Tour v346
FSLY
FASTLY INC A
$20.72 +1.97%
$20.63 (-0.43%)🌙
as of 07/17 06:33 PM
7/17 18:33

Option Volume

Detail
Current (07/17) 18,148
Calls: 9,967 (55%)
Puts: 8,181 (45%)
Prior (07/16) 4,956
Calls: 2,899 (58%)
Puts: 2,057 (42%)
Current vs Prior +266.18%
Calls: +243.81% (Calls)
Puts: +297.72% (Puts)
Prior 7-Day Total 48,972
Calls: 32,125 (66%)
Puts: 16,847 (34%)
Prior 7-Day Average 6,996
Calls: 4,589 (66%)
Puts: 2,406 (34%)
Current vs Prior 7-Day Avg +159.41%
Calls: +117.18%
Puts: +239.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $2.78M
Calls: $1.19M (43%)
Puts: $1.59M (57%)
Prior (07/16) $1.04M
Calls: $796.6K (77%)
Puts: $244.7K (23%)
Current vs Prior +166.91%
Calls: +49.19%
Puts: +550.21%
Prior 7-Day Total $9.22M
Calls: $6.60M (72%)
Puts: $2.62M (28%)
Prior 7-Day Average $1.32M
Calls: $942.7K (72%)
Puts: $375.0K (28%)
Current vs Prior 7-Day Avg +110.92%
Calls: +26.07%
Puts: +324.23%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/17) 0.82
Prior (07/16) 0.71
Current vs Prior +15.68%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +21.04%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 75,600
Calls: 54,153 (72%)
Puts: 21,447 (28%)
Prior (07/16) 79,427
Calls: 57,573 (72%)
Puts: 21,854 (28%)
Current vs Prior -4.82%
Prior 7-Day Total 594,686
Calls: 404,011 (68%)
Puts: 190,675 (32%)
Prior 7-Day Average 84,955
Calls: 57,715 (68%)
Puts: 27,239 (32%)
Current vs Prior 7-Day Avg -11.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.73% | 10.62%4.73% | 26.93%
Prior 6.20% | 11.37%6.20% | 26.82%
Current vs Prior +71.23% | +27.79%-23.72% | +0.41%
Prior 7-Day Avg 7.85% | 12.53%9.32% | 28.72%
Current vs 7-Day Avg +35.26% | +15.93%-49.25% | -6.22%
Prior 7-Day Eod 6.20% | 11.37%6.20% | 26.82%
Current vs 7-Day Eod +71.23% | +27.79%-23.72% | +0.41%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Prior 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Massive premium surge with dollar volume up 167% vs prior. Dollar volume significantly above 7-day average (111% higher). Unusually high activity with volume up 266% vs prior - elevated interest. Volume explosion - 159% above 7-day average (18,148 vs avg 6,996).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 10 of results (avg 8.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 142.953.20$3.088.1%110.6118
$21.50Aug 142.302.50$2.408.3%100.52--
$19.50Jul 241.651.80$1.738.7%5080.7235
$17.50Aug 214.404.80$4.608.7%90.75276
$20.50Aug 142.702.95$2.838.8%120.5865
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 144.704.90$4.804.2%10.6116
$23.00Jul 312.753.00$2.888.7%510.702
$22.50Jul 242.052.25$2.159.3%100.73--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 240.800.95$0.8817.0%1420.48109
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 48 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 172.104.80$3.4578.3%791.002.0K
$17.50Jul 242.204.70$3.4572.5%10.90--
$19.00Jul 170.703.00$1.85124.3%850.90281
$18.00Jul 171.703.90$2.8078.6%40.8981
$19.50Jul 170.201.85$1.03160.2%1340.8787
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 170.752.90$1.83117.5%110.9493
$22.00Jul 170.551.90$1.23109.8%230.7712
$23.50Jul 312.253.80$3.0351.2%20.74--
$21.00Jul 170.050.70$0.38171.1%660.731.8K
$22.50Jul 242.052.25$2.159.3%100.73--

