Tour v531
FSLY
FASTLY INC A
$27.93 +10.45%
◀ 10/9 10:15 ▶

Option Volume

Detail
ℹ
Current (10/09 10:15am) 7,567
Calls: 6,185 (82%)
Puts: 1,382 (18%)
Prior (09/24) 23,784
Calls: 21,958 (92%)
Puts: 1,826 (8%)
Current vs Prior -68.18%
Calls: -71.83% (Calls)
Puts: -24.32% (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 -63.76%
Calls: -65.44%
Puts: -53.70%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:15am) $1.26M
Calls: $1.11M (88%)
Puts: $147.5K (12%)
Prior (09/24) $3.67M
Calls: $3.36M (92%)
Puts: $311.6K (8%)
Current vs Prior -65.62%
Calls: -66.83%
Puts: -52.67%
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 -75.18%
Calls: -76.23%
Puts: -62.64%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:15am) 0.22
Prior (09/24) 0.08
Current vs Prior +168.70%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +31.90%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:15am) 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 4.48% | 10.42%10.42% | 29.18%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -39.33% | -26.06%-48.46% | -11.12%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -64.62% | -35.62%-44.85% | +3.52%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -39.33% | -26.06%-3.48% | +9.33%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 43.70% | 20.48%
Calls: 28.57% | 22.15%
Puts: 58.82% | 18.80%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -50.50% | -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 -13.47% | -31.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($1.11M) vs puts ($147.5K). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 68% vs prior. Extreme bullish P/C ratio of 0.22 - heavy call buying (6,185 calls vs 1,382 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
10:15BULLISHBULLISHBULLISH
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 2 of results (avg 8.2%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 203.003.20$3.106.5%1.2K0.497.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 204.805.30$5.059.9%--0.51206

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.86, cheapest $0.90)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 160.850.95$0.9011.1%80.3652
$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
$24.50Oct 92.153.80$2.9755.6%10.9550
$25.00Oct 92.153.30$2.7242.3%400.95131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 91.102.80$1.9587.2%--0.8118
$32.00Oct 234.305.30$4.8020.8%--0.77203
$31.00Oct 163.104.00$3.5525.4%--0.75724
$30.00Oct 162.502.85$2.6813.1%1100.70511
$28.50Oct 90.601.20$0.9066.7%10.6812

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 7.0K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.600.80$0.7028.6%1.7K0.67655
$30.00Nov 203.003.20$3.106.5%1.2K0.497.6K
$30.00Oct 160.500.75$0.6339.7%5930.302.3K
$27.00Oct 90.901.30$1.1036.4%2580.76923
$25.00Oct 162.953.60$3.2819.8%1920.834.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.20$0.10200.0%3690.12609
$30.00Oct 162.502.85$2.6813.1%1100.70511
$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. 12 strikes (avg 91.1%, max 184.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 23235.5%82.8%184.5%1115
$29.00Oct 9Nov 6232.9%110.9%110.1%25595
$27.00Oct 9Nov 13186.6%103.2%80.8%261937
$28.00Oct 9Nov 6171.2%112.3%52.5%152653
$28.50Oct 9Nov 6167.9%112.6%49.1%110268
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16235.5%89.5%163.1%--34
$27.00Oct 9Oct 30186.6%81.3%129.5%1528
$28.00Oct 9Oct 23171.2%80.7%112.2%530
$28.50Oct 9Oct 16167.9%84.0%100.0%164
$27.50Oct 9Oct 30136.1%80.6%68.9%628

