Tour v531
FSLY
FASTLY INC A
$26.43 -9.80%
$26.47 (+0.15%)🌙
as of 10/12 06:21 PM
◀ 10/12 18:21 ▶

Option Volume

Detail
ℹ
Current (10/12) 11,937
Calls: 6,161 (52%)
Puts: 5,776 (48%)
Prior (10/08) 8,573
Calls: 6,331 (74%)
Puts: 2,242 (26%)
Current vs Prior +39.24%
Calls: -2.69% (Calls)
Puts: +157.63% (Puts)
Prior 7-Day Total 75,928
Calls: 50,759 (67%)
Puts: 25,169 (33%)
Prior 7-Day Average 10,846
Calls: 7,251 (67%)
Puts: 3,595 (33%)
Current vs Prior 7-Day Avg +10.05%
Calls: -15.04%
Puts: +60.64%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12) $2.15M
Calls: $1.29M (60%)
Puts: $862.8K (40%)
Prior (10/08) $2.15M
Calls: $1.67M (78%)
Puts: $477.0K (22%)
Current vs Prior +0.33%
Calls: -22.67%
Puts: +80.87%
Prior 7-Day Total $14.38M
Calls: $11.61M (81%)
Puts: $2.77M (19%)
Prior 7-Day Average $2.05M
Calls: $1.66M (81%)
Puts: $396.2K (19%)
Current vs Prior 7-Day Avg +4.84%
Calls: -22.14%
Puts: +117.77%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 0.94
Prior (10/08) 0.35
Current vs Prior +164.74%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg +93.07%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/12) 131,371
Calls: 71,266 (54%)
Puts: 60,105 (46%)
Prior (10/08) 95,914
Calls: 69,016 (72%)
Puts: 26,898 (28%)
Current vs Prior +36.97%
Prior 7-Day Total 714,391
Calls: 556,350 (78%)
Puts: 158,041 (22%)
Prior 7-Day Average 102,055
Calls: 79,478 (78%)
Puts: 22,577 (22%)
Current vs Prior 7-Day Avg +28.72%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 8.25% | 12.71%8.25% | 26.98%
Prior 5.73% | 10.79%10.79% | 26.69%
Current vs Prior +43.86% | +17.77%-23.59% | +1.07%
Prior 7-Day Avg 7.07% | 11.83%12.85% | 28.39%
Current vs 7-Day Avg +16.59% | +7.45%-35.82% | -4.99%
Prior 7-Day Eod 5.73% | 10.79%10.79% | 26.69%
Current vs 7-Day Eod +43.86% | +17.77%-23.59% | +1.07%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -28.10% | -38.63%
Prior 7-Day Avg 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs 7-Day Avg -28.10% | -38.63%
Liquidity Expensive
+
Add Card

🤖 AI Insights

P/C ratio rising 165% - increased hedging/bearish positioning. Rising open interest (up 37%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 12 of results (avg 9.1%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 231.701.85$1.788.4%310.57115
$24.50Oct 232.552.80$2.689.3%220.7272
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.50Nov 135.706.20$5.958.4%10.60--
$29.00Oct 303.403.70$3.558.5%170.6734
$27.00Nov 63.303.60$3.458.7%60.46--
$29.50Oct 163.103.40$3.259.2%880.83376
$30.00Oct 304.104.50$4.309.3%250.72--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.82, cheapest $0.60)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 160.550.65$0.6016.7%3040.36740
$27.00Oct 160.700.85$0.7719.5%1200.44578
$26.50Oct 160.901.05$0.9815.3%1200.51841
$28.00Oct 230.901.05$0.9815.3%50.3896
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 160.700.85$0.7719.5%3380.41989

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.67, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 163.504.60$4.0527.2%250.973.6K
$23.00Oct 162.904.30$3.6038.9%60.944
$23.50Oct 162.603.90$3.2540.0%10.9135
$22.00Oct 163.605.40$4.5040.0%20.91--
$21.50Oct 164.205.80$5.0032.0%10.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Oct 164.305.20$4.7518.9%160.91739
$30.50Oct 163.204.50$3.8533.8%160.8916
$30.00Oct 163.304.10$3.7021.6%580.86460
$29.50Oct 163.103.40$3.259.2%880.83376
$29.00Oct 162.552.90$2.7212.9%540.8097

