Tour v531
FSLY
FASTLY INC A
$27.95 +10.52%
◀ 10/9 10:10 ▶

Option Volume

Detail
ℹ
Current (10/09 10:10am) 6,420
Calls: 5,052 (79%)
Puts: 1,368 (21%)
Prior (09/24) 22,990
Calls: 21,266 (93%)
Puts: 1,724 (7%)
Current vs Prior -72.07%
Calls: -76.24% (Calls)
Puts: -20.65% (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 -69.25%
Calls: -71.77%
Puts: -54.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:10am) $1.02M
Calls: $871.3K (86%)
Puts: $144.5K (14%)
Prior (09/24) $3.38M
Calls: $3.09M (91%)
Puts: $287.5K (9%)
Current vs Prior -69.94%
Calls: -71.82%
Puts: -49.73%
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 -80.02%
Calls: -81.42%
Puts: -63.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:10am) 0.27
Prior (09/24) 0.08
Current vs Prior +234.02%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +59.89%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:10am) 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 4.47% | 10.41%10.41% | 29.34%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -39.38% | -26.11%-48.49% | -10.63%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -64.64% | -35.66%-44.89% | +4.08%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -39.38% | -26.11%-3.55% | +9.92%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 42.89% | 20.48%
Calls: 22.06% | 22.15%
Puts: 63.73% | 18.80%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -51.42% | -49.54%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg -15.08% | -31.24%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($871.3K) vs puts ($144.5K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (5,052 calls vs 1,368 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
10:10BULLISHBULLISHBULLISH
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 4 of results (avg 7.1%, best 3.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 205.205.40$5.303.8%270.681.1K
$30.00Nov 203.003.20$3.106.5%5830.497.6K
$22.50Nov 206.607.20$6.908.7%--0.7884
$30.00Oct 231.001.10$1.059.5%30.36160
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.73, cheapest $0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.650.75$0.7014.3%5210.322.3K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Oct 160.600.70$0.6515.4%130.30215
$25.00Oct 300.750.90$0.8318.1%300.24116

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 75 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 93.305.60$4.4551.7%--1.00115
$23.50Oct 93.404.80$4.1034.1%--1.0028
$24.00Oct 93.104.30$3.7032.4%--1.0071
$26.00Oct 91.702.25$1.9827.8%1731.00994
$25.50Oct 91.752.80$2.2846.1%1010.98332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 91.102.80$1.9587.2%--0.8018
$32.00Oct 234.305.30$4.8020.8%--0.77203
$31.00Oct 163.104.20$3.6530.1%--0.77724
$30.00Oct 162.552.85$2.7011.1%1100.69511
$28.50Oct 90.601.20$0.9066.7%10.6812

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 5.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.600.75$0.6822.1%1.4K0.61655
$30.00Nov 203.003.20$3.106.5%5830.497.6K
$30.00Oct 160.650.75$0.7014.3%5210.322.3K
$27.00Oct 90.901.25$1.0832.4%2540.76923
$25.00Oct 163.103.60$3.3514.9%1910.824.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.05$0.03166.7%3690.05609
$30.00Oct 162.552.85$2.7011.1%1100.69511
$26.00Oct 160.450.60$0.5328.3%1010.25981
$22.50Oct 160.050.15$0.10100.0%780.061.2K
$24.00Oct 160.100.25$0.1883.3%690.10648

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 113.5%, max 247.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Oct 9Nov 6377.5%108.6%247.6%137
$29.50Oct 9Oct 23255.8%82.6%209.8%1115
$27.50Oct 9Nov 13184.9%99.7%85.4%1.4K673
$29.00Oct 9Nov 6198.3%112.3%76.5%2595
$27.00Oct 9Nov 13185.0%106.3%74.0%257937
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16255.8%90.4%182.9%--34
$27.50Oct 9Oct 30184.9%80.4%130.1%628
$28.50Oct 9Oct 16188.1%81.9%129.7%164
$27.00Oct 9Oct 30185.0%81.1%128.2%1528
$28.00Oct 9Oct 23159.1%80.9%96.6%530