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 10.0K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 170.650.80$0.7320.5%1.8K0.783.8K
$21.50Jul 240.600.75$0.6822.1%9400.4129
$21.00Jul 170.050.10$0.0862.5%7480.27774
$19.50Jul 241.651.80$1.738.7%5080.7235
$20.50Jul 170.101.10$0.60166.7%3240.60789
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 312.002.25$2.1311.7%1.4K0.609
$17.00Aug 70.651.00$0.8342.2%4400.21894
$20.50Jul 170.000.55$0.28196.4%3090.41352
$20.00Aug 212.202.55$2.3814.7%1150.39295
$21.00Jul 170.050.70$0.38171.1%660.731.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 613.2%, max 1149.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 17Aug 71538.6%123.1%1149.4%1081
$17.50Jul 17Aug 211232.8%110.3%1018.1%882.3K
$23.00Jul 17Aug 141216.4%122.1%896.5%32281
$24.00Jul 17Aug 141081.1%120.6%796.1%2423
$22.00Jul 17Aug 141018.8%122.5%731.5%242471
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 17Jul 311018.8%86.7%1075.2%1.4K21
$17.50Jul 17Aug 281232.8%105.2%1072.4%22--
$19.00Jul 17Aug 28930.5%111.7%733.1%3185
$20.50Jul 17Jul 31590.3%85.4%591.6%323353
$22.50Jul 17Aug 21684.9%112.8%507.2%12141

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 9.00, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.00Jul 17$0.10$0.90$0.109.00$23.10
$22.50$23.00Jul 24$0.10$0.40$0.104.00$22.60
$21.50$22.00Aug 14$0.12$0.38$0.123.17$21.62
$20.00$20.50Jul 17$0.13$0.37$0.132.85$20.13
$22.00$22.50Jul 24$0.13$0.37$0.132.85$22.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$17.00Jul 31$0.17$0.83$0.174.88$17.83
$19.00$18.50Jul 24$0.11$0.39$0.113.55$18.89
$17.50$17.00Aug 28$0.12$0.38$0.123.17$17.38
$18.00$17.50Jul 24$0.13$0.37$0.132.85$17.87
$20.50$20.00Jul 17$0.15$0.35$0.152.33$20.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 5.67, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Jul 31$0.85$0.85$0.155.67$18.85
$18.50$19.00Jul 24$0.35$0.35$0.152.33$18.85
$19.50$20.00Jul 24$0.35$0.35$0.152.33$19.85
$18.00$18.50Jul 24$0.33$0.33$0.171.94$18.33
$19.50$20.00Jul 31$0.32$0.32$0.181.78$19.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$21.00Jul 17$0.85$0.85$0.155.67$21.15
$19.00$18.50Aug 14$0.40$0.40$0.104.00$18.60
$20.00$19.50Aug 14$0.40$0.40$0.104.00$19.60
$23.00$22.50Jul 31$0.38$0.38$0.123.17$22.62
$22.00$21.50Jul 24$0.37$0.37$0.132.85$21.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.50, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 17Jul 24$0.131538.6%110.0%
$24.00Jul 17Jul 24$0.151081.1%92.2%
$23.00Jul 17Jul 24$0.171216.4%89.5%
$23.50Jul 24Jul 31$0.3190.3%88.5%
$22.00Jul 17Jul 24$0.331018.8%88.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.00Jul 24Jul 31$0.08115.4%91.8%
$17.50Jul 17Jul 24$0.121232.8%102.5%
$18.00Jul 24Jul 31$0.12110.0%89.9%
$19.00Jul 17Jul 24$0.25930.5%87.3%
$22.50Jul 17Jul 24$0.32684.9%89.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 2.22% of stock, avg 15.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Jul 17$0.08$0.38$0.46$20.54$21.462.22%
$20.00Jul 17$0.73$0.13$0.86$19.14$20.864.15%
$20.50Jul 17$0.60$0.28$0.88$19.62$21.384.25%
$22.00Jul 17$0.20$1.23$1.43$20.57$23.436.90%
$22.50Jul 17$0.03$1.83$1.86$20.64$24.368.98%
$19.00Jul 17$1.85$0.08$1.93$17.07$20.939.31%
$20.50Jul 24$1.10$0.85$1.95$18.55$22.459.41%
$21.00Jul 24$0.88$1.10$1.98$19.02$22.989.56%
$20.00Jul 24$1.38$0.68$2.06$17.94$22.069.94%
$21.50Jul 24$0.68$1.43$2.11$19.39$23.6110.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.53% of stock, avg 10.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.50$19.00Jul 17$0.03$0.08$0.11$18.89$22.61
$21.00$19.00Jul 17$0.08$0.08$0.16$18.84$21.16
$22.50$20.00Jul 17$0.03$0.13$0.16$19.84$22.66
$21.00$20.00Jul 17$0.08$0.13$0.21$19.79$21.21
$23.00$19.00Jul 17$0.13$0.08$0.21$18.79$23.21
$21.50$19.00Jul 17$0.15$0.08$0.23$18.77$21.73
$23.00$20.00Jul 17$0.13$0.13$0.26$19.74$23.26
$21.50$20.00Jul 17$0.15$0.13$0.28$19.72$21.78
$22.00$19.00Jul 17$0.20$0.08$0.28$18.72$22.28
$22.50$20.50Jul 17$0.03$0.28$0.31$20.19$22.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 6.69, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
17/1819/20Aug 7$0.87$0.136.69$17.13$19.87
19/2022/23Aug 7$0.85$0.155.67$19.15$22.85
18/1822/22Aug 28$0.81$0.194.26$17.69$22.31
19/2021/22Aug 7$0.80$0.204.00$19.20$21.80
18/1820/21Aug 28$0.80$0.204.00$17.70$20.80
18/1920/20Jul 24$0.39$0.113.55$18.61$20.39
18/1821/22Jul 31$0.39$0.113.55$18.11$21.39
18/1821/22Aug 28$0.78$0.223.55$17.72$21.78
18/1920/21Aug 7$0.77$0.233.35$18.23$20.77
20/2122/22Jul 24$0.38$0.123.17$20.62$22.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Aug 7$0.05$0.9519.00
$20.00$21.00$22.00Aug 7$0.07$0.9313.29
$22.00$23.00$24.00Aug 7$0.09$0.9110.11
$21.00$21.50$22.00Jul 24$0.05$0.459.00
$20.00$20.50$21.00Jul 24$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$19.00$20.00Aug 7$0.10$0.909.00
$17.50$20.00$22.50Aug 21$0.31$2.197.06
$20.50$21.00$21.50Jul 31$0.07$0.436.14
$20.00$20.50$21.00Jul 24$0.08$0.425.25
$20.50$21.00$21.50Jul 24$0.08$0.425.25

