Tour v502
FSLY
FASTLY INC A
$28.72 +3.50%
8/11 11:00

Option Volume

Detail
Current (08/11 11:00am) 5,092
Calls: 4,601 (90%)
Puts: 491 (10%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -88.73% (Calls)
Puts: -97.12% (Puts)
Prior 7-Day Total 120,761
Calls: 89,334 (74%)
Puts: 31,427 (26%)
Prior 7-Day Average 17,251
Calls: 12,762 (74%)
Puts: 4,489 (26%)
Current vs Prior 7-Day Avg -70.48%
Calls: -63.95%
Puts: -89.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 11:00am) $764.6K
Calls: $724.2K (95%)
Puts: $40.4K (5%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -96.51%
Puts: -97.40%
Prior 7-Day Total $39.60M
Calls: $36.25M (92%)
Puts: $3.35M (8%)
Prior 7-Day Average $5.66M
Calls: $5.18M (92%)
Puts: $478.1K (8%)
Current vs Prior 7-Day Avg -86.48%
Calls: -86.02%
Puts: -91.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 11:00am) 0.11
Prior 1.00
Current vs Prior -89.33%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -56.78%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 11:00am) 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 8.81% | 11.84%11.84% | 21.87%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -54.76% | -43.88%-48.07% | -23.40%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -56.32% | -49.49%-48.21% | -24.15%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -54.76% | -43.88%-10.73% | -6.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.58% | 47.84%
Calls: 33.33% | 74.07%
Puts: 33.83% | 21.62%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +94.10% | +256.22%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +130.39% | +280.29%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($724.2K) vs puts ($40.4K). Extreme bullish P/C ratio of 0.11 - heavy call buying (4,601 calls vs 491 puts). P/C ratio dropping 89% - 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
11:00BULLISHBULLISHBULLISH
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 8 of results (avg 8.4%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.452.60$2.535.9%1560.482.7K
$25.00Aug 143.704.00$3.857.8%40.91291
$24.00Aug 144.504.90$4.708.5%180.94644
$23.00Aug 145.405.90$5.658.8%21.00406
$30.00Aug 211.051.15$1.109.1%3370.381.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.603.90$3.758.0%10.51140

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. 57 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 145.405.90$5.658.8%21.00406
$23.00Aug 215.006.00$5.5018.2%11.00105
$24.00Aug 213.605.40$4.5040.0%--0.9779
$23.50Aug 214.005.80$4.9036.7%90.97150
$24.50Aug 213.204.90$4.0542.0%--0.9695
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 141.752.05$1.9015.8%100.671
$32.00Sep 114.505.10$4.8012.5%10.65--
$31.50Sep 114.204.70$4.4511.2%10.62--
$30.00Sep 113.203.80$3.5017.1%10.54--
$29.00Aug 141.101.55$1.3333.8%10.531

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 4.5K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.450.65$0.5536.4%2.3K0.331.7K
$28.00Aug 141.301.65$1.4823.6%6120.60750
$30.00Aug 211.051.15$1.109.1%3370.381.7K
$30.00Sep 182.452.60$2.535.9%1560.482.7K
$29.50Aug 140.600.80$0.7028.6%860.39122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.250.55$0.4075.0%1030.17229
$27.00Aug 140.300.75$0.5384.9%460.27200
$23.00Aug 140.000.10$0.05200.0%320.03118
$26.50Aug 140.200.50$0.3585.7%250.2085
$26.00Aug 140.050.45$0.25160.0%210.1655

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 37.3%, max 90.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21154.4%80.9%90.8%--146
$28.00Aug 14Sep 25127.0%76.1%67.0%612762
$23.50Aug 14Sep 25132.0%85.8%53.8%--302
$23.00Aug 14Sep 11132.7%87.2%52.1%7412
$24.00Aug 14Sep 11128.5%84.6%52.0%19667
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Sep 11154.4%85.6%80.4%215
$28.00Aug 14Sep 11127.0%79.8%59.3%2150
$23.50Aug 14Sep 11132.0%85.0%55.3%482
$23.00Aug 14Sep 11132.7%87.2%52.1%35118
$24.00Aug 14Sep 11128.5%84.6%52.0%2173

