Tour v502
FSLY
FASTLY INC A
$27.54 -0.76%
8/11 09:40

Option Volume

Detail
Current (08/11 9:40am) 955
Calls: 926 (97%)
Puts: 29 (3%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -97.73% (Calls)
Puts: -99.83% (Puts)
Prior 7-Day Total 113,476
Calls: 83,003 (73%)
Puts: 30,473 (27%)
Prior 7-Day Average 22,695
Calls: 11,857 (73%)
Puts: 4,353 (27%)
Current vs Prior 7-Day Avg -95.79%
Calls: -92.19%
Puts: -99.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 9:40am) $93.3K
Calls: $90.5K (97%)
Puts: $2.9K (3%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -99.56%
Puts: -99.82%
Prior 7-Day Total $38.48M
Calls: $35.21M (92%)
Puts: $3.27M (8%)
Prior 7-Day Average $7.70M
Calls: $5.03M (92%)
Puts: $467.2K (8%)
Current vs Prior 7-Day Avg -98.79%
Calls: -98.20%
Puts: -99.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 9:40am) 0.03
Prior 1.00
Current vs Prior -96.87%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -88.24%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 9:40am) 182,077
Calls: 93,504 (51%)
Puts: 88,573 (49%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 992,319
Calls: 513,643 (52%)
Puts: 478,676 (48%)
Prior 7-Day Average 198,463
Calls: 102,728 (52%)
Puts: 95,735 (48%)
Current vs Prior 7-Day Avg -8.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 8.82% | 13.65%13.65% | 23.35%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -54.68% | -35.28%-40.11% | -18.20%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -56.25% | -41.74%-40.28% | -19.01%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -54.68% | -35.28%+2.95% | -0.01%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 50.14% | 39.89%
Calls: 41.67% | 39.89%
Puts: 58.62% | 39.89%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +189.83% | +197.02%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +244.01% | +217.09%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($90.5K) vs puts ($2.9K). Extreme bullish P/C ratio of 0.03 - heavy call buying (926 calls vs 29 puts). P/C ratio dropping 97% - 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 1 of results (avg 9.1%, best 9.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Sep 254.204.60$4.409.1%10.6855
PUTS (0)
No puts meet the criteria

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. 53 found (avg delta 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 144.805.70$5.2517.1%--0.96315
$23.00Aug 144.005.40$4.7029.8%--0.93406
$23.50Aug 143.805.00$4.4027.3%--0.92287
$23.00Aug 213.606.00$4.8050.0%--0.91105
$22.50Aug 214.206.10$5.1536.9%--0.891.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 184.104.70$4.4013.6%--0.57140
$28.00Aug 140.801.65$1.2369.1%--0.54150
$28.50Aug 282.252.90$2.5825.2%40.5240
$28.00Aug 211.502.25$1.8839.9%--0.5035

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 817, top 360)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.200.45$0.3375.8%3600.221.7K
$28.00Aug 140.701.20$0.9552.6%3360.47750
$30.00Aug 210.701.05$0.8839.8%140.341.7K
$27.00Aug 211.802.30$2.0524.4%120.60390
$31.00Aug 140.050.50$0.28160.7%100.17168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Aug 282.252.90$2.5825.2%40.5240
$27.00Aug 140.500.95$0.7361.6%30.38200
$27.00Aug 211.251.70$1.4830.4%30.41142
$22.50Aug 140.000.15$0.08187.5%10.05331
$23.00Aug 140.050.20$0.13115.4%10.07118

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 38.5%, max 89.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 11157.6%83.4%89.1%3667
$23.00Aug 14Sep 11140.2%84.0%66.9%5412
$25.50Aug 14Sep 25127.2%84.9%49.9%7293
$22.50Aug 14Sep 25136.6%91.8%48.8%--349
$24.50Aug 14Aug 21138.3%93.4%48.1%--146
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 4157.6%92.8%69.9%--120
$22.50Aug 14Sep 18136.6%82.0%66.7%21.8K
$23.00Aug 14Aug 28140.2%91.5%53.3%1184
$23.50Aug 14Aug 28133.7%87.6%52.5%--120
$25.50Aug 14Sep 25127.2%84.9%49.9%--52

