Tour v528
FSLY
FASTLY INC A
$27.30 -7.92%
◀ 9/24 10:01 ▶

Option Volume

Detail
ℹ
Current (09/24 10:00am) 22,990
Calls: 21,266 (93%)
Puts: 1,724 (7%)
Prior (09/22) 3,149
Calls: 2,919 (93%)
Puts: 230 (7%)
Current vs Prior +630.07%
Calls: +628.54% (Calls)
Puts: +649.57% (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 +12.89%
Calls: +29.10%
Puts: -55.72%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 10:00am) $3.38M
Calls: $3.09M (91%)
Puts: $287.5K (9%)
Prior (09/22) $527.5K
Calls: $507.0K (96%)
Puts: $20.5K (4%)
Current vs Prior +540.62%
Calls: +509.80%
Puts: +1302.93%
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 -38.93%
Calls: -38.96%
Puts: -38.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 10:00am) 0.08
Prior (09/22) 0.08
Current vs Prior +2.89%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -63.70%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 10:00am) 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 7.33% | 14.51%19.71% | 33.33%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -43.83% | -11.27%-3.35% | +6.75%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -49.60% | -18.51%+5.55% | +21.59%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -43.83% | -11.27%-7.63% | +4.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 81.17% | 37.72%
Calls: 65.57% | 40.87%
Puts: 96.77% | 34.57%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior +62.50% | +19.52%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +102.82% | +51.77%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($3.09M) vs puts ($287.5K). Massive premium surge with dollar volume up 541% vs prior. Unusually high activity with volume up 630% vs prior - elevated interest. Extreme bullish P/C ratio of 0.08 - heavy call buying (21,266 calls vs 1,724 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
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. 100 found (avg delta 0.69, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.306.00$5.1533.0%--0.98242
$22.50Sep 253.505.80$4.6549.5%--0.96115
$24.00Sep 253.004.00$3.5028.6%30.95260
$22.00Oct 24.606.20$5.4029.6%--0.9043
$23.50Sep 253.504.30$3.9020.5%10.89193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 254.005.30$4.6528.0%20.9516
$31.50Sep 253.504.70$4.1029.3%--0.9213
$31.00Sep 253.104.20$3.6530.1%20.9138
$30.50Sep 252.553.80$3.1839.3%160.8630
$30.00Sep 252.603.20$2.9020.7%660.85614

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 17.6K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 21.351.85$1.6031.2%4.7K0.50177
$27.00Sep 250.701.50$1.1072.7%2.1K0.593.5K
$28.00Sep 250.450.90$0.6866.2%1.9K0.422.1K
$26.50Sep 251.201.70$1.4534.5%1.7K0.69146
$27.00Oct 21.652.50$2.0840.9%1.4K0.55467
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 251.902.85$2.3839.9%3620.78405
$26.50Sep 250.200.70$0.45111.1%3220.321.3K
$29.00Sep 251.602.40$2.0040.0%2440.74408
$27.00Sep 250.501.10$0.8075.0%1410.42850
$30.00Sep 252.603.20$2.9020.7%660.85614

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 56.4%, max 84.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30171.0%92.7%84.5%185.1K
$25.50Sep 25Oct 30158.4%89.5%76.9%29423
$27.00Sep 25Oct 30157.9%93.2%69.5%2.1K3.5K
$30.50Sep 25Oct 9166.0%99.3%67.2%10170
$26.00Sep 25Oct 30147.6%90.7%62.7%5387
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30169.0%92.7%82.3%181.0K
$25.50Sep 25Oct 30156.1%89.5%74.3%1166
$29.50Sep 25Oct 23159.4%94.2%69.3%365410
$26.00Sep 25Oct 30145.1%90.7%60.0%59825
$27.00Sep 25Oct 23154.6%96.8%59.7%150857

