Tour v502
FSLY
FASTLY INC A
$28.15 +1.44%
8/11 12:00

Option Volume

Detail
Current (08/11 12:00pm) 7,715
Calls: 7,036 (91%)
Puts: 679 (9%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -82.77% (Calls)
Puts: -96.02% (Puts)
Prior 7-Day Total 123,841
Calls: 92,207 (74%)
Puts: 31,634 (26%)
Prior 7-Day Average 17,691
Calls: 13,172 (74%)
Puts: 4,519 (26%)
Current vs Prior 7-Day Avg -56.39%
Calls: -46.59%
Puts: -84.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 12:00pm) $2.88M
Calls: $2.81M (97%)
Puts: $73.4K (3%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -86.46%
Puts: -95.28%
Prior 7-Day Total $40.05M
Calls: $36.69M (92%)
Puts: $3.36M (8%)
Prior 7-Day Average $5.72M
Calls: $5.24M (92%)
Puts: $480.7K (8%)
Current vs Prior 7-Day Avg -49.66%
Calls: -46.45%
Puts: -84.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 12:00pm) 0.10
Prior 1.00
Current vs Prior -90.35%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg -59.56%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 12:00pm) 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 8.28% | 12.72%12.72% | 21.56%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -57.49% | -39.72%-44.22% | -24.46%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -58.96% | -45.73%-44.37% | -25.20%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -57.49% | -39.72%-4.10% | -7.66%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.73% | 37.51%
Calls: 22.12% | 28.57%
Puts: 33.33% | 46.45%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +60.29% | +179.30%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +90.26% | +198.17%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($2.81M) vs puts ($73.4K). Extreme bullish P/C ratio of 0.10 - heavy call buying (7,036 calls vs 679 puts). P/C ratio dropping 90% - 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
12:00BULLISHBULLISHBULLISH
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 3 of results (avg 6.4%, best 5.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.102.25$2.176.9%1830.462.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.804.00$3.905.1%230.54140
$25.00Sep 181.351.45$1.407.1%110.28275

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.851.00$0.9316.1%3840.361.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 145.005.60$5.3011.3%30.96406
$23.50Aug 144.505.30$4.9016.3%10.96287
$24.00Aug 144.104.60$4.3511.5%190.94644
$23.00Aug 215.105.80$5.4512.8%10.93105
$25.00Aug 143.103.70$3.4017.6%70.91291
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 141.852.30$2.0821.6%100.751
$32.00Sep 114.805.40$5.1011.8%10.67--
$31.50Sep 114.405.00$4.7012.8%10.64--
$29.00Aug 141.401.70$1.5519.4%10.601
$30.00Sep 113.403.80$3.6011.1%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 109 active (total vol 5.4K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.350.45$0.4025.0%2.5K0.261.7K
$28.00Aug 141.001.25$1.1322.1%6180.55750
$30.00Aug 210.851.00$0.9316.1%3840.361.7K
$30.00Sep 182.102.25$2.176.9%1830.462.7K
$29.50Aug 140.450.60$0.5328.3%1790.33122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.250.55$0.4075.0%1030.17229
$27.00Aug 140.400.60$0.5040.0%670.30200
$27.50Aug 140.600.80$0.7028.6%390.38132
$23.00Aug 140.000.10$0.05200.0%320.04118
$26.50Aug 140.250.40$0.3345.5%310.2285

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 25.7%, max 72.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Aug 21140.6%81.7%72.0%2146
$23.00Aug 14Sep 11125.8%82.7%52.1%13412
$24.00Aug 14Sep 11112.9%81.1%39.1%20667
$23.50Aug 14Sep 25114.7%84.0%36.5%1302
$25.00Aug 14Sep 18102.2%78.8%29.7%513.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 14Sep 11140.6%83.1%69.2%215
$23.00Aug 14Sep 25125.8%84.1%49.6%36119
$24.00Aug 14Sep 11112.9%81.1%39.1%2573
$23.50Aug 14Sep 25114.7%84.0%36.5%1480
$25.00Aug 14Sep 18102.2%78.8%29.7%17457

