FSLY - Options Database

FSLY

FASTLY INC A

$27.38 -7.66%

(9/24 10:01) ◀

Thursday, September 24, 2026 (10:15am)

▶ (9/24 10:20)

◀ 9/24 10:15 ▶

Option Volume

Detail

ℹ

Current (09/24 10:15am) 23,784

Calls: 21,958 (92%)

Puts: 1,826 (8%)

Prior (09/22) 4,139

Calls: 3,765 (91%)

Puts: 374 (9%)

Current vs Prior +474.63%

Calls: +483.21% (Calls)

Puts: +388.24% (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 +16.79%

Calls: +33.30%

Puts: -53.10%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 10:15am) $3.67M

Calls: $3.36M (92%)

Puts: $311.6K (8%)

Prior (09/22) $662.9K

Calls: $631.8K (95%)

Puts: $31.1K (5%)

Current vs Prior +453.92%

Calls: +431.88%

Puts: +901.43%

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 -33.65%

Calls: -33.66%

Puts: -33.49%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 10:15am) 0.08

Prior (09/22) 0.10

Current vs Prior -16.29%

Prior 7-Day Average 0.22

Current vs Prior 7-Day Avg -62.76%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 10:15am) 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 8.22% | 13.55%20.09% | 33.24%

Prior 13.04% | 16.35%20.39% | 31.23%

Current vs Prior -36.99% | -17.12%-1.48% | +6.43%

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

Current vs 7-Day Avg -43.46% | -23.88%+7.59% | +21.23%

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

Current vs 7-Day Eod -36.99% | -17.12%-5.85% | +3.80%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 51.93% | 29.42%

Calls: 44.72% | 32.83%

Puts: 59.14% | 26.01%

Prior 49.95% | 31.56%

Calls: 17.14% | 22.22%

Puts: 82.76% | 40.91%

Current vs Prior +3.96% | -6.78%

Prior 7-Day Avg 40.02% | 24.85%

Calls: 42.61% | 23.22%

Puts: 37.43% | 26.49%

Current vs 7-Day Avg +29.76% | +18.38%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($3.36M) vs puts ($311.6K). Massive premium surge with dollar volume up 454% vs prior. Unusually high activity with volume up 475% vs prior - elevated interest. Extreme bullish P/C ratio of 0.08 - heavy call buying (21,958 calls vs 1,826 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
10:15	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
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 5.6%, best 5.6%)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$22.00	Sep 25	5.20	5.50	$5.35	5.6%	2	0.98	242

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. 103 found (avg delta 0.69, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$22.00	Sep 25	5.20	5.50	$5.35	5.6%	2	0.98	242
$22.50	Sep 25	3.50	5.80	$4.65	49.5%	--	0.97	115
$24.00	Sep 25	3.20	3.90	$3.55	19.7%	7	0.95	260
$22.00	Oct 2	4.60	6.20	$5.40	29.6%	--	0.92	43
$22.50	Oct 2	4.80	6.10	$5.45	23.9%	--	0.91	48

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$32.00	Sep 25	4.10	5.00	$4.55	19.8%	2	0.94	16
$31.50	Sep 25	3.70	4.50	$4.10	19.5%	--	0.92	13
$31.00	Sep 25	3.10	4.00	$3.55	25.4%	2	0.92	38
$30.50	Sep 25	2.55	3.60	$3.08	34.1%	16	0.85	30
$30.00	Sep 25	2.40	3.10	$2.75	25.5%	66	0.82	614

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 18.1K, top 4.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$27.50	Oct 2	1.55	2.15	$1.85	32.4%	4.7K	0.55	177
$27.00	Sep 25	0.95	1.50	$1.23	44.7%	2.1K	0.60	3.5K
$28.00	Sep 25	0.50	0.95	$0.73	61.6%	1.9K	0.43	2.1K
$26.50	Sep 25	1.10	1.80	$1.45	48.3%	1.7K	0.68	146
$27.00	Oct 2	1.65	2.30	$1.98	32.8%	1.4K	0.59	467

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$29.50	Sep 25	1.90	2.65	$2.28	32.9%	362	0.78	405
$26.50	Sep 25	0.30	0.70	$0.50	80.0%	322	0.32	1.3K
$29.00	Sep 25	1.70	2.25	$1.98	27.8%	244	0.72	408
$27.00	Sep 25	0.50	1.00	$0.75	66.7%	143	0.41	850
$30.00	Sep 25	2.40	3.10	$2.75	25.5%	66	0.82	614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 63.2%, max 76.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$25.00	Sep 25	Oct 30	166.4%	94.3%	76.4%	38	5.1K
$25.50	Sep 25	Oct 30	160.1%	91.2%	75.6%	32	423
$27.50	Sep 25	Oct 30	158.2%	90.7%	74.5%	472	1.7K
$26.00	Sep 25	Oct 30	159.1%	92.4%	72.1%	8	387
$30.50	Sep 25	Oct 9	172.2%	100.1%	71.9%	10	170

