Tour v528
FSLY
FASTLY INC A
$26.98 -9.01%
◀ 9/24 09:50 ▶

Option Volume

Detail
ℹ
Current (09/24 9:50am) 20,141
Calls: 18,486 (92%)
Puts: 1,655 (8%)
Prior (09/22) 2,584
Calls: 2,432 (94%)
Puts: 152 (6%)
Current vs Prior +679.45%
Calls: +660.12% (Calls)
Puts: +988.82% (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 -1.10%
Calls: +12.22%
Puts: -57.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 9:50am) $2.75M
Calls: $2.42M (88%)
Puts: $328.6K (12%)
Prior (09/22) $395.3K
Calls: $379.5K (96%)
Puts: $15.8K (4%)
Current vs Prior +595.49%
Calls: +537.81%
Puts: +1982.94%
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 -50.32%
Calls: -52.22%
Puts: -29.86%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 9:50am) 0.09
Prior (09/22) 0.06
Current vs Prior +43.24%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -59.95%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 9:50am) 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 7.52% | 14.01%20.39% | 32.99%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -42.31% | -14.30%-0.02% | +5.64%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -48.23% | -21.29%+9.19% | +20.32%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -42.31% | -14.30%-4.45% | +3.02%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 51.19% | 46.30%
Calls: 52.38% | 46.45%
Puts: 50.00% | 46.15%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior +2.48% | +46.70%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +27.91% | +86.30%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($2.42M) vs puts ($328.6K). Massive premium surge with dollar volume up 595% vs prior. Unusually high activity with volume up 679% vs prior - elevated interest. Extreme bullish P/C ratio of 0.09 - heavy call buying (18,486 calls vs 1,655 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
09:50BULLISHBULLISHBULLISH
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. 91 found (avg delta 0.69, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.305.40$4.8522.7%--0.98242
$22.50Sep 253.405.80$4.6052.2%--0.96115
$22.00Oct 24.105.70$4.9032.7%--0.9043
$23.50Sep 253.104.00$3.5525.4%10.88193
$23.00Sep 253.705.10$4.4031.8%--0.872.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 254.405.90$5.1529.1%20.9116
$31.50Sep 253.805.40$4.6034.8%--0.8913
$31.00Sep 253.704.80$4.2525.9%20.8938
$30.50Sep 252.954.30$3.6337.2%140.8730
$30.00Sep 252.553.80$3.1839.3%620.83614

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 15.0K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 21.151.70$1.4238.7%4.7K0.47177
$27.00Sep 250.651.20$0.9359.1%2.1K0.513.5K
$27.00Oct 21.302.25$1.7853.4%1.4K0.52467
$26.50Sep 250.801.35$1.0850.9%1.2K0.59146
$28.00Sep 250.400.85$0.6371.4%8470.372.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 252.253.40$2.8340.6%3610.82405
$26.50Sep 250.501.00$0.7566.7%3220.411.3K
$29.00Sep 251.952.90$2.4239.3%2440.77408
$27.00Sep 250.701.20$0.9552.6%1400.49850
$30.00Sep 252.553.80$3.1839.3%620.83614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 67.0%, max 101.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 23181.2%93.0%95.0%--183
$30.00Sep 25Oct 30174.0%94.2%84.7%3695.9K
$25.00Sep 25Oct 30162.1%91.0%78.2%55.1K
$25.50Sep 25Oct 30161.0%91.3%76.4%28423
$26.50Sep 25Oct 23154.1%89.3%72.5%1.2K188
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Sep 25Oct 30181.2%90.2%101.0%--252
$25.00Sep 25Oct 30162.1%91.0%78.2%171.0K
$25.50Sep 25Oct 30161.0%91.3%76.4%1166
$26.00Sep 25Oct 30158.4%93.5%69.5%44825
$29.00Sep 25Oct 23158.2%95.0%66.5%245415

