Tour v528
FSLY
FASTLY INC A
$27.11 -8.57%
◀ 9/24 10:35

Option Volume

Detail
ℹ
Current (09/24 10:35am) 30,547
Calls: 28,581 (94%)
Puts: 1,966 (6%)
Prior (09/22) 5,312
Calls: 4,787 (90%)
Puts: 525 (10%)
Current vs Prior +475.06%
Calls: +497.05% (Calls)
Puts: +274.48% (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 +50.00%
Calls: +73.51%
Puts: -49.50%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 10:35am) $5.22M
Calls: $4.83M (93%)
Puts: $382.5K (7%)
Prior (09/22) $720.6K
Calls: $670.4K (93%)
Puts: $50.2K (7%)
Current vs Prior +623.95%
Calls: +621.13%
Puts: +661.69%
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 -5.73%
Calls: -4.56%
Puts: -18.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 10:35am) 0.07
Prior (09/22) 0.11
Current vs Prior -37.28%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -69.21%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 10:35am) 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 7.38% | 14.09%20.21% | 32.83%
Prior 13.04% | 16.35%20.39% | 31.23%
Current vs Prior -43.43% | -13.81%-0.86% | +5.13%
Prior 7-Day Avg 14.54% | 17.80%18.67% | 27.42%
Current vs 7-Day Avg -49.24% | -20.84%+8.27% | +19.75%
Prior 7-Day Eod 13.04% | 16.35%21.33% | 32.02%
Current vs 7-Day Eod -43.43% | -13.81%-5.25% | +2.53%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Prior 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Current vs Prior +76.76% | +28.61%
Prior 7-Day Avg 40.02% | 24.85%
Calls: 42.61% | 23.22%
Puts: 37.43% | 26.49%
Current vs 7-Day Avg +120.61% | +63.32%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($4.83M) vs puts ($382.5K). Massive premium surge with dollar volume up 624% vs prior. Unusually high activity with volume up 475% vs prior - elevated interest. Extreme bullish P/C ratio of 0.07 - heavy call buying (28,581 calls vs 1,966 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
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
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 -- 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. 103 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 253.706.40$5.0553.5%--0.96115
$22.00Oct 24.406.30$5.3535.5%--0.9243
$22.00Sep 254.406.90$5.6544.2%20.91242
$24.50Sep 251.803.70$2.7569.1%--0.90156
$22.50Oct 24.405.70$5.0525.7%--0.8948
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$32.00Sep 253.906.10$5.0044.0%20.9416
$31.00Sep 252.954.80$3.8847.7%20.9238
$30.50Sep 252.504.30$3.4052.9%160.8730
$31.50Sep 253.205.50$4.3552.9%--0.8713
$30.00Sep 252.103.80$2.9557.6%660.86614

Most actively traded options today. High liquidity = easy entry/exit. 151 active (total vol 24.7K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 21.301.85$1.5834.8%4.7K0.51177
$28.00Sep 250.350.75$0.5572.7%2.6K0.382.1K
$25.00Oct 163.504.30$3.9020.5%2.4K0.702.2K
$26.00Oct 162.953.30$3.1311.2%2.2K0.63275
$27.00Sep 250.751.25$1.0050.0%2.1K0.563.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Sep 251.703.30$2.5064.0%3620.77405
$26.50Sep 250.150.70$0.43127.9%3250.341.3K
$29.00Sep 251.352.80$2.0869.7%2450.72408
$27.00Sep 250.501.00$0.7566.7%1520.44850
$30.00Sep 252.103.80$2.9557.6%660.86614

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 60.9%, max 192.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30164.3%91.5%79.6%535.1K
$25.50Sep 25Oct 30150.7%91.4%64.8%57423
$29.50Sep 25Nov 6178.5%114.5%55.8%97583
$28.50Sep 25Oct 23151.1%98.0%54.1%41.8K
$26.00Sep 25Oct 30138.9%91.8%51.4%8387
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Sep 25Oct 30264.2%90.4%192.3%8868
$29.50Sep 25Oct 23179.4%97.9%83.2%365410
$25.00Sep 25Oct 30163.5%91.5%78.7%211.0K
$29.00Sep 25Oct 23171.9%98.0%75.4%246415
$25.50Sep 25Oct 30149.8%91.4%63.9%1266