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 80 found (best R:R 4.26, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$30.00$32.00Aug 28$0.38$1.62$0.384.26$30.38
$31.00$32.00Aug 21$0.20$0.80$0.204.00$31.20
$25.50$26.00Sep 11$0.10$0.40$0.104.00$25.60
$30.50$31.00Aug 14$0.11$0.39$0.113.55$30.61
$30.00$31.00Aug 21$0.25$0.75$0.253.00$30.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$23.00Aug 21$0.10$0.40$0.104.00$23.40
$25.00$24.50Aug 21$0.12$0.38$0.123.17$24.88
$23.50$23.00Sep 11$0.12$0.38$0.123.17$23.38
$27.50$27.00Sep 11$0.12$0.38$0.123.17$27.38
$26.00$25.50Aug 21$0.13$0.37$0.132.85$25.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 92 found (best R:R 4.00, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$23.50Aug 14$0.40$0.40$0.104.00$23.40
$25.50$26.00Aug 14$0.40$0.40$0.104.00$25.90
$27.50$28.00Aug 21$0.40$0.40$0.104.00$27.90
$25.00$26.00Sep 4$0.80$0.80$0.204.00$25.80
$28.50$29.00Sep 4$0.40$0.40$0.104.00$28.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$32.00$31.50Sep 11$0.40$0.40$0.104.00$31.60
$28.50$28.00Aug 28$0.38$0.38$0.123.17$28.12
$31.50$30.00Sep 11$1.10$1.10$0.402.75$30.40
$29.00$28.50Aug 14$0.35$0.35$0.152.33$28.65
$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. 30 found (avg debit $0.70, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.15125.8%90.0%
$25.00Aug 14Aug 21$0.30102.2%84.5%
$23.50Aug 14Aug 21$0.35114.7%95.2%
$32.00Aug 14Aug 21$0.35102.8%87.3%
$25.50Aug 14Aug 21$0.4589.6%83.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10125.8%90.0%
$24.00Aug 14Aug 21$0.17112.9%87.2%
$23.50Aug 14Aug 21$0.20114.7%95.2%
$25.00Aug 14Aug 21$0.27102.2%84.5%
$26.00Aug 14Aug 21$0.35100.9%82.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 7.32% of stock, avg 16.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Aug 14$1.13$0.93$2.06$25.94$30.067.32%
$28.50Aug 14$0.88$1.20$2.08$26.42$30.587.39%
$27.50Aug 14$1.48$0.70$2.18$25.32$29.687.74%
$27.00Aug 14$1.73$0.50$2.23$24.77$29.237.92%
$29.00Aug 14$0.70$1.55$2.25$26.75$31.257.99%
$26.50Aug 14$2.05$0.33$2.38$24.12$28.888.45%
$30.00Aug 14$0.40$2.08$2.48$27.52$32.488.81%
$26.00Aug 14$2.50$0.28$2.78$23.22$28.789.88%
$25.50Aug 14$2.90$0.13$3.03$22.47$28.5310.76%
$28.00Aug 21$1.75$1.48$3.23$24.77$31.2311.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 2.17% of stock, avg 9.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Aug 14$0.33$0.28$0.61$25.39$31.11
$30.50$26.50Aug 14$0.33$0.33$0.66$25.84$31.16
$30.00$26.00Aug 14$0.40$0.28$0.68$25.32$30.68
$30.00$26.50Aug 14$0.40$0.33$0.73$25.77$30.73
$29.50$26.00Aug 14$0.53$0.28$0.81$25.19$30.31
$30.50$27.00Aug 14$0.33$0.50$0.83$26.17$31.33
$29.50$26.50Aug 14$0.53$0.33$0.86$25.64$30.36
$30.00$27.00Aug 14$0.40$0.50$0.90$26.10$30.90
$29.00$26.00Aug 14$0.70$0.28$0.98$25.02$29.98
$32.00$25.50Aug 21$0.48$0.50$0.98$24.52$32.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 77 found (best R:R 4.00, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
24/2526/27Aug 21$0.40$0.104.00$24.60$26.90
24/2426/27Aug 28$0.80$0.204.00$23.20$26.80
26/2729/30Sep 11$0.80$0.204.00$26.20$29.80
26/2630/30Sep 25$0.40$0.104.00$26.10$29.90
26/2730/30Sep 25$0.39$0.113.55$26.61$29.89
28/2930/32Sep 11$1.16$0.343.41$27.84$31.16
23/2426/27Aug 21$0.38$0.123.17$23.12$26.88
25/2728/30Aug 28$1.51$0.493.08$25.49$30.01
24/2426/28Sep 11$1.50$0.503.00$23.00$27.50
25/2628/29Sep 11$0.37$0.132.85$25.13$28.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$31.00$32.00Aug 21$0.05$0.9519.00
$25.50$26.00$26.50Sep 25$0.05$0.459.00
$29.50$30.00$30.50Aug 14$0.06$0.447.33
$29.00$30.00$31.00Aug 21$0.12$0.887.33
$26.50$27.00$27.50Aug 14$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Sep 11$0.06$0.9415.67
$24.50$25.00$25.50Sep 11$0.05$0.459.00
$25.50$26.00$26.50Sep 25$0.06$0.447.33
$25.50$26.00$26.50Aug 21$0.07$0.436.14
$28.00$28.50$29.00Aug 14$0.08$0.425.25

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 $-0.43, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Aug 28-$0.64$1.36
$26.00$28.501:2Sep 4-$1.56$0.94
$28.50$30.001:2Aug 28-$0.77$0.73
$31.00$32.001:2Aug 21-$0.28$0.72
$30.00$31.501:2Sep 11-$0.88$0.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.001:2Sep 4-$0.43$1.57
$25.50$23.501:2Sep 25-$0.53$1.47
$28.00$27.001:2Aug 21-$0.48$0.52
$25.00$24.001:2Sep 4-$0.51$0.49
$23.50$23.001:2Aug 14-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 10.12%, avg 4.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.50Sep 25$2.850.551.2%10.12%11.37%33
$29.00Sep 25$2.800.533.0%9.95%12.97%371
$29.50Sep 25$2.600.514.8%9.24%14.03%404
$28.50Sep 11$2.350.541.2%8.35%9.59%21
$30.00Sep 25$2.350.486.6%8.35%14.92%538
$30.50Sep 25$2.200.468.3%7.82%16.16%14
$28.50Sep 4$2.100.521.2%7.46%8.70%1--
$30.00Sep 18$2.100.466.6%7.46%14.03%1832.7K
$29.00Sep 11$2.050.513.0%7.28%10.30%91
$31.00Sep 25$2.050.4410.1%7.28%17.41%3611

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 7,036
Total Puts 679
Put/Call Ratio 0.10
Net Difference 6,357

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 92,207
Total Puts 31,634
Average Put/Call Ratio 0.24
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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