Tour v528
FSLY
FASTLY INC A
$27.53 -7.15%
◀ 9/24 10:25 ▶

Option Volume

Detail
ℹ
Current (09/24 10:25am) 24,056
Calls: 22,171 (92%)
Puts: 1,885 (8%)
Prior (09/22) 4,748
Calls: 4,257 (90%)
Puts: 491 (10%)
Current vs Prior +406.66%
Calls: +420.81% (Calls)
Puts: +283.91% (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 +18.12%
Calls: +34.60%
Puts: -51.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 10:25am) $3.79M
Calls: $3.44M (91%)
Puts: $346.2K (9%)
Prior (09/22) $680.1K
Calls: $632.8K (93%)
Puts: $47.4K (7%)
Current vs Prior +457.04%
Calls: +444.03%
Puts: +630.72%
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 -31.54%
Calls: -32.04%
Puts: -26.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 10:25am) 0.09
Prior (09/22) 0.12
Current vs Prior -26.29%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -61.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 10:25am) 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 7.37% | 13.98%20.45% | 35.42%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -43.46% | -14.46%+0.30% | +13.41%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -49.27% | -21.44%+9.53% | +29.18%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -43.46% | -14.46%-4.15% | +10.60%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 41.66% | 31.21%
Calls: 35.71% | 32.43%
Puts: 47.62% | 30.00%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior -16.60% | -1.11%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +4.10% | +25.58%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($3.44M) vs puts ($346.2K). Massive premium surge with dollar volume up 457% vs prior. Unusually high activity with volume up 407% vs prior - elevated interest. Extreme bullish P/C ratio of 0.09 - heavy call buying (22,171 calls vs 1,885 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
10:25BULLISHBULLISHBULLISH
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 1 of results (avg 7.4%, best 7.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 163.904.20$4.057.4%450.702.2K
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. 99 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 253.705.50$4.6039.1%--0.97115
$24.00Sep 253.403.80$3.6011.1%120.95260
$22.50Oct 25.006.10$5.5519.8%--0.9148
$23.50Sep 253.804.40$4.1014.6%10.90193
$23.00Sep 254.304.90$4.6013.0%10.892.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 254.105.00$4.5519.8%20.9316
$31.50Sep 253.704.50$4.1019.5%--0.9113
$31.00Sep 253.104.00$3.5525.4%20.8938
$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. 151 active (total vol 18.5K, 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%2.1K0.623.5K
$28.00Sep 250.500.80$0.6546.2%1.9K0.452.1K
$26.50Sep 251.101.80$1.4548.3%1.7K0.72146
$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 250.100.70$0.40150.0%3220.281.3K
$29.00Sep 251.502.25$1.8839.9%2450.70408
$27.00Sep 250.401.00$0.7085.7%1430.38850
$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 52.0%, max 79.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Sep 25Oct 30163.5%91.2%79.3%57423
$27.00Sep 25Oct 30157.2%91.4%72.0%2.1K3.5K
$30.50Sep 25Oct 23164.4%100.1%64.3%26165
$26.00Sep 25Oct 30149.3%92.4%61.5%8387
$30.00Sep 25Oct 30151.8%96.8%56.8%4685.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Sep 25Oct 30163.5%91.2%79.3%1266
$27.00Sep 25Oct 23157.2%93.3%68.4%152857
$30.50Sep 25Oct 23164.4%100.1%64.3%16153
$26.00Sep 25Oct 30149.3%92.4%61.5%59825
$30.00Sep 25Oct 30151.8%96.8%56.8%67620

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 1.24, avg 1.68)

