FSLY - Options Database

FSLY

FASTLY INC A

$27.69 -6.61%

(9/24 10:25) ◀

Thursday, September 24, 2026 (10:30am)

▶ (9/24 10:35)

◀ 9/24 10:30 ▶

Option Volume

Detail

ℹ

Current (09/24 10:30am) 24,828

Calls: 22,921 (92%)

Puts: 1,907 (8%)

Prior (09/22) 4,807

Calls: 4,305 (90%)

Puts: 502 (10%)

Current vs Prior +416.50%

Calls: +432.43% (Calls)

Puts: +279.88% (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 +21.91%

Calls: +39.15%

Puts: -51.01%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 10:30am) $3.95M

Calls: $3.60M (91%)

Puts: $347.6K (9%)

Prior (09/22) $672.8K

Calls: $623.7K (93%)

Puts: $49.0K (7%)

Current vs Prior +486.82%

Calls: +477.21%

Puts: +609.09%

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 -28.66%

Calls: -28.92%

Puts: -25.80%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 10:30am) 0.08

Prior (09/22) 0.12

Current vs Prior -28.65%

Prior 7-Day Average 0.22

Current vs Prior 7-Day Avg -62.76%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 10:30am) 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 7.58% | 13.94%20.26% | 35.39%

Prior 13.04% | 16.35%20.39% | 31.23%

Current vs Prior -41.85% | -14.73%-0.63% | +13.34%

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

Current vs 7-Day Avg -47.82% | -21.69%+8.51% | +29.10%

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

Current vs 7-Day Eod -41.85% | -14.73%-5.04% | +10.53%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 47.62% | 33.57%

Calls: 47.62% | 29.26%

Puts: 47.62% | 37.88%

Prior 49.95% | 31.56%

Calls: 17.14% | 22.22%

Puts: 82.76% | 40.91%

Current vs Prior -4.66% | +6.37%

Prior 7-Day Avg 40.02% | 24.85%

Calls: 42.61% | 23.22%

Puts: 37.43% | 26.49%

Current vs 7-Day Avg +18.99% | +35.08%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($3.60M) vs puts ($347.6K). Massive premium surge with dollar volume up 487% vs prior. Unusually high activity with volume up 416% vs prior - elevated interest. Extreme bullish P/C ratio of 0.08 - heavy call buying (22,921 calls vs 1,907 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
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
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 2 of results (avg 6.7%, best 6.3%)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$23.00	Sep 25	4.60	4.90	$4.75	6.3%	1	0.89	2.0K
$23.50	Sep 25	4.10	4.40	$4.25	7.1%	1	0.91	193

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 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$22.50	Sep 25	3.70	5.50	$4.60	39.1%	--	0.98	115
$24.00	Sep 25	3.50	4.00	$3.75	13.3%	12	0.96	260
$24.50	Sep 25	2.45	3.50	$2.98	35.2%	--	0.91	156
$22.50	Oct 2	5.00	6.10	$5.55	19.8%	--	0.91	48
$23.50	Sep 25	4.10	4.40	$4.25	7.1%	1	0.91	193

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$32.00	Sep 25	4.20	4.80	$4.50	13.3%	2	0.97	16
$31.50	Sep 25	3.70	4.50	$4.10	19.5%	--	0.94	13
$31.00	Sep 25	3.10	4.00	$3.55	25.4%	2	0.94	38
$30.50	Sep 25	2.55	3.60	$3.08	34.1%	16	0.86	30
$30.00	Sep 25	2.35	3.10	$2.73	27.5%	66	0.85	614

Most actively traded options today. High liquidity = easy entry/exit. 153 active (total vol 19.2K, top 4.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$27.50	Oct 2	1.60	2.15	$1.88	29.3%	4.7K	0.55	177
$28.00	Sep 25	0.60	0.95	$0.77	45.5%	2.2K	0.49	2.1K
$27.00	Sep 25	1.00	1.45	$1.23	36.6%	2.1K	0.65	3.5K
$26.50	Sep 25	1.10	1.80	$1.45	48.3%	1.7K	0.74	146
$27.00	Oct 2	1.70	2.45	$2.08	36.1%	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	0.10	0.70	$0.40	150.0%	322	0.27	1.3K
$29.00	Sep 25	1.50	2.25	$1.88	39.9%	245	0.71	408
$27.00	Sep 25	0.40	1.00	$0.70	85.7%	144	0.36	850
$30.00	Sep 25	2.35	3.10	$2.73	27.5%	66	0.85	614

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 50.0%, max 87.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$25.50	Sep 25	Oct 30	172.2%	91.7%	87.6%	57	423
$27.00	Sep 25	Oct 30	169.2%	92.0%	83.9%	2.1K	3.5K
$26.00	Sep 25	Oct 30	158.6%	93.0%	70.5%	8	387
$26.50	Sep 25	Oct 23	147.0%	93.0%	58.0%	1.7K	188
$30.50	Sep 25	Oct 23	156.3%	99.7%	56.8%	26	165