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 1.24, avg 1.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.50$29.00Nov 6$2.45$3.05$2.4571%1.24$25.95
$31.00$32.00Oct 30$0.13$0.87$0.1340%6.69$31.13
$26.00$26.50Oct 16$0.13$0.37$0.1363%2.85$26.13
$23.50$24.00Oct 2$0.25$0.25$0.2584%1.00$23.75
$22.00$22.50Oct 2$0.30$0.20$0.3092%0.67$22.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$30.00Oct 2$0.30$0.20$0.3072%0.67$30.20
$24.00$23.50Oct 30$0.10$0.40$0.1028%4.00$23.90
$28.00$27.50Sep 25$0.27$0.23$0.2763%0.85$27.73
$26.50$26.00Oct 16$0.18$0.32$0.1840%1.78$26.32
$27.50$27.00Sep 25$0.25$0.25$0.2553%1.00$27.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 1.13, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.50$30.00Sep 25$0.20$0.20$0.3076%0.67$29.70
$31.50$32.00Sep 25$0.15$0.15$0.3586%0.43$31.65
$27.50$28.00Oct 23$0.35$0.35$0.1546%2.33$27.85
$30.00$30.50Oct 2$0.22$0.22$0.2867%0.79$30.22
$30.00$30.50Oct 9$0.24$0.24$0.2662%0.92$30.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.00$25.00Oct 9$0.53$0.53$0.4763%1.13$25.47
$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
$25.00$24.00Oct 16$0.43$0.43$0.5769%0.75$24.57
$24.50$24.00Oct 30$0.30$0.30$0.2070%1.50$24.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.88, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Sep 25Oct 2$0.77151.1%109.0%
$27.50Sep 25Oct 2$0.80141.2%104.3%
$27.00Sep 25Oct 2$0.90137.8%108.5%
$28.00Sep 25Oct 2$0.88136.7%108.1%
$26.50Sep 25Oct 2$0.95118.5%105.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Sep 25Oct 2$0.80152.1%109.0%
$27.50Sep 25Oct 2$0.92142.6%104.3%
$28.00Sep 25Oct 2$0.93137.9%108.1%
$27.00Sep 25Oct 2$0.90136.5%108.5%
$26.50Sep 25Oct 2$0.92117.4%105.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 6.01% of stock, avg 15.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Sep 25$1.20$0.43$1.63$24.87$28.136.01%
$27.00Sep 25$1.00$0.75$1.75$25.25$28.756.46%
$27.50Sep 25$0.78$1.00$1.78$25.72$29.286.57%
$28.00Sep 25$0.55$1.27$1.82$26.18$29.826.71%
$26.00Sep 25$1.67$0.38$2.05$23.95$28.057.56%
$28.50Sep 25$0.48$1.73$2.21$26.29$30.718.15%
$25.50Sep 25$1.98$0.30$2.28$23.22$27.788.41%
$29.00Sep 25$0.45$2.08$2.53$26.47$31.539.33%
$25.00Sep 25$2.38$0.25$2.63$22.37$27.639.70%
$24.50Sep 25$2.75$0.13$2.88$21.62$27.3810.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 2.32% of stock, avg 11.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Sep 25$0.38$0.25$0.63$24.37$30.13
$29.50$25.50Sep 25$0.38$0.30$0.68$24.82$30.18
$29.50$26.00Sep 25$0.38$0.38$0.76$25.24$30.26
$29.00$25.00Sep 25$0.45$0.25$0.70$24.30$29.70
$29.00$25.50Sep 25$0.45$0.30$0.75$24.75$29.75
$29.00$26.00Sep 25$0.45$0.38$0.83$25.17$29.83
$28.50$25.00Sep 25$0.48$0.25$0.73$24.27$29.23
$28.50$25.50Sep 25$0.48$0.30$0.78$24.72$29.28
$29.50$26.50Sep 25$0.38$0.43$0.81$25.69$30.31
$28.50$26.00Sep 25$0.48$0.38$0.86$25.14$29.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 3.17, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2332/32Sep 25$0.38$0.1274%3.17$22.62$31.88
24/2532/32Sep 25$0.27$0.2369%1.17$24.73$31.77
24/2530/30Sep 25$0.32$0.1859%1.78$24.68$29.82
22/2230/30Oct 2$0.32$0.1855%1.78$22.18$30.32
22/2232/32Oct 2$0.25$0.2565%1.00$22.25$31.75
24/2430/30Oct 2$0.35$0.1544%2.33$24.15$30.35
25/2630/30Oct 2$0.39$0.1136%3.55$25.11$30.39
24/2432/32Oct 2$0.28$0.2253%1.27$24.22$31.78
25/2632/32Oct 2$0.32$0.1845%1.78$25.18$31.82
23/2431/32Oct 9$0.52$0.4845%1.08$23.48$31.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.50$23.00$23.50Oct 9$0.05$0.456%9.00
$29.00$30.00$31.00Oct 30$0.08$0.928%11.50
$25.00$25.50$26.00Oct 30$0.05$0.455%9.00
$27.00$27.50$28.00Oct 9$0.07$0.437%6.14
$28.00$28.50$29.00Oct 16$0.07$0.436%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Oct 9$0.07$0.9313%13.29
$26.00$27.00$28.00Oct 9$0.08$0.9214%11.50
$26.50$27.00$27.50Oct 16$0.05$0.456%9.00
$25.00$25.50$26.00Oct 23$0.05$0.456%9.00
$29.00$29.50$30.00Oct 2$0.05$0.455%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-1.05, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$29.001:2Nov 6-$1.05$4.45
$27.50$28.001:2Sep 25-$0.32$0.18
$30.00$30.501:2Sep 25-$0.18$0.32
$29.00$29.501:2Sep 25-$0.31$0.19
$31.50$32.001:2Oct 2-$0.33$0.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$26.001:2Oct 30-$0.04$3.96
$27.00$26.501:2Sep 25-$0.11$0.39
$22.50$22.001:2Oct 2-$0.08$0.42
$24.00$23.001:2Oct 9-$0.26$0.74
$26.00$25.501:2Sep 25-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.53%, avg 4.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Oct 30$1.500.3718.0%5.53%23.57%1103
$31.00Oct 30$1.500.4014.3%5.53%19.88%117
$30.00Oct 30$1.750.4410.7%6.46%17.12%183
$29.00Oct 30$2.100.487.0%7.75%14.72%125
$28.00Oct 30$2.400.533.3%8.85%12.14%--15
$27.50Oct 30$2.600.551.4%9.59%11.03%--12
$28.00Oct 23$2.250.513.3%8.30%11.58%2953
$30.00Oct 16$1.500.4010.7%5.53%16.19%6152.2K
$29.50Oct 23$1.600.448.8%5.90%14.72%8480
$31.00Oct 23$1.200.3714.3%4.43%18.78%--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 28,581
Total Puts 1,966
Put/Call Ratio 0.07
Net Difference 26,615

Prior's Put/Call Breakdown

Total Calls 4,787
Total Puts 525
Put/Call Ratio 0.11
Net Difference 4,262

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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