Tour v502
FSLY
FASTLY INC A
$28.34 +2.11%
8/11 10:35

Option Volume

Detail
Current (08/11 10:35am) 3,384
Calls: 3,005 (89%)
Puts: 379 (11%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -92.64% (Calls)
Puts: -97.78% (Puts)
Prior 7-Day Total 119,309
Calls: 87,987 (74%)
Puts: 31,322 (26%)
Prior 7-Day Average 17,044
Calls: 12,569 (74%)
Puts: 4,474 (26%)
Current vs Prior 7-Day Avg -80.15%
Calls: -76.09%
Puts: -91.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 10:35am) $482.4K
Calls: $451.4K (94%)
Puts: $31.0K (6%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -97.82%
Puts: -98.01%
Prior 7-Day Total $39.41M
Calls: $36.07M (92%)
Puts: $3.34M (8%)
Prior 7-Day Average $5.63M
Calls: $5.15M (92%)
Puts: $476.8K (8%)
Current vs Prior 7-Day Avg -91.43%
Calls: -91.24%
Puts: -93.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 10:35am) 0.13
Prior 1.00
Current vs Prior -87.39%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -50.06%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 10:35am) 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 9.70% | 13.34%13.34% | 22.05%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -50.16% | -36.78%-41.49% | -22.74%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -51.88% | -43.09%-41.66% | -23.50%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -50.16% | -36.78%+0.58% | -5.56%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.27% | 40.48%
Calls: 15.38% | 35.29%
Puts: 55.17% | 45.67%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +103.87% | +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 +141.99% | +221.78%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($451.4K) vs puts ($31.0K). Extreme bullish P/C ratio of 0.13 - heavy call buying (3,005 calls vs 379 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
10:35BULLISHBULLISHBULLISH
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 3 of results (avg 6.3%, best 4.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.805.00$4.904.1%170.733.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 181.401.50$1.456.9%30.27275
$30.00Sep 183.704.00$3.857.8%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. 48 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
$25.00Aug 143.103.70$3.4017.6%11.00291
$23.00Aug 213.606.00$4.8050.0%--1.00105
$24.00Aug 143.904.60$4.2516.5%170.99644
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 142.002.30$2.1514.0%50.711
$30.00Sep 183.704.00$3.857.8%10.53140

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 2.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.450.60$0.5328.3%1.3K0.291.7K
$28.00Aug 141.201.40$1.3015.4%5920.53750
$30.00Aug 211.001.15$1.0813.9%2910.361.7K
$29.00Aug 211.251.60$1.4324.5%650.44192
$26.00Aug 142.502.90$2.7014.8%610.82360
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.150.65$0.40125.0%1030.18229
$23.00Aug 140.000.10$0.05200.0%320.04118
$26.50Aug 140.300.50$0.4050.0%250.2585
$24.00Aug 140.050.20$0.13115.4%180.0872
$27.50Aug 140.600.90$0.7540.0%180.40132

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 32.3%, max 64.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21139.6%84.8%64.6%--146
$31.00Aug 14Sep 25118.3%80.7%46.6%46179
$23.00Aug 14Sep 11121.6%83.5%45.6%6412
$24.00Aug 14Sep 11122.7%85.3%43.9%18667
$29.00Aug 14Sep 11119.1%85.9%38.6%7379
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21139.6%84.8%64.6%321
$23.50Aug 14Sep 11120.2%81.0%48.4%282
$26.00Aug 14Sep 11112.0%76.0%47.3%761
$23.00Aug 14Sep 11121.6%83.5%45.6%34118
$24.00Aug 14Sep 4122.7%84.4%45.3%20120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 4.88, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.00$27.00Aug 28$0.17$0.83$0.174.88$26.17
$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
$30.00$30.50Aug 14$0.13$0.37$0.132.85$30.13
$29.50$30.00Aug 14$0.15$0.35$0.152.33$29.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.00Sep 4$0.25$0.75$0.253.00$24.75
$24.50$24.00Aug 21$0.13$0.37$0.132.85$24.37
$26.00$25.50Sep 11$0.13$0.37$0.132.85$25.87
$25.00$24.00Aug 28$0.28$0.72$0.282.57$24.72
$25.00$23.50Sep 11$0.42$1.08$0.422.57$24.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 5.67, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$26.00Sep 4$0.85$0.85$0.155.67$25.85
$26.00$27.00Sep 25$0.85$0.85$0.155.67$26.85
$25.00$26.00Aug 28$0.83$0.83$0.174.88$25.83
$24.50$25.00Aug 21$0.40$0.40$0.104.00$24.90
$23.00$23.50Aug 28$0.40$0.40$0.104.00$23.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$27.50Aug 14$0.40$0.40$0.104.00$27.60
$28.00$27.00Aug 21$0.72$0.72$0.282.57$27.28
$27.50$27.00Aug 28$0.35$0.35$0.152.33$27.15
$25.50$25.00Aug 21$0.33$0.33$0.171.94$25.17
$26.50$26.00Aug 21$0.30$0.30$0.201.50$26.20

