Tour v502
FSLY
FASTLY INC A
$28.39 +2.31%
8/11 10:30

Option Volume

Detail
Current (08/11 10:30am) 2,720
Calls: 2,412 (89%)
Puts: 308 (11%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -94.09% (Calls)
Puts: -98.19% (Puts)
Prior 7-Day Total 118,372
Calls: 87,140 (74%)
Puts: 31,232 (26%)
Prior 7-Day Average 16,910
Calls: 12,448 (74%)
Puts: 4,461 (26%)
Current vs Prior 7-Day Avg -83.92%
Calls: -80.62%
Puts: -93.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 10:30am) $399.5K
Calls: $374.0K (94%)
Puts: $25.5K (6%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -98.20%
Puts: -98.36%
Prior 7-Day Total $39.27M
Calls: $35.94M (92%)
Puts: $3.33M (8%)
Prior 7-Day Average $5.61M
Calls: $5.13M (92%)
Puts: $476.0K (8%)
Current vs Prior 7-Day Avg -92.88%
Calls: -92.72%
Puts: -94.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 10:30am) 0.13
Prior 1.00
Current vs Prior -87.23%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -49.75%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 10:30am) 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 9.76% | 13.31%13.31% | 22.30%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -49.89% | -36.89%-41.60% | -21.89%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -51.62% | -43.19%-41.76% | -22.66%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -49.89% | -36.89%+0.40% | -4.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.91% | 40.48%
Calls: 11.81% | 35.29%
Puts: 60.00% | 45.67%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +107.57% | +201.41%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +146.38% | +221.78%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($374.0K) vs puts ($25.5K). Extreme bullish P/C ratio of 0.13 - heavy call buying (2,412 calls vs 308 puts). P/C ratio dropping 87% - 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
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
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 1 of results (avg 7.6%, best 7.6%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.804.10$3.957.6%10.53140

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. 47 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 144.005.60$4.8033.3%11.00406
$23.50Aug 144.005.10$4.5524.2%--1.00287
$24.00Aug 143.904.60$4.2516.5%171.00644
$23.00Aug 213.606.00$4.8050.0%--1.00105
$25.00Aug 143.003.70$3.3520.9%10.99291
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.804.10$3.957.6%10.53140

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 2.3K, top 910)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.450.55$0.5020.0%9100.281.7K
$28.00Aug 141.201.35$1.2711.8%5910.54750
$30.00Aug 211.001.15$1.0813.9%2550.361.7K
$29.00Aug 211.251.55$1.4021.4%650.44192
$30.00Sep 182.252.50$2.3810.5%490.472.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.350.65$0.5060.0%1030.20229
$23.00Aug 140.000.10$0.05200.0%320.04118
$27.50Aug 140.600.90$0.7540.0%180.39132
$24.00Aug 140.000.20$0.10200.0%160.0772
$26.50Aug 140.300.65$0.4872.9%150.2685

