Tour v528
FSLY
FASTLY INC A
$27.12 -8.53%
◀ 9/24 09:45 ▶

Option Volume

Detail
ℹ
Current (09/24 9:45am) 10,805
Calls: 9,233 (85%)
Puts: 1,572 (15%)
Prior (09/22) 2,356
Calls: 2,216 (94%)
Puts: 140 (6%)
Current vs Prior +358.62%
Calls: +316.65% (Calls)
Puts: +1022.86% (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 -46.94%
Calls: -43.95%
Puts: -59.62%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 9:45am) $1.31M
Calls: $1.01M (77%)
Puts: $307.5K (23%)
Prior (09/22) $356.4K
Calls: $340.8K (96%)
Puts: $15.5K (4%)
Current vs Prior +268.74%
Calls: +195.31%
Puts: +1881.09%
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 -76.25%
Calls: -80.13%
Puts: -34.36%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 9:45am) 0.17
Prior (09/22) 0.06
Current vs Prior +169.50%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -23.78%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 9:45am) 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 8.12% | 15.68%20.89% | 33.21%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -37.75% | -4.07%+2.43% | +6.35%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -44.15% | -11.90%+11.87% | +21.14%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -37.75% | -4.07%-2.11% | +3.72%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 66.31% | 26.11%
Calls: 52.63% | 30.00%
Puts: 80.00% | 22.22%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior +32.75% | -17.27%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +65.69% | +5.06%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.01M) vs puts ($307.5K). Massive premium surge with dollar volume up 269% vs prior. Unusually high activity with volume up 359% vs prior - elevated interest. Extreme bullish P/C ratio of 0.17 - heavy call buying (9,233 calls vs 1,572 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
09:45BULLISHBULLISHBULLISH
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 254.305.30$4.8020.8%--0.98242
$22.50Sep 253.605.70$4.6545.2%--0.98115
$23.00Sep 253.704.70$4.2023.8%--0.962.0K
$24.00Sep 252.703.50$3.1025.8%--0.89260
$22.00Oct 24.405.80$5.1027.5%--0.8943
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 254.605.70$5.1521.4%20.9116
$31.50Sep 253.805.20$4.5031.1%--0.9113
$31.00Sep 253.604.50$4.0522.2%20.8738
$30.50Sep 253.303.70$3.5011.4%130.8530
$30.00Sep 252.903.30$3.1012.9%600.82614

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 7.6K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Sep 250.651.15$0.9055.6%2.1K0.543.5K
$26.50Sep 250.951.45$1.2041.7%1.1K0.61146
$28.00Sep 250.600.85$0.7334.2%7950.402.1K
$30.00Oct 161.601.90$1.7517.1%3580.392.2K
$31.00Sep 250.150.25$0.2050.0%2610.13721
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 252.303.10$2.7029.6%3600.80405
$26.50Sep 250.600.90$0.7540.0%3160.391.3K
$29.00Sep 251.952.65$2.3030.4%2430.75408
$27.00Sep 250.601.00$0.8050.0%850.46850
$30.00Sep 252.903.30$3.1012.9%600.82614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 66.5%, max 96.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 23181.1%92.0%96.7%--183
$28.00Sep 25Oct 30176.9%94.4%87.4%7952.2K
$30.00Sep 25Oct 30180.7%99.2%82.1%1635.9K
$25.50Sep 25Oct 30167.0%92.5%80.6%3423
$26.50Sep 25Oct 23161.9%93.8%72.5%1.1K188
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 30181.1%95.1%90.5%--252
$30.50Sep 25Oct 23185.9%100.9%84.2%13153
$25.50Sep 25Oct 30168.5%92.5%82.2%1166
$28.00Sep 25Oct 16174.9%101.3%72.7%5382
$30.00Sep 25Oct 16180.7%108.3%66.8%781.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 0.72, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$25.00Oct 30$1.45$1.05$1.4577%0.72$23.95
$22.00$22.50Sep 25$0.15$0.35$0.1598%2.33$22.15
$29.00$30.00Oct 30$0.20$0.80$0.2046%4.00$29.20
$29.00$30.00Oct 16$0.17$0.83$0.1744%4.88$29.17
$23.00$23.50Sep 25$0.25$0.25$0.2596%1.00$23.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.50$28.00Sep 25$0.19$0.31$0.1974%1.63$28.31
$28.00$27.50Oct 16$0.12$0.38$0.1251%3.17$27.88
$27.00$26.50Oct 16$0.10$0.40$0.1045%4.00$26.90
$26.50$26.00Oct 2$0.15$0.35$0.1542%2.33$26.35
$26.00$25.50Sep 25$0.10$0.40$0.1031%4.00$25.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 4.00, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Sep 25$0.40$0.40$0.1060%4.00$28.40
$29.50$30.00Oct 2$0.25$0.25$0.2565%1.00$29.75
$28.00$28.50Oct 9$0.30$0.30$0.2053%1.50$28.30
$27.50$28.00Oct 2$0.28$0.28$0.2250%1.27$27.78
$28.00$28.50Oct 23$0.28$0.28$0.2251%1.27$28.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$26.50Oct 2$0.40$0.40$0.1054%4.00$26.60
$27.00$25.50Oct 23$0.78$0.78$0.7255%1.08$26.22
$26.00$25.50Oct 30$0.35$0.35$0.1561%2.33$25.65
$26.50$26.00Oct 16$0.36$0.36$0.1458%2.57$26.14
$26.00$25.50Oct 16$0.34$0.34$0.1661%2.12$25.66

