Tour v531
FSLY
FASTLY INC A
$26.83 +6.09%
◀ 10/9 09:45 ▶

Option Volume

Detail
ℹ
Current (10/09 9:45am) 2,669
Calls: 1,684 (63%)
Puts: 985 (37%)
Prior (09/24) 10,805
Calls: 9,233 (85%)
Puts: 1,572 (15%)
Current vs Prior -75.30%
Calls: -81.76% (Calls)
Puts: -37.34% (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 -87.22%
Calls: -90.59%
Puts: -67.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 9:45am) $340.9K
Calls: $236.8K (69%)
Puts: $104.1K (31%)
Prior (09/24) $1.31M
Calls: $1.01M (77%)
Puts: $307.5K (23%)
Current vs Prior -74.06%
Calls: -76.47%
Puts: -66.16%
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 -93.30%
Calls: -94.95%
Puts: -73.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 9:45am) 0.58
Prior (09/24) 0.17
Current vs Prior +243.55%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +245.34%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 9:45am) 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 3.73% | 9.99%9.99% | 26.65%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -49.48% | -29.11%-50.58% | -18.82%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -70.53% | -38.28%-47.12% | -5.46%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -49.48% | -29.11%-7.47% | -0.15%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 93.51% | 41.05%
Calls: 72.73% | 45.45%
Puts: 114.29% | 36.65%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior +5.91% | +1.13%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg +85.15% | +37.83%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($236.8K). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 75% vs prior. Bullish P/C ratio of 0.58.

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
09:45BULLISHBULLISHBULLISH
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 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.452.70$2.589.7%2760.447.6K
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. 77 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Oct 94.806.40$5.6028.6%--0.9842
$22.00Oct 94.305.80$5.0529.7%--0.98133
$23.00Oct 93.304.80$4.0537.0%--0.97115
$24.00Oct 91.804.20$3.0080.0%--0.9771
$22.00Oct 164.505.80$5.1525.2%--0.9721
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 91.052.20$1.6370.6%--0.9412
$31.00Oct 163.404.90$4.1536.1%--0.86724
$28.00Oct 90.451.75$1.10118.2%20.8612
$29.50Oct 92.003.10$2.5543.1%--0.8518
$32.00Oct 234.706.10$5.4025.9%--0.81203

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 2.2K, top 379)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.350.45$0.4025.0%3790.222.3K
$30.00Nov 202.452.70$2.589.7%2760.447.6K
$27.50Oct 90.150.30$0.2268.2%1610.31655
$25.50Oct 91.001.65$1.3348.9%880.86332
$27.00Oct 160.951.45$1.2041.7%790.52550
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.050.15$0.10100.0%3670.18609
$22.50Oct 160.050.15$0.10100.0%780.071.2K
$24.00Oct 160.050.50$0.28160.7%630.15648
$32.00Nov 66.207.20$6.7014.9%600.6560
$25.00Oct 160.350.65$0.5060.0%400.251.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 117.6%, max 315.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 23330.4%79.6%315.1%--115
$30.50Oct 9Nov 6448.8%113.7%294.6%--37
$29.00Oct 9Nov 6302.7%114.4%164.7%--595
$27.50Oct 9Nov 13157.6%108.4%45.4%161673
$28.00Oct 9Nov 6152.0%112.8%34.8%22653
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16330.4%88.4%273.9%--34
$27.50Oct 9Oct 30157.6%83.4%88.9%128
$26.50Oct 9Oct 23144.7%78.4%84.6%--249
$26.00Oct 9Oct 30138.7%79.3%74.9%367627
$27.00Oct 9Oct 23136.3%83.5%63.3%3736

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 1.54, avg 1.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$1.97$3.03$1.9765%1.54$26.97
$24.50$27.00Nov 13$1.15$1.35$1.1568%1.17$25.65
$27.50$30.00Nov 13$0.82$1.68$0.8255%2.05$28.32
$22.50$23.50Oct 16$0.60$0.40$0.6094%0.67$23.10
$23.00$25.50Nov 6$1.45$1.05$1.4575%0.72$24.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$31.00$30.00Oct 16$0.65$0.35$0.6586%0.54$30.35
$28.50$28.00Oct 16$0.14$0.36$0.1466%2.57$28.36
$28.00$27.50Oct 9$0.30$0.20$0.3086%0.67$27.70
$28.00$27.00Oct 23$0.43$0.57$0.4357%1.33$27.57
$26.00$25.50Oct 30$0.16$0.34$0.1639%2.12$25.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.69, avg 0.65)

