0.1054%4.00$22.10$28.90
22/2230/30Oct 16$0.33$0.1762%1.94$22.17$29.83
24/2430/30Oct 16$0.38$0.1247%3.17$24.12$29.88
23/2428/29Oct 16$0.37$0.1348%2.85$23.13$28.87
23/2430/30Oct 16$0.30$0.2056%1.50$23.20$29.80
22/2227/28Oct 9$0.30$0.2053%1.50$22.20$27.30
21/2229/30Oct 30$0.58$0.4248%1.38$21.42$29.58
24/2527/28Oct 9$0.37$0.1334%2.85$24.63$27.37
24/2427/28Oct 9$0.25$0.2546%1.00$23.75$27.25
21/2230/31Oct 30$0.42$0.5854%0.72$21.58$30.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Oct 23$0.07$0.9317%13.29
$25.00$26.00$27.00Nov 6$0.05$0.959%19.00
$21.50$22.00$22.50Oct 16$0.05$0.458%9.00
$25.00$25.50$26.00Oct 23$0.06$0.448%7.33
$30.00$30.50$31.00Oct 9$0.05$0.452%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$26.00$28.50Oct 23$0.62$1.8841%3.03
$25.50$26.00$26.50Oct 9$0.10$0.4019%4.00
$23.00$23.50$24.00Nov 6$0.06$0.445%7.33
$22.00$22.50$23.00Oct 30$0.07$0.437%6.14
$22.50$23.00$23.50Nov 6$0.07$0.435%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. 46 found (best net $-0.16, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$29.501:2Oct 9-$0.05$0.45
$28.00$29.001:2Oct 23-$0.32$0.68
$28.00$28.501:2Oct 9-$0.10$0.40
$29.50$30.001:2Oct 9-$0.06$0.44
$28.50$29.001:2Oct 9-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$26.001:2Oct 23-$0.16$2.34
$28.50$27.001:2Oct 9-$0.13$1.37
$25.00$24.501:2Oct 9-$0.06$0.44
$24.00$23.501:2Oct 9-$0.08$0.42
$21.50$21.001:2Oct 16-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 7.69%, avg 4.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 13$2.000.4015.3%7.69%23.03%74
$28.00Nov 13$2.550.487.7%9.80%17.45%64
$27.50Nov 13$2.750.495.7%10.57%16.30%105
$27.00Nov 13$2.950.513.8%11.34%15.15%2--
$26.50Nov 13$3.100.541.9%11.92%13.80%31
$30.50Nov 13$1.700.3717.3%6.54%23.80%32
$31.00Nov 13$1.500.3619.2%5.77%24.95%2--
$29.00Nov 6$1.900.4311.5%7.30%18.80%116
$27.50Nov 6$2.450.495.7%9.42%15.15%1112
$28.00Nov 6$2.150.477.7%8.27%15.92%4014

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 8,404
Total Puts 6,727
Put/Call Ratio 0.80
Net Difference 1,677

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 123,212
Total Puts 35,415
Average Put/Call Ratio 0.36
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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