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 9.00, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.00$27.00Aug 28$0.10$0.90$0.109.00$26.10
$27.50$28.00Aug 21$0.10$0.40$0.104.00$27.60
$23.00$24.00Sep 11$0.20$0.80$0.204.00$23.20
$31.00$32.00Aug 21$0.21$0.79$0.213.76$31.21
$28.00$29.50Sep 25$0.35$1.15$0.353.29$28.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$24.50Aug 21$0.12$0.38$0.123.17$24.88
$26.00$25.50Aug 21$0.13$0.37$0.132.85$25.87
$24.00$23.50Sep 11$0.13$0.37$0.132.85$23.87
$25.00$24.00Sep 4$0.27$0.73$0.272.70$24.73
$27.50$27.00Aug 14$0.15$0.35$0.152.33$27.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 9.00, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$26.00Aug 28$0.90$0.90$0.109.00$25.90
$28.00$28.50Sep 11$0.40$0.40$0.104.00$28.40
$29.50$30.00Sep 25$0.38$0.38$0.123.17$29.88
$26.00$27.00Sep 25$0.75$0.75$0.253.00$26.75
$27.00$27.50Aug 14$0.35$0.35$0.152.33$27.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$27.50Aug 14$0.37$0.37$0.132.85$27.63
$32.00$31.50Sep 11$0.35$0.35$0.152.33$31.65
$28.50$28.00Aug 28$0.32$0.32$0.181.78$28.18
$31.50$30.00Sep 11$0.95$0.95$0.551.73$30.55
$30.00$29.00Sep 11$0.62$0.62$0.381.63$29.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.59, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 14Aug 21$0.15132.0%94.4%
$25.00Aug 14Aug 21$0.25116.5%83.6%
$25.50Aug 14Aug 21$0.25108.7%82.3%
$26.00Aug 14Aug 21$0.25107.8%81.4%
$32.00Aug 14Aug 21$0.34101.7%91.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.13132.7%92.8%
$24.00Aug 14Aug 21$0.15128.5%86.4%
$23.50Aug 14Aug 21$0.17132.0%94.4%
$25.00Aug 14Aug 21$0.25116.5%83.6%
$28.00Aug 14Aug 21$0.25127.0%74.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 7.76% of stock, avg 16.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Aug 14$0.90$1.33$2.23$26.77$31.237.76%
$28.50Aug 14$1.20$1.05$2.25$26.25$30.757.83%
$30.00Aug 14$0.55$1.90$2.45$27.55$32.458.53%
$27.50Aug 14$1.78$0.68$2.46$25.04$29.968.57%
$28.00Aug 14$1.48$1.05$2.53$25.47$30.538.81%
$27.00Aug 14$2.13$0.53$2.66$24.34$29.669.26%
$26.50Aug 14$2.55$0.35$2.90$23.60$29.4010.10%
$26.00Aug 14$2.85$0.25$3.10$22.90$29.1010.79%
$28.00Aug 21$2.10$1.30$3.40$24.60$31.4011.84%
$25.50Aug 14$3.40$0.18$3.58$21.92$29.0812.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 2.44% of stock, avg 8.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$26.50Aug 14$0.35$0.35$0.70$25.80$31.70
$30.50$26.50Aug 14$0.40$0.35$0.75$25.75$31.25
$31.00$27.00Aug 14$0.35$0.53$0.88$26.12$31.88
$30.00$26.50Aug 14$0.55$0.35$0.90$25.60$30.90
$30.50$27.00Aug 14$0.40$0.53$0.93$26.07$31.43
$32.00$25.50Aug 21$0.52$0.50$1.02$24.48$33.02
$31.00$27.50Aug 14$0.35$0.68$1.03$26.47$32.03
$29.50$26.50Aug 14$0.70$0.35$1.05$25.45$30.55
$30.00$27.00Aug 14$0.55$0.53$1.08$25.92$31.08
$30.50$27.50Aug 14$0.40$0.68$1.08$26.42$31.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 5.67, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2729/30Sep 11$0.85$0.155.67$26.15$29.85
26/2728/28Sep 11$0.80$0.204.00$26.20$28.80
24/2428/29Sep 11$0.39$0.113.55$24.11$28.89
28/2828/29Sep 11$0.38$0.123.17$27.62$28.88
28/2930/32Sep 11$1.13$0.373.05$27.87$31.13
26/2631/32Sep 25$0.75$0.253.00$25.75$31.75
25/2730/32Aug 28$1.45$0.552.64$25.55$31.45
25/2728/30Aug 28$1.40$0.602.33$25.60$29.90
24/2428/29Sep 11$0.35$0.152.33$23.65$28.85
27/2829/30Sep 11$0.69$0.312.23$26.81$29.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$25.00$26.00Aug 28$0.05$0.9519.00
$29.00$29.50$30.00Aug 14$0.05$0.459.00
$29.00$30.00$31.00Aug 21$0.11$0.898.09
$26.50$27.00$27.50Aug 14$0.07$0.436.14
$24.00$25.00$26.00Sep 4$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Sep 11$0.06$0.447.33
$28.00$29.00$30.00Sep 11$0.12$0.887.33
$26.00$26.50$27.00Aug 14$0.08$0.425.25
$24.50$25.00$25.50Sep 11$0.08$0.425.25
$24.00$24.50$25.00Aug 21$0.09$0.414.56

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 $-0.43, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.45$1.55
$26.00$28.501:2Sep 4-$1.30$1.20
$31.00$32.001:2Aug 21-$0.31$0.69
$30.00$31.501:2Sep 11-$0.82$0.68
$30.00$31.001:2Aug 21-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.001:2Sep 4-$0.43$1.57
$25.00$24.001:2Sep 4-$0.51$0.49
$24.00$23.501:2Aug 14-$0.06$0.44
$25.00$24.001:2Aug 28-$0.58$0.42
$28.00$27.001:2Aug 21-$0.60$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 9.23%, avg 4.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.50Sep 25$2.650.502.7%9.23%11.94%14
$30.00Sep 18$2.450.484.5%8.53%12.99%1562.7K
$29.00Sep 11$2.250.521.0%7.83%8.81%91
$30.00Sep 25$2.000.474.5%6.96%11.42%--38
$30.00Sep 11$1.700.464.5%5.92%10.38%745
$31.00Sep 25$1.700.437.9%5.92%13.86%--11
$30.00Sep 4$1.550.444.5%5.40%9.85%283
$31.50Sep 25$1.550.419.7%5.40%15.08%--12
$30.00Aug 28$1.500.434.5%5.22%9.68%482
$29.00Aug 21$1.450.471.0%5.05%6.02%73192

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 4,601
Total Puts 491
Put/Call Ratio 0.11
Net Difference 4,110

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 89,334
Total Puts 31,427
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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