Tour v502
FSLY
FASTLY INC A
$28.11 +1.30%
8/11 10:15

Option Volume

Detail
Current (08/11 10:15am) 1,783
Calls: 1,565 (88%)
Puts: 218 (12%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -96.17% (Calls)
Puts: -98.72% (Puts)
Prior 7-Day Total 116,835
Calls: 85,837 (73%)
Puts: 30,998 (27%)
Prior 7-Day Average 16,690
Calls: 12,262 (73%)
Puts: 4,428 (27%)
Current vs Prior 7-Day Avg -89.32%
Calls: -87.24%
Puts: -95.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 10:15am) $266.1K
Calls: $246.3K (93%)
Puts: $19.8K (7%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -98.81%
Puts: -98.73%
Prior 7-Day Total $38.97M
Calls: $35.65M (91%)
Puts: $3.32M (9%)
Prior 7-Day Average $5.57M
Calls: $5.09M (91%)
Puts: $474.3K (9%)
Current vs Prior 7-Day Avg -95.22%
Calls: -95.16%
Puts: -95.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 10:15am) 0.14
Prior 1.00
Current vs Prior -86.07%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -44.45%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 10:15am) 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 9.53% | 13.52%13.52% | 23.30%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -51.03% | -35.92%-40.70% | -18.37%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -52.73% | -42.32%-40.87% | -19.17%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -51.03% | -35.92%+1.94% | -0.21%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 63.93% | 33.76%
Calls: 21.19% | 30.30%
Puts: 106.67% | 37.21%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +269.54% | +151.38%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +338.63% | +168.36%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($246.3K) vs puts ($19.8K). Extreme bullish P/C ratio of 0.14 - heavy call buying (1,565 calls vs 218 puts). P/C ratio dropping 86% - 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
10:15BULLISHBULLISHBULLISH
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 2 of results (avg 8.5%, best 8.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 213.503.80$3.658.2%200.812.2K
$30.00Sep 182.202.40$2.308.7%360.452.7K
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. 52 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 144.805.80$5.3018.9%--1.00315
$23.50Aug 144.004.90$4.4520.2%--0.96287
$23.00Aug 144.005.40$4.7029.8%10.96406
$22.50Aug 214.206.10$5.1536.9%--0.951.2K
$23.00Aug 213.606.00$4.8050.0%--0.95105
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.904.60$4.2516.5%10.54140
$28.50Aug 282.052.90$2.4734.4%40.5040

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 1.5K, top 536)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 141.051.30$1.1821.2%5360.52750
$30.00Aug 140.400.55$0.4831.3%3800.271.7K
$30.00Aug 210.951.05$1.0010.0%1360.351.7K
$29.00Aug 211.251.45$1.3514.8%560.43192
$30.00Sep 182.202.40$2.308.7%360.452.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.300.80$0.5590.9%1030.21229
$23.00Aug 140.050.10$0.0862.5%200.05118
$26.50Aug 140.400.65$0.5347.2%150.2885
$27.00Aug 140.550.90$0.7347.9%140.35200
$27.00Aug 211.001.40$1.2033.3%100.39142

