Tour v531
FSLY
FASTLY INC A
$25.00 -7.72%
$24.87 (-0.51%)🌙
as of 10/14 06:22 PM
◀ 10/14 18:22 ▶

Option Volume

Detail
ℹ
Current (10/14) 10,704
Calls: 7,573 (71%)
Puts: 3,131 (29%)
Prior (10/13) 8,297
Calls: 6,263 (75%)
Puts: 2,034 (25%)
Current vs Prior +29.01%
Calls: +20.92% (Calls)
Puts: +53.93% (Puts)
Prior 7-Day Total 71,450
Calls: 46,657 (65%)
Puts: 24,793 (35%)
Prior 7-Day Average 10,207
Calls: 6,665 (65%)
Puts: 3,541 (35%)
Current vs Prior 7-Day Avg +4.87%
Calls: +13.62%
Puts: -11.60%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $2.49M
Calls: $2.11M (84%)
Puts: $386.9K (16%)
Prior (10/13) $2.55M
Calls: $2.30M (90%)
Puts: $243.2K (10%)
Current vs Prior -2.04%
Calls: -8.49%
Puts: +59.09%
Prior 7-Day Total $14.83M
Calls: $11.67M (79%)
Puts: $3.16M (21%)
Prior 7-Day Average $2.12M
Calls: $1.67M (79%)
Puts: $451.4K (21%)
Current vs Prior 7-Day Avg +17.71%
Calls: +26.37%
Puts: -14.28%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.41
Prior (10/13) 0.32
Current vs Prior +27.31%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -21.62%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/14) 96,583
Calls: 65,491 (68%)
Puts: 31,092 (32%)
Prior (10/13) 137,652
Calls: 76,525 (56%)
Puts: 61,127 (44%)
Current vs Prior -29.84%
Prior 7-Day Total 758,514
Calls: 520,681 (69%)
Puts: 237,833 (31%)
Prior 7-Day Average 108,359
Calls: 74,383 (69%)
Puts: 33,976 (31%)
Current vs Prior 7-Day Avg -10.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 5.60% | 11.12%5.60% | 27.80%
Prior 7.12% | 11.74%7.12% | 26.50%
Current vs Prior -21.40% | -5.27%-21.40% | +4.89%
Prior 7-Day Avg 7.34% | 11.90%10.60% | 27.39%
Current vs 7-Day Avg -23.70% | -6.53%-47.17% | +1.49%
Prior 7-Day Eod 7.12% | 11.74%7.12% | 26.50%
Current vs 7-Day Eod -21.40% | -5.27%-21.40% | +4.89%
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 81.20% | 36.11%
Calls: 59.09% | 36.43%
Puts: 103.31% | 35.78%
Current vs 7-Day Avg -21.82% | -31.02%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($2.11M) vs puts ($386.9K). Extreme bullish P/C ratio of 0.41 - heavy call buying (7,573 calls vs 3,131 puts). Call-heavy open interest (65,491 calls vs 31,092 puts) suggests bullish positioning. Declining open interest (down 30%) indicates positions being closed.

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 2 of results (avg 7.6%, best 5.9%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 203.303.50$3.405.9%570.431.9K
$28.00Nov 275.105.60$5.359.3%100.5510

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. 71 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 164.605.80$5.2023.1%51.00--
$20.00Oct 234.606.40$5.5032.7%20.98--
$22.00Oct 162.604.10$3.3544.8%10.95--
$22.50Oct 162.253.20$2.7334.8%420.953.6K
$20.00Oct 304.406.00$5.2030.8%190.9256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 164.304.90$4.6013.0%50.92--
$29.00Oct 163.604.90$4.2530.6%10.91--
$28.00Oct 162.603.50$3.0529.5%220.90134
$30.00Oct 234.705.60$5.1517.5%10.88--
$27.50Oct 162.153.10$2.6336.1%420.86316

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 7.4K, top 632)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Oct 160.050.15$0.10100.0%6320.10871
$27.50Oct 230.300.80$0.5590.9%5110.28218
$25.00Oct 160.550.75$0.6530.8%4670.493.9K
$26.00Oct 160.300.40$0.3528.6%4010.301.8K
$27.00Oct 160.100.35$0.22113.6%3950.19640
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 300.050.30$0.18138.9%6130.083.5K
$24.50Oct 160.350.60$0.4852.1%4390.39629
$25.50Oct 160.751.20$0.9845.9%4000.621.1K
$25.00Oct 160.600.90$0.7540.0%2410.511.3K
$21.00Oct 300.100.45$0.28125.0%1020.12152