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$0.18$0.32$0.1887%1.78$24.68
$23.50$24.00Oct 2$0.20$0.30$0.2086%1.50$23.70
$31.00$32.00Oct 30$0.17$0.83$0.1740%4.88$31.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$27.00Sep 25$0.10$0.40$0.1046%4.00$27.40
$30.50$30.00Sep 25$0.33$0.17$0.3384%0.52$30.17
$30.00$29.50Oct 2$0.25$0.25$0.2566%1.00$29.75
$29.00$28.50Oct 2$0.25$0.25$0.2558%1.00$28.75
$24.00$23.50Oct 30$0.10$0.40$0.1027%4.00$23.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 71 found (best R:R 0.85, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Oct 16$0.30$0.30$0.2048%1.50$28.30
$30.00$30.50Oct 9$0.22$0.22$0.2862%0.79$30.22
$31.50$32.00Oct 2$0.15$0.15$0.3575%0.43$31.65
$30.00$30.50Oct 2$0.18$0.18$0.3266%0.56$30.18
$28.50$29.00Oct 23$0.25$0.25$0.2550%1.00$28.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$22.50Sep 25$0.23$0.23$0.2788%0.85$22.77
$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$0.3287%0.56$24.32
$27.00$26.50Sep 25$0.30$0.30$0.2062%1.50$26.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.90, cheapest $0.78)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.85157.2%107.6%
$29.00Sep 25Oct 2$0.84143.3%111.8%
$28.50Sep 25Oct 2$0.88142.6%111.1%
$27.50Sep 25Oct 2$0.87137.5%107.6%
$28.00Sep 25Oct 2$1.03124.1%112.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.78157.2%107.6%
$28.50Sep 25Oct 2$1.00142.6%111.1%
$27.50Sep 25Oct 2$0.93137.5%107.6%
$28.00Sep 25Oct 2$0.95124.1%112.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 6.18% of stock, avg 16.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Sep 25$0.65$1.05$1.70$26.30$29.706.18%
$27.50Sep 25$0.98$0.80$1.78$25.72$29.286.47%
$26.50Sep 25$1.45$0.40$1.85$24.65$28.356.72%
$27.00Sep 25$1.23$0.70$1.93$25.07$28.937.01%
$28.50Sep 25$0.57$1.38$1.95$26.55$30.457.08%
$26.00Sep 25$1.85$0.33$2.18$23.82$28.187.92%
$29.00Sep 25$0.43$1.88$2.31$26.69$31.318.39%
$25.50Sep 25$2.30$0.28$2.58$22.92$28.089.37%
$29.50Sep 25$0.33$2.28$2.61$26.89$32.119.48%
$25.00Sep 25$2.75$0.18$2.93$22.07$27.9310.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.93% of stock, avg 11.32%)

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
$30.00$26.50Sep 25$0.25$0.40$0.65$25.85$30.65
$29.50$26.50Sep 25$0.33$0.40$0.73$25.77$30.23
$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
$29.00$26.50Sep 25$0.43$0.40$0.83$25.67$29.83
$28.50$25.50Sep 25$0.57$0.28$0.85$24.65$29.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 2.57, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2532/32Oct 2$0.36$0.1450%2.57$24.64$31.86
24/2530/30Oct 2$0.39$0.1141%3.55$24.61$30.39
22/2332/32Oct 2$0.28$0.2262%1.27$22.72$31.78
22/2330/30Oct 2$0.31$0.1953%1.63$22.69$30.31
24/2432/32Oct 2$0.28$0.2257%1.27$23.72$31.78
24/2531/32Oct 2$0.33$0.1746%1.94$24.67$31.33
26/2632/32Oct 2$0.35$0.1542%2.33$25.65$31.85
24/2430/30Oct 2$0.31$0.1948%1.63$23.69$30.31
26/2630/30Oct 2$0.38$0.1233%3.17$25.62$30.38
22/2331/32Oct 2$0.25$0.2559%1.00$22.75$31.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 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
$28.00$28.50$29.00Oct 2$0.05$0.458%9.00
$29.00$30.00$31.00Oct 16$0.08$0.9210%11.50
$29.50$30.00$30.50Sep 25$0.05$0.458%9.00
$25.00$25.50$26.00Oct 23$0.05$0.455%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$26.00$27.00Oct 9$0.10$0.9014%9.00
$27.50$28.00$28.50Sep 25$0.08$0.4217%5.25
$29.00$29.50$30.00Sep 25$0.07$0.4311%6.14
$30.50$31.00$31.50Sep 25$0.08$0.427%5.25
$27.00$27.50$28.00Oct 16$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. 41 found (best net $-1.25, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$29.001:2Nov 6-$1.25$4.25
$32.00$33.001:2Sep 25$0.00$1.00
$30.50$31.001:2Sep 25-$0.08$0.42
$31.50$32.001:2Sep 25-$0.07$0.43
$31.00$31.501:2Sep 25-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$26.001:2Oct 30-$0.04$3.96
$27.00$26.501:2Sep 25-$0.10$0.40
$25.50$25.001:2Sep 25-$0.08$0.42
$23.00$22.501:2Oct 2-$0.07$0.43
$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. 49 found (best yield 9.08%, avg 4.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.50Nov 6$2.500.497.2%9.08%16.24%1--
$32.00Oct 30$1.600.3716.2%5.81%22.05%1103
$30.00Oct 30$1.950.449.0%7.08%16.06%183
$31.00Oct 30$1.600.4012.6%5.81%18.42%117
$30.50Oct 23$1.750.4110.8%6.36%17.14%149
$28.00Oct 30$2.700.531.7%9.81%11.51%--15
$30.00Oct 23$1.850.439.0%6.72%15.69%39126
$29.00Oct 30$2.200.485.3%7.99%13.33%125
$31.00Oct 23$1.550.3912.6%5.63%18.23%--18
$29.50Oct 23$2.000.457.2%7.26%14.42%3280

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 22,171
Total Puts 1,885
Put/Call Ratio 0.09
Net Difference 20,286

Prior's Put/Call Breakdown

Total Calls 4,257
Total Puts 491
Put/Call Ratio 0.12
Net Difference 3,766

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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Chart Title

Price — Past 7 Days

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