Tour v502
FSLY
FASTLY INC A
$27.74 -0.04%
8/11 10:10

Option Volume

Detail
Current (08/11 10:10am) 1,443
Calls: 1,248 (86%)
Puts: 195 (14%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -96.94% (Calls)
Puts: -98.86% (Puts)
Prior 7-Day Total 116,701
Calls: 85,734 (73%)
Puts: 30,967 (27%)
Prior 7-Day Average 16,671
Calls: 12,247 (73%)
Puts: 4,423 (27%)
Current vs Prior 7-Day Avg -91.34%
Calls: -89.81%
Puts: -95.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 10:10am) $198.3K
Calls: $179.7K (91%)
Puts: $18.6K (9%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -99.13%
Puts: -98.81%
Prior 7-Day Total $38.95M
Calls: $35.63M (91%)
Puts: $3.32M (9%)
Prior 7-Day Average $5.56M
Calls: $5.09M (91%)
Puts: $474.0K (9%)
Current vs Prior 7-Day Avg -96.44%
Calls: -96.47%
Puts: -96.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 10:10am) 0.16
Prior 1.00
Current vs Prior -84.38%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -37.24%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 10:10am) 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 8.94% | 13.37%13.37% | 23.43%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -54.08% | -36.60%-41.34% | -17.91%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -55.67% | -42.93%-41.50% | -18.72%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -54.08% | -36.60%+0.85% | +0.34%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.36% | 34.97%
Calls: 24.00% | 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 +98.61% | +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 +135.75% | +177.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($179.7K) vs puts ($18.6K). Extreme bullish P/C ratio of 0.16 - heavy call buying (1,248 calls vs 195 puts). P/C ratio dropping 84% - 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
10:10BULLISHBULLISHBULLISH
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 9.1%, best 9.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.102.30$2.209.1%230.452.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.90, cheapest $0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.850.95$0.9011.1%1200.341.7K
PUTS (0)
No puts meet the criteria

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%--0.901.2K
$23.00Aug 213.606.00$4.8050.0%--0.90105
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 184.004.60$4.3014.0%10.55140
$28.50Aug 282.252.90$2.5825.2%40.5240
$28.00Aug 140.951.50$1.2344.7%--0.51150

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 1.2K, top 377)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.350.45$0.4025.0%3770.241.7K
$28.00Aug 140.801.20$1.0040.0%3610.49750
$30.00Aug 210.850.95$0.9011.1%1200.341.7K
$30.00Sep 182.102.30$2.209.1%230.452.7K
$24.00Aug 143.604.20$3.9015.4%160.87644
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.500.80$0.6546.2%1020.23229
$26.50Aug 140.500.65$0.5726.3%150.3085
$27.00Aug 140.600.90$0.7540.0%110.37200
$27.00Aug 211.101.50$1.3030.8%100.40142
$23.00Aug 140.050.20$0.13115.4%70.07118

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 35.2%, max 78.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 11147.9%82.9%78.4%17667
$23.00Aug 14Sep 11142.7%82.5%72.9%6412
$25.50Aug 14Sep 25127.3%80.5%58.1%8293
$24.50Aug 14Aug 21137.3%89.9%52.7%--146
$25.00Aug 14Sep 18122.3%80.1%52.7%113.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 14Sep 4147.9%91.8%61.1%--120
$25.50Aug 14Sep 25127.3%80.5%58.1%152
$23.00Aug 14Aug 28142.7%92.1%55.0%7184
$24.50Aug 14Aug 21137.3%89.9%52.7%121
$25.00Aug 14Sep 18122.3%80.1%52.7%--457

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 6.14, avg 1.86)

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$0.17$0.83$0.174.88$30.17
$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$24.00Sep 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$24.00Aug 28$0.20$0.80$0.204.00$24.80
$27.00$26.50Aug 21$0.12$0.38$0.123.17$26.88
$25.00$22.50Sep 18$0.70$1.80$0.702.57$24.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 4.00, avg 1.18)