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 6.14, avg 2.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$29.00$30.00Sep 11$0.14$0.86$0.146.14$29.14
$30.00$31.00Aug 21$0.15$0.85$0.155.67$30.15
$22.50$23.50Sep 25$0.15$0.85$0.155.67$22.65
$28.00$30.00Sep 25$0.30$1.70$0.305.67$28.30
$31.00$31.50Aug 14$0.10$0.40$0.104.00$31.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Aug 28$0.18$0.82$0.184.56$24.82
$25.00$24.00Sep 4$0.21$0.79$0.213.76$24.79
$26.50$26.00Aug 21$0.16$0.34$0.162.13$26.34
$25.00$22.50Sep 18$0.80$1.70$0.802.13$24.20
$27.00$26.50Aug 14$0.16$0.34$0.162.12$26.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 4.00, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.50$23.00Aug 28$0.40$0.40$0.104.00$22.90
$23.50$24.00Aug 28$0.40$0.40$0.104.00$23.90
$23.00$24.00Sep 11$0.80$0.80$0.204.00$23.80
$23.50$25.50Sep 25$1.60$1.60$0.404.00$25.10
$24.00$25.00Sep 11$0.77$0.77$0.233.35$24.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Aug 28$0.35$0.35$0.152.33$27.15
$25.00$24.00Aug 21$0.60$0.60$0.401.50$24.40
$27.00$26.50Aug 21$0.30$0.30$0.201.50$26.70
$27.50$27.00Aug 14$0.29$0.29$0.211.38$27.21
$26.50$25.50Sep 25$0.57$0.57$0.431.33$25.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.55, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10140.2%90.3%
$25.50Aug 14Aug 21$0.28127.2%96.2%
$32.00Aug 14Aug 21$0.30123.0%95.0%
$26.50Aug 14Aug 21$0.42103.3%94.7%
$31.00Aug 14Aug 21$0.45119.9%98.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.07140.2%90.3%
$23.50Aug 14Aug 21$0.25133.7%103.2%
$22.50Aug 14Aug 21$0.27136.6%115.9%
$25.50Aug 14Aug 21$0.35127.2%96.2%
$25.00Aug 14Aug 21$0.55119.3%108.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 7.92% of stock, avg 16.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Aug 14$1.45$0.73$2.18$24.82$29.187.92%
$28.00Aug 14$0.95$1.23$2.18$25.82$30.187.92%
$27.50Aug 14$1.20$1.02$2.22$25.28$29.728.06%
$26.00Aug 14$2.00$0.35$2.35$23.65$28.358.53%
$26.50Aug 14$2.13$0.57$2.70$23.80$29.209.80%
$25.00Aug 14$2.75$0.30$3.05$21.95$28.0511.07%
$25.50Aug 14$2.80$0.48$3.28$22.22$28.7811.91%
$24.50Aug 14$3.13$0.33$3.46$21.04$27.9612.56%
$28.00Aug 21$1.58$1.88$3.46$24.54$31.4612.56%
$27.00Aug 21$2.05$1.48$3.53$23.47$30.5312.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 2.72% of stock, avg 7.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Aug 14$0.40$0.35$0.75$25.25$31.25
$29.50$26.00Aug 14$0.50$0.35$0.85$25.15$30.35
$30.50$25.50Aug 14$0.40$0.48$0.88$24.62$31.38
$30.50$26.50Aug 14$0.40$0.57$0.97$25.53$31.47
$29.00$26.00Aug 14$0.63$0.35$0.98$25.02$29.98
$29.50$25.50Aug 14$0.50$0.48$0.98$24.52$30.48
$29.50$26.50Aug 14$0.50$0.57$1.07$25.43$30.57
$29.00$25.50Aug 14$0.63$0.48$1.11$24.39$30.11
$28.50$26.00Aug 14$0.78$0.35$1.13$24.87$29.63
$30.50$27.00Aug 14$0.40$0.73$1.13$25.87$31.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 9.00, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2528/28Aug 21$0.90$0.109.00$24.10$28.40
24/2528/28Aug 21$0.85$0.155.67$24.15$28.85
22/2425/26Sep 4$1.24$0.264.77$22.76$26.24
26/2628/28Aug 14$0.39$0.113.55$26.11$28.39
24/2527/28Aug 21$0.77$0.233.35$24.23$27.77
24/2428/28Aug 14$0.37$0.132.85$23.63$28.37
23/2427/28Aug 21$0.37$0.132.85$23.13$27.37
26/2627/28Aug 21$0.36$0.142.57$25.64$27.36
25/2628/28Aug 14$0.35$0.152.33$25.15$28.35
26/2631/32Sep 25$0.69$0.312.23$25.81$31.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 19.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$30.00$32.00Aug 28$0.10$1.9019.00
$28.00$29.00$30.00Sep 11$0.14$0.866.14
$29.00$30.00$31.00Aug 21$0.15$0.855.67
$27.50$28.00$28.50Aug 14$0.08$0.425.25
$31.00$31.50$32.00Aug 14$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$26.50$27.00$27.50Aug 14$0.13$0.372.85
$26.00$26.50$27.00Aug 21$0.14$0.362.57
$23.00$23.50$24.00Aug 28$0.17$0.331.94
$23.00$23.50$24.00Aug 14$0.18$0.321.78
$24.50$25.00$25.50Aug 14$0.21$0.291.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.05, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.33$1.67
$28.00$30.001:2Aug 28-$0.73$1.27
$26.00$28.001:2Sep 11-$1.00$1.00
$31.00$32.001:2Aug 21-$0.23$0.77
$30.00$31.501:2Sep 11-$0.81$0.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.05$2.45
$27.00$25.001:2Aug 28-$0.18$1.82
$24.00$22.501:2Sep 4-$0.04$1.46
$25.00$24.001:2Aug 28-$0.57$0.43
$23.50$23.001:2Aug 14-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 7.63%, avg 3.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Sep 25$2.100.561.7%7.63%9.30%--12
$30.00Sep 25$2.000.488.9%7.26%16.19%--38
$29.00Sep 11$1.900.485.3%6.90%12.20%71
$30.00Sep 18$1.900.438.9%6.90%15.83%102.7K
$28.00Aug 28$1.600.521.7%5.81%7.48%--31
$28.00Sep 11$1.600.531.7%5.81%7.48%--14
$30.00Sep 11$1.550.448.9%5.63%14.56%145
$30.00Sep 4$1.350.418.9%4.90%13.83%--83
$28.00Aug 21$1.250.511.7%4.54%6.21%4312
$31.00Sep 25$1.150.4112.6%4.18%16.74%--11

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 926
Total Puts 29
Put/Call Ratio 0.03
Net Difference 897

Prior's Put/Call Breakdown

Total Calls 40,836
Total Puts 17,046
Put/Call Ratio 1.00
Net Difference 23,790

Prior 7-Day Put/Call Summary

Total Calls 83,003
Total Puts 30,473
Average Put/Call Ratio 0.27
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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