Tour v531
FSLY
FASTLY INC A
$25.51 -1.92%
$25.57 (+0.23%)🌙
as of 10/06 06:23 PM
◀ 10/6 18:23 ▶

Option Volume

Detail
ℹ
Current (10/06) 7,159
Calls: 5,253 (73%)
Puts: 1,906 (27%)
Prior (10/05) 15,131
Calls: 8,404 (56%)
Puts: 6,727 (44%)
Current vs Prior -52.69%
Calls: -37.49% (Calls)
Puts: -71.67% (Puts)
Prior 7-Day Total 122,869
Calls: 88,600 (72%)
Puts: 34,269 (28%)
Prior 7-Day Average 17,552
Calls: 12,657 (72%)
Puts: 4,895 (28%)
Current vs Prior 7-Day Avg -59.21%
Calls: -58.50%
Puts: -61.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $1.40M
Calls: $1.17M (84%)
Puts: $226.1K (16%)
Prior (10/05) $1.56M
Calls: $1.17M (75%)
Puts: $393.1K (25%)
Current vs Prior -10.48%
Calls: +0.26%
Puts: -42.48%
Prior 7-Day Total $21.66M
Calls: $17.31M (80%)
Puts: $4.35M (20%)
Prior 7-Day Average $3.09M
Calls: $2.47M (80%)
Puts: $621.6K (20%)
Current vs Prior 7-Day Avg -54.76%
Calls: -52.53%
Puts: -63.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.36
Prior (10/05) 0.80
Current vs Prior -54.67%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -18.30%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 84,471
Calls: 61,823 (73%)
Puts: 22,648 (27%)
Prior (10/05) 91,213
Calls: 76,352 (84%)
Puts: 14,861 (16%)
Current vs Prior -7.39%
Prior 7-Day Total 833,139
Calls: 634,234 (76%)
Puts: 198,905 (24%)
Prior 7-Day Average 119,019
Calls: 90,604 (76%)
Puts: 28,415 (24%)
Current vs Prior 7-Day Avg -29.03%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.74% | 11.37%11.37% | 27.05%
Prior 8.46% | 12.00%12.00% | 28.18%
Current vs Prior -20.29% | -5.23%-5.23% | -4.02%
Prior 7-Day Avg 8.84% | 13.31%15.44% | 30.33%
Current vs 7-Day Avg -23.75% | -14.61%-26.36% | -10.81%
Prior 7-Day Eod 8.46% | 12.00%12.00% | 28.18%
Current vs 7-Day Eod -20.29% | -5.23%-5.23% | -4.02%
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

Strong bullish conviction with 84% of dollar volume in calls ($1.17M) vs puts ($226.1K). Below-average activity with volume down 53% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (5,253 calls vs 1,906 puts). P/C ratio dropping 55% - sentiment shifting bullish.

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 NEUTRAL
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 4 of results (avg 5.8%, best 2.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.102.15$2.132.3%9320.396.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 206.306.60$6.454.7%100.60--
$25.00Nov 203.103.30$3.206.2%670.411.5K
$30.00Oct 234.805.30$5.059.9%10.79--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 90.700.85$0.7719.5%560.52--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 93.705.70$4.7042.6%30.9810
$23.00Oct 92.202.95$2.5829.1%40.92116
$20.50Oct 234.206.10$5.1536.9%20.925
$22.00Oct 93.004.00$3.5028.6%10.91134
$22.00Oct 163.404.00$3.7016.2%10.9120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 92.803.70$3.2527.7%20.89--
$29.00Oct 92.704.30$3.5045.7%70.88--
$30.00Oct 164.405.10$4.7514.7%10.84--
$30.50Oct 235.206.30$5.7519.1%30.83124
$29.50Oct 163.604.70$4.1526.5%60.82--

