Tour v502
FSLY
FASTLY INC A
$27.63 -0.43%
8/11 10:05

Option Volume

Detail
Current (08/11 10:05am) 1,400
Calls: 1,221 (87%)
Puts: 179 (13%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -97.01% (Calls)
Puts: -98.95% (Puts)
Prior 7-Day Total 116,528
Calls: 85,588 (73%)
Puts: 30,940 (27%)
Prior 7-Day Average 16,646
Calls: 12,226 (73%)
Puts: 4,420 (27%)
Current vs Prior 7-Day Avg -91.59%
Calls: -90.01%
Puts: -95.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 10:05am) $187.9K
Calls: $170.8K (91%)
Puts: $17.1K (9%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -99.18%
Puts: -98.90%
Prior 7-Day Total $38.92M
Calls: $35.61M (91%)
Puts: $3.32M (9%)
Prior 7-Day Average $5.56M
Calls: $5.09M (91%)
Puts: $473.8K (9%)
Current vs Prior 7-Day Avg -96.62%
Calls: -96.64%
Puts: -96.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 10:05am) 0.15
Prior 1.00
Current vs Prior -85.34%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -40.92%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 10:05am) 182,077
Calls: 93,504 (51%)
Puts: 88,573 (49%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 1,356,473
Calls: 700,651 (52%)
Puts: 655,822 (48%)
Prior 7-Day Average 193,781
Calls: 100,093 (52%)
Puts: 93,688 (48%)
Current vs Prior 7-Day Avg -6.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 8.90% | 13.42%13.42% | 23.52%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -54.29% | -36.38%-41.12% | -17.61%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -55.87% | -42.73%-41.29% | -18.43%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -54.29% | -36.38%+1.22% | +0.71%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.59% | 34.97%
Calls: 28.46% | 30.05%
Puts: 44.72% | 39.89%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +111.50% | +160.39%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +151.05% | +177.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($170.8K) vs puts ($17.1K). Extreme bullish P/C ratio of 0.15 - heavy call buying (1,221 calls vs 179 puts). P/C ratio dropping 85% - 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
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
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 4.5%, best 4.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.152.25$2.204.5%230.442.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.47, cheapest $0.38)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.350.40$0.3813.2%3720.231.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Aug 140.500.60$0.5518.2%20.3185

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 144.805.70$5.2517.1%--0.98315
$23.50Aug 143.804.90$4.3525.3%--0.94287
$23.00Aug 144.005.40$4.7029.8%10.93406
$22.50Aug 214.206.10$5.1536.9%--0.911.2K
$23.00Aug 213.606.00$4.8050.0%--0.91105
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 184.004.60$4.3014.0%10.56140
$28.00Aug 140.951.50$1.2344.7%--0.53150
$28.50Aug 282.252.90$2.5825.2%40.5240

Most actively traded options today. High liquidity = easy entry/exit. 46 active (total vol 1.2K, top 372)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.350.40$0.3813.2%3720.231.7K
$28.00Aug 140.801.20$1.0040.0%3610.48750
$30.00Aug 210.750.95$0.8523.5%1180.331.7K
$30.00Sep 182.152.25$2.204.5%230.442.7K
$25.00Aug 213.103.50$3.3012.1%150.772.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.500.80$0.6546.2%1020.23229
$27.00Aug 140.600.90$0.7540.0%110.38200
$27.00Aug 211.151.50$1.3326.3%100.41142
$23.00Aug 140.050.20$0.13115.4%70.07118
$26.00Aug 140.150.60$0.38118.4%60.2455

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 34.0%, max 74.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 11145.4%83.4%74.3%12667
$23.00Aug 14Sep 11140.6%82.9%69.5%6412
$24.50Aug 14Aug 21134.8%88.8%51.8%--146
$25.50Aug 14Sep 25124.4%82.2%51.4%8293
$25.00Aug 14Sep 18119.7%79.6%50.4%113.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 4145.4%92.9%56.6%--120
$23.00Aug 14Aug 28140.6%91.5%53.6%7184
$24.50Aug 14Aug 21134.8%88.8%51.8%121
$25.50Aug 14Sep 25124.4%82.2%51.4%152
$25.00Aug 14Sep 18119.7%79.6%50.4%--457

