Tour v502
FSLY
FASTLY INC A
$28.34 +2.13%
8/11 13:00

Option Volume

Detail
Current (08/11 1:00pm) 8,987
Calls: 8,214 (91%)
Puts: 773 (9%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -79.89% (Calls)
Puts: -95.47% (Puts)
Prior 7-Day Total 128,836
Calls: 96,831 (75%)
Puts: 32,005 (25%)
Prior 7-Day Average 18,405
Calls: 13,833 (75%)
Puts: 4,572 (25%)
Current vs Prior 7-Day Avg -51.17%
Calls: -40.62%
Puts: -83.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 1:00pm) $4.20M
Calls: $4.11M (98%)
Puts: $84.4K (2%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -80.17%
Puts: -94.58%
Prior 7-Day Total $42.53M
Calls: $39.12M (92%)
Puts: $3.41M (8%)
Prior 7-Day Average $6.08M
Calls: $5.59M (92%)
Puts: $487.5K (8%)
Current vs Prior 7-Day Avg -30.95%
Calls: -26.43%
Puts: -82.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 1:00pm) 0.09
Prior 1.00
Current vs Prior -90.59%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg -59.82%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 1:00pm) 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 8.12% | 12.63%12.63% | 21.35%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -58.32% | -40.12%-44.59% | -25.21%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -59.76% | -46.10%-44.74% | -25.95%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -58.32% | -40.12%-4.74% | -8.58%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.97% | 37.51%
Calls: 16.67% | 28.57%
Puts: 27.27% | 46.45%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +26.99% | +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 +50.74% | +198.17%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($4.11M) vs puts ($84.4K). Extreme bullish P/C ratio of 0.09 - heavy call buying (8,214 calls vs 773 puts). P/C ratio dropping 91% - 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
13:00BULLISHBULLISHBULLISH
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 6 of results (avg 7.1%, best 4.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.202.30$2.254.4%2120.462.7K
$30.00Sep 111.952.10$2.037.4%90.4545
$25.00Sep 184.605.00$4.808.3%550.733.5K
$24.00Sep 115.105.60$5.359.3%10.7923
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.703.90$3.805.3%400.54140
$25.00Sep 181.251.35$1.307.7%120.27275

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.74, cheapest $0.43)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.400.45$0.4311.6%2.6K0.281.7K
$29.50Aug 140.500.60$0.5518.2%1790.34122
$28.50Aug 140.851.00$0.9316.1%530.4992
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 140.750.90$0.8318.1%30.43150
$26.00Aug 280.901.05$0.9815.3%20.297

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 145.005.60$5.3011.3%31.00406
$23.50Aug 144.505.30$4.9016.3%10.95287
$23.00Aug 215.205.80$5.5010.9%20.94105
$25.00Aug 143.303.70$3.5011.4%110.93291
$24.00Aug 144.104.60$4.3511.5%190.93644
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 214.506.30$5.4033.3%20.81--
$30.00Aug 141.852.30$2.0821.6%100.721
$32.00Sep 114.705.30$5.0012.0%10.66--
$31.50Sep 114.404.90$4.6510.8%10.63--
$29.00Aug 141.251.65$1.4527.6%10.581

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 5.7K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.400.45$0.4311.6%2.6K0.281.7K
$28.00Aug 141.101.30$1.2016.7%6220.57750
$30.00Aug 210.901.10$1.0020.0%4630.371.7K
$30.00Sep 182.202.30$2.254.4%2120.462.7K
$29.50Aug 140.500.60$0.5518.2%1790.34122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.250.55$0.4075.0%1030.17229
$27.00Aug 140.350.60$0.4852.1%700.28200
$27.50Aug 140.500.70$0.6033.3%400.35132
$30.00Sep 183.703.90$3.805.3%400.54140
$26.50Aug 140.200.40$0.3066.7%330.2185

