Tour v531
FSLY
FASTLY INC A
$27.76 +9.77%
◀ 10/9 10:05 ▶

Option Volume

Detail
ℹ
Current (10/09 10:05am) 5,771
Calls: 4,475 (78%)
Puts: 1,296 (22%)
Prior (09/24) 22,990
Calls: 21,266 (93%)
Puts: 1,724 (7%)
Current vs Prior -74.90%
Calls: -78.96% (Calls)
Puts: -24.83% (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 -72.36%
Calls: -75.00%
Puts: -56.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:05am) $864.7K
Calls: $718.0K (83%)
Puts: $146.7K (17%)
Prior (09/24) $3.38M
Calls: $3.09M (91%)
Puts: $287.5K (9%)
Current vs Prior -74.41%
Calls: -76.78%
Puts: -49.00%
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 -83.00%
Calls: -84.69%
Puts: -62.84%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:05am) 0.29
Prior (09/24) 0.08
Current vs Prior +257.24%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +70.99%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:05am) 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 5.04% | 10.55%10.55% | 30.44%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -31.64% | -25.09%-47.78% | -7.28%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -60.13% | -34.78%-44.13% | +7.98%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -31.64% | -25.09%-2.22% | +14.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 37.10% | 28.91%
Calls: 15.38% | 24.48%
Puts: 58.82% | 33.33%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -57.98% | -28.78%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg -26.54% | -2.93%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($718.0K) vs puts ($146.7K). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (4,475 calls vs 1,296 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
10:05BULLISHBULLISHBULLISH
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 8.3%, best 6.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.903.10$3.006.7%5050.477.6K
$25.00Nov 204.805.30$5.059.9%150.671.1K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.79, cheapest $0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.600.70$0.6515.4%1.4K0.56655
$27.00Oct 90.851.00$0.9316.1%2290.68923
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 74 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 93.305.00$4.1541.0%--1.00115
$23.50Oct 93.404.60$4.0030.0%--1.0028
$24.00Oct 93.104.00$3.5525.4%--1.0071
$26.00Oct 91.652.10$1.8823.9%1701.00994
$25.50Oct 91.552.45$2.0045.0%1000.96332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Oct 163.404.40$3.9025.6%--0.81724
$29.50Oct 91.602.80$2.2054.5%--0.8118
$32.00Oct 234.505.60$5.0521.8%--0.79203
$30.00Oct 162.553.20$2.8822.6%1090.73511
$28.50Oct 90.801.35$1.0850.9%10.7112

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 5.3K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.600.70$0.6515.4%1.4K0.56655
$30.00Nov 202.903.10$3.006.7%5050.477.6K
$30.00Oct 160.400.65$0.5347.2%4610.272.3K
$27.00Oct 90.851.00$0.9316.1%2290.68923
$25.00Oct 162.953.30$3.1311.2%1770.814.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.05$0.03166.7%3690.05609
$30.00Oct 162.553.20$2.8822.6%1090.73511
$26.00Oct 160.450.80$0.6355.6%1000.28981
$22.50Oct 160.050.25$0.15133.3%780.071.2K
$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. 13 strikes (avg 135.1%, max 254.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Oct 9Nov 6390.2%110.1%254.5%--37
$29.50Oct 9Oct 23268.6%79.0%239.8%1115
$27.00Oct 9Nov 13215.3%104.4%106.2%232937
$27.50Oct 9Nov 13196.2%102.1%92.1%1.4K673
$29.00Oct 9Nov 6211.9%110.6%91.6%--595
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16268.6%84.9%216.3%--34
$27.00Oct 9Oct 30215.3%77.9%176.2%1528
$27.50Oct 9Oct 30196.2%80.5%143.6%128
$28.00Oct 9Oct 23189.4%78.3%141.8%530
$28.50Oct 9Oct 16195.0%81.3%139.7%164

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 1.44, avg 1.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.05$2.95$2.0567%1.44$27.05
$24.50$27.00Nov 13$1.15$1.35$1.1570%1.17$25.65
$23.00$25.50Nov 6$1.35$1.15$1.3577%0.85$24.35
$25.50$26.00Oct 9$0.12$0.38$0.1296%3.17$25.62
$22.50$25.00Nov 20$1.45$1.05$1.4577%0.72$23.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.00$29.50Oct 16$0.25$0.25$0.2573%1.00$29.75
$27.50$27.00Oct 9$0.15$0.35$0.1545%2.33$27.35
$29.50$29.00Oct 16$0.30$0.20$0.3068%0.67$29.20
$27.50$27.00Oct 16$0.18$0.32$0.1845%1.78$27.32
$26.00$25.50Oct 23$0.12$0.38$0.1231%3.17$25.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 0.79, avg 0.56)