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
$23.50Aug 14Aug 21$0.10120.2%89.6%
$25.50Aug 14Aug 21$0.10102.5%91.7%
$26.00Aug 14Aug 21$0.18112.0%74.8%
$24.00Aug 14Aug 21$0.25122.7%81.5%
$25.00Aug 14Aug 21$0.3097.5%78.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 14Aug 21$0.10139.6%84.8%
$24.00Aug 14Aug 21$0.12122.7%81.5%
$23.00Aug 14Aug 21$0.15121.6%91.7%
$23.50Aug 14Aug 21$0.17120.2%89.6%
$26.00Aug 14Aug 21$0.23112.0%74.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 8.22% of stock, avg 15.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Aug 14$1.58$0.75$2.33$25.17$29.838.22%
$27.00Aug 14$1.78$0.65$2.43$24.57$29.438.57%
$28.00Aug 14$1.30$1.15$2.45$25.55$30.458.65%
$26.50Aug 14$2.25$0.40$2.65$23.85$29.159.35%
$30.00Aug 14$0.53$2.15$2.68$27.32$32.689.46%
$26.00Aug 14$2.70$0.40$3.10$22.90$29.1010.94%
$25.50Aug 14$3.03$0.22$3.25$22.25$28.7511.47%
$27.00Aug 21$2.30$1.08$3.38$23.62$30.3811.93%
$26.50Aug 21$2.55$0.93$3.48$23.02$29.9812.28%
$28.00Aug 21$1.70$1.80$3.50$24.50$31.5012.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 84 found (cheapest 2.82% of stock, avg 8.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.50Aug 14$0.40$0.40$0.80$25.70$31.30
$30.50$26.00Aug 14$0.40$0.40$0.80$25.20$31.30
$30.00$26.50Aug 14$0.53$0.40$0.93$25.57$30.93
$30.00$26.00Aug 14$0.53$0.40$0.93$25.07$30.93
$30.50$27.00Aug 14$0.40$0.65$1.05$25.95$31.55
$29.50$26.50Aug 14$0.68$0.40$1.08$25.42$30.58
$29.50$26.00Aug 14$0.68$0.40$1.08$24.92$30.58
$32.00$26.00Aug 21$0.50$0.63$1.13$24.87$33.13
$30.50$27.50Aug 14$0.40$0.75$1.15$26.35$31.65
$30.00$27.00Aug 14$0.53$0.65$1.18$25.82$31.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 3.17, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2627/28Aug 14$0.38$0.123.17$25.62$27.38
24/2426/26Aug 21$0.38$0.123.17$24.12$25.88
24/2426/27Aug 21$0.38$0.123.17$24.12$26.88
25/2628/29Sep 11$0.75$0.253.00$24.75$28.75
24/2427/28Aug 28$0.37$0.132.85$23.63$27.37
25/2728/30Aug 28$1.44$0.562.57$25.56$29.44
26/2628/29Sep 11$0.71$0.292.45$25.29$28.71
24/2427/28Aug 14$0.35$0.152.33$24.15$27.35
24/2526/28Sep 11$1.39$0.612.28$23.61$27.39
24/2528/29Sep 11$1.00$0.502.00$24.00$29.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 9.53, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$30.00$32.00Aug 28$0.19$1.819.53
$30.00$30.50$31.00Aug 14$0.06$0.447.33
$30.00$31.00$32.00Aug 21$0.12$0.887.33
$26.00$26.50$27.00Aug 21$0.08$0.425.25
$28.00$29.00$30.00Sep 11$0.18$0.824.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$25.50$26.00Aug 14$0.09$0.414.56
$23.50$24.00$24.50Aug 14$0.10$0.404.00
$23.00$23.50$24.00Aug 28$0.12$0.383.17
$23.50$24.00$24.50Aug 21$0.13$0.372.85
$24.50$25.00$25.50Aug 14$0.24$0.261.08

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.15, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.27$1.73
$26.00$28.501:2Sep 4-$1.16$1.34
$28.00$30.001:2Aug 28-$0.71$1.29
$31.00$32.001:2Aug 21-$0.27$0.73
$30.00$31.001:2Aug 21-$0.38$0.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$28.001:2Aug 14-$0.15$1.85
$27.00$25.001:2Aug 28-$0.36$1.64
$25.00$23.501:2Sep 11-$0.41$1.09
$28.00$27.001:2Aug 21-$0.36$0.64
$25.00$24.001:2Aug 28-$0.42$0.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 7.94%, avg 3.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$2.250.485.9%7.94%13.80%492.7K
$29.00Sep 11$2.050.492.3%7.23%9.56%71
$30.00Sep 25$2.000.475.9%7.06%12.91%--38
$28.50Sep 4$1.850.510.6%6.53%7.09%1--
$30.00Sep 11$1.650.435.9%5.82%11.68%745
$30.00Sep 4$1.550.425.9%5.47%11.33%283
$30.00Aug 28$1.400.415.9%4.94%10.80%182
$31.00Sep 25$1.300.429.4%4.59%13.97%--11
$29.00Aug 21$1.250.442.3%4.41%6.74%65192
$31.50Sep 25$1.150.3911.2%4.06%15.21%--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 3,005
Total Puts 379
Put/Call Ratio 0.13
Net Difference 2,626

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 87,987
Total Puts 31,322
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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