Tour v502
FSLY
FASTLY INC A
$28.84 +3.93%
8/11 15:00

Option Volume

Detail
Current (08/11 3:00pm) 11,848
Calls: 10,526 (89%)
Puts: 1,322 (11%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -74.22% (Calls)
Puts: -92.24% (Puts)
Prior 7-Day Total 139,934
Calls: 107,128 (77%)
Puts: 32,806 (23%)
Prior 7-Day Average 19,990
Calls: 15,304 (77%)
Puts: 4,686 (23%)
Current vs Prior 7-Day Avg -40.73%
Calls: -31.22%
Puts: -71.79%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 3:00pm) $4.99M
Calls: $4.84M (97%)
Puts: $149.6K (3%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -76.64%
Puts: -90.39%
Prior 7-Day Total $50.22M
Calls: $46.69M (93%)
Puts: $3.53M (7%)
Prior 7-Day Average $7.17M
Calls: $6.67M (93%)
Puts: $504.9K (7%)
Current vs Prior 7-Day Avg -30.42%
Calls: -27.39%
Puts: -70.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 3:00pm) 0.13
Prior 1.00
Current vs Prior -87.44%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg -44.82%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 3:00pm) 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 7.91% | 11.72%11.72% | 20.80%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -59.40% | -44.45%-48.59% | -27.12%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -60.80% | -49.99%-48.73% | -27.83%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -59.40% | -44.45%-11.62% | -10.91%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.18% | 49.33%
Calls: 30.97% | 74.07%
Puts: 17.39% | 24.59%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +39.77% | +267.31%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +65.90% | +292.13%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($4.84M) vs puts ($149.6K). Extreme bullish P/C ratio of 0.13 - heavy call buying (10,526 calls vs 1,322 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
15:00BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
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 7.4%, best 4.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 182.452.55$2.504.0%2450.492.7K
$25.00Sep 184.805.20$5.008.0%650.763.5K
$24.00Sep 115.305.80$5.559.0%10.8123
$30.00Aug 211.051.15$1.109.1%5540.401.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.403.60$3.505.7%430.51140
$25.00Sep 181.151.25$1.208.3%190.24275

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 140.600.70$0.6515.4%170.37150

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 144.505.50$5.0020.0%11.00287
$24.00Aug 144.305.00$4.6515.1%191.00644
$24.50Aug 143.704.60$4.1521.7%50.9751
$25.00Aug 143.204.10$3.6524.7%120.95291
$25.50Aug 142.703.50$3.1025.8%260.94238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$33.00Aug 214.406.30$5.3535.5%20.80--
$30.00Aug 141.452.20$1.8341.0%100.681
$32.00Sep 114.505.10$4.8012.5%10.65--
$31.50Sep 114.004.70$4.3516.1%10.62--
$30.00Sep 113.103.80$3.4520.3%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 7.5K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 140.450.55$0.5020.0%3.5K0.321.7K
$28.00Aug 141.151.60$1.3832.6%7270.64750
$30.00Aug 211.051.15$1.109.1%5540.401.7K
$30.00Sep 182.452.55$2.504.0%2450.492.7K
$29.50Aug 140.550.75$0.6530.8%1920.39122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 141.051.25$1.1517.4%1230.531
$28.00Aug 211.101.50$1.3030.8%1100.4135
$25.00Aug 210.200.35$0.2853.6%1040.14229
$27.00Aug 140.250.45$0.3557.1%960.23200
$25.00Sep 40.751.05$0.9033.3%960.2497

