Tour v531
FSLY
FASTLY INC A
$26.93 +6.48%
◀ 10/9 09:40 ▶

Option Volume

Detail
ℹ
Current (10/09 9:40am) 2,338
Calls: 1,405 (60%)
Puts: 933 (40%)
Prior (09/24) 8,549
Calls: 7,017 (82%)
Puts: 1,532 (18%)
Current vs Prior -72.65%
Calls: -79.98% (Calls)
Puts: -39.10% (Puts)
Prior 7-Day Total 146,169
Calls: 125,276 (86%)
Puts: 20,893 (14%)
Prior 7-Day Average 20,881
Calls: 17,896 (86%)
Puts: 2,984 (14%)
Current vs Prior 7-Day Avg -88.80%
Calls: -92.15%
Puts: -68.74%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 9:40am) $282.9K
Calls: $188.5K (67%)
Puts: $94.4K (33%)
Prior (09/24) $1.00M
Calls: $673.0K (67%)
Puts: $330.9K (33%)
Current vs Prior -71.82%
Calls: -71.98%
Puts: -71.48%
Prior 7-Day Total $35.60M
Calls: $32.83M (92%)
Puts: $2.76M (8%)
Prior 7-Day Average $5.09M
Calls: $4.69M (92%)
Puts: $394.7K (8%)
Current vs Prior 7-Day Avg -94.44%
Calls: -95.98%
Puts: -76.09%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 9:40am) 0.66
Prior (09/24) 0.22
Current vs Prior +204.16%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +292.10%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 9:40am) 236,761
Calls: 124,029 (52%)
Puts: 112,732 (48%)
Prior (09/24) 258,316
Calls: 137,930 (53%)
Puts: 120,386 (47%)
Current vs Prior -8.34%
Prior 7-Day Total 1,425,290
Calls: 729,855 (51%)
Puts: 695,435 (49%)
Prior 7-Day Average 203,612
Calls: 104,265 (51%)
Puts: 99,347 (49%)
Current vs Prior 7-Day Avg +16.28%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 3.64% | 10.51%10.51% | 26.66%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -50.67% | -25.42%-48.01% | -18.79%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -71.23% | -35.06%-44.37% | -5.42%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -50.67% | -25.42%-2.65% | -0.11%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 105.56% | 44.52%
Calls: 39.68% | 42.42%
Puts: 171.43% | 46.61%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior +19.56% | +9.68%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg +109.01% | +49.48%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($188.5K). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 73% vs prior. Bullish P/C ratio of 0.66.

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
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 7.0%, best 6.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 204.504.80$4.656.5%30.661.1K
$30.00Nov 202.552.75$2.657.5%2100.457.6K
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. 76 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 94.305.80$5.0529.7%--0.98133
$23.00Oct 93.304.80$4.0537.0%--0.98115
$22.00Oct 164.605.80$5.2023.1%--0.9421
$24.50Oct 92.053.30$2.6846.6%--0.9250
$22.50Oct 163.605.10$4.3534.5%10.923.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 91.051.80$1.4352.4%--1.0012
$28.00Oct 90.451.35$0.90100.0%20.9112
$29.50Oct 92.003.10$2.5543.1%--0.8618
$31.00Oct 163.404.90$4.1536.1%--0.86724
$32.00Oct 234.705.90$5.3022.6%--0.83203

