Tour v528
FSLY
FASTLY INC A
$26.94 -9.14%
◀ 9/24 09:35 ▶

Option Volume

Detail
ℹ
Current (09/24 9:35am) 4,839
Calls: 3,481 (72%)
Puts: 1,358 (28%)
Prior (09/22) 572
Calls: 533 (93%)
Puts: 39 (7%)
Current vs Prior +745.98%
Calls: +553.10% (Calls)
Puts: +3382.05% (Puts)
Prior 7-Day Total 195,127
Calls: 151,355 (78%)
Puts: 43,772 (22%)
Prior 7-Day Average 27,875
Calls: 21,622 (78%)
Puts: 6,253 (22%)
Current vs Prior 7-Day Avg -82.64%
Calls: -83.90%
Puts: -78.28%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 9:35am) $650.1K
Calls: $382.0K (59%)
Puts: $268.1K (41%)
Prior (09/22) $90.1K
Calls: $84.6K (94%)
Puts: $5.5K (6%)
Current vs Prior +621.51%
Calls: +351.51%
Puts: +4777.73%
Prior 7-Day Total $60.30M
Calls: $55.52M (92%)
Puts: $4.79M (8%)
Prior 7-Day Average $8.61M
Calls: $7.93M (92%)
Puts: $683.6K (8%)
Current vs Prior 7-Day Avg -92.45%
Calls: -95.18%
Puts: -60.78%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 9:35am) 0.39
Prior (09/22) 0.07
Current vs Prior +433.16%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg +45.89%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 9:35am) 258,316
Calls: 137,930 (53%)
Puts: 120,386 (47%)
Prior (09/22) 208,393
Calls: 102,425 (49%)
Puts: 105,968 (51%)
Current vs Prior +23.96%
Prior 7-Day Total 1,409,226
Calls: 726,206 (52%)
Puts: 683,020 (48%)
Prior 7-Day Average 201,318
Calls: 103,743 (52%)
Puts: 97,574 (48%)
Current vs Prior 7-Day Avg +28.31%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 7.24% | 16.26%21.53% | 35.26%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior -46.07% | +2.96%+0.91% | +10.13%
Prior 7-Day Avg 15.79% | 19.16%18.92% | 28.00%
Current vs 7-Day Avg -54.15% | -15.14%+13.77% | +25.95%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod -46.07% | +2.96%+0.91% | +10.13%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 63.23% | 44.30%
Calls: 56.45% | 31.11%
Puts: 70.00% | 57.50%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -9.74% | +53.71%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg +81.22% | +104.08%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 622% vs prior. Unusually high activity with volume up 746% vs prior - elevated interest. Extreme bullish P/C ratio of 0.39 - heavy call buying (3,481 calls vs 1,358 puts). P/C ratio rising 433% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 93 found (avg delta 0.69, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.406.80$5.6042.9%--0.98242
$22.50Sep 253.905.70$4.8037.5%--0.98115
$23.00Sep 253.704.80$4.2525.9%--0.982.0K
$22.00Oct 24.606.60$5.6035.7%--0.9143
$24.00Sep 252.454.20$3.3352.6%--0.90260
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 254.705.60$5.1517.5%20.9716
$31.00Sep 253.104.90$4.0045.0%20.9238
$30.50Sep 252.454.20$3.3352.6%20.8830
$31.50Sep 253.605.10$4.3534.5%--0.8513
$30.00Sep 253.003.50$3.2515.4%260.85614