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 34.4%, max 65.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21142.3%85.8%65.8%--146
$25.50Aug 14Sep 25133.0%80.5%65.2%8293
$23.00Aug 14Sep 11130.7%82.5%58.4%6412
$24.00Aug 14Sep 11127.4%82.9%53.6%18667
$27.00Aug 14Sep 25110.7%79.7%38.9%13389
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21142.3%85.8%65.8%121
$25.50Aug 14Sep 25133.0%80.5%65.2%152
$24.00Aug 14Sep 4127.4%87.2%46.1%--120
$23.00Aug 14Aug 28130.7%94.5%38.4%20184
$22.50Aug 14Sep 18116.8%88.4%32.1%31.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 4.56, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$28.00$29.00Sep 11$0.22$0.78$0.223.55$28.22
$27.00$27.50Aug 21$0.12$0.38$0.123.17$27.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Aug 28$0.20$0.80$0.204.00$24.80
$25.00$22.50Sep 18$0.57$1.93$0.573.39$24.43
$25.00$24.00Sep 4$0.25$0.75$0.253.00$24.75
$24.00$22.50Sep 4$0.40$1.10$0.402.75$23.60
$24.50$24.00Aug 14$0.15$0.35$0.152.33$24.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 5.67, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$26.00Sep 4$0.85$0.85$0.155.67$25.85
$22.50$23.00Aug 28$0.40$0.40$0.104.00$22.90
$22.50$24.00Sep 4$1.15$1.15$0.353.29$23.65
$25.50$26.00Aug 21$0.38$0.38$0.123.17$25.88
$23.50$25.50Sep 25$1.50$1.50$0.503.00$25.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$27.00Aug 21$0.68$0.68$0.322.12$27.32
$27.50$27.00Aug 28$0.33$0.33$0.171.94$27.17
$28.00$27.50Aug 14$0.32$0.32$0.181.78$27.68
$26.50$25.50Sep 25$0.62$0.62$0.381.63$25.88
$25.50$25.00Aug 14$0.30$0.30$0.201.50$25.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.47, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10130.7%90.7%
$26.00Aug 14Aug 21$0.25107.1%90.7%
$25.50Aug 14Aug 21$0.33133.0%96.8%
$24.00Aug 14Aug 21$0.35127.4%80.5%
$26.50Aug 14Aug 21$0.40108.1%95.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Aug 14Aug 21$0.10127.4%80.5%
$24.50Aug 14Aug 21$0.10142.3%85.8%
$23.00Aug 14Aug 21$0.12130.7%90.7%
$22.50Aug 14Aug 21$0.17116.8%98.6%
$23.50Aug 14Aug 21$0.20119.0%91.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 7.93% of stock, avg 16.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Aug 14$1.35$0.88$2.23$25.27$29.737.93%
$27.00Aug 14$1.65$0.73$2.38$24.62$29.388.47%
$28.00Aug 14$1.18$1.20$2.38$25.62$30.388.47%
$26.50Aug 14$2.15$0.53$2.68$23.82$29.189.53%
$26.00Aug 14$2.45$0.38$2.83$23.17$28.8310.07%
$25.00Aug 14$3.05$0.15$3.20$21.80$28.2011.38%
$25.50Aug 14$2.75$0.45$3.20$22.30$28.7011.38%
$27.00Aug 21$2.10$1.20$3.30$23.70$30.3011.74%
$24.50Aug 14$3.22$0.30$3.52$20.98$28.0212.52%
$28.00Aug 21$1.65$1.88$3.53$24.47$31.5312.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 2.77% of stock, avg 8.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Aug 14$0.40$0.38$0.78$25.22$31.28
$30.00$26.00Aug 14$0.48$0.38$0.86$25.14$30.86
$30.50$26.50Aug 14$0.40$0.53$0.93$25.57$31.43
$29.50$26.00Aug 14$0.57$0.38$0.95$25.05$30.45
$30.00$26.50Aug 14$0.48$0.53$1.01$25.49$31.01
$29.00$26.00Aug 14$0.70$0.38$1.08$24.92$30.08
$29.50$26.50Aug 14$0.57$0.53$1.10$25.40$30.60
$30.50$27.00Aug 14$0.40$0.73$1.13$25.87$31.63
$30.00$27.00Aug 14$0.48$0.73$1.21$25.79$31.21
$29.00$26.50Aug 14$0.70$0.53$1.23$25.27$30.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 5.00, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2425/26Sep 4$1.25$0.255.00$22.75$26.25
25/2728/30Aug 28$1.55$0.453.44$25.45$29.55
26/2631/32Sep 25$0.77$0.233.35$25.73$31.77
22/2428/30Sep 4$1.00$0.502.00$23.00$29.50
25/2730/32Aug 28$1.25$0.751.67$25.75$31.25
24/2426/26Aug 21$0.30$0.201.50$24.20$26.30
24/2526/26Aug 21$0.30$0.201.50$24.70$26.30
24/2425/26Aug 28$0.60$0.401.50$23.40$25.60
22/2426/28Sep 4$1.50$1.001.50$22.50$27.50
24/2428/28Aug 28$0.29$0.211.38$23.71$27.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 15.67, cheapest $0.05)

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
$30.00$31.00$32.00Aug 21$0.09$0.9110.11
$22.50$23.00$23.50Aug 21$0.05$0.459.00
$28.00$30.00$32.00Aug 28$0.30$1.705.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 14$0.07$0.436.14
$23.50$24.00$24.50Aug 14$0.08$0.425.25
$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 21$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.36, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.33$1.67
$28.00$30.001:2Aug 28-$0.53$1.47
$26.00$28.501:2Sep 4-$1.10$1.40
$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-$0.36$2.14
$27.00$25.001:2Aug 28-$0.15$1.85
$24.00$22.501:2Sep 4-$0.13$1.37
$25.00$24.001:2Aug 28-$0.50$0.50
$28.00$27.001:2Aug 21-$0.52$0.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 7.83%, avg 3.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$2.200.456.7%7.83%14.55%362.7K
$29.00Sep 11$2.000.483.2%7.11%10.28%71
$30.00Sep 25$2.000.466.7%7.11%13.84%--38
$28.50Sep 4$1.850.491.4%6.58%7.97%1--
$30.00Sep 11$1.550.436.7%5.51%12.24%145
$30.00Sep 4$1.350.406.7%4.80%11.53%--83
$31.00Sep 25$1.300.4010.3%4.62%14.91%--11
$29.00Aug 21$1.250.433.2%4.45%7.61%56192
$31.50Sep 25$1.150.3812.1%4.09%16.15%--12
$28.50Aug 21$1.050.471.4%3.74%5.12%432

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,565
Total Puts 218
Put/Call Ratio 0.14
Net Difference 1,347

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 85,837
Total Puts 30,998
Average Put/Call Ratio 0.25
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All