Tour v531
FSLY
FASTLY INC A
$27.21 +7.59%
◀ 10/9 09:55 ▶

Option Volume

Detail
ℹ
Current (10/09 9:55am) 4,621
Calls: 3,401 (74%)
Puts: 1,220 (26%)
Prior (09/24) 21,351
Calls: 19,664 (92%)
Puts: 1,687 (8%)
Current vs Prior -78.36%
Calls: -82.70% (Calls)
Puts: -27.68% (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 -77.87%
Calls: -81.00%
Puts: -59.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 9:55am) $548.8K
Calls: $400.5K (73%)
Puts: $148.3K (27%)
Prior (09/24) $3.10M
Calls: $2.80M (90%)
Puts: $298.6K (10%)
Current vs Prior -82.29%
Calls: -85.70%
Puts: -50.33%
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 -89.21%
Calls: -91.46%
Puts: -62.42%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 9:55am) 0.36
Prior (09/24) 0.09
Current vs Prior +318.13%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +111.78%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 9:55am) 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 4.30% | 10.69%10.69% | 27.38%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -41.71% | -24.10%-47.09% | -16.60%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -66.01% | -33.91%-43.39% | -2.87%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -41.71% | -24.10%-0.93% | +2.58%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 45.42% | 37.48%
Calls: 26.32% | 33.83%
Puts: 64.52% | 41.14%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -48.56% | -7.66%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg -10.07% | +25.84%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($400.5K). Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 78% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (3,401 calls vs 1,220 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
09:55BULLISHBULLISHBULLISH
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 3 of results (avg 7.9%, best 6.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 204.705.00$4.856.2%150.661.1K
$27.50Oct 161.151.25$1.208.3%100.47691
$30.00Nov 202.602.85$2.739.2%3590.467.6K
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 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 164.505.80$5.1525.2%--1.0021
$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
$22.50Oct 163.805.20$4.5031.1%10.943.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 91.052.20$1.6370.6%--0.8412
$31.00Oct 163.404.90$4.1536.1%--0.83724
$29.50Oct 92.003.10$2.5543.1%--0.8218
$32.00Oct 234.706.10$5.4025.9%--0.81203
$30.00Oct 162.953.60$3.2819.8%1090.76511

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 4.2K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.300.40$0.3528.6%1.3K0.43655
$30.00Oct 160.350.55$0.4544.4%3950.232.3K
$30.00Nov 202.602.85$2.739.2%3590.467.6K
$27.00Oct 90.500.65$0.5726.3%1310.59923
$31.00Nov 131.902.45$2.1725.3%1070.4012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.050.15$0.10100.0%3670.15609
$30.00Oct 162.953.60$3.2819.8%1090.76511
$26.00Oct 160.500.90$0.7057.1%1000.34981
$22.50Oct 160.050.25$0.15133.3%780.081.2K
$24.00Oct 160.200.50$0.3585.7%630.17648

