FSLY - Options Database

FSLY

FASTLY INC A

$27.36 -7.74%

(9/24 09:50) ◀

Thursday, September 24, 2026 (9:55am)

▶ (9/24 10:01)

◀ 9/24 09:55 ▶

Option Volume

Detail

ℹ

Current (09/24 9:55am) 21,351

Calls: 19,664 (92%)

Puts: 1,687 (8%)

Prior (09/22) 2,900

Calls: 2,729 (94%)

Puts: 171 (6%)

Current vs Prior +636.24%

Calls: +620.56% (Calls)

Puts: +886.55% (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 +4.84%

Calls: +19.38%

Puts: -56.67%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 9:55am) $3.10M

Calls: $2.80M (90%)

Puts: $298.6K (10%)

Prior (09/22) $454.8K

Calls: $439.1K (97%)

Puts: $15.7K (3%)

Current vs Prior +581.47%

Calls: +537.90%

Puts: +1796.36%

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 -43.99%

Calls: -44.70%

Puts: -36.25%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 9:55am) 0.09

Prior (09/22) 0.06

Current vs Prior +36.91%

Prior 7-Day Average 0.22

Current vs Prior 7-Day Avg -61.60%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 9:55am) 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

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 7.93% | 13.89%19.96% | 32.89%

Prior 13.04% | 16.35%20.39% | 31.23%

Current vs Prior -39.19% | -15.04%-2.13% | +5.34%

Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%

Current vs 7-Day Avg -45.43% | -21.97%+6.89% | +19.99%

Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%

Current vs 7-Day Eod -39.19% | -15.04%-6.46% | +2.73%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 60.63% | 31.58%

Calls: 34.31% | 31.58%

Puts: 86.96% | 31.58%

Prior 49.95% | 31.56%

Calls: 17.14% | 22.22%

Puts: 82.76% | 40.91%

Current vs Prior +21.38% | +0.06%

Prior 7-Day Avg 40.02% | 24.85%

Calls: 42.61% | 23.22%

Puts: 37.43% | 26.49%

Current vs 7-Day Avg +51.50% | +27.07%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.80M) vs puts ($298.6K). Massive premium surge with dollar volume up 581% vs prior. Unusually high activity with volume up 636% vs prior - elevated interest. Extreme bullish P/C ratio of 0.09 - heavy call buying (19,664 calls vs 1,687 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)

Time	Smart Money	Retail	Overall
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	BULLISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.9%, best 9.9%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$23.50	Oct 23	4.80	5.30	$5.05	9.9%	1	0.75	14

PUTS (0)

No puts meet the criteria

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. 97 found (avg delta 0.69, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$22.00	Sep 25	4.30	5.50	$4.90	24.5%	--	1.00	242
$22.50	Sep 25	3.40	5.80	$4.60	52.2%	--	1.00	115
$24.00	Sep 25	2.90	3.60	$3.25	21.5%	3	1.00	260
$23.50	Sep 25	3.50	4.10	$3.80	15.8%	1	0.89	193
$22.00	Oct 2	4.10	5.70	$4.90	32.7%	--	0.89	43

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$32.00	Sep 25	4.40	5.40	$4.90	20.4%	2	0.92	16
$31.50	Sep 25	3.80	4.90	$4.35	25.3%	--	0.90	13
$31.00	Sep 25	3.50	4.40	$3.95	22.8%	2	0.88	38
$30.50	Sep 25	2.95	3.80	$3.38	25.1%	16	0.86	30
$30.00	Sep 25	2.60	3.30	$2.95	23.7%	63	0.81	614

Most actively traded options today. High liquidity = easy entry/exit. 126 active (total vol 16.1K, top 4.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$27.50	Oct 2	1.40	2.05	$1.73	37.6%	4.7K	0.51	177
$27.00	Sep 25	0.85	1.20	$1.02	34.3%	2.1K	0.54	3.5K
$28.00	Sep 25	0.40	0.85	$0.63	71.4%	1.7K	0.38	2.1K
$27.00	Oct 2	1.60	2.20	$1.90	31.6%	1.4K	0.55	467
$26.50	Sep 25	1.10	1.55	$1.33	33.8%	1.2K	0.66	146

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$29.50	Sep 25	2.25	2.85	$2.55	23.5%	361	0.80	405
$26.50	Sep 25	0.20	0.70	$0.45	111.1%	322	0.35	1.3K
$29.00	Sep 25	1.80	2.55	$2.17	34.6%	244	0.73	408
$27.00	Sep 25	0.55	1.20	$0.88	73.9%	141	0.46	850
$30.00	Sep 25	2.60	3.30	$2.95	23.7%	63	0.81	614

