Tour v531
FSLY
FASTLY INC A
$25.28 -0.90%
$25.34 (+0.24%)🌙
as of 10/07 06:21 PM
◀ 10/7 18:21

Option Volume

Detail
ℹ
Current (10/07) 7,605
Calls: 4,923 (65%)
Puts: 2,682 (35%)
Prior (10/06) 7,159
Calls: 5,253 (73%)
Puts: 1,906 (27%)
Current vs Prior +6.23%
Calls: -6.28% (Calls)
Puts: +40.71% (Puts)
Prior 7-Day Total 102,016
Calls: 71,583 (70%)
Puts: 30,433 (30%)
Prior 7-Day Average 14,573
Calls: 10,226 (70%)
Puts: 4,347 (30%)
Current vs Prior 7-Day Avg -47.82%
Calls: -51.86%
Puts: -38.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $2.53M
Calls: $1.98M (78%)
Puts: $549.7K (22%)
Prior (10/06) $1.40M
Calls: $1.17M (84%)
Puts: $226.1K (16%)
Current vs Prior +81.02%
Calls: +69.06%
Puts: +143.12%
Prior 7-Day Total $18.90M
Calls: $15.25M (81%)
Puts: $3.65M (19%)
Prior 7-Day Average $2.70M
Calls: $2.18M (81%)
Puts: $521.7K (19%)
Current vs Prior 7-Day Avg -6.15%
Calls: -8.91%
Puts: +5.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.54
Prior (10/06) 0.36
Current vs Prior +50.15%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +18.67%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 97,431
Calls: 75,112 (77%)
Puts: 22,319 (23%)
Prior (10/06) 84,471
Calls: 61,823 (73%)
Puts: 22,648 (27%)
Current vs Prior +15.34%
Prior 7-Day Total 761,618
Calls: 578,774 (76%)
Puts: 182,844 (24%)
Prior 7-Day Average 108,802
Calls: 82,682 (76%)
Puts: 26,120 (24%)
Current vs Prior 7-Day Avg -10.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 5.66% | 10.92%10.92% | 26.70%
Prior 6.74% | 11.37%11.37% | 27.05%
Current vs Prior -16.10% | -3.96%-3.96% | -1.28%
Prior 7-Day Avg 8.25% | 12.74%14.52% | 29.58%
Current vs 7-Day Avg -31.43% | -14.34%-24.83% | -9.74%
Prior 7-Day Eod 6.74% | 11.37%11.37% | 27.05%
Current vs 7-Day Eod -16.10% | -3.96%-3.96% | -1.28%
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 78% of dollar volume in calls ($1.98M) vs puts ($549.7K). Elevated premium activity with dollar volume up 81% vs prior. Bullish P/C ratio of 0.54. P/C ratio rising 50% - increased hedging/bearish 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 3 of results (avg 6.7%, best 5.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 201.902.00$1.955.1%4710.387.4K
$25.00Nov 203.503.70$3.605.6%560.581.1K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 203.003.30$3.159.5%2130.421.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 160.901.05$0.9815.3%1340.432.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 93.105.60$4.3557.5%41.00--
$21.00Oct 233.705.60$4.6540.9%60.9217
$21.50Oct 233.204.60$3.9035.9%60.904
$22.00Oct 92.803.80$3.3030.3%10.89--
$20.50Oct 94.206.10$5.1536.9%30.889
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 163.505.10$4.3037.2%490.875
$27.50Oct 91.352.95$2.1574.4%20.867
$27.00Oct 91.452.25$1.8543.2%180.8327
$30.00Oct 234.305.40$4.8522.7%20.83--
$29.00Oct 163.504.30$3.9020.5%490.835

Most actively traded options today. High liquidity = easy entry/exit. 158 active (total vol 4.2K, top 471)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 201.902.00$1.955.1%4710.387.4K
$25.00Oct 161.251.50$1.3818.1%2450.564.1K
$30.00Oct 160.150.35$0.2580.0%2060.142.1K
$27.00Oct 90.050.25$0.15133.3%1520.17956
$26.00Oct 160.901.05$0.9815.3%1340.432.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 161.251.50$1.3818.1%4330.51307
$25.00Oct 90.200.55$0.3892.1%2340.41281
$25.00Nov 203.003.30$3.159.5%2130.421.5K
$24.00Oct 230.801.20$1.0040.0%1510.33381
$26.50Oct 161.652.15$1.9026.3%910.62183

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 30.1%, max 30.5%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Oct 9Oct 2398.8%75.7%30.5%7160
$27.00Oct 9Oct 3093.6%72.2%29.6%2127

