Tour v528
FSLY
FASTLY INC A
$27.55 -7.10%
◀ 9/24 10:20 ▶

Option Volume

Detail
ℹ
Current (09/24 10:20am) 23,886
Calls: 22,032 (92%)
Puts: 1,854 (8%)
Prior (09/22) 4,447
Calls: 4,015 (90%)
Puts: 432 (10%)
Current vs Prior +437.13%
Calls: +448.74% (Calls)
Puts: +329.17% (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 +17.29%
Calls: +33.75%
Puts: -52.38%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 10:20am) $3.73M
Calls: $3.42M (92%)
Puts: $313.9K (8%)
Prior (09/22) $685.6K
Calls: $646.7K (94%)
Puts: $38.8K (6%)
Current vs Prior +444.35%
Calls: +428.50%
Puts: +708.20%
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 -32.56%
Calls: -32.52%
Puts: -33.00%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 10:20am) 0.08
Prior (09/22) 0.11
Current vs Prior -21.79%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -62.32%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 10:20am) 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 8.09% | 14.16%20.51% | 35.75%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -37.94% | -13.41%+0.58% | +14.49%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -44.31% | -20.47%+9.84% | +30.41%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -37.94% | -13.41%-3.87% | +11.66%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 42.36% | 25.97%
Calls: 40.00% | 32.43%
Puts: 44.72% | 19.51%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior -15.20% | -17.71%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +5.85% | +4.50%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($3.42M) vs puts ($313.9K). Massive premium surge with dollar volume up 444% vs prior. Unusually high activity with volume up 437% vs prior - elevated interest. Extreme bullish P/C ratio of 0.08 - heavy call buying (22,032 calls vs 1,854 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
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
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 2 of results (avg 9.2%, best 8.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 254.404.80$4.608.7%10.892.0K
$23.50Sep 253.904.30$4.109.8%10.90193
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. 100 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 253.505.80$4.6549.5%--0.96115
$24.00Sep 253.403.90$3.6513.7%70.95260
$22.50Oct 25.006.10$5.5519.8%--0.9148
$23.50Sep 253.904.30$4.109.8%10.90193
$23.00Sep 254.404.80$4.608.7%10.892.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 254.105.00$4.5519.8%20.9216
$31.50Sep 253.704.50$4.1019.5%--0.9113
$31.00Sep 253.104.00$3.5525.4%20.9038
$30.50Sep 252.553.60$3.0834.1%160.8430
$30.00Sep 252.403.10$2.7525.5%660.82614

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 18.4K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 21.552.15$1.8532.4%4.7K0.54177
$27.00Sep 250.951.50$1.2344.7%2.1K0.603.5K
$28.00Sep 250.500.85$0.6851.5%1.9K0.442.1K
$26.50Sep 251.101.80$1.4548.3%1.7K0.69146
$27.00Oct 21.702.45$2.0836.1%1.4K0.59467
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 251.902.65$2.2832.9%3620.77405
$26.50Sep 250.300.70$0.5080.0%3220.311.3K
$29.00Sep 251.502.25$1.8839.9%2450.71408
$27.00Sep 250.601.00$0.8050.0%1430.40850
$30.00Sep 252.403.10$2.7525.5%660.82614

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 78.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Sep 25Oct 23168.3%94.3%78.5%12165
$27.00Sep 25Oct 30167.0%94.4%76.9%2.1K3.5K
$25.50Sep 25Oct 30159.0%91.2%74.3%32423
$27.50Sep 25Oct 30149.5%90.7%64.9%4721.7K
$30.00Sep 25Oct 30155.9%96.9%61.0%4475.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Sep 25Oct 23167.0%93.3%78.9%152857
$30.50Sep 25Oct 23168.3%94.3%78.5%16153
$25.50Sep 25Oct 30159.0%91.2%74.3%1266
$30.00Sep 25Oct 30155.9%96.9%61.0%67620
$26.00Sep 25Oct 30144.5%92.4%56.3%59825