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 58.9%, max 88.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$30.00	Sep 25	Oct 30	178.9%	95.2%	88.0%	379	5.9K
$29.00	Sep 25	Oct 30	164.6%	94.0%	75.2%	229	3.5K
$25.00	Sep 25	Oct 30	158.3%	93.9%	68.5%	14	5.1K
$28.00	Sep 25	Oct 30	153.5%	93.1%	64.9%	1.7K	2.2K
$27.50	Sep 25	Oct 30	150.6%	92.2%	63.3%	261	1.7K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$30.00	Sep 25	Oct 16	178.9%	100.8%	77.5%	81	1.1K
$29.00	Sep 25	Oct 23	164.2%	94.4%	73.9%	245	415
$25.00	Sep 25	Oct 30	158.7%	93.9%	68.9%	17	1.0K
$29.50	Sep 25	Oct 23	159.5%	95.9%	66.3%	364	410
$27.00	Sep 25	Oct 23	149.7%	91.8%	63.1%	150	857

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 2.33, avg 1.69)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$26.00	$27.00	Oct 30	$0.30	$0.70	$0.30	62%	2.33	$26.30
$24.50	$25.00	Sep 25	$0.17	$0.33	$0.17	86%	1.94	$24.67
$23.00	$23.50	Oct 23	$0.15	$0.35	$0.15	77%	2.33	$23.15
$23.50	$24.00	Oct 2	$0.20	$0.30	$0.20	84%	1.50	$23.70
$22.00	$22.50	Sep 25	$0.30	$0.20	$0.30	100%	0.67	$22.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$29.00	$28.50	Sep 25	$0.24	$0.26	$0.24	73%	1.08	$28.76
$27.50	$27.00	Oct 2	$0.17	$0.33	$0.17	49%	1.94	$27.33
$28.00	$27.00	Oct 9	$0.43	$0.57	$0.43	52%	1.33	$27.57
$29.50	$29.00	Oct 9	$0.25	$0.25	$0.25	62%	1.00	$29.25
$27.00	$26.50	Oct 2	$0.18	$0.32	$0.18	45%	1.78	$26.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 0.85, avg 0.62)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$28.00	$28.50	Oct 16	$0.35	$0.35	$0.15	51%	2.33	$28.35
$30.00	$30.50	Oct 9	$0.25	$0.25	$0.25	64%	1.00	$30.25
$32.00	$32.50	Oct 2	$0.14	$0.14	$0.36	78%	0.39	$32.14
$29.00	$29.50	Oct 9	$0.23	$0.23	$0.27	59%	0.85	$29.23
$28.50	$29.00	Oct 23	$0.27	$0.27	$0.23	52%	1.17	$28.77

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$23.00	$22.50	Sep 25	$0.23	$0.23	$0.27	88%	0.85	$22.77
$25.00	$24.00	Oct 16	$0.48	$0.48	$0.52	68%	0.92	$24.52
$24.50	$24.00	Sep 25	$0.20	$0.20	$0.30	85%	0.67	$24.30
$27.00	$26.00	Oct 9	$0.55	$0.55	$0.45	55%	1.22	$26.45
$26.00	$25.50	Oct 23	$0.30	$0.30	$0.20	62%	1.50	$25.70