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 0.67, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.50$24.50Oct 23$1.80$1.20$1.8090%0.67$23.30
$25.00$30.00Nov 20$1.65$3.35$1.6558%2.03$26.65
$23.00$24.00Nov 6$0.25$0.75$0.2569%3.00$23.25
$22.50$25.00Nov 20$1.35$1.15$1.3570%0.85$23.85
$25.00$26.00Nov 13$0.32$0.68$0.3258%2.13$25.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.50$29.00Oct 23$0.25$0.25$0.2581%1.00$29.25
$28.50$28.00Oct 16$0.25$0.25$0.2581%1.00$28.25
$27.50$27.00Oct 9$0.30$0.20$0.3086%0.67$27.20
$25.50$25.00Oct 30$0.13$0.37$0.1347%2.85$25.37
$30.00$29.50Nov 6$0.25$0.25$0.2564%1.00$29.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 0.81, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Oct 30$0.35$0.35$0.1546%2.33$25.85
$28.00$28.50Nov 6$0.25$0.25$0.2556%1.00$28.25
$26.50$27.00Oct 9$0.13$0.13$0.3774%0.35$26.63
$27.00$27.50Oct 16$0.15$0.15$0.3568%0.43$27.15
$26.50$27.00Oct 16$0.17$0.17$0.3362%0.52$26.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.12$1.12$1.3858%0.81$23.88
$22.00$21.00Nov 6$0.42$0.42$0.5874%0.72$21.58
$25.00$24.50Oct 16$0.37$0.37$0.1356%2.85$24.63
$25.00$23.00Oct 30$0.82$0.82$1.1858%0.69$24.18
$23.00$21.00Nov 13$0.68$0.68$1.3268%0.52$22.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.67, cheapest $0.68)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 9Oct 16$0.7077.4%80.4%
$26.00Oct 9Oct 16$0.7077.7%82.4%
$25.00Oct 9Oct 16$0.6567.1%74.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Oct 9Oct 16$0.6877.4%80.4%
$26.00Oct 9Oct 16$0.6077.7%82.4%
$25.00Oct 9Oct 16$0.6767.1%74.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 4.39% of stock, avg 14.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Oct 9$0.73$0.38$1.11$23.89$26.114.39%
$25.50Oct 9$0.45$0.70$1.15$24.35$26.654.55%
$24.50Oct 9$0.98$0.20$1.18$23.32$25.684.67%
$26.00Oct 9$0.28$1.00$1.28$24.72$27.285.06%
$26.50Oct 9$0.28$1.33$1.61$24.89$28.116.37%
$24.00Oct 9$1.53$0.18$1.71$22.29$25.716.76%
$27.00Oct 9$0.15$1.85$2.00$25.00$29.007.91%
$27.50Oct 9$0.13$2.15$2.28$25.22$29.789.02%
$25.00Oct 16$1.38$1.05$2.43$22.57$27.439.61%
$24.50Oct 16$1.85$0.68$2.53$21.97$27.0310.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 1.23% of stock, avg 10.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$24.00Oct 9$0.13$0.18$0.31$23.69$27.81
$27.00$24.00Oct 9$0.15$0.18$0.33$23.67$27.33
$27.50$24.50Oct 9$0.13$0.20$0.33$24.17$27.83
$27.00$24.50Oct 9$0.15$0.20$0.35$24.15$27.35
$27.50$21.50Oct 9$0.13$0.28$0.41$21.09$27.91
$27.50$23.00Oct 9$0.13$0.28$0.41$22.59$27.91
$27.00$23.00Oct 9$0.15$0.28$0.43$22.57$27.43
$27.00$21.50Oct 9$0.15$0.28$0.43$21.07$27.43
$26.50$24.50Oct 9$0.28$0.20$0.48$24.02$26.98
$26.50$24.00Oct 9$0.28$0.18$0.46$23.54$26.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.50, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2227/28Oct 16$0.30$0.2051%1.50$22.20$27.30
24/2427/28Oct 16$0.32$0.1837%1.78$23.68$27.32
22/2229/30Oct 23$0.36$0.6458%0.56$21.64$29.36
23/2429/30Oct 23$0.46$0.5446%0.85$23.04$29.46
22/2228/29Oct 23$0.35$0.6552%0.54$21.65$28.35
23/2428/29Oct 23$0.45$0.5540%0.82$23.05$28.45
24/2429/30Oct 23$0.38$0.6241%0.61$23.62$29.38
24/2428/29Oct 23$0.37$0.6335%0.59$23.63$28.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 3.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Oct 9$0.11$0.3928%3.55
$25.00$25.50$26.00Oct 16$0.06$0.4412%7.33
$27.50$28.00$28.50Oct 9$0.05$0.456%9.00
$28.00$28.50$29.00Oct 16$0.07$0.436%6.14
$26.50$27.00$27.50Oct 9$0.11$0.3912%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$21.50$22.00$22.50Oct 16$0.07$0.4310%6.14
$24.50$25.00$25.50Oct 9$0.14$0.3630%2.57
$25.50$26.00$26.50Oct 16$0.08$0.4212%5.25
$23.50$24.00$24.50Nov 6$0.07$0.435%6.14
$22.50$23.00$23.50Nov 6$0.10$0.405%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.30, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$24.501:2Oct 23-$0.30$2.70
$25.00$30.001:2Nov 20-$0.30$4.70
$27.00$29.001:2Oct 30-$0.31$1.69
$25.00$25.501:2Oct 9-$0.17$0.33
$25.50$26.001:2Oct 9-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$24.501:2Nov 13-$0.16$4.34
$25.00$23.001:2Oct 30-$0.06$1.94
$29.00$27.001:2Oct 23-$0.96$1.04
$25.50$25.001:2Oct 9-$0.06$0.44
$27.00$25.501:2Oct 30-$0.68$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 7.52%, avg 4.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$1.900.3818.7%7.52%26.19%4717.4K
$29.00Nov 13$1.850.4114.7%7.32%22.03%1--
$28.00Nov 13$2.100.4510.8%8.31%19.07%15
$30.00Nov 13$1.550.3718.7%6.13%24.80%1--
$26.50Nov 13$2.650.524.8%10.48%15.31%1--
$28.50Nov 13$1.900.4312.7%7.52%20.25%25
$26.00Nov 13$2.850.542.9%11.27%14.12%1--
$30.00Nov 6$1.250.3518.7%4.94%23.62%11121
$28.00Nov 6$1.700.4410.8%6.72%17.48%3--
$27.00Nov 6$2.050.486.8%8.11%14.91%914

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 4,923
Total Puts 2,682
Put/Call Ratio 0.54
Net Difference 2,241

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 71,583
Total Puts 30,433
Average Put/Call Ratio 0.46
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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