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 1.27, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.20$2.80$2.2069%1.27$27.20
$24.50$27.00Nov 13$1.20$1.30$1.2070%1.08$25.70
$22.50$25.00Nov 20$1.50$1.00$1.5079%0.67$24.00
$27.50$30.00Nov 13$0.95$1.55$0.9557%1.63$28.45
$24.50$25.00Oct 16$0.12$0.38$0.1286%3.17$24.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.50Oct 16$0.23$0.27$0.2360%1.17$28.77
$26.00$25.50Oct 23$0.13$0.37$0.1329%2.85$25.87
$28.00$27.50Oct 16$0.23$0.27$0.2348%1.17$27.77
$27.50$27.00Oct 16$0.20$0.30$0.2042%1.50$27.30
$25.50$25.00Nov 6$0.17$0.33$0.1733%1.94$25.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 0.53, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.00$31.50Oct 16$0.25$0.25$0.2575%1.00$31.25
$32.50$33.00Oct 9$0.17$0.17$0.3388%0.52$32.67
$29.50$30.00Oct 9$0.15$0.15$0.3581%0.43$29.65
$28.00$28.50Oct 23$0.35$0.35$0.1547%2.33$28.35
$30.00$31.00Oct 30$0.43$0.43$0.5760%0.75$30.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Nov 20$0.87$0.87$1.6369%0.53$24.13
$25.00$24.00Nov 6$0.45$0.45$0.5569%0.82$24.55
$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
$25.00$24.50Oct 23$0.20$0.20$0.3077%0.67$24.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $1.04, cheapest $0.78)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Oct 9Oct 16$0.85171.2%84.2%
$28.50Oct 9Oct 16$0.83167.9%84.0%
$27.50Oct 9Oct 16$0.88136.1%84.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Oct 9Oct 16$0.78171.2%84.2%
$28.50Oct 9Oct 16$0.80167.9%84.0%
$27.50Oct 9Oct 16$0.87136.1%84.4%
$29.00Oct 16Oct 23$0.4586.7%82.6%
$30.00Oct 16Nov 20$2.3787.3%103.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 3.33% of stock, avg 12.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Oct 9$0.70$0.23$0.93$26.57$28.433.33%
$28.00Oct 9$0.45$0.55$1.00$27.00$29.003.58%
$28.50Oct 9$0.25$0.90$1.15$27.35$29.654.12%
$27.00Oct 9$1.10$0.20$1.30$25.70$28.304.65%
$26.50Oct 9$1.43$0.08$1.51$24.99$28.015.41%
$26.00Oct 9$1.98$0.10$2.08$23.92$28.087.45%
$29.50Oct 9$0.18$1.95$2.13$27.37$31.637.63%
$25.50Oct 9$2.25$0.05$2.30$23.20$27.808.23%
$28.00Oct 16$1.30$1.33$2.63$25.37$30.639.42%
$27.50Oct 16$1.58$1.10$2.68$24.82$30.189.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.82% of stock, avg 8.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$22.50Oct 9$0.18$0.05$0.23$22.27$29.73
$32.50$22.50Oct 9$0.20$0.05$0.25$22.25$32.75
$29.50$26.50Oct 9$0.18$0.08$0.26$26.24$29.76
$32.50$26.50Oct 9$0.20$0.08$0.28$26.22$32.78
$32.50$26.00Oct 9$0.20$0.10$0.30$25.70$32.80
$29.50$26.00Oct 9$0.18$0.10$0.28$25.72$29.78
$28.50$22.50Oct 9$0.25$0.05$0.30$22.20$28.80
$29.00$22.50Oct 9$0.28$0.05$0.33$22.17$29.33
$29.50$27.00Oct 9$0.18$0.20$0.38$26.62$29.88
$28.50$26.50Oct 9$0.25$0.08$0.33$26.17$28.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 2.33, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2431/32Oct 16$0.35$0.1561%2.33$24.15$31.35
26/2732/33Oct 9$0.29$0.2163%1.38$26.71$32.79
24/2531/32Oct 23$0.33$0.1748%1.94$24.67$31.33
26/2730/30Oct 9$0.27$0.2357%1.17$26.73$29.77
26/2631/32Oct 23$0.35$0.1537%2.33$26.15$31.35
24/2430/30Oct 16$0.25$0.2556%1.00$24.25$30.25
26/2630/30Oct 16$0.30$0.2044%1.50$25.70$30.30
26/2630/30Oct 16$0.30$0.2039%1.50$26.20$30.30
26/2631/32Oct 23$0.26$0.2441%1.08$25.74$31.26
26/2729/30Oct 9$0.22$0.2848%0.79$26.78$29.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.50$28.00$28.50Oct 16$0.06$0.4412%7.33
$25.00$25.50$26.00Oct 30$0.05$0.458%9.00
$31.00$31.50$32.00Oct 23$0.05$0.456%9.00
$28.00$28.50$29.00Oct 16$0.07$0.4311%6.14
$24.00$24.50$25.00Oct 16$0.06$0.447%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.00$29.00Oct 23$0.08$0.9218%11.50
$29.00$29.50$30.00Oct 16$0.05$0.4510%9.00
$26.00$26.50$27.00Oct 16$0.07$0.4311%6.14
$25.00$25.50$26.00Oct 23$0.06$0.447%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. 49 found (best net $-0.90, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.90$4.10
$27.50$28.001:2Oct 9-$0.20$0.30
$27.00$27.501:2Oct 9-$0.30$0.20
$32.00$33.001:2Oct 23-$0.13$0.87
$29.00$29.501:2Oct 9-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$28.001:2Oct 9-$0.20$0.30
$25.00$22.501:2Nov 20-$0.56$1.94
$23.00$22.501:2Oct 9-$0.07$0.43
$24.50$24.001:2Oct 16-$0.08$0.42
$27.50$27.001:2Oct 9-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 10.74%, avg 4.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$3.000.497.4%10.74%18.15%1.2K7.6K
$31.00Nov 13$2.200.4311.0%7.88%18.87%10712
$30.00Nov 13$2.500.477.4%8.95%16.36%--11
$33.00Nov 13$1.600.3618.1%5.73%23.88%12
$31.50Nov 13$1.950.4112.8%6.98%19.76%713
$31.00Nov 6$1.950.4211.0%6.98%17.97%--76
$31.50Nov 6$1.800.4012.8%6.44%19.23%--19
$32.00Nov 6$1.650.3814.6%5.91%20.48%--67
$32.50Nov 6$1.550.3616.4%5.55%21.91%6090
$30.50Nov 6$2.050.449.2%7.34%16.54%--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 6,185
Total Puts 1,382
Put/Call Ratio 0.22
Net Difference 4,803

Prior's Put/Call Breakdown

Total Calls 21,958
Total Puts 1,826
Put/Call Ratio 0.08
Net Difference 20,132

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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