Tour v531
FSLY
FASTLY INC A
$25.29 +0.04%
$25.34 (+0.20%)🌙
as of 10/08 06:20 PM
◀ 10/8 18:20 ▶

Option Volume

Detail
ℹ
Current (10/08) 8,573
Calls: 6,331 (74%)
Puts: 2,242 (26%)
Prior (10/07) 7,605
Calls: 4,923 (65%)
Puts: 2,682 (35%)
Current vs Prior +12.73%
Calls: +28.60% (Calls)
Puts: -16.41% (Puts)
Prior 7-Day Total 81,545
Calls: 54,171 (66%)
Puts: 27,374 (34%)
Prior 7-Day Average 11,649
Calls: 7,738 (66%)
Puts: 3,910 (34%)
Current vs Prior 7-Day Avg -26.41%
Calls: -18.19%
Puts: -42.67%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/08) $2.15M
Calls: $1.67M (78%)
Puts: $477.0K (22%)
Prior (10/07) $2.53M
Calls: $1.98M (78%)
Puts: $549.7K (22%)
Current vs Prior -15.28%
Calls: -15.84%
Puts: -13.23%
Prior 7-Day Total $14.78M
Calls: $11.86M (80%)
Puts: $2.92M (20%)
Prior 7-Day Average $2.11M
Calls: $1.69M (80%)
Puts: $417.1K (20%)
Current vs Prior 7-Day Avg +1.71%
Calls: -1.41%
Puts: +14.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 0.35
Prior (10/07) 0.54
Current vs Prior -35.00%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -29.21%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/08) 95,914
Calls: 69,016 (72%)
Puts: 26,898 (28%)
Prior (10/07) 97,431
Calls: 75,112 (77%)
Puts: 22,319 (23%)
Current vs Prior -1.56%
Prior 7-Day Total 751,558
Calls: 564,337 (75%)
Puts: 187,221 (25%)
Prior 7-Day Average 107,365
Calls: 80,619 (75%)
Puts: 26,745 (25%)
Current vs Prior 7-Day Avg -10.67%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 5.73% | 10.79%10.79% | 26.69%
Prior 5.66% | 10.92%10.92% | 26.70%
Current vs Prior +1.36% | -1.13%-1.13% | -0.04%
Prior 7-Day Avg 7.59% | 12.22%13.64% | 28.93%
Current vs 7-Day Avg -24.46% | -11.69%-20.84% | -7.73%
Prior 7-Day Eod 5.66% | 10.92%10.92% | 26.70%
Current vs 7-Day Eod +1.36% | -1.13%-1.13% | -0.04%
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 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 ($1.67M) vs puts ($477.0K). Extreme bullish P/C ratio of 0.35 - heavy call buying (6,331 calls vs 2,242 puts). P/C ratio dropping 35% - sentiment shifting bullish. Call-heavy open interest (69,016 calls vs 26,898 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 4 of results (avg 6.8%, best 4.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 203.503.70$3.605.6%680.581.1K
$30.00Nov 201.902.05$1.987.6%5090.387.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 206.306.60$6.454.7%620.61144
$25.00Nov 203.003.30$3.159.5%860.421.7K

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.70, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 92.603.90$3.2540.0%70.95--
$21.50Oct 93.105.10$4.1048.8%90.9447
$21.50Oct 163.304.80$4.0537.0%10.93--
$23.00Oct 91.652.80$2.2251.8%40.93116
$23.50Oct 91.253.20$2.2387.4%10.9229
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 94.105.80$4.9534.3%220.97--
$28.50Oct 92.554.30$3.4351.0%200.89--
$30.00Oct 234.605.70$5.1521.4%10.85--
$29.50Oct 93.504.90$4.2033.3%420.84--
$29.50Oct 234.205.20$4.7021.3%20.823