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
$24.00$25.00Sep 11$0.80$0.80$0.204.00$24.80
$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
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
$28.00$27.00Aug 21$0.58$0.58$0.421.38$27.42
$28.50$27.50Aug 28$0.55$0.55$0.451.22$27.95
$30.00$25.00Sep 18$2.75$2.75$2.251.22$27.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.50, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10142.7%90.7%
$23.50Aug 14Aug 21$0.10115.2%91.3%
$25.00Aug 14Aug 21$0.35122.3%95.3%
$32.00Aug 14Aug 21$0.42110.7%100.3%
$26.00Aug 14Aug 21$0.46101.4%95.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.07142.7%90.7%
$24.50Aug 14Aug 21$0.15137.3%89.9%
$22.50Aug 14Aug 21$0.17113.5%98.6%
$23.50Aug 14Aug 21$0.20115.2%91.3%
$25.00Aug 14Aug 21$0.35122.3%95.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 8.04% of stock, avg 16.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Aug 14$1.00$1.23$2.23$25.77$30.238.04%
$27.50Aug 14$1.25$1.00$2.25$25.25$29.758.11%
$27.00Aug 14$1.55$0.75$2.30$24.70$29.308.29%
$26.50Aug 14$1.88$0.57$2.45$24.05$28.958.83%
$26.00Aug 14$2.17$0.38$2.55$23.45$28.559.19%
$25.50Aug 14$2.60$0.45$3.05$22.45$28.5510.99%
$25.00Aug 14$2.95$0.30$3.25$21.75$28.2511.72%
$27.00Aug 21$2.05$1.30$3.35$23.65$30.3512.08%
$24.50Aug 14$3.18$0.30$3.48$21.02$27.9812.55%
$28.00Aug 21$1.65$1.88$3.53$24.47$31.5312.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 2.81% of stock, avg 8.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$26.00Aug 14$0.40$0.38$0.78$25.22$30.78
$30.00$25.50Aug 14$0.40$0.45$0.85$24.65$30.85
$29.50$26.00Aug 14$0.57$0.38$0.95$25.05$30.45
$30.00$26.50Aug 14$0.40$0.57$0.97$25.53$30.97
$29.50$25.50Aug 14$0.57$0.45$1.02$24.48$30.52
$29.00$26.00Aug 14$0.65$0.38$1.03$24.97$30.03
$29.00$25.50Aug 14$0.65$0.45$1.10$24.40$30.10
$29.50$26.50Aug 14$0.57$0.57$1.14$25.36$30.64
$30.00$27.00Aug 14$0.40$0.75$1.15$25.85$31.15
$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 4.77, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2425/26Sep 4$1.24$0.264.77$22.76$26.24
25/2627/28Aug 21$0.40$0.104.00$25.10$27.40
22/2326/26Aug 14$0.39$0.113.55$22.61$26.39
24/2428/28Aug 28$0.39$0.113.55$23.61$27.89
26/2631/32Sep 25$0.77$0.233.35$25.73$31.77
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. 24 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
$29.00$30.00$31.00Aug 21$0.08$0.9211.50
$28.00$30.00$32.00Aug 28$0.20$1.809.00
$28.50$29.00$29.50Aug 14$0.07$0.436.14
$27.00$27.50$28.00Aug 28$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$26.50$27.00$27.50Aug 14$0.07$0.436.14
$22.50$23.00$23.50Aug 21$0.08$0.425.25
$23.00$23.50$24.00Aug 28$0.12$0.383.17
$24.50$25.00$25.50Aug 14$0.15$0.352.33
$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. 39 found (best net $-0.15, 34 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
$25.00$24.001:2Aug 28-$0.50$0.50
$23.50$23.001:2Aug 21-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 8.29%, avg 4.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Sep 25$2.300.540.9%8.29%9.23%--12
$30.00Sep 18$2.100.458.2%7.57%15.72%232.7K
$30.00Sep 25$2.000.468.2%7.21%15.36%--38
$29.00Sep 11$1.900.474.5%6.85%11.39%71
$28.50Sep 4$1.850.492.7%6.67%9.41%1--
$28.00Aug 28$1.800.520.9%6.49%7.43%231
$28.00Sep 11$1.800.530.9%6.49%7.43%--14
$30.00Sep 11$1.550.438.2%5.59%13.73%145
$28.00Aug 21$1.400.510.9%5.05%5.98%6312
$30.00Sep 4$1.350.408.2%4.87%13.01%--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 1,248
Total Puts 195
Put/Call Ratio 0.16
Net Difference 1,053

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 85,734
Total Puts 30,967
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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