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 90 found (best R:R 1.27, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.20$2.80$2.2068%1.27$27.20
$24.50$27.00Nov 13$1.20$1.30$1.2070%1.08$25.70
$24.00$25.00Oct 30$0.45$0.55$0.4581%1.22$24.45
$27.50$30.00Nov 13$0.95$1.55$0.9557%1.63$28.45
$23.00$25.50Nov 6$1.55$0.95$1.5578%0.61$24.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.50$29.00Oct 16$0.22$0.28$0.2264%1.27$29.28
$28.00$27.50Oct 9$0.17$0.33$0.1756%1.94$27.83
$26.50$26.00Oct 16$0.12$0.38$0.1230%3.17$26.38
$27.00$26.50Oct 23$0.17$0.33$0.1738%1.94$26.83
$28.00$27.50Oct 16$0.23$0.27$0.2349%1.17$27.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.58, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Oct 9$0.25$0.25$0.2581%1.00$30.75
$29.50$30.00Oct 9$0.17$0.17$0.3380%0.52$29.67
$30.00$31.00Oct 30$0.43$0.43$0.5760%0.75$30.43
$32.00$33.00Oct 23$0.22$0.22$0.7877%0.28$32.22
$31.00$31.50Nov 13$0.25$0.25$0.2557%1.00$31.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$0.92$0.92$1.5869%0.58$24.08
$25.00$24.00Nov 6$0.45$0.45$0.5569%0.82$24.55
$25.00$24.50Oct 23$0.25$0.25$0.2577%1.00$24.75
$25.50$25.00Oct 30$0.25$0.25$0.2572%1.00$25.25
$24.00$23.00Nov 6$0.35$0.35$0.6574%0.54$23.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.99, cheapest $0.70)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 9Oct 16$0.74188.1%81.9%
$27.50Oct 9Oct 16$0.90184.9%83.3%
$28.00Oct 9Oct 16$0.89159.1%82.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 9Oct 16$0.70188.1%81.9%
$27.50Oct 9Oct 16$0.70184.9%83.0%
$28.00Oct 9Oct 16$0.76159.1%82.7%
$29.00Oct 16Oct 23$0.3086.0%80.0%
$30.00Oct 16Nov 20$2.4093.5%104.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 3.40% of stock, avg 12.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Oct 9$0.38$0.57$0.95$27.05$28.953.40%
$27.50Oct 9$0.68$0.40$1.08$26.42$28.583.86%
$28.50Oct 9$0.28$0.90$1.18$27.32$29.684.22%
$27.00Oct 9$1.08$0.23$1.31$25.69$28.314.69%
$26.50Oct 9$1.40$0.08$1.48$25.02$27.985.30%
$26.00Oct 9$1.98$0.03$2.01$23.99$28.017.19%
$29.50Oct 9$0.20$1.95$2.15$27.35$31.657.69%
$25.50Oct 9$2.28$0.05$2.33$23.17$27.838.34%
$28.00Oct 16$1.27$1.33$2.60$25.40$30.609.30%
$28.50Oct 16$1.02$1.60$2.62$25.88$31.129.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.75% of stock, avg 8.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$24.50Oct 9$0.18$0.03$0.21$24.29$29.21
$29.50$24.50Oct 9$0.20$0.03$0.23$24.27$29.73
$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$24.50Oct 9$0.28$0.03$0.31$24.19$30.81
$30.50$26.50Oct 9$0.28$0.08$0.36$26.14$30.86
$28.50$24.50Oct 9$0.28$0.03$0.31$24.19$28.81
$29.00$27.00Oct 9$0.18$0.23$0.41$26.59$29.41
$28.50$26.50Oct 9$0.28$0.08$0.36$26.14$28.86
$29.50$27.00Oct 9$0.20$0.23$0.43$26.57$29.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.78, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
26/2730/30Oct 9$0.32$0.1854%1.78$26.68$29.82
24/2430/30Oct 16$0.27$0.2354%1.17$24.23$30.27
26/2630/31Oct 23$0.35$0.1537%2.33$25.65$30.85
26/2630/30Oct 16$0.30$0.2043%1.50$25.70$30.30
24/2532/33Oct 23$0.47$0.5354%0.89$24.53$32.47
24/2430/31Oct 16$0.20$0.3060%0.67$24.30$30.70
26/2630/31Oct 23$0.33$0.1733%1.94$26.17$30.83
26/2630/30Oct 16$0.29$0.2138%1.38$26.21$30.29
26/2630/31Oct 16$0.23$0.2748%0.85$25.77$30.73
26/2728/29Oct 9$0.25$0.2542%1.00$26.75$28.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Oct 9$0.10$0.4031%4.00
$27.50$28.00$28.50Oct 16$0.06$0.4412%7.33
$28.00$29.00$30.00Oct 30$0.10$0.9013%9.00
$30.50$31.00$31.50Oct 23$0.05$0.457%9.00
$30.00$30.50$31.00Oct 16$0.07$0.438%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Oct 23$0.08$0.9218%11.50
$26.00$26.50$27.00Oct 9$0.10$0.4021%4.00
$22.50$23.00$23.50Oct 23$0.05$0.455%9.00
$23.00$23.50$24.00Oct 16$0.06$0.445%7.33
$23.00$24.00$25.00Nov 6$0.10$0.909%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. 52 found (best net $-0.90, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.90$4.10
$27.50$28.001:2Oct 9-$0.08$0.42
$27.00$27.501:2Oct 9-$0.28$0.22
$32.00$33.001:2Oct 23-$0.13$0.87
$28.50$29.001:2Oct 9-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$27.001:2Oct 9-$0.06$0.44
$25.00$22.501:2Nov 20-$0.51$1.99
$28.50$28.001:2Oct 9-$0.24$0.26
$28.00$27.501:2Oct 9-$0.23$0.27
$24.50$24.001:2Oct 16-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 10.73%, avg 4.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$3.000.497.3%10.73%18.07%5837.6K
$31.00Nov 13$2.200.4310.9%7.87%18.78%10712
$30.00Nov 13$2.500.477.3%8.94%16.28%--11
$33.00Nov 13$1.600.3618.1%5.72%23.79%12
$31.50Nov 13$1.950.4112.7%6.98%19.68%713
$31.00Nov 6$1.950.4210.9%6.98%17.89%--76
$31.50Nov 6$1.800.4012.7%6.44%19.14%--19
$32.00Nov 6$1.650.3814.5%5.90%20.39%--67
$33.00Nov 6$1.400.3518.1%5.01%23.08%6065
$30.00Nov 6$2.200.467.3%7.87%15.21%10123

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 5,052
Total Puts 1,368
Put/Call Ratio 0.27
Net Difference 3,684

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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