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 5.5K, top 932)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.102.15$2.132.3%9320.396.8K
$28.00Oct 160.400.70$0.5554.5%5990.27216
$29.00Oct 90.050.25$0.15133.3%5470.12652
$26.00Oct 161.051.20$1.1313.3%2160.462.2K
$27.50Oct 90.150.35$0.2580.0%1960.21452
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.651.25$0.9563.2%2660.59568
$25.50Oct 161.201.45$1.3318.8%2660.48120
$25.50Oct 90.451.00$0.7375.3%1110.48535
$25.00Nov 203.103.30$3.206.2%670.411.5K
$24.00Oct 160.350.70$0.5267.3%630.28548

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 5.9%, max 11.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Oct 9Oct 2378.8%78.3%0.7%1003.5K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Oct 9Oct 3095.8%86.2%11.1%1327

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 2.18, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$1.57$3.43$1.5758%2.18$26.57
$26.00$27.00Nov 13$0.23$0.77$0.2355%3.35$26.23
$27.00$30.00Nov 13$1.02$1.98$1.0251%1.94$28.02
$22.50$25.00Nov 20$1.40$1.10$1.4070%0.79$23.90
$21.50$22.50Oct 23$0.65$0.35$0.6588%0.54$22.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.50$28.00Oct 23$0.15$0.35$0.1570%2.33$28.35
$29.00$28.50Oct 9$0.25$0.25$0.2588%1.00$28.75
$29.00$27.50Oct 16$1.00$0.50$1.0078%0.50$28.00
$27.00$26.50Oct 16$0.21$0.29$0.2164%1.38$26.79
$25.50$25.00Oct 23$0.12$0.38$0.1246%3.17$25.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.95, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Nov 6$0.38$0.38$0.1253%3.17$27.88
$29.50$30.00Nov 6$0.27$0.27$0.2361%1.17$29.77
$27.50$28.00Oct 23$0.22$0.22$0.2863%0.79$27.72
$27.50$28.00Oct 9$0.12$0.12$0.3879%0.32$27.62
$30.00$30.50Oct 23$0.12$0.12$0.3879%0.32$30.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.22$1.22$1.2859%0.95$23.78
$25.00$22.50Nov 13$1.20$1.20$1.3059%0.92$23.80
$25.00$24.00Oct 23$0.68$0.68$0.3258%2.13$24.32
$22.50$21.00Nov 13$0.60$0.60$0.9071%0.67$21.90
$23.50$23.00Oct 30$0.30$0.30$0.2069%1.50$23.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.55, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 9Oct 16$0.5587.8%75.5%
$25.50Oct 9Oct 16$0.5081.9%78.4%
$24.50Nov 6Nov 13$0.40105.5%104.8%
$26.00Oct 9Oct 16$0.6179.6%82.5%
$26.50Oct 9Oct 16$0.5878.8%81.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 9Oct 16$0.5087.8%75.5%
$25.50Oct 9Oct 16$0.6081.9%78.4%
$26.00Oct 9Oct 16$0.6879.6%82.5%
$26.50Oct 9Oct 16$0.4978.8%81.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 5.76% of stock, avg 13.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Oct 9$0.52$0.95$1.47$24.53$27.475.76%
$25.50Oct 9$0.77$0.73$1.50$24.00$27.005.88%
$25.00Oct 9$1.05$0.55$1.60$23.40$26.606.27%
$26.50Oct 9$0.35$1.43$1.78$24.72$28.286.98%
$24.00Oct 9$1.63$0.22$1.85$22.15$25.857.25%
$27.00Oct 9$0.35$1.85$2.20$24.80$29.208.62%
$23.50Oct 9$2.13$0.13$2.26$21.24$25.768.86%
$27.50Oct 9$0.25$2.28$2.53$24.97$30.039.92%
$25.50Oct 16$1.27$1.33$2.60$22.90$28.1010.19%