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.95, cheapest $0.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Sep 25Oct 2$0.77176.9%119.3%
$26.50Sep 25Oct 2$0.90161.9%115.7%
$27.50Sep 25Oct 2$0.93161.9%122.3%
$26.00Sep 25Oct 2$1.00156.4%121.3%
$27.00Sep 25Oct 2$1.10133.1%124.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Sep 25Oct 2$0.77174.9%119.3%
$26.50Sep 25Oct 2$0.88163.8%115.7%
$27.50Sep 25Oct 2$0.95159.8%122.3%
$26.00Sep 25Oct 2$0.95158.1%121.3%
$27.00Sep 25Oct 2$1.23135.3%124.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 6.27% of stock, avg 16.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$0.90$0.80$1.70$25.30$28.706.27%
$26.00Sep 25$1.40$0.53$1.93$24.07$27.937.12%
$26.50Sep 25$1.20$0.75$1.95$24.55$28.457.19%
$27.50Sep 25$0.85$1.30$2.15$25.35$29.657.93%
$25.50Sep 25$1.73$0.43$2.16$23.34$27.667.96%
$28.50Sep 25$0.33$1.92$2.25$26.25$30.758.30%
$28.00Sep 25$0.73$1.73$2.46$25.54$30.469.07%
$25.00Sep 25$2.30$0.23$2.53$22.47$27.539.33%
$29.00Sep 25$0.38$2.30$2.68$26.32$31.689.88%
$24.50Sep 25$2.60$0.25$2.85$21.65$27.3510.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.95% of stock, avg 12.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Sep 25$0.30$0.23$0.53$24.47$30.03
$28.50$25.00Sep 25$0.33$0.23$0.56$24.44$29.06
$29.00$25.00Sep 25$0.38$0.23$0.61$24.39$29.61
$29.50$25.50Sep 25$0.30$0.43$0.73$24.77$30.23
$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
$28.50$26.00Sep 25$0.33$0.53$0.86$25.14$29.36
$29.50$26.00Sep 25$0.30$0.53$0.83$25.17$30.33
$29.00$26.00Sep 25$0.38$0.53$0.91$25.09$29.91
$28.50$26.50Sep 25$0.33$0.75$1.08$25.42$29.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 2.33, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2432/32Oct 2$0.35$0.1553%2.33$24.15$32.35
24/2532/32Oct 2$0.37$0.1348%2.85$24.63$32.37
22/2330/31Oct 9$0.35$0.1548%2.33$22.65$30.85
23/2430/30Oct 2$0.35$0.1546%2.33$23.15$29.85
24/2530/31Oct 9$0.39$0.1135%3.55$24.61$30.89
22/2230/31Oct 9$0.31$0.1951%1.63$22.19$30.81
24/2430/31Oct 9$0.35$0.1539%2.33$24.15$30.85
25/2632/32Oct 2$0.30$0.2044%1.50$25.20$32.30
23/2432/32Oct 2$0.22$0.2860%0.79$23.28$32.22
23/2431/32Oct 23$0.62$0.3836%1.63$23.38$31.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$31.00$31.50$32.00Oct 2$0.05$0.455%9.00
$29.00$29.50$30.00Sep 25$0.06$0.447%7.33
$27.00$27.50$28.00Oct 9$0.06$0.446%7.33
$26.50$27.00$27.50Oct 16$0.06$0.446%7.33
$30.00$31.00$32.00Oct 16$0.10$0.909%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.50$30.00$30.50Oct 9$0.05$0.455%9.00
$25.00$25.50$26.00Oct 16$0.06$0.446%7.33
$25.00$25.50$26.00Oct 2$0.07$0.438%6.14
$28.00$28.50$29.00Oct 2$0.07$0.437%6.14
$23.50$24.00$24.50Oct 30$0.07$0.435%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. 31 found (best net $-0.06, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.00$31.501:2Sep 25-$0.06$0.44
$30.00$30.501:2Sep 25-$0.16$0.34
$31.50$32.001:2Sep 25-$0.13$0.37
$29.00$29.501:2Sep 25-$0.22$0.28
$30.50$31.001:2Sep 25-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$27.001:2Sep 25-$0.30$0.20
$22.50$22.001:2Oct 2-$0.18$0.32
$26.50$26.001:2Sep 25-$0.31$0.19
$26.00$25.501:2Sep 25-$0.33$0.17
$25.00$24.501:2Sep 25-$0.27$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 7.01%, avg 4.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$1.900.4310.6%7.01%17.63%183
$31.00Oct 30$1.600.3814.3%5.90%20.21%117
$29.00Oct 30$2.000.466.9%7.37%14.31%125
$27.50Oct 30$2.650.531.4%9.77%11.17%--12
$28.00Oct 30$2.350.513.2%8.67%11.91%--15
$32.00Oct 30$1.100.3418.0%4.06%22.05%--103
$29.50Oct 23$1.750.428.8%6.45%15.23%3080
$30.00Oct 16$1.600.3910.6%5.90%16.52%3582.2K
$30.00Oct 23$1.550.4010.6%5.72%16.33%12126
$29.00Oct 23$1.800.446.9%6.64%13.57%--26

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 9,233
Total Puts 1,572
Put/Call Ratio 0.17
Net Difference 7,661

Prior's Put/Call Breakdown

Total Calls 2,216
Total Puts 140
Put/Call Ratio 0.06
Net Difference 2,076

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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