Tour v528
FSLY
FASTLY INC A
$26.63 -10.20%
◀ 9/24 09:40 ▶

Option Volume

Detail
ℹ
Current (09/24 9:40am) 8,549
Calls: 7,017 (82%)
Puts: 1,532 (18%)
Prior (09/22) 2,032
Calls: 1,986 (98%)
Puts: 46 (2%)
Current vs Prior +320.72%
Calls: +253.32% (Calls)
Puts: +3230.43% (Puts)
Prior 7-Day Total 142,557
Calls: 115,306 (81%)
Puts: 27,251 (19%)
Prior 7-Day Average 20,365
Calls: 16,472 (81%)
Puts: 3,893 (19%)
Current vs Prior 7-Day Avg -58.02%
Calls: -57.40%
Puts: -60.65%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 9:40am) $1.00M
Calls: $673.0K (67%)
Puts: $330.9K (33%)
Prior (09/22) $335.8K
Calls: $330.2K (98%)
Puts: $5.6K (2%)
Current vs Prior +198.92%
Calls: +103.81%
Puts: +5771.55%
Prior 7-Day Total $38.74M
Calls: $35.46M (92%)
Puts: $3.28M (8%)
Prior 7-Day Average $5.53M
Calls: $5.07M (92%)
Puts: $468.5K (8%)
Current vs Prior 7-Day Avg -81.86%
Calls: -86.71%
Puts: -29.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 9:40am) 0.22
Prior (09/22) 0.02
Current vs Prior +842.60%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -2.30%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 9:40am) 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 1,401,869
Calls: 711,238 (51%)
Puts: 690,631 (49%)
Prior 7-Day Average 200,267
Calls: 101,605 (51%)
Puts: 98,661 (49%)
Current vs Prior 7-Day Avg +28.99%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 7.89% | 16.26%20.77% | 33.61%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -39.53% | -0.54%+1.85% | +7.63%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -45.75% | -8.65%+11.23% | +22.59%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -39.53% | -0.54%-2.67% | +4.96%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 72.50% | 38.25%
Calls: 70.00% | 42.86%
Puts: 75.00% | 33.63%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior +45.15% | +21.20%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +81.16% | +53.91%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($673.0K). Massive premium surge with dollar volume up 199% vs prior. Unusually high activity with volume up 321% vs prior - elevated interest. Extreme bullish P/C ratio of 0.22 - heavy call buying (7,017 calls vs 1,532 puts).

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
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. 91 found (avg delta 0.69, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Sep 254.606.90$5.7540.0%--0.99153
$22.00Sep 254.106.50$5.3045.3%--0.99242
$22.50Sep 253.605.70$4.6545.2%--0.98115
$23.00Sep 253.404.70$4.0532.1%--0.962.0K
$24.00Sep 252.353.60$2.9841.9%--0.90260
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Sep 253.404.80$4.1034.1%20.9838
$31.50Sep 253.805.30$4.5533.0%--0.9813
$30.50Sep 253.004.30$3.6535.6%130.9230
$30.00Sep 253.003.70$3.3520.9%580.90614
$29.50Sep 252.703.40$3.0523.0%3600.87405

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 6.0K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.601.30$0.9573.7%1.1K0.59146
$27.00Sep 250.600.80$0.7028.6%9390.513.5K
$28.00Sep 250.450.65$0.5536.4%7810.362.1K
$30.00Oct 161.401.70$1.5519.4%3470.382.2K
$28.00Oct 21.151.65$1.4035.7%2440.43181
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 252.703.40$3.0523.0%3600.87405
$26.50Sep 250.551.00$0.7857.7%3070.421.3K
$29.00Sep 252.152.95$2.5531.4%2430.80408
$27.00Sep 250.701.60$1.1578.3%750.51850
$30.00Sep 253.003.70$3.3520.9%580.90614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 64.8%, max 89.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 23172.2%93.9%83.5%--183
$30.00Sep 25Oct 30175.6%99.4%76.6%1455.9K
$26.00Sep 25Oct 30171.7%97.3%76.4%1387
$29.00Sep 25Oct 30170.3%97.2%75.3%1863.5K
$28.00Sep 25Oct 30162.8%96.0%69.7%7812.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Sep 25Oct 30184.5%97.3%89.5%42825
$24.50Sep 25Oct 30172.2%93.9%83.4%--252
$29.00Sep 25Oct 23170.3%99.3%71.5%244415
$27.00Sep 25Oct 23159.7%98.8%61.6%82857
$27.50Sep 25Oct 16162.1%101.4%59.9%6787

