Tour v531
FSLY
FASTLY INC A
$26.93 +6.48%
◀ 10/9 09:50 ▶

Option Volume

Detail
ℹ
Current (10/09 9:50am) 4,077
Calls: 2,971 (73%)
Puts: 1,106 (27%)
Prior (09/24) 20,141
Calls: 18,486 (92%)
Puts: 1,655 (8%)
Current vs Prior -79.76%
Calls: -83.93% (Calls)
Puts: -33.17% (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 -80.48%
Calls: -83.40%
Puts: -62.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 9:50am) $424.8K
Calls: $283.1K (67%)
Puts: $141.7K (33%)
Prior (09/24) $2.75M
Calls: $2.42M (88%)
Puts: $328.6K (12%)
Current vs Prior -84.55%
Calls: -88.30%
Puts: -56.89%
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 -91.65%
Calls: -93.96%
Puts: -64.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 9:50am) 0.37
Prior (09/24) 0.09
Current vs Prior +315.81%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +119.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 9:50am) 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 3.90% | 10.14%10.14% | 26.55%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -47.15% | -28.06%-49.85% | -19.13%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -69.18% | -37.36%-46.34% | -5.81%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -47.15% | -28.06%-6.09% | -0.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 106.17% | 36.91%
Calls: 98.04% | 37.16%
Puts: 114.29% | 36.65%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior +20.25% | -9.07%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg +110.22% | +23.93%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($283.1K). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 80% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (2,971 calls vs 1,106 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
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. 76 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 94.305.80$5.0529.7%--0.98133
$23.00Oct 93.304.80$4.0537.0%--0.97115
$24.00Oct 92.103.60$2.8552.6%--0.9771
$22.00Oct 164.505.80$5.1525.2%--0.9621
$22.50Oct 163.605.00$4.3032.6%10.943.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 91.052.20$1.6370.6%--0.9312
$31.00Oct 163.404.90$4.1536.1%--0.86724
$28.00Oct 90.851.20$1.0234.3%30.8412
$29.50Oct 92.003.10$2.5543.1%--0.8418
$32.00Oct 234.706.10$5.4025.9%--0.81203

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 3.6K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.150.25$0.2050.0%1.2K0.32655
$30.00Oct 160.350.45$0.4025.0%3800.222.3K
$30.00Nov 202.452.75$2.6011.5%3080.447.6K
$27.00Oct 90.200.50$0.3585.7%1280.47923
$25.50Oct 91.251.75$1.5033.3%900.86332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.050.15$0.10100.0%3670.18609
$30.00Oct 163.103.80$3.4520.3%1090.80511
$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

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 115.8%, max 317.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 23332.5%79.6%317.7%--115
$30.50Oct 9Nov 6451.7%113.7%297.2%--37
$29.00Oct 9Nov 6304.6%114.4%166.4%--595
$27.50Oct 9Nov 13168.3%108.4%55.2%1.2K673
$28.00Oct 9Nov 6153.0%112.8%35.6%22653
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16332.5%86.8%283.0%--34
$27.50Oct 9Oct 30168.3%82.9%102.9%128
$28.00Oct 9Oct 23153.0%81.6%87.5%330
$26.00Oct 9Oct 30139.6%79.7%75.2%367627
$27.00Oct 9Oct 23137.2%83.5%64.3%3736

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 90 found (best R:R 1.56, avg 1.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$1.95$3.05$1.9564%1.56$26.95
$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$0.55$0.45$0.5594%0.82$23.05
$23.00$25.50Nov 6$1.45$1.05$1.4575%0.72$24.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Oct 9$0.22$0.28$0.2284%1.27$27.78
$28.50$28.00Oct 16$0.22$0.28$0.2266%1.27$28.28
$28.00$27.00Oct 23$0.43$0.57$0.4357%1.33$27.57
$27.00$26.50Oct 16$0.17$0.33$0.1748%1.94$26.83
$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 0.66)