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$25.50	Sep 25	Oct 30	172.2%	91.7%	87.6%	12	66
$27.00	Sep 25	Oct 23	169.2%	92.9%	82.2%	153	857
$26.00	Sep 25	Oct 30	158.6%	93.0%	70.5%	59	825
$26.50	Sep 25	Oct 16	147.0%	98.7%	48.9%	322	1.4K
$30.00	Sep 25	Oct 30	137.6%	96.1%	43.2%	67	620

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 1.24, avg 1.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$23.50	$29.00	Nov 6	$2.45	$3.05	$2.45	71%	1.24	$25.95
$24.00	$24.50	Oct 16	$0.10	$0.40	$0.10	75%	4.00	$24.10
$23.50	$24.00	Oct 2	$0.20	$0.30	$0.20	86%	1.50	$23.70
$31.00	$32.00	Oct 30	$0.17	$0.83	$0.17	40%	4.88	$31.17
$25.00	$25.50	Oct 9	$0.15	$0.35	$0.15	73%	2.33	$25.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$29.50	$29.00	Oct 9	$0.20	$0.30	$0.20	58%	1.50	$29.30
$30.00	$29.50	Oct 2	$0.25	$0.25	$0.25	64%	1.00	$29.75
$27.50	$27.00	Oct 2	$0.17	$0.33	$0.17	45%	1.94	$27.33
$27.00	$26.50	Oct 16	$0.17	$0.33	$0.17	42%	1.94	$26.83
$30.50	$30.00	Oct 9	$0.30	$0.20	$0.30	65%	0.67	$30.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 1.00, avg 0.64)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$30.00	$30.50	Oct 2	$0.25	$0.25	$0.25	64%	1.00	$30.25
$29.50	$30.00	Oct 9	$0.28	$0.28	$0.22	58%	1.27	$29.78
$31.50	$32.00	Oct 2	$0.18	$0.18	$0.32	74%	0.56	$31.68
$28.50	$29.00	Oct 23	$0.28	$0.28	$0.22	50%	1.27	$28.78
$28.50	$29.00	Oct 2	$0.23	$0.23	$0.27	54%	0.85	$28.73

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$23.00	$22.50	Sep 25	$0.25	$0.25	$0.25	89%	1.00	$22.75
$26.00	$25.00	Oct 9	$0.48	$0.48	$0.52	66%	0.92	$25.52
$26.50	$26.00	Oct 2	$0.32	$0.32	$0.18	63%	1.78	$26.18
$24.00	$23.00	Oct 16	$0.35	$0.35	$0.65	76%	0.54	$23.65
$27.00	$26.50	Sep 25	$0.30	$0.30	$0.20	64%	1.50	$26.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.87, cheapest $0.78)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$27.00	Sep 25	Oct 2	$0.85	169.2%	110.2%
$27.50	Sep 25	Oct 2	$0.83	131.3%	105.8%
$29.00	Sep 25	Oct 2	$0.82	132.7%	107.7%
$28.00	Sep 25	Oct 2	$0.86	129.1%	106.2%
$28.50	Sep 25	Oct 2	$0.91	130.3%	109.9%