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 117.6%, max 299.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 23300.1%75.1%299.8%--115
$30.50Oct 9Nov 6420.0%113.2%270.9%--37
$29.00Oct 9Nov 6269.8%113.6%137.5%--595
$27.00Oct 9Nov 13189.8%102.5%85.2%131937
$27.50Oct 9Nov 13163.5%105.7%54.7%1.3K673
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16300.1%87.7%242.2%--34
$27.00Oct 9Oct 23189.8%85.2%122.8%3736
$28.00Oct 9Oct 23161.5%77.0%109.8%430
$26.50Oct 9Oct 23160.9%79.2%103.1%6249
$27.50Oct 9Oct 30163.5%82.6%98.0%128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 1.36, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.12$2.88$2.1266%1.36$27.12
$22.50$25.00Nov 20$1.30$1.20$1.3076%0.92$23.80
$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
$23.00$25.50Nov 6$1.40$1.10$1.4075%0.79$24.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$27.00Oct 9$0.17$0.33$0.1757%1.94$27.33
$27.00$26.50Oct 16$0.17$0.33$0.1747%1.94$26.83
$26.50$26.00Oct 23$0.15$0.35$0.1541%2.33$26.35
$28.50$28.00Oct 16$0.28$0.22$0.2864%0.79$28.22
$32.50$32.00Nov 6$0.30$0.20$0.3066%0.67$32.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 0.81, avg 0.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Oct 9$0.25$0.25$0.2582%1.00$30.75
$29.50$30.00Oct 9$0.17$0.17$0.3382%0.52$29.67
$29.00$29.50Oct 23$0.25$0.25$0.2563%1.00$29.25
$29.00$29.50Oct 16$0.20$0.20$0.3068%0.67$29.20
$27.50$28.00Oct 16$0.27$0.27$0.2353%1.17$27.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.12$1.12$1.3866%0.81$23.88
$22.50$22.00Oct 9$0.27$0.27$0.2388%1.17$22.23
$23.00$22.50Nov 6$0.35$0.35$0.1575%2.33$22.65
$23.50$23.00Oct 9$0.27$0.27$0.2386%1.17$23.23
$26.50$26.00Oct 16$0.38$0.38$0.1259%3.17$26.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.78, cheapest $0.76)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.76189.8%84.0%
$27.50Oct 9Oct 16$0.85163.5%88.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.82189.8%84.0%
$27.50Oct 9Oct 16$0.98163.5%88.4%
$29.00Oct 16Oct 23$0.4793.4%80.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 3.49% of stock, avg 11.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Oct 9$0.35$0.60$0.95$26.55$28.453.49%
$27.00Oct 9$0.57$0.43$1.00$26.00$28.003.68%
$26.50Oct 9$0.83$0.18$1.01$25.49$27.513.71%
$28.00Oct 9$0.20$1.13$1.33$26.67$29.334.89%
$26.00Oct 9$1.25$0.10$1.35$24.65$27.354.96%
$25.50Oct 9$1.55$0.10$1.65$23.85$27.156.06%
$28.50Oct 9$0.10$1.63$1.73$26.77$30.236.36%
$25.00Oct 9$2.03$0.08$2.11$22.89$27.117.75%
$26.00Oct 16$1.85$0.70$2.55$23.45$28.559.37%
$27.00Oct 16$1.33$1.25$2.58$24.42$29.589.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.10% of stock, avg 8.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$26.00Oct 9$0.20$0.10$0.30$25.70$29.80
$29.50$25.50Oct 9$0.20$0.10$0.30$25.20$29.80
$28.00$26.00Oct 9$0.20$0.10$0.30$25.70$28.30
$29.00$26.00Oct 9$0.23$0.10$0.33$25.67$29.33
$28.00$25.50Oct 9$0.20$0.10$0.30$25.20$28.30
$29.00$25.50Oct 9$0.23$0.10$0.33$25.17$29.33
$30.50$26.00Oct 9$0.28$0.10$0.38$25.62$30.88
$28.00$26.50Oct 9$0.20$0.18$0.38$26.12$28.38
$30.50$25.50Oct 9$0.28$0.10$0.38$25.12$30.88
$29.50$26.50Oct 9$0.20$0.18$0.38$26.12$29.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 2.85, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2228/28Oct 9$0.37$0.1360%2.85$22.13$28.37
23/2428/28Oct 9$0.37$0.1358%2.85$23.13$28.37
24/2429/30Oct 16$0.40$0.1051%4.00$23.60$29.40
24/2529/30Oct 16$0.37$0.1345%2.85$24.63$29.37
26/2629/30Oct 16$0.35$0.1534%2.33$25.65$29.35
25/2629/30Oct 16$0.30$0.2040%1.50$25.20$29.30
24/2431/32Oct 30$0.43$0.5749%0.75$23.57$31.43
24/2431/32Oct 30$0.45$0.5545%0.82$24.05$31.45
23/2431/32Oct 30$0.37$0.6353%0.59$23.13$31.37
25/2631/32Oct 30$0.50$0.5038%1.00$25.00$31.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Oct 9$0.07$0.4331%6.14
$30.00$30.50$31.00Oct 23$0.05$0.455%9.00
$27.50$28.00$28.50Oct 16$0.07$0.4312%6.14
$24.50$25.00$25.50Oct 23$0.09$0.418%4.56
$31.00$31.50$32.00Oct 16$0.07$0.431%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.50$29.00Oct 30$0.15$1.3521%9.00
$30.50$31.00$31.50Nov 6$0.05$0.454%9.00
$23.00$23.50$24.00Oct 30$0.06$0.447%7.33
$31.00$31.50$32.00Nov 6$0.05$0.454%9.00
$25.50$26.00$26.50Oct 9$0.08$0.4212%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. 54 found (best net $-0.61, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.61$4.39
$27.00$27.501:2Oct 9-$0.13$0.37
$27.50$28.001:2Oct 9-$0.05$0.45
$26.50$27.001:2Oct 9-$0.31$0.19
$26.00$26.501:2Oct 9-$0.41$0.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Nov 20-$0.36$2.14
$28.00$27.501:2Oct 9-$0.07$0.43
$29.50$28.501:2Oct 9-$0.71$0.29
$25.50$25.001:2Oct 9-$0.06$0.44
$27.50$27.001:2Oct 9-$0.26$0.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 9.56%, avg 4.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.600.4610.2%9.56%19.81%3597.6K
$31.00Nov 13$1.900.4013.9%6.98%20.91%10712
$30.00Nov 13$2.150.4510.2%7.90%18.16%--11
$31.50Nov 13$1.600.3915.8%5.88%21.65%713
$27.50Nov 13$3.000.551.1%11.03%12.09%--18
$30.50Nov 6$1.750.4112.1%6.43%18.52%--14
$31.00Nov 6$1.600.3913.9%5.88%19.81%--76
$32.50Nov 6$1.250.3419.4%4.59%24.04%6090
$32.00Nov 6$1.350.3517.6%4.96%22.57%--67
$29.00Nov 6$2.150.476.6%7.90%14.48%--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 3,401
Total Puts 1,220
Put/Call Ratio 0.36
Net Difference 2,181

Prior's Put/Call Breakdown

Total Calls 19,664
Total Puts 1,687
Put/Call Ratio 0.09
Net Difference 17,977

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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