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 4.1%, max 4.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Oct 16Nov 13122.4%117.7%4.1%403698
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 0.70, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$24.00Nov 27$2.35$1.65$2.3580%0.70$22.35
$25.00$30.00Nov 20$1.65$3.35$1.6557%2.03$26.65
$21.50$24.00Nov 13$1.35$1.15$1.3574%0.85$22.85
$23.50$25.00Nov 6$0.65$0.85$0.6565%1.31$24.15
$20.50$21.00Oct 16$0.20$0.30$0.2088%1.50$20.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Oct 16$0.17$0.33$0.1780%1.94$26.83
$26.50$26.00Oct 16$0.23$0.27$0.2378%1.17$26.27
$30.00$29.50Nov 6$0.20$0.30$0.2065%1.50$29.80
$27.00$26.50Oct 23$0.22$0.28$0.2268%1.27$26.78
$28.00$27.50Oct 30$0.25$0.25$0.2569%1.00$27.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.47, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$26.00Oct 23$0.38$0.38$0.1252%3.17$25.88
$28.00$28.50Nov 13$0.28$0.28$0.2256%1.27$28.28
$29.50$30.00Oct 23$0.13$0.13$0.3782%0.35$29.63
$28.50$29.00Nov 6$0.25$0.25$0.2558%1.00$28.75
$26.00$26.50Nov 6$0.30$0.30$0.2048%1.50$26.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$20.00Nov 20$0.80$0.80$1.7069%0.47$21.70
$22.00$21.00Nov 6$0.43$0.43$0.5772%0.75$21.57
$22.00$21.00Nov 27$0.44$0.44$0.5671%0.79$21.56
$23.00$22.00Oct 23$0.32$0.32$0.6875%0.47$22.68
$21.00$20.00Nov 13$0.33$0.33$0.6777%0.49$20.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.70, cheapest $0.53)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 16Oct 23$0.8096.8%88.0%
$25.50Oct 16Oct 23$0.8093.9%89.8%
$24.50Oct 16Oct 23$0.5091.5%90.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Oct 16Oct 23$0.53106.1%78.4%
$25.00Oct 16Oct 23$0.5896.8%88.0%
$25.50Oct 16Oct 23$0.6593.9%89.8%
$24.50Oct 16Oct 30$1.0791.5%87.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 5.60% of stock, avg 16.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Oct 16$0.65$0.75$1.40$23.60$26.405.60%
$25.50Oct 16$0.43$0.98$1.41$24.09$26.915.64%
$24.00Oct 16$1.30$0.28$1.58$22.42$25.586.32%
$24.50Oct 16$1.10$0.48$1.58$22.92$26.086.32%
$26.00Oct 16$0.35$1.50$1.85$24.15$27.857.40%
$26.50Oct 16$0.22$1.73$1.95$24.55$28.457.80%
$27.00Oct 16$0.22$1.90$2.12$24.88$29.128.48%
$23.00Oct 16$2.10$0.13$2.23$20.77$25.238.92%
$27.50Oct 16$0.15$2.63$2.78$24.72$30.2811.12%
$25.00Oct 23$1.45$1.33$2.78$22.22$27.7811.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 1.20% of stock, avg 12.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.00$22.00Oct 16$0.22$0.08$0.30$21.70$27.30
$26.50$22.00Oct 16$0.22$0.08$0.30$21.70$26.80
$27.00$23.00Oct 16$0.22$0.13$0.35$22.65$27.35
$26.50$23.00Oct 16$0.22$0.13$0.35$22.65$26.85
$27.00$23.50Oct 16$0.22$0.18$0.40$23.10$27.40
$26.50$23.50Oct 16$0.22$0.18$0.40$23.10$26.90
$26.50$24.00Oct 16$0.22$0.28$0.50$23.50$27.00
$27.00$24.00Oct 16$0.22$0.28$0.50$23.50$27.50
$26.00$22.00Oct 16$0.35$0.08$0.43$21.57$26.43
$26.00$23.00Oct 16$0.35$0.13$0.48$22.52$26.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.82, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2330/30Oct 23$0.45$0.5557%0.82$22.55$29.95
21/2228/28Oct 30$0.26$0.2452%1.08$21.24$28.26
22/2328/28Oct 30$0.31$0.1940%1.63$22.69$28.31
20/2028/28Oct 30$0.21$0.2957%0.72$20.29$28.21
23/2428/28Oct 30$0.31$0.1936%1.63$23.19$28.31
22/2228/28Oct 30$0.23$0.2748%0.85$21.77$28.23
24/2426/26Oct 16$0.23$0.2743%0.85$23.77$26.23
22/2328/28Oct 23$0.44$0.5647%0.79$22.56$27.94
22/2327/28Oct 23$0.47$0.5342%0.89$22.53$27.47

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 $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.50$28.00$28.50Oct 23$0.07$0.437%6.14
$26.50$27.00$27.50Nov 6$0.07$0.434%6.14
$28.00$28.50$29.00Oct 23$0.07$0.433%6.14
$24.50$25.00$25.50Nov 13$0.08$0.424%5.25
$27.50$28.00$28.50Oct 30$0.09$0.417%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 16$0.07$0.4324%6.14
$23.00$23.50$24.00Oct 16$0.05$0.4514%9.00
$23.50$24.00$24.50Oct 16$0.10$0.4020%4.00
$23.00$23.50$24.00Oct 30$0.08$0.429%5.25
$25.00$25.50$26.00Oct 23$0.10$0.4013%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. 50 found (best net $-0.15, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.25$4.75
$20.00$24.001:2Nov 27-$1.80$2.20
$20.00$22.501:2Oct 30-$1.46$1.04
$23.00$24.001:2Oct 16-$0.50$0.50
$24.50$25.001:2Oct 16-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$25.001:2Nov 20-$0.15$4.85
$30.00$27.501:2Oct 23-$0.95$1.55
$25.00$22.501:2Nov 20-$0.40$2.10
$22.50$20.001:2Nov 20-$0.30$2.20
$24.50$24.001:2Oct 16-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 7.00%, avg 5.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$1.750.3720.0%7.00%27.00%1725.9K
$27.00Nov 13$2.350.488.0%9.40%17.40%858
$29.00Nov 13$1.700.4016.0%6.80%22.80%1--
$25.00Nov 27$3.300.570.0%13.20%13.20%32
$27.50Nov 13$2.100.4610.0%8.40%18.40%417
$29.50Nov 13$1.500.3818.0%6.00%24.00%2--
$28.50Nov 6$1.700.4214.0%6.80%20.80%562
$28.00Nov 13$1.850.4412.0%7.40%19.40%510
$29.50Nov 6$1.500.3718.0%6.00%24.00%207
$29.00Nov 6$1.600.3916.0%6.40%22.40%575

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 7,573
Total Puts 3,131
Put/Call Ratio 0.41
Net Difference 4,442

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 46,657
Total Puts 24,793
Average Put/Call Ratio 0.53
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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