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$0.3384%0.52$29.67
$27.00$27.50Oct 23$0.35$0.35$0.1548%2.33$27.35
$29.00$29.50Oct 23$0.25$0.25$0.2564%1.00$29.25
$31.50$32.00Oct 16$0.13$0.13$0.3785%0.35$31.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.02$1.02$1.4865%0.69$23.98
$22.50$22.00Oct 9$0.27$0.27$0.2388%1.17$22.23
$23.50$23.00Oct 9$0.27$0.27$0.2385%1.17$23.23
$23.00$22.50Nov 6$0.25$0.25$0.2575%1.00$22.75
$25.00$24.50Oct 16$0.22$0.22$0.2875%0.79$24.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.82, cheapest $0.80)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 9Oct 16$0.80157.6%84.3%
$26.50Oct 9Oct 16$0.88144.7%81.6%
$27.00Oct 9Oct 16$0.85136.3%81.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Oct 9Oct 16$0.77144.7%81.6%
$27.00Oct 9Oct 16$0.80136.3%81.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.98% of stock, avg 11.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Oct 9$0.55$0.25$0.80$25.70$27.302.98%
$27.00Oct 9$0.35$0.45$0.80$26.20$27.802.98%
$26.00Oct 9$0.90$0.10$1.00$25.00$27.003.73%
$27.50Oct 9$0.22$0.80$1.02$26.48$28.523.80%
$28.00Oct 9$0.10$1.10$1.20$26.80$29.204.47%
$25.50Oct 9$1.33$0.10$1.43$24.07$26.935.33%
$28.50Oct 9$0.05$1.63$1.68$26.82$30.186.26%
$25.00Oct 9$2.03$0.03$2.06$22.94$27.067.68%
$26.50Oct 16$1.43$1.02$2.45$24.05$28.959.13%
$27.00Oct 16$1.20$1.25$2.45$24.55$29.459.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.75% of stock, avg 8.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$26.00Oct 9$0.10$0.10$0.20$25.80$28.20
$28.00$25.50Oct 9$0.10$0.10$0.20$25.30$28.20
$29.00$26.00Oct 9$0.23$0.10$0.33$25.67$29.33
$29.00$25.50Oct 9$0.23$0.10$0.33$25.17$29.33
$27.50$26.00Oct 9$0.22$0.10$0.32$25.68$27.82
$27.50$25.50Oct 9$0.22$0.10$0.32$25.18$27.82
$30.50$26.00Oct 9$0.28$0.10$0.38$25.62$30.88
$30.50$25.50Oct 9$0.28$0.10$0.38$25.12$30.88
$28.00$23.50Oct 9$0.10$0.30$0.40$23.10$28.40
$28.00$22.50Oct 9$0.10$0.30$0.40$22.10$28.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 3.55, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2228/28Oct 9$0.39$0.1156%3.55$22.11$27.89
23/2428/28Oct 9$0.39$0.1154%3.55$23.11$27.89
24/2532/32Oct 16$0.35$0.1560%2.33$24.65$31.85
24/2530/31Oct 16$0.35$0.1555%2.33$24.65$30.85
24/2432/32Oct 16$0.26$0.2470%1.08$23.74$31.76
24/2430/31Oct 16$0.26$0.2465%1.08$23.74$30.76
24/2528/29Oct 16$0.37$0.1341%2.85$24.63$28.87
26/2630/30Oct 9$0.32$0.1849%1.78$26.18$29.82
24/2428/29Oct 16$0.28$0.2250%1.27$23.72$28.78
26/2628/28Oct 9$0.27$0.2334%1.17$26.23$27.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Oct 9$0.07$0.4335%6.14
$27.50$28.00$28.50Oct 9$0.07$0.4322%6.14
$26.50$27.00$27.50Oct 16$0.05$0.4512%9.00
$25.50$26.00$26.50Oct 9$0.08$0.4220%5.25
$26.00$26.50$27.00Oct 16$0.07$0.4313%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Oct 9$0.05$0.4536%9.00
$26.00$27.50$29.00Oct 30$0.17$1.3321%7.82
$23.00$24.00$25.00Nov 6$0.07$0.939%13.29
$26.50$27.00$27.50Oct 9$0.15$0.3536%2.33
$23.00$23.50$24.00Oct 30$0.06$0.447%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.61, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.61$4.39
$26.00$26.501:2Oct 9-$0.20$0.30
$26.50$27.001:2Oct 9-$0.15$0.35
$27.00$27.501:2Oct 9-$0.09$0.41
$25.50$26.001:2Oct 9-$0.47$0.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$27.001:2Oct 9-$0.10$0.40
$29.50$28.501:2Oct 9-$0.71$0.29
$25.00$22.501:2Nov 20-$0.56$1.94
$25.00$24.501:2Oct 16-$0.06$0.44
$23.00$22.501:2Oct 16-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 9.13%, avg 4.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.450.4411.8%9.13%20.95%2767.6K
$31.00Nov 13$1.900.4115.5%7.08%22.62%712
$30.00Nov 13$2.150.4511.8%8.01%19.83%--11
$31.50Nov 13$1.600.3817.4%5.96%23.37%713
$27.50Nov 13$3.000.552.5%11.18%13.68%--18
$31.00Nov 6$1.600.4015.5%5.96%21.51%--76
$30.50Nov 6$1.750.4113.7%6.52%20.20%--14
$32.00Nov 6$1.350.3619.3%5.03%24.30%--67
$27.00Nov 13$3.100.570.6%11.55%12.19%--14
$29.00Nov 6$2.150.488.1%8.01%16.10%--21

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 1,684
Total Puts 985
Put/Call Ratio 0.58
Net Difference 699

Prior's Put/Call Breakdown

Total Calls 9,233
Total Puts 1,572
Put/Call Ratio 0.17
Net Difference 7,661

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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