Most actively traded options today. High liquidity = easy entry/exit. 167 active (total vol 9.2K, top 753)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.252.65$2.4516.3%5930.445.8K
$30.00Oct 160.150.25$0.2050.0%4320.142.9K
$29.50Oct 160.200.30$0.2540.0%3600.17530
$25.00Oct 161.652.20$1.9328.5%3460.744.0K
$29.00Oct 160.250.35$0.3033.3%3060.202.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 161.251.40$1.3311.3%7530.57378
$25.50Oct 160.200.60$0.40100.0%6540.30527
$25.00Nov 202.552.80$2.689.3%4420.361.7K
$26.00Oct 160.700.85$0.7719.5%3380.41989
$24.50Oct 160.200.40$0.3066.7%2710.20412

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 12.3%, max 12.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Oct 16Oct 2393.7%83.4%12.3%28362
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 1.50, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.00$3.00$2.0065%1.50$27.00
$24.00$26.00Nov 13$0.90$1.10$0.9069%1.22$24.90
$28.00$29.50Nov 13$0.45$1.05$0.4550%2.33$28.45
$23.50$25.00Oct 30$0.85$0.65$0.8577%0.76$24.35
$25.50$26.00Oct 16$0.12$0.38$0.1270%3.17$25.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$30.00Oct 16$0.15$0.35$0.1589%2.33$30.35
$30.50$30.00Nov 6$0.15$0.35$0.1562%2.33$30.35
$29.50$29.00Oct 30$0.20$0.30$0.2069%1.50$29.30
$29.00$28.50Oct 16$0.30$0.20$0.3080%0.67$28.70
$28.00$27.50Oct 16$0.32$0.18$0.3270%0.56$27.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 0.79, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.50$29.00Oct 30$0.25$0.25$0.2563%1.00$28.75
$28.00$28.50Oct 30$0.25$0.25$0.2558%1.00$28.25
$27.00$27.50Oct 30$0.28$0.28$0.2252%1.27$27.28
$28.50$29.00Oct 23$0.20$0.20$0.3066%0.67$28.70
$31.00$31.50Oct 30$0.13$0.13$0.3776%0.35$31.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.10$1.10$1.4064%0.79$23.90
$26.00$25.50Oct 16$0.37$0.37$0.1359%2.85$25.63
$23.50$23.00Nov 13$0.28$0.28$0.2270%1.27$23.22
$23.00$22.00Nov 6$0.35$0.35$0.6573%0.54$22.65
$24.00$23.50Oct 23$0.20$0.20$0.3077%0.67$23.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.55, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 16Oct 23$0.5092.4%84.1%
$26.00Oct 16Oct 23$0.6091.3%83.0%
$28.00Oct 16Oct 23$0.5095.4%87.8%
$27.50Oct 16Oct 23$0.5393.0%86.6%
$26.50Oct 16Oct 23$0.5590.8%85.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 16Oct 23$0.5292.4%84.1%
$26.00Oct 16Oct 23$0.5391.3%83.0%
$27.50Oct 16Oct 23$0.5493.0%86.6%
$26.50Oct 16Oct 23$0.5890.8%85.8%
$25.50Oct 16Oct 23$0.6573.6%81.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 6.43% of stock, avg 15.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 16$1.30$0.40$1.70$23.80$27.206.43%
$26.00Oct 16$1.18$0.77$1.95$24.05$27.957.38%
$26.50Oct 16$0.98$1.00$1.98$24.52$28.487.49%
$27.00Oct 16$0.77$1.33$2.10$24.90$29.107.95%
$27.50Oct 16$0.60$1.63$2.23$25.27$29.738.44%
$25.00Oct 16$1.93$0.40$2.33$22.67$27.338.82%
$28.00Oct 16$0.48$1.95$2.43$25.57$30.439.19%
$24.50Oct 16$2.20$0.30$2.50$22.00$27.009.46%
$28.50Oct 16$0.35$2.42$2.77$25.73$31.2710.48%