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 107 found (best R:R 1.08, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$25.00Oct 30$1.20$1.30$1.2077%1.08$23.70
$22.50$23.00Sep 25$0.20$0.30$0.2096%1.50$22.70
$22.00$23.00Oct 23$0.55$0.45$0.5581%0.82$22.55
$22.00$22.50Sep 25$0.25$0.25$0.2598%1.00$22.25
$30.00$31.00Oct 30$0.15$0.85$0.1540%5.67$30.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.50$28.00Sep 25$0.20$0.30$0.2074%1.50$28.30
$24.00$23.00Oct 16$0.13$0.87$0.1327%6.69$23.87
$28.00$27.00Oct 9$0.47$0.53$0.4754%1.13$27.53
$27.50$27.00Oct 2$0.22$0.28$0.2253%1.27$27.28
$27.00$26.50Sep 25$0.20$0.30$0.2049%1.50$26.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 1.33, avg 0.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.00$27.50Oct 9$0.40$0.40$0.1048%4.00$27.40
$28.00$28.50Sep 25$0.30$0.30$0.2063%1.50$28.30
$27.00$27.50Oct 2$0.36$0.36$0.1448%2.57$27.36
$30.00$30.50Oct 9$0.25$0.25$0.2566%1.00$30.25
$30.50$31.00Oct 2$0.20$0.20$0.3073%0.67$30.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$24.00Oct 16$0.57$0.57$0.4366%1.33$24.43
$23.00$22.50Sep 25$0.23$0.23$0.2787%0.85$22.77
$25.00$24.50Oct 2$0.28$0.28$0.2269%1.27$24.72
$26.00$25.00Oct 9$0.50$0.50$0.5060%1.00$25.50
$26.00$25.50Oct 30$0.33$0.33$0.1760%1.94$25.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.83, cheapest $0.67)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Sep 25Oct 2$0.67164.4%111.7%
$26.00Sep 25Oct 2$0.90158.4%112.0%
$26.50Sep 25Oct 2$0.75154.1%110.8%
$27.00Sep 25Oct 2$0.85148.2%115.8%
$27.50Sep 25Oct 2$0.77139.1%107.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Sep 25Oct 2$0.75164.4%111.7%
$26.00Sep 25Oct 2$0.83158.4%112.0%
$26.50Sep 25Oct 2$0.88154.1%110.8%
$27.00Sep 25Oct 2$1.00148.2%115.8%
$27.50Sep 25Oct 2$0.94139.1%107.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 6.78% of stock, avg 16.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Sep 25$1.08$0.75$1.83$24.67$28.336.78%
$27.00Sep 25$0.93$0.95$1.88$25.12$28.886.97%
$27.50Sep 25$0.65$1.23$1.88$25.62$29.386.97%
$26.00Sep 25$1.35$0.57$1.92$24.08$27.927.12%
$25.50Sep 25$1.55$0.43$1.98$23.52$27.487.34%
$28.50Sep 25$0.33$1.95$2.28$26.22$30.788.45%
$25.00Sep 25$2.00$0.30$2.30$22.70$27.308.52%
$28.00Sep 25$0.63$1.75$2.38$25.62$30.388.82%
$29.00Sep 25$0.33$2.42$2.75$26.25$31.7510.19%
$24.50Sep 25$2.50$0.28$2.78$21.72$27.2810.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 1.93% of stock, avg 11.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Sep 25$0.22$0.30$0.52$24.48$30.02
$29.00$25.00Sep 25$0.33$0.30$0.63$24.37$29.63
$28.50$25.00Sep 25$0.33$0.30$0.63$24.37$29.13
$29.50$25.50Sep 25$0.22$0.43$0.65$24.85$30.15
$28.50$25.50Sep 25$0.33$0.43$0.76$24.74$29.26
$29.00$25.50Sep 25$0.33$0.43$0.76$24.74$29.76
$29.50$26.00Sep 25$0.22$0.57$0.79$25.21$30.29
$28.50$26.00Sep 25$0.33$0.57$0.90$25.10$29.40
$29.00$26.00Sep 25$0.33$0.57$0.90$25.10$29.90
$28.00$25.00Sep 25$0.63$0.30$0.93$24.07$28.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 2.13, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2329/30Sep 25$0.34$0.1664%2.13$22.66$29.34
24/2430/31Oct 2$0.35$0.1551%2.33$23.65$30.85
25/2630/31Oct 2$0.37$0.1338%2.85$25.13$30.87
24/2430/30Oct 2$0.28$0.2246%1.27$23.72$29.78
24/2531/32Oct 16$0.67$0.3334%2.03$24.33$31.67
25/2629/30Sep 25$0.24$0.2651%0.92$25.26$29.24
26/2629/30Sep 25$0.25$0.2544%1.00$25.75$29.25
25/2630/30Oct 2$0.30$0.2033%1.50$25.20$29.80
23/2431/32Oct 23$0.55$0.4537%1.22$23.45$31.55
23/2431/32Oct 9$0.45$0.5547%0.82$23.55$31.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$22.50$23.00Sep 25$0.05$0.4510%9.00
$22.50$23.00$23.50Oct 9$0.05$0.457%9.00
$28.00$28.50$29.00Oct 2$0.09$0.417%4.56
$30.00$31.00$32.00Oct 30$0.10$0.905%9.00
$26.00$26.50$27.00Sep 25$0.12$0.3816%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Sep 25$0.08$0.4217%5.25
$24.00$24.50$25.00Oct 30$0.06$0.445%7.33
$29.00$30.00$31.00Oct 16$0.10$0.9010%9.00
$23.00$23.50$24.00Oct 2$0.07$0.437%6.14
$25.00$25.50$26.00Oct 2$0.08$0.429%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.11, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.00$29.501:2Sep 25-$0.11$0.39
$30.00$30.501:2Sep 25-$0.08$0.42
$31.50$32.001:2Sep 25-$0.07$0.43
$30.50$31.001:2Sep 25-$0.11$0.39
$31.00$31.501:2Sep 25-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.50$25.001:2Sep 25-$0.17$0.33
$24.50$24.001:2Sep 25-$0.18$0.32
$24.00$23.501:2Sep 25-$0.17$0.33
$26.00$25.501:2Sep 25-$0.29$0.21
$22.50$22.001:2Oct 2-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.56%, avg 4.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Oct 30$1.500.3518.6%5.56%24.17%--103
$31.00Oct 30$1.350.3714.9%5.00%19.90%117
$29.00Oct 30$1.850.457.5%6.86%14.34%125
$30.00Oct 30$1.550.4011.2%5.74%16.94%183
$28.00Oct 23$2.250.493.8%8.34%12.12%--53
$28.00Oct 30$2.200.503.8%8.15%11.93%--15
$27.50Oct 30$2.350.521.9%8.71%10.64%--12
$27.00Oct 30$2.550.540.1%9.45%9.53%--12
$30.00Oct 16$1.400.3711.2%5.19%16.38%4892.2K
$29.50Oct 23$1.450.419.3%5.37%14.71%3080

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 18,486
Total Puts 1,655
Put/Call Ratio 0.09
Net Difference 16,831

Prior's Put/Call Breakdown

Total Calls 2,432
Total Puts 152
Put/Call Ratio 0.06
Net Difference 2,280

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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