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 32.5%, max 62.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21141.3%86.9%62.5%--146
$25.50Aug 14Sep 25126.6%85.4%48.2%11293
$23.00Aug 14Sep 11122.8%84.6%45.1%6412
$31.00Aug 14Sep 25116.2%80.6%44.1%22179
$24.00Aug 14Sep 11117.5%85.3%37.7%18667
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21141.3%86.9%62.5%121
$26.00Aug 14Aug 21114.0%74.8%52.3%868
$25.50Aug 14Sep 25126.6%85.4%48.2%252
$24.00Aug 14Sep 4117.5%82.9%41.7%18120
$23.50Aug 14Aug 28121.5%90.8%33.9%--120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 4.00, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$29.00Sep 11$0.20$0.80$0.204.00$28.20
$28.00$30.00Sep 25$0.40$1.60$0.404.00$28.40
$31.00$32.00Aug 21$0.23$0.77$0.233.35$31.23
$29.00$29.50Aug 14$0.12$0.38$0.123.17$29.12
$30.00$30.50Aug 14$0.12$0.38$0.123.17$30.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Aug 28$0.28$0.72$0.282.57$24.72
$24.50$24.00Aug 21$0.15$0.35$0.152.33$24.35
$27.00$25.00Aug 28$0.62$1.38$0.622.23$26.38
$24.00$23.50Aug 28$0.17$0.33$0.171.94$23.83
$24.50$24.00Aug 14$0.18$0.32$0.181.78$24.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 5.67, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$27.00Sep 25$0.85$0.85$0.155.67$26.85
$24.50$25.00Aug 21$0.40$0.40$0.104.00$24.90
$25.00$26.00Sep 4$0.80$0.80$0.204.00$25.80
$25.50$26.00Aug 14$0.38$0.38$0.123.17$25.88
$26.50$27.00Aug 14$0.38$0.38$0.123.17$26.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$27.50Aug 14$0.40$0.40$0.104.00$27.60
$27.50$27.00Aug 28$0.38$0.38$0.123.17$27.12
$28.00$27.00Aug 21$0.72$0.72$0.282.57$27.28
$25.50$25.00Aug 21$0.33$0.33$0.171.94$25.17
$30.00$25.00Sep 18$2.52$2.52$2.481.02$27.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.44, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 14Aug 21$0.10121.5%89.6%
$25.50Aug 14Aug 21$0.10126.6%98.2%
$26.00Aug 14Aug 21$0.23114.0%74.8%
$24.00Aug 14Aug 21$0.25117.5%81.5%
$28.50Aug 14Aug 21$0.33120.7%91.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 14Aug 21$0.12141.3%86.9%
$23.00Aug 14Aug 21$0.15122.8%91.6%
$24.00Aug 14Aug 21$0.15117.5%81.5%
$23.50Aug 14Aug 21$0.17121.5%89.6%
$26.00Aug 14Aug 21$0.23114.0%74.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 8.03% of stock, avg 15.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Aug 14$1.53$0.75$2.28$25.22$29.788.03%
$28.00Aug 14$1.27$1.15$2.42$25.58$30.428.52%
$27.00Aug 14$1.75$0.68$2.43$24.57$29.438.56%
$26.50Aug 14$2.13$0.48$2.61$23.89$29.119.19%
$26.00Aug 14$2.60$0.40$3.00$23.00$29.0010.57%
$27.00Aug 21$2.23$1.08$3.31$23.69$30.3111.66%
$25.50Aug 14$2.98$0.38$3.36$22.14$28.8611.84%
$26.00Aug 21$2.83$0.63$3.46$22.54$29.4612.19%
$25.00Aug 14$3.35$0.13$3.48$21.52$28.4812.26%
$28.00Aug 21$1.70$1.80$3.50$24.50$31.5012.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 72 found (cheapest 2.75% of stock, avg 8.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Aug 14$0.38$0.40$0.78$25.22$31.28
$30.50$26.50Aug 14$0.38$0.48$0.86$25.64$31.36
$30.00$26.00Aug 14$0.50$0.40$0.90$25.10$30.90
$30.00$26.50Aug 14$0.50$0.48$0.98$25.52$30.98
$29.50$26.00Aug 14$0.63$0.40$1.03$24.97$30.53
$30.50$27.00Aug 14$0.38$0.68$1.06$25.94$31.56
$29.50$26.50Aug 14$0.63$0.48$1.11$25.39$30.61
$30.50$27.50Aug 14$0.38$0.75$1.13$26.37$31.63
$32.00$26.00Aug 21$0.50$0.63$1.13$24.87$33.13
$29.00$26.00Aug 14$0.75$0.40$1.15$24.85$30.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 4.00, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2427/28Aug 28$0.40$0.104.00$23.60$27.40
24/2428/28Aug 28$0.39$0.113.55$23.61$27.89
26/2728/28Aug 14$0.37$0.132.85$26.63$28.37
25/2728/30Aug 28$1.47$0.532.77$25.53$29.47
24/2428/28Aug 14$0.35$0.152.33$24.15$28.35
26/2631/32Sep 25$0.62$0.381.63$25.88$31.62
27/2828/30Aug 28$1.23$0.771.60$26.27$29.23
24/2427/28Aug 21$0.30$0.201.50$24.20$27.30
24/2526/28Sep 4$1.50$1.001.50$23.50$27.50
25/2730/32Aug 28$1.15$0.851.35$25.85$31.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 8.09, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$26.00$27.00Aug 28$0.11$0.898.09
$30.00$31.00$32.00Aug 21$0.12$0.887.33
$30.00$30.50$31.00Aug 14$0.07$0.436.14
$28.00$30.00$32.00Aug 28$0.32$1.685.25
$26.00$26.50$27.00Aug 14$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Aug 14$0.06$0.447.33
$26.00$26.50$27.00Aug 14$0.12$0.383.17
$23.00$23.50$24.00Aug 28$0.12$0.383.17
$23.50$24.00$24.50Aug 21$0.15$0.352.33
$23.50$24.00$24.50Aug 14$0.16$0.342.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.06, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Sep 18-$0.06$4.94
$30.00$32.001:2Aug 28-$0.37$1.63
$28.00$30.001:2Aug 28-$0.58$1.42
$26.00$28.501:2Sep 4-$1.16$1.34
$26.00$28.001:2Sep 11-$1.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.001:2Aug 28-$0.36$1.64
$28.00$27.001:2Aug 21-$0.36$0.64
$25.00$24.001:2Aug 28-$0.42$0.58
$25.00$24.001:2Sep 4-$0.42$0.58
$24.00$23.501:2Aug 14-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 7.93%, avg 3.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$2.250.475.7%7.93%13.60%492.7K
$29.00Sep 11$2.050.492.1%7.22%9.37%71
$30.00Sep 25$2.000.475.7%7.04%12.72%--38
$28.50Sep 4$1.850.510.4%6.52%6.90%1--
$30.00Sep 11$1.650.435.7%5.81%11.48%745
$30.00Sep 4$1.550.425.7%5.46%11.13%283
$31.00Sep 25$1.300.419.2%4.58%13.77%--11
$29.00Aug 21$1.250.442.1%4.40%6.55%65192
$30.00Aug 28$1.250.405.7%4.40%10.07%182
$31.50Sep 25$1.150.3910.9%4.05%15.01%--12

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 2,412
Total Puts 308
Put/Call Ratio 0.13
Net Difference 2,104

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 87,140
Total Puts 31,232
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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