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 5.9K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 160.851.05$0.9521.1%1.2K0.442.3K
$30.00Nov 201.902.05$1.987.6%5090.387.7K
$26.00Oct 90.200.40$0.3066.7%3440.32781
$30.00Oct 160.150.25$0.2050.0%1690.122.2K
$27.00Oct 90.050.35$0.20150.0%1540.20916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 90.050.20$0.13115.4%3650.17665
$25.50Oct 161.101.50$1.3030.8%3030.50463
$25.00Nov 203.003.30$3.159.5%860.421.7K
$23.50Oct 90.000.15$0.08187.5%730.10274
$21.00Oct 300.150.45$0.30100.0%650.1291

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 19.2%, max 44.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Oct 9Oct 23106.5%73.8%44.3%3527
$27.00Oct 9Nov 6151.2%110.1%37.4%173935
$25.50Oct 9Oct 30103.6%77.3%34.1%152363
$24.50Oct 9Oct 30101.8%76.3%33.4%450
$26.00Oct 9Nov 13119.2%107.3%11.1%345781
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 9Nov 20105.2%96.7%8.8%1162.1K
$26.00Oct 9Nov 6119.2%111.7%6.8%20619
$24.00Oct 9Nov 13106.5%104.4%2.0%369667

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 2.09, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$1.62$3.38$1.6258%2.09$26.62
$22.00$26.00Nov 13$1.90$2.10$1.9072%1.11$23.90
$23.00$26.00Nov 6$1.45$1.55$1.4568%1.07$24.45
$21.00$21.50Oct 9$0.20$0.30$0.2087%1.50$21.20
$21.50$22.00Nov 13$0.20$0.30$0.2074%1.50$21.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$25.00Oct 23$0.12$0.38$0.1247%3.17$25.38
$26.00$25.50Oct 9$0.25$0.25$0.2568%1.00$25.75
$24.00$23.50Oct 30$0.12$0.38$0.1235%3.17$23.88
$25.50$25.00Oct 30$0.20$0.30$0.2048%1.50$25.30
$27.50$27.00Nov 6$0.25$0.25$0.2554%1.00$27.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.92, avg 0.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Nov 6$0.35$0.35$0.1547%2.33$26.35
$25.50$26.00Oct 23$0.35$0.35$0.1546%2.33$25.85
$29.50$30.00Nov 6$0.25$0.25$0.2562%1.00$29.75
$27.00$27.50Oct 9$0.12$0.12$0.3880%0.32$27.12
$28.50$29.00Nov 6$0.25$0.25$0.2559%1.00$28.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.20$1.20$1.3058%0.92$23.80
$23.50$21.50Nov 13$0.85$0.85$1.1565%0.74$22.65
$23.50$22.00Oct 23$0.50$0.50$1.0072%0.50$23.00
$23.00$22.50Nov 6$0.35$0.35$0.1568%2.33$22.65
$24.50$24.00Oct 23$0.30$0.30$0.2063%1.50$24.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.77, cheapest $0.65)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 9Oct 16$0.65119.2%83.5%
$25.00Oct 9Oct 16$0.66105.2%81.7%
$25.50Oct 9Oct 16$0.75103.6%82.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 9Oct 16$0.67119.2%83.5%
$25.00Oct 9Oct 16$0.62105.2%81.7%
$25.50Oct 9Oct 16$0.62103.6%82.7%
$27.00Oct 23Nov 6$1.4076.5%110.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 4.27% of stock, avg 12.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 9$0.40$0.68$1.08$24.42$26.584.27%
$24.50Oct 9$0.93$0.23$1.16$23.34$25.664.59%
$25.00Oct 9$0.77$0.43$1.20$23.80$26.204.74%
$26.00Oct 9$0.30$0.93$1.23$24.77$27.234.86%
$26.50Oct 9$0.15$1.45$1.60$24.90$28.106.33%