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 107 found (best R:R 2.33, avg 1.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$24.00Oct 23$0.15$0.35$0.1574%2.33$23.65
$22.50$24.00Oct 16$0.95$0.55$0.9580%0.58$23.45
$28.00$29.00Oct 30$0.28$0.72$0.2851%2.57$28.28
$29.00$30.00Oct 30$0.25$0.75$0.2547%3.00$29.25
$26.00$26.50Oct 16$0.10$0.40$0.1060%4.00$26.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$30.00Sep 25$0.30$0.20$0.3092%0.67$30.20
$27.50$27.00Oct 2$0.10$0.40$0.1053%4.00$27.40
$30.00$29.50Sep 25$0.30$0.20$0.3090%0.67$29.70
$28.50$28.00Sep 25$0.28$0.22$0.2880%0.79$28.22
$27.00$26.50Oct 16$0.17$0.33$0.1747%1.94$26.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 4.00, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Sep 25$0.22$0.22$0.2864%0.79$28.22
$30.50$31.00Oct 9$0.20$0.20$0.3069%0.67$30.70
$28.00$28.50Oct 23$0.28$0.28$0.2251%1.27$28.28
$27.50$28.00Sep 25$0.23$0.23$0.2756%0.85$27.73
$29.00$29.50Sep 25$0.13$0.13$0.3775%0.35$29.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.50$25.00Oct 30$0.40$0.40$0.1062%4.00$25.10
$26.00$25.50Oct 2$0.38$0.38$0.1259%3.17$25.62
$26.50$26.00Oct 2$0.37$0.37$0.1355%2.85$26.13
$24.00$23.00Oct 16$0.40$0.40$0.6071%0.67$23.60
$26.00$25.50Sep 25$0.30$0.30$0.2064%1.50$25.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.99, cheapest $0.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 2$1.03171.7%118.6%
$27.50Sep 25Oct 2$0.85162.1%125.2%
$28.00Sep 25Oct 2$0.85162.8%127.7%
$27.00Sep 25Oct 2$1.10159.7%126.3%
$26.50Sep 25Oct 2$1.15153.5%126.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 2$0.85184.5%118.6%
$27.50Sep 25Oct 2$0.93162.1%125.2%
$28.00Sep 25Oct 2$0.93162.8%127.7%
$27.00Sep 25Oct 2$1.08159.7%126.3%
$26.50Sep 25Oct 2$1.17153.5%126.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 6.50% of stock, avg 16.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Sep 25$0.95$0.78$1.73$24.77$28.236.50%
$27.00Sep 25$0.70$1.15$1.85$25.15$28.856.95%
$26.00Sep 25$1.30$0.73$2.03$23.97$28.037.62%
$25.50Sep 25$1.73$0.43$2.16$23.34$27.668.11%
$27.50Sep 25$0.78$1.40$2.18$25.32$29.688.19%
$28.00Sep 25$0.55$1.75$2.30$25.70$30.308.64%
$28.50Sep 25$0.33$2.03$2.36$26.14$30.868.86%
$25.00Sep 25$2.15$0.25$2.40$22.60$27.409.01%
$24.50Sep 25$2.60$0.25$2.85$21.65$27.3510.70%
$29.00Sep 25$0.38$2.55$2.93$26.07$31.9311.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.88% of stock, avg 12.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Sep 25$0.25$0.25$0.50$24.50$30.00
$29.50$24.50Sep 25$0.25$0.25$0.50$24.00$30.00
$28.50$25.00Sep 25$0.33$0.25$0.58$24.42$29.08
$28.50$24.50Sep 25$0.33$0.25$0.58$23.92$29.08
$29.00$25.00Sep 25$0.38$0.25$0.63$24.37$29.63
$29.00$24.50Sep 25$0.38$0.25$0.63$23.87$29.63
$29.50$25.50Sep 25$0.25$0.43$0.68$24.82$30.18
$28.50$25.50Sep 25$0.33$0.43$0.76$24.74$29.26
$29.00$25.50Sep 25$0.38$0.43$0.81$24.69$29.81
$28.00$25.00Sep 25$0.55$0.25$0.80$24.20$28.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 2.85, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2230/31Oct 9$0.37$0.1351%2.85$22.13$30.87
23/2429/30Sep 25$0.28$0.2262%1.27$23.22$29.28
22/2330/31Oct 9$0.35$0.1548%2.33$22.65$30.85
24/2430/31Oct 9$0.38$0.1238%3.17$24.12$30.88
22/2230/30Oct 9$0.32$0.1848%1.78$22.18$30.32
24/2530/30Oct 9$0.40$0.1032%4.00$24.60$30.40
25/2629/30Sep 25$0.31$0.1948%1.63$25.19$29.31
24/2430/30Oct 2$0.33$0.1742%1.94$23.67$29.83
24/2430/30Oct 2$0.35$0.1538%2.33$24.15$29.85
22/2330/30Oct 9$0.30$0.2045%1.50$22.70$30.30

