Tour v531
FSLY
FASTLY INC A
$27.50 +8.74%
◀ 10/9 10:00 ▶

Option Volume

Detail
ℹ
Current (10/09 10:00am) 5,207
Calls: 3,962 (76%)
Puts: 1,245 (24%)
Prior (09/24) 22,990
Calls: 21,266 (93%)
Puts: 1,724 (7%)
Current vs Prior -77.35%
Calls: -81.37% (Calls)
Puts: -27.78% (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 -75.06%
Calls: -77.86%
Puts: -58.29%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:00am) $702.1K
Calls: $555.9K (79%)
Puts: $146.2K (21%)
Prior (09/24) $3.38M
Calls: $3.09M (91%)
Puts: $287.5K (9%)
Current vs Prior -79.23%
Calls: -82.02%
Puts: -49.16%
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 -86.19%
Calls: -88.15%
Puts: -62.96%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:00am) 0.31
Prior (09/24) 0.08
Current vs Prior +287.62%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +85.51%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:00am) 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 4.00% | 9.93%9.93% | 27.20%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -45.78% | -29.55%-50.89% | -17.15%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -68.38% | -38.66%-47.45% | -3.51%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -45.78% | -29.55%-8.04% | +1.91%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 73.38% | 27.45%
Calls: 50.00% | 26.32%
Puts: 96.77% | 28.57%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -16.89% | -32.37%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg +45.29% | -7.83%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($555.9K) vs puts ($146.2K). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 77% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (3,962 calls vs 1,245 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
10:00BULLISHBULLISHBULLISH
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 2 of results (avg 8.4%, best 8.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 204.805.20$5.008.0%150.671.1K
$30.00Nov 202.702.95$2.838.8%4200.477.6K
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. 78 found (avg delta 0.71, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 94.305.80$5.0529.7%--0.98133
$23.00Oct 93.304.80$4.0537.0%--0.98115
$23.50Oct 92.704.80$3.7556.0%--0.9728
$24.00Oct 92.103.80$2.9557.6%--0.9771
$22.00Oct 164.505.90$5.2026.9%--0.9321
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Oct 163.404.70$4.0532.1%--0.83724
$29.50Oct 91.603.30$2.4569.4%--0.8218
$32.00Oct 234.705.80$5.2521.0%--0.80203
$30.00Oct 162.753.60$3.1826.7%1090.75511
$28.50Oct 90.951.60$1.2751.2%10.7312

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 4.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.450.75$0.6050.0%1.4K0.51655
$30.00Nov 202.702.95$2.838.8%4200.477.6K
$30.00Oct 160.400.60$0.5040.0%4060.252.3K
$27.00Oct 90.600.90$0.7540.0%1620.64923
$26.00Oct 91.151.85$1.5046.7%1440.89994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.15$0.08187.5%3680.12609
$30.00Oct 162.753.60$3.1826.7%1090.75511
$26.00Oct 160.500.90$0.7057.1%1000.31981
$22.50Oct 160.050.25$0.15133.3%780.081.2K
$24.00Oct 160.100.40$0.25120.0%650.13648