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 1.24, avg 1.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$29.00Nov 6$2.45$3.05$2.4571%1.24$25.95
$24.00$24.50Oct 16$0.10$0.40$0.1075%4.00$24.10
$24.50$25.00Sep 25$0.17$0.33$0.1787%1.94$24.67
$23.50$24.00Oct 2$0.20$0.30$0.2085%1.50$23.70
$25.50$26.00Sep 25$0.18$0.32$0.1881%1.78$25.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.50Sep 25$0.23$0.27$0.2371%1.17$28.77
$30.50$30.00Sep 25$0.33$0.17$0.3384%0.52$30.17
$27.50$27.00Sep 25$0.13$0.37$0.1347%2.85$27.37
$30.00$29.50Oct 2$0.25$0.25$0.2566%1.00$29.75
$25.50$25.00Oct 30$0.12$0.38$0.1234%3.17$25.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 0.85, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.50$32.00Oct 2$0.18$0.18$0.3275%0.56$31.68
$28.00$28.50Oct 16$0.30$0.30$0.2048%1.50$28.30
$28.50$29.00Oct 9$0.25$0.25$0.2553%1.00$28.75
$30.00$30.50Oct 23$0.23$0.23$0.2757%0.85$30.23
$30.00$30.50Oct 9$0.20$0.20$0.3062%0.67$30.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$22.50Sep 25$0.23$0.23$0.2788%0.85$22.77
$23.50$23.00Oct 23$0.30$0.30$0.2076%1.50$23.20
$25.00$24.50Oct 23$0.30$0.30$0.2069%1.50$24.70
$23.50$22.50Oct 30$0.37$0.37$0.6375%0.59$23.13
$24.50$24.00Sep 25$0.18$0.18$0.3286%0.56$24.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.84, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.85167.0%112.2%
$27.50Sep 25Oct 2$0.85149.5%107.5%
$26.50Sep 25Oct 2$0.93149.3%110.9%
$28.00Sep 25Oct 2$0.95134.8%109.2%
$28.50Sep 25Oct 2$0.97131.8%111.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.75167.0%112.2%
$27.50Sep 25Oct 2$0.80149.5%107.5%
$26.50Sep 25Oct 2$0.80149.3%110.9%
$28.00Sep 25Oct 2$0.82134.8%109.2%
$28.50Sep 25Oct 2$0.73131.8%111.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 6.93% of stock, avg 16.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Sep 25$0.68$1.23$1.91$26.09$29.916.93%
$27.50Sep 25$1.00$0.93$1.93$25.57$29.437.01%
$26.50Sep 25$1.45$0.50$1.95$24.55$28.457.08%
$27.00Sep 25$1.23$0.80$2.03$24.97$29.037.37%
$28.50Sep 25$0.48$1.65$2.13$26.37$30.637.73%
$26.00Sep 25$1.85$0.33$2.18$23.82$28.187.91%
$25.50Sep 25$2.03$0.28$2.31$23.19$27.818.38%
$29.00Sep 25$0.43$1.88$2.31$26.69$31.318.38%
$29.50Sep 25$0.33$2.28$2.61$26.89$32.119.47%
$25.00Sep 25$2.53$0.18$2.71$22.29$27.719.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.92% of stock, avg 11.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Sep 25$0.25$0.28$0.53$24.97$30.53
$30.00$26.00Sep 25$0.25$0.33$0.58$25.42$30.58
$29.50$25.50Sep 25$0.33$0.28$0.61$24.89$30.11
$29.50$26.00Sep 25$0.33$0.33$0.66$25.34$30.16
$29.00$25.50Sep 25$0.43$0.28$0.71$24.79$29.71
$29.00$26.00Sep 25$0.43$0.33$0.76$25.24$29.76
$30.00$26.50Sep 25$0.25$0.50$0.75$25.75$30.75
$29.50$26.50Sep 25$0.33$0.50$0.83$25.67$30.33
$28.50$25.50Sep 25$0.48$0.28$0.76$24.74$29.26
$28.50$26.00Sep 25$0.48$0.33$0.81$25.19$29.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 3.55, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2532/32Oct 2$0.39$0.1149%3.55$24.61$31.89
22/2332/32Oct 2$0.31$0.1962%1.63$22.69$31.81
24/2530/30Oct 2$0.36$0.1441%2.57$24.64$30.36
22/2330/30Oct 2$0.28$0.2253%1.27$22.72$30.28
24/2530/31Oct 2$0.31$0.1944%1.63$24.69$30.81
26/2632/32Oct 2$0.32$0.1842%1.78$25.68$31.82
22/2330/31Oct 2$0.23$0.2757%0.85$22.77$30.73
26/2630/30Oct 2$0.29$0.2133%1.38$25.71$30.29
23/2432/33Oct 16$0.52$0.4843%1.08$23.48$32.52
23/2431/32Oct 9$0.48$0.5245%0.92$23.52$31.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$31.00$32.00$33.00Oct 16$0.05$0.958%19.00
$29.00$30.00$31.00Oct 16$0.08$0.9210%11.50
$29.50$30.00$30.50Sep 25$0.05$0.457%9.00
$31.00$32.00$33.00Oct 9$0.08$0.929%11.50
$23.00$23.50$24.00Sep 25$0.05$0.457%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Oct 9$0.09$0.9114%10.11
$25.00$26.00$27.00Oct 9$0.10$0.9014%9.00
$29.00$29.50$30.00Sep 25$0.07$0.4311%6.14
$26.50$27.00$27.50Oct 16$0.07$0.436%6.14
$30.50$31.00$31.50Sep 25$0.08$0.426%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. 39 found (best net $-1.25, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$29.001:2Nov 6-$1.25$4.25
$32.00$33.001:2Sep 25-$0.06$0.94
$31.50$32.001:2Sep 25-$0.07$0.43
$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
$25.50$25.001:2Sep 25-$0.08$0.42
$23.00$22.501:2Oct 2-$0.07$0.43
$27.00$26.501:2Sep 25-$0.20$0.30
$26.50$26.001:2Sep 25-$0.16$0.34
$24.00$23.001:2Oct 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. 48 found (best yield 9.07%, avg 4.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.50Nov 6$2.500.497.1%9.07%16.15%1--
$32.00Oct 30$1.600.3716.1%5.81%21.96%1103
$30.00Oct 30$1.950.448.9%7.08%15.97%183
$31.00Oct 30$1.600.4012.5%5.81%18.33%117
$28.00Oct 30$2.700.531.6%9.80%11.43%--15
$29.00Oct 30$2.200.495.3%7.99%13.25%125
$29.50Oct 23$2.000.457.1%7.26%14.34%3280
$28.00Oct 23$2.550.531.6%9.26%10.89%--53
$31.00Oct 23$1.450.3812.5%5.26%17.79%--18
$30.00Oct 23$1.700.438.9%6.17%15.06%14126

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 22,032
Total Puts 1,854
Put/Call Ratio 0.08
Net Difference 20,178

Prior's Put/Call Breakdown

Total Calls 4,015
Total Puts 432
Put/Call Ratio 0.11
Net Difference 3,583

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All