Tour v531
FSLY
FASTLY INC A
$22.47 -10.37%
$22.36 (-0.49%)🌙
as of 10/16 10:42 PM
◀ 10/16 22:42

Option Volume

Detail
ℹ
Current (10/16) 13,857
Calls: 9,695 (70%)
Puts: 4,162 (30%)
Prior (10/14) 10,704
Calls: 7,573 (71%)
Puts: 3,131 (29%)
Current vs Prior +29.46%
Calls: +28.02% (Calls)
Puts: +32.93% (Puts)
Prior 7-Day Total 69,406
Calls: 44,908 (65%)
Puts: 24,498 (35%)
Prior 7-Day Average 9,915
Calls: 6,415 (65%)
Puts: 3,499 (35%)
Current vs Prior 7-Day Avg +39.76%
Calls: +51.12%
Puts: +18.92%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/16) $1.87M
Calls: $1.16M (62%)
Puts: $707.5K (38%)
Prior (10/14) $2.49M
Calls: $2.11M (84%)
Puts: $386.9K (16%)
Current vs Prior -25.16%
Calls: -45.00%
Puts: +82.85%
Prior 7-Day Total $14.84M
Calls: $11.70M (79%)
Puts: $3.14M (21%)
Prior 7-Day Average $2.12M
Calls: $1.67M (79%)
Puts: $448.4K (21%)
Current vs Prior 7-Day Avg -11.96%
Calls: -30.68%
Puts: +57.78%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 0.43
Prior (10/14) 0.41
Current vs Prior +3.83%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg -19.60%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/16) 122,799
Calls: 79,916 (65%)
Puts: 42,883 (35%)
Prior (10/14) 96,583
Calls: 65,491 (68%)
Puts: 31,092 (32%)
Current vs Prior +27.14%
Prior 7-Day Total 734,635
Calls: 495,585 (67%)
Puts: 239,050 (33%)
Prior 7-Day Average 104,947
Calls: 70,797 (67%)
Puts: 34,150 (33%)
Current vs Prior 7-Day Avg +17.01%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 3.78% | 12.51%3.78% | 27.28%
Prior 5.60% | 11.12%5.60% | 27.80%
Current vs Prior +123.31% | +37.27%-32.45% | -1.87%
Prior 7-Day Avg 6.79% | 11.52%9.44% | 27.13%
Current vs 7-Day Avg +84.05% | +32.49%-59.91% | +0.56%
Prior 7-Day Eod 5.60% | 11.12%5.60% | 27.80%
Current vs 7-Day Eod +123.31% | +37.27%-32.45% | -1.87%
Sentiment BEARISHBULLISH

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 77.66% | 33.87%
Calls: 63.64% | 33.59%
Puts: 91.68% | 34.14%
Current vs 7-Day Avg -18.26% | -26.45%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($1.16M). Extreme bullish P/C ratio of 0.43 - heavy call buying (9,695 calls vs 4,162 puts). Call-heavy open interest (79,916 calls vs 42,883 puts) suggests bullish positioning. Rising open interest (up 27%) indicates new positions being established.

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 6 of results (avg 8.6%, best 7.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Nov 132.452.65$2.557.8%70.516
$24.50Nov 132.102.30$2.209.1%70.4627
$22.50Nov 202.903.20$3.059.8%1090.56127
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Nov 202.953.20$3.088.1%210.44800
$20.00Nov 201.701.85$1.788.4%2090.31425
$25.00Nov 204.504.90$4.708.5%820.561.9K

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
$23.50Oct 230.700.85$0.7719.5%510.3980
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 161.803.20$2.5056.0%21.00400
$21.50Oct 160.052.00$1.02191.2%61.003
$18.00Oct 303.705.20$4.4533.7%90.913
$18.50Oct 233.404.60$4.0030.0%100.91--
$19.00Oct 232.904.00$3.4531.9%100.901
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Oct 161.352.75$2.0568.3%1270.95914
$24.00Oct 161.252.15$1.7052.9%610.94718
$23.00Oct 160.200.75$0.48114.6%1090.90437
$26.50Oct 163.305.20$4.2544.7%20.90346
$25.50Oct 162.904.50$3.7043.2%210.88848