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 124.9%, max 260.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Oct 9Nov 6401.9%111.6%260.0%--37
$29.50Oct 9Oct 23281.0%83.6%236.1%1115
$27.00Oct 9Nov 13213.1%100.6%111.8%165937
$29.00Oct 9Nov 6237.3%112.4%111.1%--595
$28.50Oct 9Nov 6210.8%112.8%86.9%61268
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16281.0%89.9%212.7%--34
$27.00Oct 9Oct 30213.1%76.3%179.4%1528
$28.50Oct 9Oct 16210.8%86.1%144.8%164
$26.50Oct 9Oct 23185.2%79.0%134.5%7249
$27.50Oct 9Oct 30171.1%80.7%112.0%128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 93 found (best R:R 1.30, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.17$2.83$2.1767%1.30$27.17
$22.50$25.00Nov 20$1.25$1.25$1.2577%1.00$23.75
$23.00$25.50Nov 6$1.35$1.15$1.3576%0.85$24.35
$24.50$27.00Nov 13$1.15$1.35$1.1569%1.17$25.65
$27.50$30.00Nov 13$0.87$1.63$0.8755%1.87$28.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$32.00$31.50Nov 6$0.25$0.25$0.2563%1.00$31.75
$26.50$26.00Oct 16$0.10$0.40$0.1036%4.00$26.40
$24.00$23.00Nov 6$0.22$0.78$0.2228%3.55$23.78
$25.50$25.00Oct 23$0.11$0.39$0.1130%3.55$25.39
$25.00$24.50Oct 30$0.12$0.38$0.1228%3.17$24.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.70, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Oct 9$0.25$0.25$0.2582%1.00$30.75
$32.00$33.00Oct 30$0.35$0.35$0.6573%0.54$32.35
$29.50$30.00Oct 9$0.17$0.17$0.3382%0.52$29.67
$32.00$33.00Oct 16$0.20$0.20$0.8084%0.25$32.20
$30.50$31.00Oct 16$0.13$0.13$0.3778%0.35$30.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.03$1.03$1.4767%0.70$23.97
$22.50$22.00Oct 9$0.27$0.27$0.2388%1.17$22.23
$23.00$22.50Nov 6$0.32$0.32$0.1876%1.78$22.68
$25.00$24.00Nov 6$0.43$0.43$0.5767%0.75$24.57
$27.00$26.50Oct 16$0.33$0.33$0.1757%1.94$26.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.73, cheapest $0.73)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.83213.1%86.1%
$27.50Oct 9Oct 16$0.73171.1%88.9%
$28.00Oct 9Oct 16$0.85164.3%88.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.73213.1%86.1%
$27.50Oct 9Oct 16$0.90171.1%88.9%
$28.00Oct 9Oct 16$0.75164.3%88.5%
$29.00Oct 16Oct 23$0.3385.2%83.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 4.00% of stock, avg 12.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Oct 9$0.60$0.50$1.10$26.40$28.604.00%
$27.00Oct 9$0.75$0.40$1.15$25.85$28.154.18%
$28.00Oct 9$0.25$0.90$1.15$26.85$29.154.18%
$26.50Oct 9$1.05$0.18$1.23$25.27$27.734.47%
$28.50Oct 9$0.25$1.27$1.52$26.98$30.025.53%
$26.00Oct 9$1.50$0.08$1.58$24.42$27.585.75%
$25.50Oct 9$1.80$0.15$1.95$23.55$27.457.09%
$26.50Oct 16$1.73$0.80$2.53$23.97$29.039.20%
$25.00Oct 9$2.50$0.08$2.58$22.42$27.589.38%
$29.50Oct 9$0.20$2.45$2.65$26.85$32.159.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.27% of stock, avg 8.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.50Oct 9$0.20$0.15$0.35$25.15$29.85
$29.00$25.50Oct 9$0.20$0.15$0.35$25.15$29.35
$29.00$26.50Oct 9$0.20$0.18$0.38$26.12$29.38
$29.50$26.50Oct 9$0.20$0.18$0.38$26.12$29.88
$29.50$24.50Oct 9$0.20$0.18$0.38$24.12$29.88
$29.00$24.50Oct 9$0.20$0.18$0.38$24.12$29.38
$30.50$25.50Oct 9$0.28$0.15$0.43$25.07$30.93
$28.50$26.50Oct 9$0.25$0.18$0.43$26.07$28.93
$28.50$25.50Oct 9$0.25$0.15$0.40$25.10$28.90
$30.50$26.50Oct 9$0.28$0.18$0.46$26.04$30.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 1.78, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/30Oct 9$0.32$0.1870%1.78$24.18$29.82
24/2430/31Oct 16$0.23$0.2764%0.85$23.77$30.73
26/2630/31Oct 16$0.31$0.1947%1.63$25.69$30.81
24/2432/33Oct 30$0.53$0.4751%1.13$23.47$32.53
23/2430/30Oct 23$0.28$0.2249%1.27$23.22$29.78
24/2430/30Oct 23$0.31$0.1943%1.63$24.19$29.81
24/2530/31Oct 16$0.23$0.2757%0.85$24.77$30.73
26/2630/30Oct 23$0.34$0.1635%2.13$25.66$30.34
23/2432/33Oct 30$0.47$0.5354%0.89$23.03$32.47
25/2630/31Oct 16$0.25$0.2553%1.00$25.25$30.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 14.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Oct 30$0.11$0.8914%8.09
$29.50$30.00$30.50Oct 16$0.06$0.448%7.33
$29.50$30.00$30.50Oct 23$0.06$0.448%7.33
$30.50$31.00$31.50Oct 23$0.05$0.454%9.00
$23.50$24.00$24.50Oct 16$0.07$0.437%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.50$32.00Oct 23$0.10$1.4019%14.00
$24.00$24.50$25.00Oct 16$0.05$0.457%9.00
$25.00$25.50$26.00Oct 16$0.06$0.4410%7.33
$23.00$23.50$24.00Oct 30$0.06$0.447%7.33
$26.00$26.50$27.00Oct 9$0.12$0.3825%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.66, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.66$4.34
$32.00$33.001:2Oct 30-$0.20$0.80
$28.50$29.001:2Oct 9-$0.15$0.35
$32.00$33.001:2Oct 23-$0.22$0.78
$26.50$27.001:2Oct 9-$0.45$0.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$29.50$28.501:2Oct 9-$0.09$0.91
$25.00$22.501:2Nov 20-$0.42$2.08
$28.00$27.501:2Oct 9-$0.10$0.40
$23.00$22.501:2Oct 23-$0.10$0.40
$22.50$22.001:2Oct 16-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 9.82%, avg 4.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.700.479.1%9.82%18.91%4207.6K
$31.00Nov 13$1.950.4112.7%7.09%19.82%10712
$30.00Nov 13$2.250.459.1%8.18%17.27%--11
$31.50Nov 13$1.800.3914.6%6.55%21.09%713
$33.00Nov 13$1.400.3520.0%5.09%25.09%12
$30.00Nov 6$2.100.449.1%7.64%16.73%10123
$30.50Nov 6$1.900.4210.9%6.91%17.82%--14
$31.00Nov 6$1.750.4012.7%6.36%19.09%--76
$31.50Nov 6$1.600.3814.6%5.82%20.36%--19
$27.50Nov 13$3.100.550.0%11.27%11.27%--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 3,962
Total Puts 1,245
Put/Call Ratio 0.31
Net Difference 2,717

Prior's Put/Call Breakdown

Total Calls 21,266
Total Puts 1,724
Put/Call Ratio 0.08
Net Difference 19,542

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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