$24.00Oct 16$2.75$0.15$2.90$21.10$26.9010.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 2.27% of stock, avg 12.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$24.50Oct 16$0.30$0.30$0.60$23.90$29.60
$28.50$24.50Oct 16$0.35$0.30$0.65$23.85$29.15
$29.00$25.00Oct 16$0.30$0.40$0.70$24.30$29.70
$28.50$25.00Oct 16$0.35$0.40$0.75$24.25$29.25
$29.00$25.50Oct 16$0.30$0.40$0.70$24.80$29.70
$28.50$25.50Oct 16$0.35$0.40$0.75$24.75$29.25
$28.00$24.50Oct 16$0.48$0.30$0.78$23.72$28.78
$28.00$25.50Oct 16$0.48$0.40$0.88$24.62$28.88
$28.00$25.00Oct 16$0.48$0.40$0.88$24.12$28.88
$27.50$25.50Oct 16$0.60$0.40$1.00$24.50$28.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 1.27, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2431/32Oct 30$0.28$0.2253%1.27$23.22$31.28
22/2331/32Oct 30$0.26$0.2457%1.08$22.74$31.26
24/2431/32Oct 30$0.30$0.2049%1.50$23.70$31.30
24/2428/29Oct 23$0.35$0.1538%2.33$24.15$28.85
22/2231/32Oct 30$0.23$0.2760%0.85$22.27$31.23
24/2428/28Oct 16$0.28$0.2250%1.27$24.22$28.28
24/2528/29Oct 23$0.35$0.1534%2.33$24.65$28.85
24/2531/32Oct 30$0.30$0.2041%1.50$24.70$31.30
23/2430/30Oct 30$0.27$0.2346%1.17$23.23$29.77
22/2330/30Oct 30$0.25$0.2550%1.00$22.75$29.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Oct 16$0.05$0.4514%9.00
$21.50$22.00$22.50Oct 16$0.05$0.458%9.00
$28.00$28.50$29.00Oct 16$0.08$0.4210%5.25
$29.50$30.00$30.50Oct 30$0.09$0.415%4.56
$22.50$23.00$23.50Oct 16$0.10$0.406%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Oct 23$0.05$0.4510%9.00
$21.50$22.00$22.50Oct 30$0.05$0.455%9.00
$24.50$25.00$25.50Oct 30$0.06$0.449%7.33
$28.00$28.50$29.00Nov 13$0.05$0.454%9.00
$26.00$26.50$27.00Oct 16$0.10$0.4016%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. 32 found (best net $-0.45, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.45$4.55
$30.50$31.001:2Oct 16-$0.05$0.45
$30.00$30.501:2Oct 16-$0.10$0.40
$31.00$31.501:2Oct 16-$0.10$0.40
$29.50$30.001:2Oct 16-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Nov 20-$0.48$2.02
$23.00$22.001:2Oct 23$0.00$1.00
$24.00$23.501:2Oct 16-$0.05$0.45
$22.00$21.501:2Oct 23-$0.05$0.45
$23.50$23.001:2Oct 16-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 8.51%, avg 4.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.250.4413.5%8.51%22.02%5935.8K
$30.00Nov 13$2.000.4213.5%7.57%21.07%321
$31.00Nov 13$1.750.3817.3%6.62%23.91%2107
$30.50Nov 13$1.850.4015.4%7.00%22.40%210
$29.50Nov 13$2.100.4411.6%7.95%19.56%42
$31.50Nov 13$1.600.3619.2%6.05%25.24%414
$28.00Nov 13$2.600.505.9%9.84%15.78%2--
$30.00Nov 6$1.850.4113.5%7.00%20.51%64167
$27.00Nov 13$3.000.552.2%11.35%13.51%579
$31.00Nov 6$1.600.3717.3%6.05%23.34%38212

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 6,161
Total Puts 5,776
Put/Call Ratio 0.94
Net Difference 385

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,759
Total Puts 25,169
Average Put/Call Ratio 0.49
Ratio Trend Rising

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