Most actively traded options today. High liquidity = easy entry/exit. 152 active (total vol 7.2K, top 787)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 160.050.25$0.15133.3%7870.363.6K
$23.00Oct 230.901.25$1.0832.4%6390.46143
$24.00Oct 230.550.70$0.6323.8%3670.3449
$22.00Oct 160.300.60$0.4566.7%2580.8845
$23.50Oct 301.101.30$1.2016.7%2040.4313
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Oct 300.851.05$0.9521.1%3970.33249
$20.00Oct 300.350.75$0.5572.7%2180.234.1K
$20.00Nov 201.701.85$1.788.4%2090.31425
$23.50Oct 231.702.15$1.9223.4%2040.61104
$19.50Oct 300.350.60$0.4852.1%1760.2069

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 673.5%, max 1744.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Oct 16Nov 272036.0%110.4%1744.7%821.6K
$21.00Oct 16Oct 30874.8%90.8%863.9%6105
$22.50Oct 16Nov 20374.6%113.0%231.6%8963.7K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Oct 16Nov 132036.0%126.0%1515.6%321.4K
$22.50Oct 16Nov 20374.6%113.0%231.6%1542.0K
$22.00Oct 16Nov 13258.1%120.6%114.0%31551
$20.50Oct 23Oct 30103.6%91.5%13.1%27113