$25.00Oct 16$1.60$1.05$2.65$22.35$27.6510.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 1.02% of stock, avg 10.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$23.50Oct 9$0.13$0.13$0.26$23.24$28.26
$28.00$24.00Oct 9$0.13$0.22$0.35$23.65$28.35
$27.50$23.50Oct 9$0.25$0.13$0.38$23.12$27.88
$27.50$24.00Oct 9$0.25$0.22$0.47$23.53$27.97
$27.00$23.50Oct 9$0.35$0.13$0.48$23.02$27.48
$28.00$24.50Oct 9$0.13$0.35$0.48$24.02$28.48
$26.50$23.50Oct 9$0.35$0.13$0.48$23.02$26.98
$27.00$24.00Oct 9$0.35$0.22$0.57$23.43$27.57
$26.50$24.00Oct 9$0.35$0.22$0.57$23.43$27.07
$27.50$24.50Oct 9$0.25$0.35$0.60$23.90$28.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 1.78, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2330/30Oct 23$0.32$0.1855%1.78$22.68$30.32
23/2429/30Oct 16$0.27$0.2354%1.17$23.23$29.27
23/2428/28Oct 16$0.30$0.2044%1.50$23.20$27.80
22/2329/30Oct 16$0.21$0.2960%0.72$22.79$29.21
24/2428/28Oct 9$0.25$0.2551%1.00$24.25$27.75
22/2329/30Oct 30$0.58$0.4242%1.38$22.42$29.58
22/2328/28Oct 16$0.24$0.2650%0.92$22.76$27.74
21/2230/30Oct 23$0.32$0.6863%0.47$21.68$30.32
23/2429/30Oct 30$0.55$0.4538%1.22$22.95$29.55
21/2228/29Oct 23$0.37$0.6352%0.59$21.63$28.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Oct 9$0.08$0.4221%5.25
$25.50$26.00$26.50Oct 23$0.05$0.459%9.00
$26.50$27.00$27.50Oct 23$0.05$0.458%9.00
$29.00$29.50$30.00Oct 16$0.05$0.456%9.00
$26.00$26.50$27.00Oct 16$0.07$0.4310%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$26.00$27.00Oct 30$0.06$0.9414%15.67
$24.00$24.50$25.00Oct 9$0.07$0.4318%6.14
$24.50$25.00$25.50Oct 16$0.06$0.4412%7.33
$22.50$23.00$23.50Oct 16$0.06$0.4411%7.33
$28.50$29.00$29.50Oct 23$0.05$0.456%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-0.56, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.56$4.44
$22.50$25.001:2Oct 30-$0.55$1.95
$27.00$30.001:2Nov 13-$0.93$2.07
$24.00$25.001:2Oct 9-$0.47$0.53
$26.00$26.501:2Oct 9-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$24.001:2Oct 23-$0.17$0.83
$25.00$22.501:2Nov 13-$0.65$1.85
$22.00$21.001:2Oct 23$0.00$1.00
$25.00$22.501:2Nov 20-$0.76$1.74
$24.50$24.001:2Oct 9-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 8.23%, avg 4.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.100.3917.6%8.23%25.83%9326.8K
$30.50Nov 13$1.600.3719.6%6.27%25.83%23
$27.00Nov 13$2.650.515.8%10.39%16.23%6--
$30.00Nov 13$1.550.3817.6%6.08%23.68%28
$26.00Nov 13$2.900.551.9%11.37%13.29%63
$29.50Nov 6$1.600.3915.6%6.27%21.91%204
$29.00Nov 6$1.750.4013.7%6.86%20.54%617
$28.50Nov 6$1.850.4211.7%7.25%18.97%4755
$27.50Nov 6$2.100.477.8%8.23%16.03%1--
$26.00Nov 6$2.700.541.9%10.58%12.50%1--

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 5,253
Total Puts 1,906
Put/Call Ratio 0.36
Net Difference 3,347

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 88,600
Total Puts 34,269
Average Put/Call Ratio 0.44
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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