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$25.00	Sep 25	Oct 30	166.4%	94.3%	76.4%	18	1.0K
$25.50	Sep 25	Oct 30	160.1%	91.2%	75.6%	12	66
$26.00	Sep 25	Oct 30	159.1%	92.4%	72.1%	59	825
$30.00	Sep 25	Oct 30	165.8%	96.9%	71.1%	67	620
$28.50	Sep 25	Oct 16	162.6%	96.5%	68.5%	79	1.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 2.33, avg 1.61)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$22.50	$23.00	Sep 25	$0.15	$0.35	$0.15	97%	2.33	$22.65
$24.00	$24.50	Oct 16	$0.10	$0.40	$0.10	76%	4.00	$24.10
$22.00	$23.00	Oct 23	$0.55	$0.45	$0.55	83%	0.82	$22.55
$24.50	$25.00	Sep 25	$0.17	$0.33	$0.17	86%	1.94	$24.67
$23.50	$24.00	Oct 9	$0.15	$0.35	$0.15	81%	2.33	$23.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$30.50	$30.00	Oct 9	$0.20	$0.30	$0.20	66%	1.50	$30.30
$29.00	$28.50	Sep 25	$0.23	$0.27	$0.23	72%	1.17	$28.77
$30.50	$30.00	Sep 25	$0.33	$0.17	$0.33	85%	0.52	$30.17
$29.50	$29.00	Sep 25	$0.30	$0.20	$0.30	78%	0.67	$29.20
$30.00	$29.50	Oct 2	$0.25	$0.25	$0.25	68%	1.00	$29.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 1.78, avg 0.68)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$28.00	$28.50	Oct 23	$0.36	$0.36	$0.14	47%	2.57	$28.36
$31.50	$32.00	Oct 2	$0.18	$0.18	$0.32	74%	0.56	$31.68
$28.00	$28.50	Oct 16	$0.30	$0.30	$0.20	48%	1.50	$28.30
$28.50	$29.00	Sep 25	$0.20	$0.20	$0.30	63%	0.67	$28.70
$28.50	$29.00	Oct 2	$0.25	$0.25	$0.25	54%	1.00	$28.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$23.50	$23.00	Oct 23	$0.32	$0.32	$0.18	76%	1.78	$23.18
$23.00	$22.50	Sep 25	$0.23	$0.23	$0.27	88%	0.85	$22.77
$25.00	$24.00	Oct 16	$0.42	$0.42	$0.58	70%	0.72	$24.58
$25.00	$24.50	Oct 23	$0.30	$0.30	$0.20	68%	1.50	$24.70
$23.50	$22.50	Oct 30	$0.37	$0.37	$0.63	75%	0.59	$23.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.81, cheapest $0.63)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$28.50	Sep 25	Oct 2	$0.82	162.6%	111.1%
$27.50	Sep 25	Oct 2	$0.95	158.2%	107.2%
$28.00	Sep 25	Oct 2	$0.87	149.4%	107.7%
$27.00	Sep 25	Oct 2	$0.75	152.2%	112.0%
$26.50	Sep 25	Oct 2	$0.90	143.5%	110.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$28.50	Sep 25	Oct 2	$0.63	162.6%	111.1%
$27.50	Sep 25	Oct 2	$0.71	158.2%	107.2%
$28.00	Sep 25	Oct 2	$0.85	149.4%	107.7%
$27.00	Sep 25	Oct 2	$0.80	152.2%	112.0%
$26.50	Sep 25	Oct 2	$0.80	143.5%	110.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 7.01% of stock, avg 16.28%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$27.50	Sep 25	$0.90	$1.02	$1.92	$25.58	$29.42	7.01%
$26.50	Sep 25	$1.45	$0.50	$1.95	$24.55	$28.45	7.12%
$28.00	Sep 25	$0.73	$1.23	$1.96	$26.04	$29.96	7.16%
$27.00	Sep 25	$1.23	$0.75	$1.98	$25.02	$28.98	7.23%
$26.00	Sep 25	$1.85	$0.43	$2.28	$23.72	$28.28	8.33%
$25.50	Sep 25	$2.03	$0.30	$2.33	$23.17	$27.83	8.51%
$28.50	Sep 25	$0.63	$1.75	$2.38	$26.12	$30.88	8.69%
$29.00	Sep 25	$0.43	$1.98	$2.41	$26.59	$31.41	8.80%
$29.50	Sep 25	$0.33	$2.28	$2.61	$26.89	$32.11	9.53%
$25.00	Sep 25	$2.53	$0.23	$2.76	$22.24	$27.76	10.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.12% of stock, avg 11.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$30.00	$25.50	Sep 25	$0.28	$0.30	$0.58	$24.92	$30.58
$29.50	$25.50	Sep 25	$0.33	$0.30	$0.63	$24.87	$30.13
$30.00	$26.00	Sep 25	$0.28	$0.43	$0.71	$25.29	$30.71
$29.50	$26.00	Sep 25	$0.33	$0.43	$0.76	$25.24	$30.26
$29.00	$25.50	Sep 25	$0.43	$0.30	$0.73	$24.77	$29.73
$29.00	$26.00	Sep 25	$0.43	$0.43	$0.86	$25.14	$29.86
$30.00	$26.50	Sep 25	$0.28	$0.50	$0.78	$25.72	$30.78
$29.50	$26.50	Sep 25	$0.33	$0.50	$0.83	$25.67	$30.33
$29.00	$26.50	Sep 25	$0.43	$0.50	$0.93	$25.57	$29.93
$28.50	$25.50	Sep 25	$0.63	$0.30	$0.93	$24.57	$29.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 3.55, avg credit $0.39)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
24/25	32/32	Oct 2	$0.39	$0.11	49%	3.55	$24.61	$31.89
22/23	32/32	Oct 2	$0.29	$0.21	62%	1.38	$22.71	$31.79
24/25	30/31	Oct 2	$0.33	$0.17	43%	1.94	$24.67	$30.83
22/23	30/31	Oct 2	$0.23	$0.27	56%	0.85	$22.77	$30.73
23/24	31/32	Oct 9	$0.55	$0.45	45%	1.22	$23.45	$31.55
22/23	31/32	Oct 9	$0.40	$0.60	51%	0.67	$22.60	$31.40
24/24	31/32	Oct 9	$0.48	$0.52	42%	0.92	$24.02	$31.48
24/25	31/32	Oct 9	$0.42	$0.58	39%	0.72	$24.58	$31.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 19.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$29.00	$30.00	$31.00	Oct 16	$0.08	$0.92	10%	11.50
$27.50	$28.00	$28.50	Sep 25	$0.07	$0.43	15%	6.14
$27.50	$28.00	$28.50	Oct 9	$0.05	$0.45	7%	9.00
$25.00	$25.50	$26.00	Oct 23	$0.05	$0.45	5%	9.00
$23.50	$24.00	$24.50	Oct 30	$0.05	$0.45	5%	9.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$27.00	$28.00	$29.00	Oct 9	$0.05	$0.95	14%	19.00
$25.00	$26.00	$27.00	Oct 9	$0.10	$0.90	14%	9.00
$25.00	$25.50	$26.00	Sep 25	$0.06	$0.44	11%	7.33
$28.50	$29.00	$29.50	Sep 25	$0.07	$0.43	14%	6.14
$24.50	$25.00	$25.50	Sep 25	$0.07	$0.43	6%	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. 34 found (best net $-0.07, 31 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$31.50	$32.00	1:2	Sep 25	-$0.07	$0.43
$28.50	$29.00	1:2	Sep 25	-$0.23	$0.27
$30.00	$30.50	1:2	Sep 25	-$0.16	$0.34
$31.00	$31.50	1:2	Sep 25	-$0.13	$0.37
$29.00	$29.50	1:2	Sep 25	-$0.23	$0.27