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 $-0.16, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.501:2Aug 21-$1.20$1.30
$17.50$20.001:2Aug 21-$1.80$0.70
$22.00$23.001:2Jul 31-$0.36$0.64
$23.00$23.501:2Jul 24-$0.14$0.36
$23.50$24.001:2Jul 24-$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$20.001:2Aug 14-$0.16$3.84
$23.00$19.501:2Aug 28$0.00$3.50
$20.00$17.501:2Aug 21-$0.16$2.34
$22.50$20.001:2Aug 21-$0.96$1.54
$18.00$17.001:2Jul 31-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 12.07%, avg 6.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 14$2.500.551.4%12.07%13.42%24--
$21.50Aug 28$2.350.543.8%11.34%15.11%1--
$21.50Aug 14$2.300.523.8%11.10%14.86%10--
$21.00Aug 7$2.150.541.4%10.38%11.73%20--
$21.00Aug 28$2.150.571.4%10.38%11.73%1--
$22.00Aug 14$2.100.506.2%10.14%16.31%6228
$22.50Aug 21$2.100.488.6%10.14%18.73%274626
$22.50Aug 28$2.100.498.6%10.14%18.73%31
$22.00Aug 7$1.850.486.2%8.93%15.11%1024
$22.50Aug 14$1.700.468.6%8.20%16.80%5--

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 9,967
Total Puts 8,181
Put/Call Ratio 0.82
Net Difference 1,786

Prior's Put/Call Breakdown

Total Calls 2,899
Total Puts 2,057
Put/Call Ratio 0.71
Net Difference 842

Prior 7-Day Put/Call Summary

Total Calls 32,125
Total Puts 16,847
Average Put/Call Ratio 0.68
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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