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
$25.50$26.00$26.50Sep 25$0.08$0.4215%5.25
$24.50$25.00$25.50Oct 2$0.07$0.438%6.14
$29.50$30.00$30.50Oct 2$0.07$0.436%6.14
$26.00$26.50$27.00Sep 25$0.10$0.4015%4.00
$24.50$25.00$25.50Oct 9$0.08$0.427%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$26.00$27.00Oct 9$0.08$0.9214%11.50
$24.00$24.50$25.00Oct 2$0.05$0.459%9.00
$29.00$29.50$30.00Oct 9$0.05$0.455%9.00
$24.00$24.50$25.00Oct 9$0.07$0.437%6.14
$27.00$27.50$28.00Sep 25$0.10$0.4016%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.11, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$28.501:2Sep 25-$0.11$0.39
$29.00$29.501:2Sep 25-$0.12$0.38
$30.50$31.001:2Sep 25-$0.13$0.37
$31.00$31.501:2Sep 25-$0.13$0.37
$29.50$30.001:2Sep 25-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$25.001:2Sep 25-$0.07$0.43
$26.00$25.501:2Sep 25-$0.13$0.37
$22.50$22.001:2Oct 2-$0.20$0.30
$25.00$24.501:2Sep 25-$0.25$0.25
$27.00$26.501:2Sep 25-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 7.13%, avg 4.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$1.900.4312.7%7.13%19.79%183
$31.00Oct 30$1.600.3916.4%6.01%22.42%117
$27.50Oct 30$2.650.543.3%9.95%13.22%--12
$29.00Oct 30$2.000.478.9%7.51%16.41%125
$27.00Oct 30$2.850.561.4%10.70%12.09%--12
$28.00Oct 30$2.350.515.1%8.82%13.97%--15
$29.50Oct 23$1.700.4210.8%6.38%17.16%3080
$30.00Oct 23$1.500.4012.7%5.63%18.29%8126
$29.00Oct 23$1.800.448.9%6.76%15.66%--26
$28.00Oct 23$2.100.495.1%7.89%13.03%--53

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 7,017
Total Puts 1,532
Put/Call Ratio 0.22
Net Difference 5,485

Prior's Put/Call Breakdown

Total Calls 1,986
Total Puts 46
Put/Call Ratio 0.02
Net Difference 1,940

Prior 7-Day Put/Call Summary

Total Calls 115,306
Total Puts 27,251
Average Put/Call Ratio 0.22
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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