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 7.33, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$31.00Aug 21$0.12$0.88$0.127.33$30.12
$29.00$30.00Sep 11$0.14$0.86$0.146.14$29.14
$31.00$32.00Aug 21$0.18$0.82$0.184.56$31.18
$22.50$23.50Sep 25$0.20$0.80$0.204.00$22.70
$28.00$30.00Sep 25$0.40$1.60$0.404.00$28.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Aug 28$0.12$0.88$0.127.33$24.88
$25.00$24.00Sep 4$0.16$0.84$0.165.25$24.84
$23.00$22.50Aug 14$0.10$0.40$0.104.00$22.90
$25.00$22.50Sep 18$0.70$1.80$0.702.57$24.30
$25.50$25.00Aug 14$0.15$0.35$0.152.33$25.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 4.00, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.50$23.00Aug 28$0.40$0.40$0.104.00$22.90
$23.50$25.50Sep 25$1.60$1.60$0.404.00$25.10
$22.50$24.00Sep 4$1.15$1.15$0.353.29$23.65
$23.00$24.00Sep 11$0.75$0.75$0.253.00$23.75
$24.00$25.00Sep 11$0.75$0.75$0.253.00$24.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.50$27.00Aug 28$0.33$0.33$0.171.94$27.17
$26.50$25.50Sep 25$0.62$0.62$0.381.63$25.88
$27.50$27.00Aug 14$0.30$0.30$0.201.50$27.20
$28.00$27.00Aug 21$0.55$0.55$0.451.22$27.45
$28.50$27.50Aug 28$0.55$0.55$0.451.22$27.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.51, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10140.6%89.8%
$23.50Aug 14Aug 21$0.10113.2%90.3%
$25.00Aug 14Aug 21$0.40119.7%94.1%
$32.00Aug 14Aug 21$0.42112.8%101.4%
$30.00Aug 14Aug 21$0.47110.3%92.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.07140.6%89.8%
$24.50Aug 14Aug 21$0.15134.8%88.8%
$22.50Aug 14Aug 21$0.17112.1%97.7%
$23.50Aug 14Aug 21$0.20113.2%90.3%
$25.00Aug 14Aug 21$0.35119.7%94.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 8.07% of stock, avg 16.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Aug 14$1.48$0.75$2.23$24.77$29.238.07%
$28.00Aug 14$1.00$1.23$2.23$25.77$30.238.07%
$27.50Aug 14$1.23$1.05$2.28$25.22$29.788.25%
$26.50Aug 14$1.85$0.55$2.40$24.10$28.908.69%
$26.00Aug 14$2.13$0.38$2.51$23.49$28.519.08%
$25.50Aug 14$2.58$0.45$3.03$22.47$28.5310.97%
$25.00Aug 14$2.90$0.30$3.20$21.80$28.2011.58%
$27.00Aug 21$2.05$1.33$3.38$23.62$30.3812.23%
$24.50Aug 14$3.18$0.30$3.48$21.02$27.9812.60%
$28.00Aug 21$1.65$1.88$3.53$24.47$31.5312.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 2.75% of stock, avg 8.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$26.00Aug 14$0.38$0.38$0.76$25.24$30.76
$30.00$25.50Aug 14$0.38$0.45$0.83$24.67$30.83
$30.00$26.50Aug 14$0.38$0.55$0.93$25.57$30.93
$29.50$26.00Aug 14$0.57$0.38$0.95$25.05$30.45
$29.00$26.00Aug 14$0.63$0.38$1.01$24.99$30.01
$29.50$25.50Aug 14$0.57$0.45$1.02$24.48$30.52
$29.00$25.50Aug 14$0.63$0.45$1.08$24.42$30.08
$29.50$26.50Aug 14$0.57$0.55$1.12$25.38$30.62
$30.00$27.00Aug 14$0.38$0.75$1.13$25.87$31.13
$28.50$26.00Aug 14$0.80$0.38$1.18$24.82$29.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 4.00, avg credit $0.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
25/2627/28Aug 21$0.40$0.104.00$25.10$27.40
22/2425/26Sep 4$1.19$0.313.84$22.81$26.19
26/2631/32Sep 25$0.77$0.233.35$25.73$31.77
22/2324/25Aug 14$0.38$0.123.17$22.62$24.88
22/2326/26Aug 14$0.38$0.123.17$22.62$26.38
24/2428/28Aug 21$0.38$0.123.17$24.12$27.88
24/2528/28Aug 21$0.38$0.123.17$24.62$27.88
26/2628/28Aug 21$0.38$0.123.17$26.12$27.88
25/2728/30Aug 28$1.50$0.503.00$25.50$29.50
26/2627/28Aug 21$0.37$0.132.85$25.63$27.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$26.00$27.00Aug 28$0.06$0.9415.67
$28.00$30.00$32.00Aug 28$0.20$1.809.00
$29.00$30.00$31.00Aug 21$0.18$0.824.56
$28.50$29.00$29.50Aug 14$0.11$0.393.55
$27.00$27.50$28.00Aug 28$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Aug 21$0.08$0.425.25
$26.50$27.00$27.50Aug 14$0.10$0.404.00
$24.50$25.00$25.50Aug 14$0.15$0.352.33
$23.00$23.50$24.00Aug 28$0.20$0.301.50
$23.50$24.00$24.50Aug 21$0.23$0.271.17

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 $-0.15, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.33$1.67
$26.00$28.501:2Sep 4-$0.90$1.60
$28.00$30.001:2Aug 28-$0.63$1.37
$26.00$28.001:2Sep 11-$1.20$0.80
$30.00$31.501:2Sep 11-$0.81$0.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.15$2.35
$27.00$25.001:2Aug 28-$0.10$1.90
$24.00$22.501:2Sep 4-$0.04$1.46
$23.50$23.001:2Aug 21-$0.12$0.38
$25.50$25.001:2Aug 14-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 8.32%, avg 4.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Sep 25$2.300.551.3%8.32%9.66%--12
$30.00Sep 18$2.150.448.6%7.78%16.36%232.7K
$30.00Sep 25$2.000.478.6%7.24%15.82%--38
$29.00Sep 11$1.900.485.0%6.88%11.83%71
$28.50Sep 4$1.850.503.1%6.70%9.84%1--
$28.00Aug 28$1.800.521.3%6.51%7.85%231
$28.00Sep 11$1.800.531.3%6.51%7.85%--14
$30.00Sep 11$1.550.438.6%5.61%14.19%145
$28.00Aug 21$1.400.501.3%5.07%6.41%6312
$30.00Sep 4$1.350.418.6%4.89%13.46%--83

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 1,221
Total Puts 179
Put/Call Ratio 0.15
Net Difference 1,042

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 85,588
Total Puts 30,940
Average Put/Call Ratio 0.25
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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