PUTS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$27.00	Sep 25	Oct 2	$0.78	169.2%	110.2%
$27.50	Sep 25	Oct 2	$0.97	131.3%	105.8%
$28.00	Sep 25	Oct 2	$0.93	129.1%	106.2%
$28.50	Sep 25	Oct 2	$0.88	130.3%	109.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 6.25% of stock, avg 16.01%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$27.50	Sep 25	$1.05	$0.68	$1.73	$25.77	$29.23	6.25%
$28.00	Sep 25	$0.77	$1.05	$1.82	$26.18	$29.82	6.57%
$26.50	Sep 25	$1.45	$0.40	$1.85	$24.65	$28.35	6.68%
$27.00	Sep 25	$1.23	$0.70	$1.93	$25.07	$28.93	6.97%
$28.50	Sep 25	$0.57	$1.40	$1.97	$26.53	$30.47	7.11%
$26.00	Sep 25	$1.85	$0.33	$2.18	$23.82	$28.18	7.87%
$29.00	Sep 25	$0.43	$1.88	$2.31	$26.69	$31.31	8.34%
$25.50	Sep 25	$2.30	$0.28	$2.58	$22.92	$28.08	9.32%
$29.50	Sep 25	$0.33	$2.28	$2.61	$26.89	$32.11	9.43%
$25.00	Sep 25	$2.53	$0.18	$2.71	$22.29	$27.71	9.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.84% of stock, avg 11.44%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$30.00	$25.50	Sep 25	$0.23	$0.28	$0.51	$24.99	$30.51
$30.00	$26.00	Sep 25	$0.23	$0.33	$0.56	$25.44	$30.56
$29.50	$25.50	Sep 25	$0.33	$0.28	$0.61	$24.89	$30.11
$30.00	$26.50	Sep 25	$0.23	$0.40	$0.63	$25.87	$30.63
$29.50	$26.00	Sep 25	$0.33	$0.33	$0.66	$25.34	$30.16
$29.50	$26.50	Sep 25	$0.33	$0.40	$0.73	$25.77	$30.23
$29.00	$25.50	Sep 25	$0.43	$0.28	$0.71	$24.79	$29.71
$29.00	$26.00	Sep 25	$0.43	$0.33	$0.76	$25.24	$29.76
$29.00	$26.50	Sep 25	$0.43	$0.40	$0.83	$25.67	$29.83
$28.50	$25.50	Sep 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. 23 found (best R:R 2.33, avg credit $0.37)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
22/23	30/30	Sep 25	$0.35	$0.15	63%	2.33	$22.65	$29.85
22/23	32/32	Oct 2	$0.31	$0.19	62%	1.63	$22.69	$31.81
24/24	32/32	Oct 2	$0.31	$0.19	57%	1.63	$23.69	$31.81
24/25	32/32	Oct 2	$0.34	$0.16	50%	2.13	$24.66	$31.84
25/26	32/33	Oct 9	$0.68	$0.32	37%	2.12	$25.32	$32.68
26/26	31/32	Oct 2	$0.35	$0.15	39%	2.33	$25.65	$31.35
22/23	31/32	Oct 2	$0.25	$0.25	59%	1.00	$22.75	$31.25
25/26	32/32	Oct 2	$0.30	$0.20	47%	1.50	$25.20	$31.80
24/24	31/32	Oct 2	$0.25	$0.25	54%	1.00	$23.75	$31.25
24/25	31/32	Oct 2	$0.28	$0.22	47%	1.27	$24.72	$31.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$31.00	$32.00	$33.00	Oct 16	$0.05	$0.95	8%	19.00
$28.00	$28.50	$29.00	Sep 25	$0.06	$0.44	18%	7.33
$27.50	$28.00	$28.50	Sep 25	$0.08	$0.42	19%	5.25
$24.50	$25.00	$25.50	Oct 23	$0.05	$0.45	6%	9.00
$25.00	$25.50	$26.00	Oct 23	$0.05	$0.45	5%	9.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$26.00	$27.00	$28.00	Oct 9	$0.05	$0.95	14%	19.00
$24.50	$25.00	$25.50	Sep 25	$0.05	$0.45	8%	9.00
$24.00	$24.50	$25.00	Oct 2	$0.07	$0.43	7%	6.14
$24.00	$24.50	$25.00	Oct 23	$0.07	$0.43	5%	6.14
$30.50	$31.00	$31.50	Sep 25	$0.08	$0.42	8%	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, 38 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$23.50	$29.00	1:2	Nov 6	-$1.25	$4.25
$32.00	$33.00	1:2	Sep 25	$0.00	$1.00
$29.50	$30.00	1:2	Sep 25	-$0.13	$0.37
$31.50	$32.00	1:2	Sep 25	-$0.07	$0.43
$31.00	$31.50	1:2	Sep 25	-$0.13	$0.37

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$30.00	$26.00	1:2	Oct 30	-$0.04	$3.96
$27.00	$26.50	1:2	Sep 25	-$0.10	$0.40
$25.50	$25.00	1:2	Sep 25	-$0.08	$0.42
$23.00	$22.50	1:2	Oct 2	-$0.07	$0.43
$25.00	$24.50	1:2	Sep 25	-$0.08	$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 9.03%, avg 4.59%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$29.50	Nov 6	$2.50	0.48	6.5%	9.03%	15.57%	1	--
$32.00	Oct 30	$1.60	0.37	15.6%	5.78%	21.34%	1	103
$30.00	Oct 30	$1.95	0.44	8.3%	7.04%	15.38%	1	83
$31.00	Oct 30	$1.60	0.40	11.9%	5.78%	17.73%	1	17
$30.50	Oct 23	$1.75	0.41	10.2%	6.32%	16.47%	14	9
$29.50	Oct 23	$2.05	0.46	6.5%	7.40%	13.94%	84	80
$28.50	Oct 23	$2.45	0.51	2.9%	8.85%	11.77%	--	16
$28.00	Oct 30	$2.70	0.53	1.1%	9.75%	10.87%	--	15
$30.00	Oct 23	$1.85	0.43	8.3%	6.68%	15.02%	50	126
$29.00	Oct 30	$2.20	0.49	4.7%	7.95%	12.68%	1	25

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 22,921

Total Puts 1,907

Put/Call Ratio 0.08

Net Difference 21,014

Prior's Put/Call Breakdown

Total Calls 4,305

Total Puts 502

Put/Call Ratio 0.12

Net Difference 3,803

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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