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 2.33, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$23.00Sep 25$0.15$0.35$0.1596%2.33$22.65
$24.00$24.50Oct 16$0.15$0.35$0.1575%2.33$24.15
$26.00$26.50Oct 9$0.10$0.40$0.1064%4.00$26.10
$23.50$24.00Oct 9$0.20$0.30$0.2081%1.50$23.70
$31.00$32.00Oct 30$0.18$0.82$0.1840%4.56$31.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$30.00Sep 25$0.28$0.22$0.2886%0.79$30.22
$30.00$29.50Oct 2$0.27$0.23$0.2768%0.85$29.73
$26.50$26.00Oct 2$0.13$0.37$0.1340%2.85$26.37
$25.50$25.00Oct 30$0.12$0.38$0.1235%3.17$25.38
$29.00$28.50Sep 25$0.32$0.18$0.3274%0.56$28.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 2.85, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Oct 9$0.35$0.35$0.1546%2.33$27.85
$29.50$30.00Oct 2$0.23$0.23$0.2764%0.85$29.73
$29.00$29.50Oct 23$0.25$0.25$0.2553%1.00$29.25
$27.50$28.00Oct 16$0.28$0.28$0.2245%1.27$27.78
$28.50$29.00Sep 25$0.15$0.15$0.3565%0.43$28.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$25.50Oct 2$0.37$0.37$0.1364%2.85$25.63
$23.00$22.50Sep 25$0.23$0.23$0.2788%0.85$22.77
$26.00$25.50Oct 23$0.35$0.35$0.1563%2.33$25.65
$27.00$26.50Sep 25$0.35$0.35$0.1558%2.33$26.65
$23.50$22.50Oct 30$0.37$0.37$0.6374%0.59$23.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.88, cheapest $0.98)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.98157.9%115.4%
$27.50Sep 25Oct 2$0.75136.3%106.2%
$28.50Sep 25Oct 2$0.85146.8%117.1%
$28.00Sep 25Oct 2$0.82142.6%113.1%
$26.50Sep 25Oct 2$0.85132.9%105.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.98154.6%115.4%
$27.50Sep 25Oct 2$0.98140.2%106.2%
$28.00Sep 25Oct 2$0.90145.9%113.1%
$28.50Sep 25Oct 2$0.80149.7%117.1%
$26.50Sep 25Oct 2$0.93130.1%105.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 6.41% of stock, avg 16.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Sep 25$0.85$0.90$1.75$25.75$29.256.41%
$26.50Sep 25$1.45$0.45$1.90$24.60$28.406.96%
$27.00Sep 25$1.10$0.80$1.90$25.10$28.906.96%
$28.00Sep 25$0.68$1.25$1.93$26.07$29.937.07%
$26.00Sep 25$1.68$0.38$2.06$23.94$28.067.55%
$28.50Sep 25$0.53$1.68$2.21$26.29$30.718.10%
$25.50Sep 25$2.00$0.30$2.30$23.20$27.808.42%
$29.00Sep 25$0.38$2.00$2.38$26.62$31.388.72%
$29.50Sep 25$0.33$2.38$2.71$26.79$32.219.93%
$25.00Sep 25$2.50$0.25$2.75$22.25$27.7510.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.83% of stock, avg 11.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.00Sep 25$0.25$0.25$0.50$24.50$30.50
$30.00$25.50Sep 25$0.25$0.30$0.55$24.95$30.55
$29.50$25.00Sep 25$0.33$0.25$0.58$24.42$30.08
$29.50$25.50Sep 25$0.33$0.30$0.63$24.87$30.13
$30.00$26.00Sep 25$0.25$0.38$0.63$25.37$30.63
$29.00$25.00Sep 25$0.38$0.25$0.63$24.37$29.63
$29.50$26.00Sep 25$0.33$0.38$0.71$25.29$30.21
$29.00$25.50Sep 25$0.38$0.30$0.68$24.82$29.68
$29.00$26.00Sep 25$0.38$0.38$0.76$25.24$29.76
$30.00$26.50Sep 25$0.25$0.45$0.70$25.80$30.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 3.17, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2328/29Sep 25$0.38$0.1253%3.17$22.62$28.88
24/2428/29Sep 25$0.33$0.1751%1.94$24.17$28.83
24/2530/31Oct 9$0.30$0.2037%1.50$24.70$30.80
24/2430/31Oct 9$0.25$0.2541%1.00$24.25$30.75
23/2431/32Oct 9$0.48$0.5246%0.92$23.52$31.48
23/2430/31Oct 9$0.38$0.6244%0.61$23.62$30.88
24/2531/32Oct 9$0.40$0.6040%0.67$24.60$31.40
24/2431/32Oct 9$0.35$0.6543%0.54$24.15$31.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Sep 25$0.08$0.4217%5.25
$24.00$24.50$25.00Oct 30$0.05$0.455%9.00
$28.00$28.50$29.00Oct 16$0.06$0.446%7.33
$26.50$27.00$27.50Sep 25$0.10$0.4018%4.00
$25.50$26.00$26.50Oct 9$0.07$0.437%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$24.00$25.00Oct 16$0.06$0.9411%15.67
$28.50$29.00$29.50Sep 25$0.06$0.4412%7.33
$27.50$28.00$28.50Sep 25$0.08$0.4216%5.25
$27.50$28.00$28.50Oct 2$0.06$0.447%7.33
$26.00$26.50$27.00Oct 16$0.06$0.446%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.10, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.50$31.001:2Sep 25-$0.06$0.44
$30.00$30.501:2Sep 25-$0.15$0.35
$28.50$29.001:2Sep 25-$0.23$0.27
$29.50$30.001:2Sep 25-$0.17$0.33
$31.00$31.501:2Sep 25-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$26.501:2Sep 25-$0.10$0.40
$24.00$23.001:2Oct 9-$0.29$0.71
$26.00$25.501:2Sep 25-$0.22$0.28
$25.50$25.001:2Sep 25-$0.20$0.30
$25.00$24.501:2Sep 25-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 9.16%, avg 4.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.50Nov 6$2.500.498.1%9.16%17.22%1--
$32.00Oct 30$1.500.3617.2%5.49%22.71%1103
$30.00Oct 30$1.900.449.9%6.96%16.85%183
$31.00Oct 30$1.550.4013.6%5.68%19.23%117
$29.00Oct 30$2.150.486.2%7.88%14.10%125
$28.00Oct 30$2.550.532.6%9.34%11.90%--15
$27.50Oct 30$2.800.550.7%10.26%10.99%--12
$30.00Oct 23$1.650.429.9%6.04%15.93%14126
$29.00Oct 23$1.950.476.2%7.14%13.37%--26
$29.50Oct 23$1.750.448.1%6.41%14.47%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 21,266
Total Puts 1,724
Put/Call Ratio 0.08
Net Difference 19,542

Prior's Put/Call Breakdown

Total Calls 2,919
Total Puts 230
Put/Call Ratio 0.08
Net Difference 2,689

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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