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 25.8%, max 52.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Aug 14Sep 25125.9%82.3%52.9%1302
$24.00Aug 14Sep 11114.8%79.9%43.7%20667
$25.00Aug 14Sep 18108.6%78.5%38.3%773.8K
$24.50Aug 14Sep 25113.0%84.4%33.9%659
$27.50Aug 14Sep 11101.4%76.7%32.3%91109
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Aug 14Sep 25125.9%82.3%52.9%1480
$24.00Aug 14Sep 11114.8%79.9%43.7%4273
$25.00Aug 14Sep 18108.6%78.5%38.3%42457
$24.50Aug 14Sep 11113.0%82.1%37.6%715
$27.50Aug 14Sep 11101.4%76.7%32.3%42132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 8.09, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$32.00Aug 21$0.13$0.87$0.136.69$31.13
$28.50$29.00Aug 21$0.10$0.40$0.104.00$28.60
$31.00$31.50Aug 28$0.10$0.40$0.104.00$31.10
$30.00$34.00Sep 4$0.95$3.05$0.953.21$30.95
$28.00$28.50Aug 28$0.12$0.38$0.123.17$28.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$27.00$26.00Sep 4$0.11$0.89$0.118.09$26.89
$26.00$25.00Aug 28$0.20$0.80$0.204.00$25.80
$26.00$25.50Aug 21$0.12$0.38$0.123.17$25.88
$27.00$26.50Aug 21$0.12$0.38$0.123.17$26.88
$26.00$25.50Sep 11$0.12$0.38$0.123.17$25.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 7.33, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.50$29.00Aug 28$0.40$0.40$0.104.00$28.90
$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
$27.00$28.00Sep 25$0.75$0.75$0.253.00$27.75
$28.50$29.00Sep 11$0.37$0.37$0.132.85$28.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$33.00$29.00Aug 21$3.52$3.52$0.487.33$29.48
$28.50$28.00Aug 28$0.40$0.40$0.104.00$28.10
$30.00$29.00Aug 14$0.68$0.68$0.322.13$29.32
$26.00$25.50Sep 4$0.34$0.34$0.162.12$25.66
$30.00$29.00Sep 11$0.60$0.60$0.401.50$29.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $0.61, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 14Aug 21$0.20113.0%86.8%
$23.50Aug 14Aug 21$0.30125.9%97.1%
$27.00Aug 14Aug 21$0.3095.6%82.5%
$26.50Aug 14Aug 21$0.33101.1%85.3%
$25.00Aug 14Aug 21$0.40108.6%78.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 14Aug 21$0.18125.9%97.1%
$25.00Aug 14Aug 21$0.18108.6%78.8%
$24.50Aug 14Aug 21$0.20113.0%86.8%
$24.00Aug 14Aug 21$0.25114.8%97.5%
$25.50Aug 14Aug 21$0.32102.3%85.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 6.93% of stock, avg 15.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$29.00Aug 14$0.85$1.15$2.00$27.00$31.006.93%
$28.00Aug 14$1.38$0.65$2.03$25.97$30.037.04%
$28.50Aug 14$1.13$0.93$2.06$26.44$30.567.14%
$27.50Aug 14$1.65$0.55$2.20$25.30$29.707.63%
$30.00Aug 14$0.50$1.83$2.33$27.67$32.338.08%
$27.00Aug 14$2.15$0.35$2.50$24.50$29.508.67%
$26.50Aug 14$2.42$0.28$2.70$23.80$29.209.36%
$26.00Aug 14$2.78$0.20$2.98$23.02$28.9810.33%
$28.50Aug 21$1.55$1.58$3.13$25.37$31.6310.85%
$28.00Aug 21$1.90$1.30$3.20$24.80$31.2011.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 1.84% of stock, avg 9.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$31.00$26.50Aug 14$0.25$0.28$0.53$25.97$31.53
$31.00$27.00Aug 14$0.25$0.35$0.60$26.40$31.60
$30.50$26.50Aug 14$0.40$0.28$0.68$25.82$31.18
$30.50$27.00Aug 14$0.40$0.35$0.75$26.25$31.25
$30.00$26.50Aug 14$0.50$0.28$0.78$25.72$30.78
$31.00$27.50Aug 14$0.25$0.55$0.80$26.70$31.80
$30.00$27.00Aug 14$0.50$0.35$0.85$26.15$30.85
$31.00$28.00Aug 14$0.25$0.65$0.90$27.10$31.90
$29.50$26.50Aug 14$0.65$0.28$0.93$25.57$30.43
$30.50$27.50Aug 14$0.40$0.55$0.95$26.55$31.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 94 found (best R:R 4.88, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2728/29Sep 11$0.83$0.174.88$26.17$29.33
26/2729/30Sep 11$0.81$0.194.26$26.19$29.81
25/2626/27Sep 11$0.80$0.204.00$24.70$26.80
28/2930/31Sep 11$0.80$0.204.00$28.20$30.80
24/2426/27Sep 11$0.79$0.213.76$23.71$26.79
26/2628/28Aug 28$0.39$0.113.55$26.11$28.39
28/2829/30Aug 28$0.78$0.223.55$27.72$29.78
24/2428/28Sep 11$0.39$0.113.55$23.61$27.89
26/2627/28Sep 11$0.39$0.113.55$25.61$27.39
27/2828/28Sep 11$0.39$0.113.55$27.11$28.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 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
$29.00$30.00$31.00Sep 11$0.07$0.9313.29
$29.00$29.50$30.00Aug 14$0.05$0.459.00
$29.50$30.00$30.50Aug 14$0.05$0.459.00
$24.00$25.00$26.00Sep 4$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$28.00$29.00$30.00Sep 11$0.08$0.9211.50
$23.50$24.00$24.50Sep 11$0.06$0.447.33
$23.50$24.00$24.50Aug 28$0.08$0.425.25
$25.50$26.00$26.50Sep 25$0.10$0.404.00
$24.50$25.00$25.50Sep 4$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $--, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Sep 18$0.00$5.00
$26.00$28.501:2Sep 4-$1.31$1.19
$30.00$31.001:2Aug 21-$0.36$0.64
$31.00$32.001:2Aug 21-$0.47$0.53
$32.00$32.501:2Aug 14-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$23.501:2Sep 25-$0.37$1.63
$28.00$27.001:2Aug 21-$0.40$0.60
$30.00$29.001:2Aug 14-$0.47$0.53
$26.00$25.001:2Aug 28-$0.48$0.52
$24.00$23.501:2Aug 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 10.06%, avg 4.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Sep 25$2.900.530.6%10.06%10.61%371
$29.50Sep 25$2.600.512.3%9.02%11.30%404
$30.00Sep 25$2.600.484.0%9.02%13.04%538
$30.00Sep 18$2.450.494.0%8.50%12.52%2452.7K
$30.50Sep 25$2.200.465.8%7.63%13.38%14
$29.00Sep 11$2.050.510.6%7.11%7.66%91
$31.00Sep 25$2.050.447.5%7.11%14.60%3611
$31.50Sep 25$1.850.419.2%6.41%15.64%3712
$30.00Sep 11$1.750.454.0%6.07%10.09%1145
$29.00Sep 4$1.650.490.6%5.72%6.28%12

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 10,526
Total Puts 1,322
Put/Call Ratio 0.13
Net Difference 9,204

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 107,128
Total Puts 32,806
Average Put/Call Ratio 0.23
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All