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 24.8%, max 55.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 14Sep 11128.8%83.3%54.5%13412
$24.00Aug 14Sep 11123.9%81.9%51.3%20667
$24.50Aug 14Sep 25118.2%82.3%43.6%559
$23.50Aug 14Sep 25117.7%82.1%43.4%1302
$27.00Aug 14Sep 2597.7%79.2%23.3%36389
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 14Sep 25128.8%83.0%55.1%36119
$24.00Aug 14Sep 11123.9%81.9%51.3%2773
$24.50Aug 14Sep 11118.2%81.9%44.3%415
$23.50Aug 14Sep 25117.7%82.1%43.4%1480
$27.00Aug 14Sep 2597.7%79.2%23.3%71200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 4.56, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$32.00Aug 21$0.18$0.82$0.184.56$31.18
$29.50$30.00Aug 14$0.12$0.38$0.123.17$29.62
$30.00$30.50Sep 25$0.13$0.37$0.132.85$30.13
$29.00$30.00Sep 4$0.28$0.72$0.282.57$29.28
$30.50$31.00Aug 14$0.15$0.35$0.152.33$30.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$23.00Aug 21$0.10$0.40$0.104.00$23.40
$27.50$27.00Aug 14$0.12$0.38$0.123.17$27.38
$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
$23.50$23.00Sep 25$0.12$0.38$0.123.17$23.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 102 found (best R:R 4.00, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$23.50Aug 14$0.40$0.40$0.104.00$23.40
$24.00$24.50Aug 14$0.40$0.40$0.104.00$24.40
$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
$27.50$28.00Aug 28$0.38$0.38$0.123.17$27.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$33.00$28.00Aug 21$3.92$3.92$1.083.63$29.08
$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
$28.50$28.00Aug 28$0.35$0.35$0.152.33$28.15
$32.00$31.50Sep 11$0.35$0.35$0.152.33$31.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $0.66, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.20128.8%89.6%
$24.50Aug 14Aug 21$0.20118.2%81.3%
$23.50Aug 14Aug 21$0.25117.7%94.8%
$25.00Aug 14Aug 21$0.2592.8%83.9%
$32.00Aug 14Aug 21$0.37100.7%90.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10128.8%89.6%
$24.00Aug 14Aug 21$0.15123.9%86.8%
$24.50Aug 14Aug 21$0.15118.2%81.3%
$23.50Aug 14Aug 21$0.20117.7%94.8%
$25.00Aug 14Aug 21$0.3292.8%83.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 7.16% of stock, avg 16.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Aug 14$1.20$0.83$2.03$25.97$30.037.16%
$28.50Aug 14$0.93$1.10$2.03$26.47$30.537.16%
$27.50Aug 14$1.48$0.60$2.08$25.42$29.587.34%
$29.00Aug 14$0.75$1.45$2.20$26.80$31.207.76%
$27.00Aug 14$1.80$0.48$2.28$24.72$29.288.05%
$26.50Aug 14$2.15$0.30$2.45$24.05$28.958.65%
$30.00Aug 14$0.43$2.08$2.51$27.49$32.518.86%
$26.00Aug 14$2.60$0.22$2.82$23.18$28.829.95%
$25.50Aug 14$2.95$0.13$3.08$22.42$28.5810.87%
$28.00Aug 21$1.75$1.48$3.23$24.77$31.2311.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 2.01% of stock, avg 9.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Aug 14$0.35$0.22$0.57$25.43$31.07
$30.00$26.00Aug 14$0.43$0.22$0.65$25.35$30.65
$30.50$26.50Aug 14$0.35$0.30$0.65$25.85$31.15
$30.00$26.50Aug 14$0.43$0.30$0.73$25.77$30.73
$29.50$26.00Aug 14$0.55$0.22$0.77$25.23$30.27
$30.50$27.00Aug 14$0.35$0.48$0.83$26.17$31.33
$29.50$26.50Aug 14$0.55$0.30$0.85$25.65$30.35
$30.00$27.00Aug 14$0.43$0.48$0.91$26.09$30.91
$30.50$27.50Aug 14$0.35$0.60$0.95$26.55$31.45
$29.00$26.00Aug 14$0.75$0.22$0.97$25.03$29.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 81 found (best R:R 6.69, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2424/25Sep 11$0.87$0.136.69$22.63$24.87
24/2527/28Sep 11$0.40$0.104.00$24.60$27.40
24/2528/29Sep 11$0.40$0.104.00$24.60$28.90
26/2729/30Sep 11$0.80$0.204.00$26.20$29.80
26/2730/30Sep 25$0.40$0.104.00$26.60$29.90
27/2828/28Sep 11$0.39$0.113.55$27.11$28.39
26/2630/30Sep 25$0.39$0.113.55$26.11$29.89
24/2526/27Aug 28$0.76$0.243.17$24.24$26.76
26/2728/29Sep 25$0.38$0.123.17$26.62$28.88
28/2830/31Aug 28$0.75$0.253.00$27.75$30.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.50$24.50$25.50Sep 25$0.05$0.9519.00
$24.50$25.00$25.50Aug 21$0.05$0.459.00
$28.00$28.50$29.00Sep 25$0.05$0.459.00
$30.00$31.00$32.00Aug 21$0.14$0.866.14
$23.00$24.00$25.00Sep 11$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 14$0.05$0.459.00
$23.50$24.00$24.50Sep 11$0.05$0.459.00
$23.50$24.00$24.50Aug 28$0.06$0.447.33
$24.00$24.50$25.00Sep 4$0.07$0.436.14
$25.50$26.00$26.50Sep 25$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.47, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$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-$0.32$0.68
$30.00$31.001:2Aug 21-$0.36$0.64
$30.50$31.001:2Aug 14-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$23.501:2Sep 25-$0.47$1.53
$28.00$27.001:2Aug 21-$0.48$0.52
$26.00$25.001:2Aug 28-$0.48$0.52
$23.50$23.001:2Aug 14-$0.05$0.45
$24.50$24.001:2Aug 14-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 10.59%, avg 4.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.50Sep 25$3.000.540.6%10.59%11.15%33
$29.00Sep 25$2.900.522.3%10.23%12.56%371
$29.50Sep 25$2.600.504.1%9.17%13.27%404
$28.50Sep 11$2.450.540.6%8.65%9.21%31
$30.00Sep 25$2.350.475.9%8.29%14.15%538
$30.00Sep 18$2.200.465.9%7.76%13.62%2122.7K
$30.50Sep 25$2.200.467.6%7.76%15.38%14
$28.50Sep 4$2.100.530.6%7.41%7.97%1--
$29.00Sep 11$2.050.512.3%7.23%9.56%91
$31.00Sep 25$2.050.439.4%7.23%16.62%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 8,214
Total Puts 773
Put/Call Ratio 0.09
Net Difference 7,441

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 96,831
Total Puts 32,005
Average Put/Call Ratio 0.23
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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