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$23.00	$22.50	1:2	Oct 2	-$0.11	$0.39
$26.00	$25.50	1:2	Sep 25	-$0.17	$0.33
$27.00	$26.50	1:2	Sep 25	-$0.25	$0.25
$25.50	$25.00	1:2	Sep 25	-$0.16	$0.34
$24.00	$23.00	1:2	Oct 9	-$0.30	$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 9.13%, avg 4.91%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$29.50	Nov 6	$2.50	0.49	7.7%	9.13%	16.87%	1	--
$32.00	Oct 30	$1.60	0.37	16.9%	5.84%	22.72%	1	103
$30.00	Oct 30	$1.95	0.45	9.6%	7.12%	16.69%	1	83
$28.00	Oct 30	$2.70	0.54	2.3%	9.86%	12.13%	--	15
$31.00	Oct 30	$1.55	0.40	13.2%	5.66%	18.88%	1	17
$29.50	Oct 23	$2.00	0.45	7.7%	7.30%	15.05%	32	80
$29.00	Oct 30	$2.15	0.49	5.9%	7.85%	13.77%	1	25
$28.00	Oct 23	$2.55	0.53	2.3%	9.31%	11.58%	--	53
$27.50	Oct 30	$2.80	0.56	0.4%	10.23%	10.66%	--	12
$31.00	Oct 23	$1.40	0.38	13.2%	5.11%	18.33%	--	18

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 21,958

Total Puts 1,826

Put/Call Ratio 0.08

Net Difference 20,132

Prior's Put/Call Breakdown

Total Calls 3,765

Total Puts 374

Put/Call Ratio 0.10

Net Difference 3,391

Prior 7-Day Put/Call Summary

Total Calls 115,306

Total Puts 27,251

Average Put/Call Ratio 0.22

Ratio Trend Falling

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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