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 2.9K, top 321)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Oct 21.302.35$1.8357.4%2440.49181
$28.00Sep 250.351.00$0.6895.6%2430.392.1K
$30.00Oct 161.551.95$1.7522.9%2120.412.2K
$31.00Sep 250.100.25$0.1883.3%1710.12721
$31.50Sep 250.000.70$0.35200.0%1500.17642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 252.403.30$2.8531.6%3210.79405
$26.50Sep 250.551.10$0.8366.3%3060.381.3K
$29.00Sep 251.952.90$2.4239.3%2300.77408
$27.00Sep 250.601.30$0.9573.7%690.47850
$22.50Sep 250.000.05$0.03166.7%510.031.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 61.5%, max 100.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 23180.3%94.4%90.9%--183
$31.50Sep 25Oct 2249.8%139.1%79.5%150692
$26.00Sep 25Oct 30157.2%91.1%72.6%--387
$27.50Sep 25Oct 30179.3%105.8%69.5%81.7K
$25.50Sep 25Oct 23152.8%91.6%66.8%--443
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 30180.3%90.0%100.4%--252
$30.00Sep 25Oct 16179.1%103.4%73.2%301.1K
$26.00Sep 25Oct 30157.2%91.1%72.6%42825
$27.50Sep 25Oct 16179.3%106.2%68.9%3787
$29.50Sep 25Oct 23181.4%110.9%63.6%324410

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 2.33, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$23.50Oct 23$0.15$0.35$0.1579%2.33$23.15
$24.00$24.50Sep 25$0.23$0.27$0.2390%1.17$24.23
$30.00$31.00Oct 30$0.22$0.78$0.2245%3.55$30.22
$30.00$31.00Oct 23$0.22$0.78$0.2243%3.55$30.22
$27.50$28.00Oct 30$0.12$0.38$0.1255%3.17$27.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$31.00$30.00Oct 16$0.45$0.55$0.4566%1.22$30.55
$29.00$28.50Oct 2$0.17$0.33$0.1759%1.94$28.83
$24.00$23.00Oct 9$0.10$0.90$0.1023%9.00$23.90
$29.50$29.00Oct 2$0.23$0.27$0.2366%1.17$29.27
$27.00$26.50Sep 25$0.12$0.38$0.1247%3.17$26.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 1.00, avg 0.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.50$32.00Sep 25$0.25$0.25$0.2582%1.00$31.75
$29.50$30.00Oct 23$0.38$0.38$0.1254%3.17$29.88
$31.00$32.00Oct 30$0.50$0.50$0.5058%1.00$31.50
$27.50$28.00Oct 9$0.37$0.37$0.1345%2.85$27.87
$27.50$28.00Oct 16$0.37$0.37$0.1345%2.85$27.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.00Oct 23$0.50$0.50$0.5072%1.00$23.50
$25.00$24.00Oct 16$0.50$0.50$0.5067%1.00$24.50
$23.50$22.50Oct 30$0.43$0.43$0.5774%0.75$23.07
$23.50$23.00Sep 25$0.23$0.23$0.2786%0.85$23.27
$24.00$23.00Oct 16$0.42$0.42$0.5873%0.72$23.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.95, cheapest $0.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Sep 25Oct 2$0.77179.3%112.4%
$27.00Sep 25Oct 2$0.75165.3%123.6%
$26.00Sep 25Oct 2$1.27157.2%115.7%
$28.50Sep 25Oct 2$0.95146.6%112.9%
$28.00Sep 25Oct 2$1.15162.6%130.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Sep 25Oct 2$0.92179.3%112.4%
$27.00Sep 25Oct 2$0.93165.3%123.6%
$26.00Sep 25Oct 2$0.74157.2%115.7%
$28.00Sep 25Oct 2$0.62162.6%130.1%
$26.50Sep 25Oct 2$0.82133.9%123.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 6.79% of stock, avg 16.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Sep 25$1.00$0.83$1.83$24.67$28.336.79%
$26.00Sep 25$1.43$0.53$1.96$24.04$27.967.28%
$27.00Sep 25$1.13$0.95$2.08$24.92$29.087.72%
$27.50Sep 25$0.98$1.23$2.21$25.29$29.718.20%
$28.00Sep 25$0.68$1.73$2.41$25.59$30.418.95%
$28.50Sep 25$0.43$2.03$2.46$26.04$30.969.13%
$25.50Sep 25$2.20$0.35$2.55$22.95$28.059.47%
$29.00Sep 25$0.38$2.42$2.80$26.20$31.8010.39%
$25.00Sep 25$2.65$0.30$2.95$22.05$27.9510.95%
$29.50Sep 25$0.38$2.85$3.23$26.27$32.7311.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.34% of stock, avg 12.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$24.50Sep 25$0.38$0.25$0.63$23.87$30.13
$29.00$24.50Sep 25$0.38$0.25$0.63$23.87$29.63
$29.50$25.50Sep 25$0.38$0.35$0.73$24.77$30.23
$29.00$25.50Sep 25$0.38$0.35$0.73$24.77$29.73
$28.50$24.50Sep 25$0.43$0.25$0.68$23.82$29.18
$28.50$25.50Sep 25$0.43$0.35$0.78$24.72$29.28
$29.00$26.00Sep 25$0.38$0.53$0.91$25.09$29.91
$28.50$26.00Sep 25$0.43$0.53$0.96$25.04$29.46
$29.50$26.00Sep 25$0.38$0.53$0.91$25.09$30.41
$28.00$24.50Sep 25$0.68$0.25$0.93$23.57$28.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 2.33, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2432/32Sep 25$0.35$0.1567%2.33$24.15$31.85
24/2530/31Oct 2$0.34$0.1638%2.12$24.66$30.84
22/2331/32Oct 9$0.50$0.5047%1.00$22.50$31.50
23/2431/32Oct 9$0.33$0.6743%0.49$23.67$31.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.50$29.00$29.50Sep 25$0.05$0.457%9.00
$22.50$23.00$23.50Sep 25$0.10$0.4011%4.00
$27.00$27.50$28.00Oct 30$0.08$0.424%5.25
$24.50$25.00$25.50Oct 2$0.09$0.416%4.56
$23.00$23.50$24.00Oct 23$0.10$0.406%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$24.00$25.00Oct 16$0.08$0.9212%11.50
$27.50$28.00$28.50Oct 16$0.05$0.455%9.00
$28.50$29.00$29.50Oct 2$0.06$0.447%7.33
$25.00$25.50$26.00Oct 2$0.06$0.447%7.33
$23.50$24.00$24.50Oct 2$0.07$0.439%6.14

