Tour v531
FSLY
FASTLY INC A
$27.09 +2.50%
$27.28 (+0.70%)🌙
as of 10/13 06:21 PM
◀ 10/13 18:21 ▶

Option Volume

Detail
ℹ
Current (10/13) 8,297
Calls: 6,263 (75%)
Puts: 2,034 (25%)
Prior (10/12) 11,937
Calls: 6,161 (52%)
Puts: 5,776 (48%)
Current vs Prior -30.49%
Calls: +1.66% (Calls)
Puts: -64.79% (Puts)
Prior 7-Day Total 72,950
Calls: 47,293 (65%)
Puts: 25,657 (35%)
Prior 7-Day Average 10,421
Calls: 6,756 (65%)
Puts: 3,665 (35%)
Current vs Prior 7-Day Avg -20.39%
Calls: -7.30%
Puts: -44.51%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/13) $2.55M
Calls: $2.30M (90%)
Puts: $243.2K (10%)
Prior (10/12) $2.15M
Calls: $1.29M (60%)
Puts: $862.8K (40%)
Current vs Prior +18.15%
Calls: +78.24%
Puts: -71.81%
Prior 7-Day Total $14.46M
Calls: $11.21M (77%)
Puts: $3.25M (23%)
Prior 7-Day Average $2.07M
Calls: $1.60M (77%)
Puts: $464.8K (23%)
Current vs Prior 7-Day Avg +23.23%
Calls: +43.82%
Puts: -47.68%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 0.32
Prior (10/12) 0.94
Current vs Prior -65.36%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -39.97%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/13) 137,652
Calls: 76,525 (56%)
Puts: 61,127 (44%)
Prior (10/12) 131,371
Calls: 71,266 (54%)
Puts: 60,105 (46%)
Current vs Prior +4.78%
Prior 7-Day Total 721,432
Calls: 525,326 (73%)
Puts: 196,106 (27%)
Prior 7-Day Average 103,061
Calls: 75,046 (73%)
Puts: 28,015 (27%)
Current vs Prior 7-Day Avg +33.56%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 7.12% | 11.74%7.12% | 26.50%
Prior 8.25% | 12.71%8.25% | 26.98%
Current vs Prior -13.62% | -7.66%-13.62% | -1.75%
Prior 7-Day Avg 7.12% | 11.85%11.72% | 27.96%
Current vs 7-Day Avg +0.02% | -0.94%-39.22% | -5.22%
Prior 7-Day Eod 8.25% | 12.71%8.25% | 26.98%
Current vs 7-Day Eod -13.62% | -7.66%-13.62% | -1.75%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Prior 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 84.75% | 38.35%
Calls: 54.55% | 39.27%
Puts: 114.95% | 37.42%
Current vs 7-Day Avg -25.09% | -35.05%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.30M) vs puts ($243.2K). Extreme bullish P/C ratio of 0.32 - heavy call buying (6,263 calls vs 2,034 puts). P/C ratio dropping 65% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.3%, best 6.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 204.504.80$4.656.5%300.651.0K
$30.00Nov 202.502.70$2.607.7%3030.455.8K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 205.105.60$5.359.3%480.55200
$25.00Nov 202.402.65$2.539.9%690.341.9K

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
$27.50Oct 160.700.85$0.7719.5%940.43670
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 163.305.20$4.2544.7%241.003.6K
$23.50Oct 162.404.90$3.6568.5%80.9735
$23.00Oct 163.705.30$4.5035.6%10.95--
$24.00Oct 161.654.50$3.0892.5%80.95154
$24.50Oct 161.353.30$2.3383.7%30.91290
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 162.654.00$3.3340.5%130.84--
$31.00Oct 233.804.80$4.3023.3%10.81--
$29.50Oct 162.153.90$3.0357.8%30.79352
$29.00Oct 161.452.90$2.1766.8%170.7681
$28.50Oct 232.302.65$2.4714.2%10.6316