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 1.27, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$22.50Nov 20$1.10$1.40$1.1069%1.27$21.10
$23.00$25.00Nov 27$0.58$1.42$0.5853%2.45$23.58
$20.00$22.00Nov 6$1.02$0.98$1.0269%0.96$21.02
$22.50$25.00Nov 20$0.97$1.53$0.9756%1.58$23.47
$21.00$21.50Oct 23$0.12$0.38$0.1272%3.17$21.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$24.50Oct 30$0.25$0.25$0.2570%1.00$24.75
$22.50$22.00Oct 30$0.20$0.30$0.2048%1.50$22.30
$21.50$21.00Oct 30$0.15$0.35$0.1538%2.33$21.35
$26.50$26.00Nov 6$0.30$0.20$0.3064%0.67$26.20
$24.00$23.50Oct 30$0.30$0.20$0.3062%0.67$23.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 1.00, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$26.50Oct 16$0.17$0.17$0.3383%0.52$26.17
$23.00$23.50Oct 23$0.31$0.31$0.1954%1.63$23.31
$26.00$26.50Oct 30$0.17$0.17$0.3376%0.52$26.17
$24.00$24.50Nov 13$0.30$0.30$0.2051%1.50$24.30
$22.50$23.00Nov 13$0.33$0.33$0.1744%1.94$22.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.50$20.00Nov 13$0.75$0.75$0.7561%1.00$20.75
$21.00$20.00Nov 6$0.50$0.50$0.5064%1.00$20.50
$20.00$19.00Nov 6$0.43$0.43$0.5770%0.75$19.57
$22.00$21.50Oct 30$0.35$0.35$0.1557%2.33$21.65
$20.50$20.00Oct 30$0.23$0.23$0.2772%0.85$20.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.93, cheapest $0.83)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Oct 16Oct 23$1.03374.6%99.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Oct 16Oct 23$0.83374.6%99.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 2.27% of stock, avg 15.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Oct 16$0.03$0.48$0.51$22.49$23.512.27%
$22.00Oct 16$0.45$0.08$0.53$21.47$22.532.36%
$22.50Oct 16$0.15$0.40$0.55$21.95$23.052.45%
$21.50Oct 16$1.02$0.03$1.05$20.45$22.554.67%
$23.50Oct 16$0.08$1.27$1.35$22.15$24.856.01%
$24.00Oct 16$0.03$1.70$1.73$22.27$25.737.70%
$24.50Oct 16$0.03$2.05$2.08$22.42$26.589.26%
$22.50Oct 23$1.18$1.23$2.41$20.09$24.9110.73%
$21.00Oct 23$1.85$0.57$2.42$18.58$23.4210.77%
$21.50Oct 23$1.73$0.73$2.46$19.04$23.9610.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 0.49% of stock, avg 12.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$21.50Oct 16$0.08$0.03$0.11$21.39$23.61
$25.50$21.50Oct 16$0.13$0.03$0.16$21.34$25.66
$25.00$21.50Oct 16$0.13$0.03$0.16$21.34$25.16
$23.50$22.00Oct 16$0.08$0.08$0.16$21.84$23.66
$22.50$21.50Oct 16$0.15$0.03$0.18$21.32$22.68
$25.00$22.00Oct 16$0.13$0.08$0.21$21.79$25.21
$25.50$22.00Oct 16$0.13$0.08$0.21$21.79$25.71
$22.50$22.00Oct 16$0.15$0.08$0.23$21.77$22.73
$26.00$21.50Oct 16$0.30$0.03$0.33$21.17$26.33
$23.50$18.50Oct 16$0.08$0.28$0.36$18.14$23.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 4.00, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2026/26Oct 30$0.40$0.1047%4.00$20.10$26.40
18/1826/26Oct 30$0.32$0.1862%1.78$18.18$26.32
19/2026/26Oct 30$0.30$0.2056%1.50$19.20$26.30
20/2024/24Oct 23$0.36$0.1443%2.57$20.14$24.36
20/2026/26Oct 23$0.28$0.2258%1.27$20.22$25.78
20/2025/26Oct 30$0.36$0.1442%2.57$20.14$25.36
20/2024/25Oct 30$0.38$0.1238%3.17$20.12$24.88
18/1825/26Oct 30$0.28$0.2257%1.27$18.22$25.28
18/1824/25Oct 30$0.30$0.2053%1.50$18.20$24.80
20/2126/26Oct 30$0.34$0.1642%2.12$20.66$26.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Nov 20$0.13$2.3725%18.23
$22.00$22.50$23.00Oct 16$0.18$0.3278%1.78
$21.50$22.00$22.50Oct 16$0.27$0.2364%0.85
$23.50$24.00$24.50Oct 16$0.05$0.459%9.00
$24.00$24.50$25.00Oct 23$0.06$0.4412%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Nov 20$0.32$2.1825%6.81
$19.00$20.00$21.00Nov 6$0.07$0.9312%13.29
$24.00$24.50$25.00Oct 23$0.07$0.4312%6.14
$25.00$25.50$26.00Nov 6$0.05$0.455%9.00
$24.00$24.50$25.00Nov 6$0.05$0.454%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.34, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$20.001:2Oct 30-$1.55$0.45
$22.50$25.001:2Nov 20-$1.11$1.39
$25.50$26.001:2Oct 23-$0.08$0.42
$26.00$26.501:2Oct 23-$0.12$0.38
$23.00$23.501:2Oct 16-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$20.001:2Nov 27-$0.34$2.66
$22.50$20.001:2Nov 20-$0.48$2.02
$23.00$22.501:2Oct 16-$0.32$0.18
$21.50$20.001:2Oct 16-$0.03$1.47
$20.50$20.001:2Oct 23-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 8.01%, avg 6.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Nov 27$1.800.4115.7%8.01%23.72%13--
$25.00Nov 27$2.000.4411.3%8.90%20.16%95
$24.50Nov 13$2.100.469.0%9.35%18.38%727
$26.50Nov 13$1.500.3817.9%6.68%24.61%415
$26.00Nov 13$1.650.3915.7%7.34%23.05%2--
$25.50Nov 13$1.750.4213.5%7.79%21.27%1--
$24.00Nov 13$2.250.496.8%10.01%16.82%77
$25.00Nov 13$1.900.4311.3%8.46%19.72%2540
$23.50Nov 13$2.450.514.6%10.90%15.49%76
$22.50Nov 20$2.900.560.1%12.91%13.04%109127

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 9,695
Total Puts 4,162
Put/Call Ratio 0.43
Net Difference 5,533

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 44,908
Total Puts 24,498
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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