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$0.3384%0.52$29.67
$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
$31.00$31.50Nov 13$0.27$0.27$0.2359%1.17$31.27
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
$25.00$24.50Oct 16$0.25$0.25$0.2575%1.00$24.75
$23.00$22.50Nov 6$0.25$0.25$0.2575%1.00$22.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.84, cheapest $0.78)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 9Oct 16$0.78168.3%78.8%
$27.00Oct 9Oct 16$0.92137.2%82.2%
$26.50Oct 9Oct 16$0.88126.9%87.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 9Oct 16$0.80168.3%78.8%
$27.00Oct 9Oct 16$0.80137.2%82.2%
$26.50Oct 9Oct 16$0.88126.9%87.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.97% of stock, avg 11.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.50Oct 9$0.60$0.20$0.80$25.70$27.302.97%
$27.00Oct 9$0.35$0.45$0.80$26.20$27.802.97%
$27.50Oct 9$0.20$0.80$1.00$26.50$28.503.71%
$26.00Oct 9$0.98$0.10$1.08$24.92$27.084.01%
$28.00Oct 9$0.10$1.02$1.12$26.88$29.124.16%
$25.50Oct 9$1.50$0.10$1.60$23.90$27.105.94%
$28.50Oct 9$0.05$1.63$1.68$26.82$30.186.24%
$25.00Oct 9$2.03$0.03$2.06$22.94$27.067.65%
$27.00Oct 16$1.27$1.25$2.52$24.48$29.529.36%
$26.00Oct 16$1.73$0.80$2.53$23.47$28.539.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.74% of stock, avg 8.25%)

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
$27.50$26.00Oct 9$0.20$0.10$0.30$25.70$27.80
$29.00$25.50Oct 9$0.23$0.10$0.33$25.17$29.33
$28.00$26.50Oct 9$0.10$0.20$0.30$26.20$28.30
$27.50$25.50Oct 9$0.20$0.10$0.30$25.20$27.80
$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
$27.50$26.50Oct 9$0.20$0.20$0.40$26.10$27.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 3.17, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2532/32Oct 16$0.38$0.1260%3.17$24.62$31.88
22/2228/28Oct 9$0.37$0.1355%2.85$22.13$27.87
23/2428/28Oct 9$0.37$0.1353%2.85$23.13$27.87
24/2432/32Oct 16$0.26$0.2470%1.08$23.74$31.76
26/2630/31Oct 9$0.35$0.1551%2.33$26.15$30.85
24/2528/29Oct 16$0.40$0.1040%4.00$24.60$28.90
24/2428/29Oct 16$0.28$0.2250%1.27$23.72$28.78
26/2630/30Oct 9$0.27$0.2351%1.17$26.23$29.77
24/2431/32Oct 30$0.46$0.5448%0.85$23.54$31.46
24/2431/32Oct 30$0.48$0.5244%0.92$24.02$31.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 7.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Oct 9$0.10$0.4035%4.00
$26.00$26.50$27.00Oct 9$0.13$0.3736%2.85
$27.00$27.50$28.00Oct 23$0.05$0.459%9.00
$30.00$30.50$31.00Oct 23$0.05$0.455%9.00
$25.50$26.00$26.50Oct 30$0.06$0.448%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.50$29.00Oct 30$0.17$1.3321%7.82
$26.50$27.00$27.50Oct 9$0.10$0.4036%4.00
$23.00$24.00$25.00Nov 6$0.07$0.939%13.29
$26.00$26.50$27.00Oct 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. 49 found (best net $-0.65, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.65$4.35
$26.50$27.001:2Oct 9-$0.10$0.40
$26.00$26.501:2Oct 9-$0.22$0.28
$27.00$27.501:2Oct 9-$0.05$0.45
$25.50$26.001:2Oct 9-$0.46$0.04
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
$28.50$28.001:2Oct 9-$0.41$0.09
$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 9.10%, avg 4.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.450.4411.4%9.10%20.50%3087.6K
$31.00Nov 13$1.900.4115.1%7.06%22.17%712
$30.00Nov 13$2.150.4511.4%7.98%19.38%--11
$31.50Nov 13$1.600.3817.0%5.94%22.91%713
$27.50Nov 13$3.000.552.1%11.14%13.26%--18
$31.00Nov 6$1.600.4015.1%5.94%21.05%--76
$30.50Nov 6$1.750.4113.3%6.50%19.75%--14
$32.00Nov 6$1.350.3618.8%5.01%23.84%--67
$29.00Nov 6$2.150.487.7%7.98%15.67%--21
$27.00Nov 13$3.100.570.3%11.51%11.77%--14

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 2,971
Total Puts 1,106
Put/Call Ratio 0.37
Net Difference 1,865

Prior's Put/Call Breakdown

Total Calls 18,486
Total Puts 1,655
Put/Call Ratio 0.09
Net Difference 16,831

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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