$24.00Oct 9$1.55$0.13$1.68$22.32$25.686.64%
$23.00Oct 9$2.22$0.08$2.30$20.70$25.309.09%
$23.50Oct 9$2.23$0.08$2.31$21.19$25.819.13%
$24.50Oct 16$1.70$0.65$2.35$22.15$26.859.29%
$25.50Oct 16$1.15$1.30$2.45$23.05$27.959.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.83% of stock, avg 11.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.50$23.50Oct 9$0.13$0.08$0.21$23.29$28.71
$28.50$23.00Oct 9$0.13$0.08$0.21$22.79$28.71
$26.50$23.50Oct 9$0.15$0.08$0.23$23.27$26.73
$26.50$23.00Oct 9$0.15$0.08$0.23$22.77$26.73
$28.50$24.00Oct 9$0.13$0.13$0.26$23.74$28.76
$26.50$24.00Oct 9$0.15$0.13$0.28$23.72$26.78
$27.00$23.50Oct 9$0.20$0.08$0.28$23.22$27.28
$27.00$23.00Oct 9$0.20$0.08$0.28$22.72$27.28
$27.00$24.00Oct 9$0.20$0.13$0.33$23.67$27.33
$26.50$24.50Oct 9$0.15$0.23$0.38$24.12$26.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.33, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2427/28Oct 16$0.35$0.1536%2.33$23.65$27.35
24/2427/28Oct 9$0.22$0.2853%0.79$24.28$27.22
24/2426/26Oct 9$0.25$0.2541%1.00$24.25$26.25
22/2429/30Oct 23$0.62$0.8847%0.70$22.88$29.62
22/2428/29Oct 23$0.66$0.8443%0.79$22.84$29.16
24/2428/30Oct 16$0.41$1.0946%0.38$23.59$28.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Oct 9$0.06$0.4418%7.33
$25.50$26.00$26.50Oct 16$0.05$0.4512%9.00
$25.00$25.50$26.00Oct 16$0.08$0.4213%5.25
$27.00$27.50$28.00Oct 9$0.09$0.4113%4.56
$27.00$27.50$28.00Oct 16$0.08$0.429%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Oct 9$0.05$0.4530%9.00
$25.00$25.50$26.00Oct 16$0.05$0.4513%9.00
$24.00$24.50$25.00Oct 9$0.10$0.4025%4.00
$23.00$23.50$24.00Oct 9$0.05$0.458%9.00
$24.50$25.00$25.50Nov 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. 40 found (best net $-0.36, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.36$4.64
$22.00$26.001:2Nov 13-$1.15$2.85
$23.00$26.001:2Nov 6-$1.40$1.60
$28.00$29.501:2Oct 16-$0.01$1.49
$24.00$24.501:2Oct 9-$0.31$0.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$25.001:2Nov 13-$0.66$3.34
$29.00$27.001:2Oct 23-$0.95$1.05
$25.00$22.501:2Nov 20-$0.75$1.75
$25.50$25.001:2Oct 9-$0.18$0.32
$23.00$21.501:2Oct 9-$0.08$1.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 7.51%, avg 4.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$1.900.3818.6%7.51%26.14%5097.7K
$29.50Nov 13$1.650.3816.6%6.52%23.17%42
$28.50Nov 13$1.900.4212.7%7.51%20.21%54
$28.00Nov 13$2.000.4410.7%7.91%18.62%84
$27.50Nov 13$2.150.468.7%8.50%17.24%2214
$30.00Nov 13$1.450.3618.6%5.73%24.36%58
$26.00Nov 13$2.700.532.8%10.68%13.48%1--
$27.50Nov 6$2.000.468.7%7.91%16.65%1721
$28.00Nov 6$1.850.4310.7%7.32%18.03%844
$29.50Nov 6$1.400.3816.6%5.54%22.18%66

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 6,331
Total Puts 2,242
Put/Call Ratio 0.35
Net Difference 4,089

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 54,171
Total Puts 27,374
Average Put/Call Ratio 0.50
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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