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 5.2K, top 666)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.150.25$0.2050.0%6660.152.8K
$28.00Oct 160.550.70$0.6323.8%4150.36872
$25.00Oct 162.002.55$2.2824.1%3490.853.9K
$30.00Nov 202.502.70$2.607.7%3030.455.8K
$28.50Oct 160.300.55$0.4358.1%2230.29555
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 160.400.60$0.5040.0%2040.321.2K
$25.00Oct 160.150.30$0.2268.2%960.171.2K
$25.00Oct 300.851.45$1.1552.2%900.31371
$25.00Nov 202.402.65$2.539.9%690.341.9K
$25.00Oct 230.300.75$0.5384.9%670.2496

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 4.9%, max 14.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Nov 6Nov 27114.2%99.9%14.4%6035
$30.00Oct 16Nov 20111.0%107.3%3.5%9698.6K
$27.00Oct 16Nov 2798.7%95.8%3.0%134617
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Oct 16Nov 27108.4%103.0%5.3%2584
$30.00Oct 16Nov 20111.0%107.3%3.5%61200
$27.00Oct 16Nov 2798.7%95.8%3.0%28266
$29.50Oct 16Nov 6114.9%113.1%1.5%19368

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 2.11, avg 1.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$32.00Nov 27$1.61$3.39$1.6157%2.11$28.61
$25.00$30.00Nov 20$2.05$2.95$2.0565%1.44$27.05
$23.00$27.00Nov 27$2.12$1.88$2.1274%0.89$25.12
$22.50$25.00Nov 20$1.40$1.10$1.4076%0.79$23.90
$24.00$26.50Nov 13$1.35$1.15$1.3570%0.85$25.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$27.00Nov 13$0.10$0.40$0.1046%4.00$27.40
$30.00$29.50Oct 16$0.30$0.20$0.3084%0.67$29.70
$26.50$26.00Oct 16$0.15$0.35$0.1540%2.33$26.35
$27.50$27.00Oct 23$0.22$0.28$0.2251%1.27$27.28
$26.00$25.50Oct 16$0.12$0.38$0.1232%3.17$25.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.76, avg 0.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.00$30.50Oct 23$0.23$0.23$0.2771%0.85$30.23
$32.00$32.50Nov 6$0.28$0.28$0.2263%1.27$32.28
$30.50$31.00Nov 13$0.27$0.27$0.2358%1.17$30.77
$27.50$28.00Oct 30$0.30$0.30$0.2050%1.50$27.80
$28.00$28.50Oct 16$0.20$0.20$0.3064%0.67$28.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.08$1.08$1.4266%0.76$23.92
$24.00$22.00Nov 27$0.77$0.77$1.2370%0.63$23.23
$25.00$24.50Oct 30$0.40$0.40$0.1069%4.00$24.60
$26.00$25.50Oct 23$0.37$0.37$0.1365%2.85$25.63
$23.50$23.00Oct 30$0.27$0.27$0.2380%1.17$23.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.56, cheapest $0.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 16Oct 23$0.56105.9%79.9%
$28.00Oct 16Oct 23$0.70109.3%91.7%
$27.00Oct 16Oct 23$0.7098.7%81.5%
$26.50Oct 16Oct 23$0.6089.5%80.7%
$26.00Oct 16Oct 23$0.5594.6%90.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 16Oct 23$0.55105.9%79.9%
$28.00Oct 16Oct 23$0.60109.3%91.7%
$27.00Oct 16Oct 23$0.3598.7%81.5%
$26.50Oct 16Oct 23$0.4389.5%80.7%
$26.00Oct 16Oct 23$0.5294.6%90.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 6.53% of stock, avg 15.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Oct 16$0.77$1.00$1.77$25.73$29.276.53%
$26.50Oct 16$1.23$0.65$1.88$24.62$28.386.94%
$27.00Oct 16$0.93$0.98$1.91$25.09$28.917.05%
$26.00Oct 16$1.43$0.50$1.93$24.07$27.937.12%
$28.00Oct 16$0.63$1.35$1.98$26.02$29.987.31%
$25.50Oct 16$1.88$0.38$2.26$23.24$27.768.34%
$24.50Oct 16$2.33$0.15$2.48$22.02$26.989.15%
$25.00Oct 16$2.28$0.22$2.50$22.50$27.509.23%
$29.00Oct 16$0.35$2.17$2.52$26.48$31.529.30%
$27.50Oct 23$1.33$1.55$2.88$24.62$30.3810.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 1.92% of stock, avg 12.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Oct 16$0.30$0.22$0.52$24.48$30.02
$29.00$25.00Oct 16$0.35$0.22$0.57$24.43$29.57
$29.50$25.50Oct 16$0.30$0.38$0.68$24.82$30.18
$28.50$25.00Oct 16$0.43$0.22$0.65$24.35$29.15
$29.00$25.50Oct 16$0.35$0.38$0.73$24.77$29.73
$28.50$25.50Oct 16$0.43$0.38$0.81$24.69$29.31
$29.50$26.00Oct 16$0.30$0.50$0.80$25.20$30.30
$29.00$26.00Oct 16$0.35$0.50$0.85$25.15$29.85
$28.50$26.00Oct 16$0.43$0.50$0.93$25.07$29.43
$28.00$25.00Oct 16$0.63$0.22$0.85$24.15$28.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 3.17, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/30Oct 23$0.38$0.1253%3.17$23.62$30.38
23/2430/30Oct 30$0.39$0.1145%3.55$23.11$29.89
25/2630/30Oct 23$0.35$0.1543%2.33$25.15$30.35
24/2430/30Oct 23$0.27$0.2349%1.17$23.73$29.77
26/2631/32Oct 23$0.52$0.4844%1.08$25.48$31.52
25/2630/30Oct 23$0.24$0.2639%0.92$25.26$29.74
24/2431/32Oct 23$0.30$0.7061%0.43$23.70$31.30
25/2631/32Oct 23$0.27$0.7351%0.37$25.23$31.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$28.50$29.00Oct 16$0.12$0.3813%3.17
$30.00$30.50$31.00Oct 30$0.10$0.405%4.00
$26.50$27.00$27.50Oct 16$0.14$0.3617%2.57
$29.50$30.00$30.50Nov 13$0.10$0.403%4.00
$30.50$31.00$31.50Nov 6$0.11$0.393%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Oct 23$0.07$0.437%6.14
$24.50$25.00$25.50Oct 16$0.09$0.4113%4.56
$24.50$25.00$25.50Nov 13$0.07$0.435%6.14
$26.00$27.50$29.00Oct 30$0.26$1.2422%4.77
$24.00$24.50$25.00Nov 13$0.08$0.424%5.25