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$0.3381%0.52$29.67
$32.00$33.00Oct 30$0.35$0.35$0.6572%0.54$32.35
$30.50$31.00Oct 23$0.25$0.25$0.2569%1.00$30.75
$32.00$33.00Oct 16$0.20$0.20$0.8083%0.25$32.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$1.10$1.10$1.4067%0.79$23.90
$27.00$26.50Oct 9$0.27$0.27$0.2367%1.17$26.73
$25.00$24.00Nov 6$0.43$0.43$0.5768%0.75$24.57
$25.50$25.00Nov 6$0.30$0.30$0.2066%1.50$25.20
$24.50$24.00Oct 9$0.15$0.15$0.3588%0.43$24.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.78, cheapest $0.67)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.77215.3%87.7%
$27.50Oct 9Oct 16$0.78196.2%83.7%
$28.00Oct 9Oct 16$0.80189.4%85.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 9Oct 16$0.67215.3%87.7%
$27.50Oct 9Oct 16$0.70196.2%83.7%
$28.00Oct 9Oct 16$0.75189.4%85.8%
$29.00Oct 16Oct 23$0.2586.5%80.6%
$30.50Oct 23Nov 6$1.5083.2%110.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 4.14% of stock, avg 12.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Oct 9$0.65$0.50$1.15$26.35$28.654.14%
$28.00Oct 9$0.40$0.75$1.15$26.85$29.154.14%
$27.00Oct 9$0.93$0.35$1.28$25.72$28.284.61%
$28.50Oct 9$0.25$1.08$1.33$27.17$29.834.79%
$26.50Oct 9$1.27$0.08$1.35$25.15$27.854.86%
$26.00Oct 9$1.88$0.03$1.91$24.09$27.916.88%
$25.50Oct 9$2.00$0.05$2.05$23.45$27.557.38%
$29.50Oct 9$0.20$2.20$2.40$27.10$31.908.65%
$26.50Oct 16$1.73$0.80$2.53$23.97$29.039.11%
$25.00Oct 9$2.55$0.08$2.63$22.37$27.639.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.94% of stock, avg 8.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$26.50Oct 9$0.18$0.08$0.26$26.24$29.26
$29.50$26.50Oct 9$0.20$0.08$0.28$26.22$29.78
$30.50$26.50Oct 9$0.28$0.08$0.36$26.14$30.86
$28.50$26.50Oct 9$0.25$0.08$0.33$26.17$28.83
$29.00$24.50Oct 9$0.18$0.18$0.36$24.14$29.36
$29.50$24.50Oct 9$0.20$0.18$0.38$24.12$29.88
$30.50$24.50Oct 9$0.28$0.18$0.46$24.04$30.96
$28.50$24.50Oct 9$0.25$0.18$0.43$24.07$28.93
$29.00$22.50Oct 9$0.18$0.30$0.48$22.02$29.48
$29.50$22.50Oct 9$0.20$0.30$0.50$22.00$30.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 1.78, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/30Oct 9$0.32$0.1869%1.78$24.18$29.82
23/2430/31Oct 23$0.38$0.1255%3.17$23.12$30.88
24/2430/31Oct 23$0.37$0.1351%2.85$23.63$30.87
24/2530/31Oct 23$0.38$0.1245%3.17$24.62$30.88
25/2630/31Oct 23$0.38$0.1242%3.17$25.12$30.88
26/2630/31Oct 23$0.37$0.1338%2.85$25.63$30.87
24/2430/31Oct 16$0.22$0.2864%0.79$23.78$30.72
22/2332/33Oct 30$0.45$0.5558%0.82$22.55$32.45
23/2432/33Oct 30$0.47$0.5355%0.89$23.03$32.47
24/2432/33Oct 16$0.30$0.7070%0.43$23.70$32.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Oct 9$0.06$0.4435%7.33
$29.00$30.00$31.00Oct 30$0.06$0.9412%15.67
$27.50$28.00$28.50Oct 9$0.10$0.4027%4.00
$28.00$28.50$29.00Oct 9$0.08$0.4221%5.25
$29.00$29.50$30.00Oct 16$0.06$0.4410%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.50$32.00Oct 23$0.13$1.3721%10.54
$27.50$28.00$28.50Oct 9$0.08$0.4226%5.25
$27.00$27.50$28.00Oct 9$0.10$0.4026%4.00
$27.00$28.00$29.00Oct 23$0.13$0.8718%6.69
$31.50$32.00$32.50Nov 6$0.05$0.454%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-0.95, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.95$4.05
$27.50$28.001:2Oct 9-$0.15$0.35
$28.00$28.501:2Oct 9-$0.10$0.40
$32.00$33.001:2Oct 30-$0.20$0.80
$28.50$29.001:2Oct 9-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Nov 20-$0.33$2.17
$28.00$27.501:2Oct 9-$0.25$0.25
$27.50$27.001:2Oct 9-$0.20$0.30
$23.50$23.001:2Oct 16-$0.05$0.45
$26.00$25.501:2Oct 9-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 10.45%, avg 3.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.900.478.1%10.45%18.52%5057.6K
$31.00Nov 13$1.950.4211.7%7.02%18.70%10712
$31.50Nov 13$1.800.4013.5%6.48%19.96%713
$33.00Nov 13$1.400.3618.9%5.04%23.92%12
$30.00Nov 13$2.250.468.1%8.11%16.17%--11
$30.00Nov 6$2.100.458.1%7.56%15.63%10123
$30.50Nov 6$1.900.429.9%6.84%16.71%--14
$31.00Nov 6$1.750.4011.7%6.30%17.98%--76
$31.50Nov 6$1.600.3813.5%5.76%19.24%--19
$32.00Nov 6$1.450.3615.3%5.22%20.50%--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 4,475
Total Puts 1,296
Put/Call Ratio 0.29
Net Difference 3,179

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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