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 $-0.10, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.50$32.001:2Oct 2-$0.10$0.40
$28.00$28.501:2Sep 25-$0.18$0.32
$30.50$31.001:2Sep 25-$0.13$0.37
$30.00$30.501:2Sep 25-$0.16$0.34
$29.50$30.001:2Sep 25-$0.22$0.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$24.001:2Oct 9-$0.10$0.40
$26.00$25.501:2Sep 25-$0.17$0.33
$26.50$26.001:2Sep 25-$0.23$0.27
$24.00$23.501:2Oct 2-$0.17$0.33
$23.00$22.501:2Oct 9-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 7.05%, avg 4.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$1.900.4511.4%7.05%18.41%--83
$31.00Oct 30$1.550.4215.1%5.75%20.82%--17
$29.00Oct 30$2.200.497.7%8.17%15.81%125
$28.00Oct 30$2.550.533.9%9.47%13.40%--15
$32.00Oct 23$1.050.4018.8%3.90%22.68%--102
$29.50Oct 23$1.750.469.5%6.50%16.00%3080
$32.00Oct 30$1.100.3618.8%4.08%22.87%--103
$27.50Oct 30$2.600.552.1%9.65%11.73%--12
$31.00Oct 23$1.300.3915.1%4.83%19.90%--18
$27.00Oct 30$2.800.570.2%10.39%10.62%--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 3,481
Total Puts 1,358
Put/Call Ratio 0.39
Net Difference 2,123

Prior's Put/Call Breakdown

Total Calls 533
Total Puts 39
Put/Call Ratio 0.07
Net Difference 494

Prior 7-Day Put/Call Summary

Total Calls 151,355
Total Puts 43,772
Average Put/Call Ratio 0.27
Ratio Trend Rising

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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