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 1.9K, top 361)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.350.50$0.4334.9%3540.232.3K
$30.00Nov 202.552.75$2.657.5%2100.457.6K
$27.50Oct 90.050.30$0.18138.9%1410.32655
$25.50Oct 91.052.00$1.5362.1%880.87332
$25.00Oct 162.202.60$2.4016.7%670.774.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.050.20$0.13115.4%3610.18609
$22.50Oct 160.050.25$0.15133.3%770.081.2K
$24.00Oct 160.050.30$0.18138.9%630.12648
$32.00Nov 65.807.00$6.4018.8%600.6560
$25.00Oct 160.350.60$0.4852.1%400.241.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 110.1%, max 331.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 23312.6%82.1%280.7%--115
$30.50Oct 9Nov 6430.1%115.5%272.4%--37
$29.00Oct 9Nov 6284.0%111.7%154.3%--595
$26.00Oct 9Nov 6166.8%106.8%56.1%231.0K
$26.50Oct 9Nov 6164.8%111.7%47.6%403.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Oct 9Nov 6451.7%104.8%331.0%1953
$26.00Oct 9Oct 30166.8%73.7%126.3%361627
$26.50Oct 9Oct 23164.8%75.0%119.9%--249
$27.00Oct 9Oct 23128.5%76.2%68.5%1436
$27.50Oct 9Oct 30116.6%85.4%36.4%128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 1.50, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.00$3.00$2.0066%1.50$27.00
$22.50$23.50Oct 16$0.55$0.45$0.5592%0.82$23.05
$24.50$27.00Nov 13$1.25$1.25$1.2570%1.00$25.75
$27.50$30.00Nov 13$0.92$1.58$0.9256%1.72$28.42
$22.50$25.00Nov 20$1.50$1.00$1.5076%0.67$24.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Oct 9$0.20$0.30$0.2091%1.50$27.80
$28.00$27.50Oct 16$0.12$0.38$0.1260%3.17$27.88
$24.00$23.00Nov 6$0.17$0.83$0.1729%4.88$23.83
$26.50$26.00Oct 23$0.17$0.33$0.1742%1.94$26.33
$26.00$25.50Oct 30$0.17$0.33$0.1738%1.94$25.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 0.64, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Oct 9$0.25$0.25$0.2583%1.00$30.75
$29.50$30.00Oct 9$0.17$0.17$0.3383%0.52$29.67
$29.50$30.00Oct 16$0.20$0.20$0.3071%0.67$29.70
$31.50$32.00Oct 16$0.13$0.13$0.3785%0.35$31.63
$28.50$29.00Oct 23$0.27$0.27$0.2358%1.17$28.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$0.98$0.98$1.5265%0.64$24.02
$22.50$22.00Oct 9$0.27$0.27$0.2388%1.17$22.23
$23.50$23.00Oct 9$0.27$0.27$0.2386%1.17$23.23
$23.00$22.50Nov 6$0.33$0.33$0.1775%1.94$22.67
$25.00$24.00Nov 6$0.50$0.50$0.5066%1.00$24.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.84, cheapest $0.68)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Oct 9Oct 16$1.02164.8%78.3%
$27.00Oct 9Oct 16$0.82128.5%78.8%
$27.50Oct 9Oct 16$0.87116.6%82.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Oct 9Oct 16$0.68164.8%78.3%
$27.00Oct 9Oct 16$0.83128.5%78.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.90% of stock, avg 11.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Oct 9$0.43$0.35$0.78$26.22$27.782.90%
$26.50Oct 9$0.63$0.25$0.88$25.62$27.383.27%
$27.50Oct 9$0.18$0.70$0.88$26.62$28.383.27%
$28.00Oct 9$0.10$0.90$1.00$27.00$29.003.71%
$26.00Oct 9$1.08$0.13$1.21$24.79$27.214.49%
$28.50Oct 9$0.08$1.43$1.51$26.99$30.015.61%
$25.50Oct 9$1.53$0.10$1.63$23.87$27.136.05%
$25.00Oct 9$2.15$0.08$2.23$22.77$27.238.28%
$27.00Oct 16$1.25$1.18$2.43$24.57$29.439.02%