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

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$28.00	Sep 25	Oct 2	$0.85	153.5%	112.7%
$27.00	Sep 25	Oct 2	$0.88	149.0%	111.1%
$27.50	Sep 25	Oct 2	$0.93	150.6%	115.2%
$28.50	Sep 25	Oct 2	$0.87	145.9%	113.6%
$26.50	Sep 25	Oct 2	$0.82	115.7%	115.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$28.00	Sep 25	Oct 2	$0.83	152.9%	112.7%
$27.00	Sep 25	Oct 2	$0.85	149.7%	111.1%
$27.50	Sep 25	Oct 2	$0.75	149.9%	115.2%
$28.50	Sep 25	Oct 2	$0.65	145.4%	113.6%
$26.50	Sep 25	Oct 2	$1.10	116.3%	115.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 6.51% of stock, avg 15.93%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$26.50	Sep 25	$1.33	$0.45	$1.78	$24.72	$28.28	6.51%
$26.00	Sep 25	$1.40	$0.45	$1.85	$24.15	$27.85	6.76%
$27.00	Sep 25	$1.02	$0.88	$1.90	$25.10	$28.90	6.94%
$27.50	Sep 25	$0.80	$1.15	$1.95	$25.55	$29.45	7.13%
$28.00	Sep 25	$0.63	$1.45	$2.08	$25.92	$30.08	7.60%
$25.50	Sep 25	$1.78	$0.33	$2.11	$23.39	$27.61	7.71%
$28.50	Sep 25	$0.43	$1.93	$2.36	$26.14	$30.86	8.63%
$29.00	Sep 25	$0.40	$2.17	$2.57	$26.43	$31.57	9.39%
$25.00	Sep 25	$2.33	$0.25	$2.58	$22.42	$27.58	9.43%
$29.50	Sep 25	$0.28	$2.55	$2.83	$26.67	$32.33	10.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.94% of stock, avg 11.40%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$29.50	$25.00	Sep 25	$0.28	$0.25	$0.53	$24.47	$30.03
$29.50	$25.50	Sep 25	$0.28	$0.33	$0.61	$24.89	$30.11
$29.00	$25.00	Sep 25	$0.40	$0.25	$0.65	$24.35	$29.65
$29.00	$25.50	Sep 25	$0.40	$0.33	$0.73	$24.77	$29.73
$28.50	$25.00	Sep 25	$0.43	$0.25	$0.68	$24.32	$29.18
$29.50	$26.00	Sep 25	$0.28	$0.45	$0.73	$25.27	$30.23
$28.50	$25.50	Sep 25	$0.43	$0.33	$0.76	$24.74	$29.26
$29.50	$26.50	Sep 25	$0.28	$0.45	$0.73	$25.77	$30.23
$29.00	$26.00	Sep 25	$0.40	$0.45	$0.85	$25.15	$29.85
$28.50	$26.00	Sep 25	$0.43	$0.45	$0.88	$25.12	$29.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 1.94, avg credit $0.33)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
22/23	30/30	Sep 25	$0.33	$0.17	69%	1.94	$22.67	$30.33
22/23	29/30	Sep 25	$0.35	$0.15	61%	2.33	$22.65	$29.35
24/24	30/30	Sep 25	$0.30	$0.20	67%	1.50	$24.20	$30.30
24/24	32/32	Oct 2	$0.34	$0.16	57%	2.12	$23.66	$32.34
24/24	29/30	Sep 25	$0.32	$0.18	59%	1.78	$24.18	$29.32
24/24	31/32	Oct 2	$0.33	$0.17	53%	1.94	$23.67	$31.33
25/26	32/32	Oct 2	$0.34	$0.16	47%	2.13	$25.16	$32.34
24/24	30/30	Oct 2	$0.35	$0.15	44%	2.33	$23.65	$29.85
22/23	32/32	Oct 2	$0.24	$0.26	63%	0.92	$22.76	$32.24
25/26	31/32	Oct 2	$0.33	$0.17	43%	1.94	$25.17	$31.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 9.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$29.50	$30.00	$30.50	Oct 2	$0.05	$0.45	7%	9.00
$26.50	$27.00	$27.50	Sep 25	$0.09	$0.41	20%	4.56
$28.00	$28.50	$29.00	Oct 2	$0.06	$0.44	8%	7.33
$25.00	$25.50	$26.00	Oct 9	$0.06	$0.44	7%	7.33
$27.50	$28.00	$28.50	Oct 2	$0.07	$0.43	8%	6.14

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$24.50	$25.00	$25.50	Sep 25	$0.06	$0.44	8%	7.33
$24.00	$24.50	$25.00	Oct 2	$0.06	$0.44	5%	7.33
$25.00	$25.50	$26.00	Oct 16	$0.08	$0.42	6%	5.25
$25.00	$25.50	$26.00	Oct 23	$0.08	$0.42	6%	5.25
$22.00	$22.50	$23.00	Oct 2	$0.08	$0.42	4%	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. 35 found (best net $-0.08, 32 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$30.00	$30.50	1:2	Sep 25	-$0.08	$0.42
$31.50	$32.00	1:2	Sep 25	-$0.07	$0.43
$29.00	$29.50	1:2	Sep 25	-$0.16	$0.34
$28.00	$28.50	1:2	Sep 25	-$0.23	$0.27
$30.50	$31.00	1:2	Sep 25	-$0.12	$0.38

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$24.00	$23.00	1:2	Oct 9	-$0.26	$0.74
$25.50	$25.00	1:2	Sep 25	-$0.17	$0.33
$26.00	$25.50	1:2	Sep 25	-$0.21	$0.29
$25.00	$24.50	1:2	Sep 25	-$0.21	$0.29
$23.00	$22.50	1:2	Oct 2	-$0.20	$0.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 8.41%, avg 4.39%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$29.50	Nov 6	$2.30	0.48	7.8%	8.41%	16.23%	1	--
$32.00	Oct 30	$1.50	0.35	17.0%	5.48%	22.44%	1	103
$30.00	Oct 30	$1.80	0.43	9.7%	6.58%	16.23%	1	83
$29.00	Oct 30	$2.10	0.47	6.0%	7.68%	13.67%	1	25
$28.00	Oct 30	$2.45	0.52	2.3%	8.95%	11.29%	--	15
$31.00	Oct 30	$1.35	0.38	13.3%	4.93%	18.24%	1	17
$27.50	Oct 30	$2.60	0.54	0.5%	9.50%	10.01%	--	12
$28.50	Oct 23	$2.05	0.48	4.2%	7.49%	11.66%	--	16
$28.00	Oct 23	$2.25	0.51	2.3%	8.22%	10.56%	--	53
$29.50	Oct 23	$1.65	0.43	7.8%	6.03%	13.85%	30	80

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 19,664

Total Puts 1,687

Put/Call Ratio 0.09

Net Difference 17,977

Prior's Put/Call Breakdown

Total Calls 2,729

Total Puts 171

Put/Call Ratio 0.06

Net Difference 2,558

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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