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 $-0.55, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.55$4.45
$27.00$32.001:2Nov 27-$0.56$4.44
$24.00$26.501:2Oct 30-$0.64$1.86
$23.00$27.001:2Nov 27-$1.66$2.34
$31.00$32.001:2Oct 23-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$28.501:2Oct 23-$0.64$1.86
$25.00$22.501:2Nov 20-$0.37$2.13
$29.00$28.001:2Oct 16-$0.53$0.47
$25.50$25.001:2Oct 16-$0.06$0.44
$24.50$24.001:2Oct 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. 47 found (best yield 9.23%, avg 4.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.500.4510.7%9.23%19.97%3035.8K
$29.00Nov 13$2.500.487.0%9.23%16.28%4--
$31.00Nov 13$1.850.4014.4%6.83%21.26%3105
$31.00Nov 6$1.750.3914.4%6.46%20.89%31215
$31.50Nov 13$1.550.3916.3%5.72%22.00%412
$32.00Nov 6$1.450.3718.1%5.35%23.48%9462
$32.00Nov 27$1.350.3918.1%4.98%23.11%1--
$32.50Nov 6$1.400.3420.0%5.17%25.14%675
$28.50Nov 6$2.500.515.2%9.23%14.43%1462
$29.00Nov 6$2.300.487.0%8.49%15.54%9043

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 6,263
Total Puts 2,034
Put/Call Ratio 0.32
Net Difference 4,229

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 47,293
Total Puts 25,657
Average Put/Call Ratio 0.54
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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