$26.00Oct 16$1.73$0.73$2.46$23.54$28.469.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.85% of stock, avg 8.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$26.00Oct 9$0.10$0.13$0.23$25.77$28.23
$29.50$26.00Oct 9$0.20$0.13$0.33$25.67$29.83
$27.50$26.00Oct 9$0.18$0.13$0.31$25.69$27.81
$29.00$26.00Oct 9$0.23$0.13$0.36$25.64$29.36
$28.00$24.00Oct 9$0.10$0.28$0.38$23.62$28.38
$28.00$26.50Oct 9$0.10$0.25$0.35$26.15$28.35
$30.50$26.00Oct 9$0.28$0.13$0.41$25.59$30.91
$28.00$23.50Oct 9$0.10$0.30$0.40$23.10$28.40
$27.50$26.50Oct 9$0.18$0.25$0.43$26.07$27.93
$29.50$24.00Oct 9$0.20$0.28$0.48$23.52$29.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 4.00, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2530/30Oct 16$0.40$0.1047%4.00$24.60$29.90
24/2532/32Oct 16$0.33$0.1761%1.94$24.67$31.83
26/2630/31Oct 9$0.37$0.1351%2.85$26.13$30.87
26/2630/30Oct 16$0.40$0.1037%4.00$25.60$29.90
26/2632/32Oct 16$0.33$0.1751%1.94$25.67$31.83
24/2430/30Oct 16$0.30$0.2054%1.50$24.20$29.80
24/2432/32Oct 16$0.23$0.2768%0.85$24.27$31.73
26/2630/30Oct 9$0.29$0.2152%1.38$26.21$29.79
24/2430/31Oct 23$0.28$0.2250%1.27$24.22$30.78
22/2330/31Oct 23$0.23$0.2760%0.85$22.77$30.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.50$28.00$28.50Oct 9$0.06$0.4419%7.33
$27.00$27.50$28.00Oct 9$0.17$0.3335%1.94
$29.00$30.00$31.00Oct 30$0.13$0.8714%6.69
$26.00$26.50$27.00Oct 30$0.08$0.428%5.25
$28.00$28.50$29.00Nov 6$0.08$0.425%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Oct 23$0.12$0.8818%7.33
$29.00$30.50$32.00Oct 23$0.18$1.3219%7.33
$25.50$26.00$26.50Oct 9$0.09$0.4118%4.56
$25.00$25.50$26.00Oct 23$0.07$0.4310%6.14
$23.50$24.00$24.50Oct 16$0.07$0.437%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. 57 found (best net $-0.65, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.65$4.35
$26.00$26.501:2Oct 9-$0.18$0.32
$26.50$27.001:2Oct 9-$0.23$0.27
$28.00$28.501:2Oct 9-$0.06$0.44
$31.00$32.001:2Oct 23-$0.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.50$28.501:2Oct 9-$0.31$0.69
$28.50$28.001:2Oct 9-$0.37$0.13
$27.50$26.001:2Oct 30-$0.52$0.98
$25.00$22.501:2Nov 20-$0.57$1.93
$27.00$26.501:2Oct 9-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 9.47%, avg 4.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.550.4511.4%9.47%20.87%2107.6K
$31.50Nov 13$1.800.3917.0%6.68%23.65%713
$31.00Nov 13$1.900.4115.1%7.06%22.17%712
$30.00Nov 13$2.150.4611.4%7.98%19.38%--11
$27.50Nov 13$3.000.562.1%11.14%13.26%--18
$30.50Nov 6$1.750.4213.3%6.50%19.75%--14
$27.00Nov 13$3.200.580.3%11.88%12.14%--14
$31.00Nov 6$1.600.4015.1%5.94%21.05%--76
$28.50Nov 6$2.400.515.8%8.91%14.74%--63
$32.00Nov 6$1.350.3618.8%5.01%23.84%--67

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 1,405
Total Puts 933
Put/Call Ratio 0.66
Net Difference 472

Prior's Put/Call Breakdown

Total Calls 7,017
Total Puts 1,532
Put/Call Ratio 0.22
Net Difference 5,485

Prior 7-Day Put/Call Summary

Total Calls 125,276
Total Puts 20,893
Average Put/Call Ratio 0.17
Ratio Trend Rising

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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