Tour v531
FSLY
FASTLY INC A
$27.83 +10.04%
◀ 10/9 10:20 ▶

Option Volume

Detail
ℹ
Current (10/09 10:20am) 7,692
Calls: 6,290 (82%)
Puts: 1,402 (18%)
Prior (09/24) 23,886
Calls: 22,032 (92%)
Puts: 1,854 (8%)
Current vs Prior -67.80%
Calls: -71.45% (Calls)
Puts: -24.38% (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 -63.16%
Calls: -64.85%
Puts: -53.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:20am) $1.26M
Calls: $1.11M (88%)
Puts: $147.9K (12%)
Prior (09/24) $3.73M
Calls: $3.42M (92%)
Puts: $313.9K (8%)
Current vs Prior -66.28%
Calls: -67.50%
Puts: -52.90%
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 -75.25%
Calls: -76.32%
Puts: -62.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:20am) 0.22
Prior (09/24) 0.08
Current vs Prior +164.88%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +31.60%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:20am) 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 4.31% | 10.82%10.82% | 29.21%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -41.55% | -23.24%-46.49% | -11.01%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -65.91% | -33.17%-42.75% | +3.63%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -41.55% | -23.24%+0.19% | +9.45%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 56.37% | 33.28%
Calls: 83.33% | 29.41%
Puts: 29.41% | 37.16%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -36.15% | -18.01%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg +11.61% | +11.74%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($1.11M) vs puts ($147.9K). 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 (6,290 calls vs 1,402 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
10:20BULLISHBULLISHBULLISH
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 4 of results (avg 8.6%, best 7.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 301.351.45$1.407.1%270.40162
$30.00Nov 202.953.20$3.088.1%1.2K0.497.6K
$24.00Oct 234.104.50$4.309.3%--0.8443
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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 76 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 93.905.90$4.9040.8%--1.0040
$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%11.0050
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 91.102.75$1.9385.5%--0.8118
$31.00Oct 163.104.00$3.5525.4%--0.79724
$32.00Oct 234.305.30$4.8020.8%--0.77203
$28.50Oct 90.651.20$0.9359.1%10.7012
$30.00Oct 162.652.95$2.8010.7%1100.70511

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 7.1K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.400.90$0.6576.9%1.7K0.63655
$30.00Nov 202.953.20$3.088.1%1.2K0.497.6K
$30.00Oct 160.550.75$0.6530.8%5930.302.3K
$27.00Oct 90.851.15$1.0030.0%2730.78923
$25.00Oct 162.953.40$3.1814.2%2120.834.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.10$0.05200.0%3690.08609
$30.00Oct 162.652.95$2.8010.7%1100.70511
$26.00Oct 160.450.65$0.5536.4%1010.26981
$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 85.0%, max 197.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 23244.3%82.1%197.6%1115
$27.00Oct 9Nov 13168.8%103.2%63.5%276937
$29.00Oct 9Nov 6174.0%111.7%55.9%34595
$27.50Oct 9Nov 13154.9%99.6%55.5%1.7K673
$28.50Oct 9Nov 6168.2%113.4%48.3%110268
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16244.3%93.1%162.4%--34
$27.00Oct 9Oct 30168.8%80.2%110.6%1628
$27.50Oct 9Oct 30154.9%79.4%95.1%728
$28.50Oct 9Oct 16168.2%88.2%90.6%164
$28.00Oct 9Oct 23157.9%83.3%89.5%530

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 1.25, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.22$2.78$2.2268%1.25$27.22
$24.50$27.00Nov 13$1.20$1.30$1.2070%1.08$25.70
$22.50$25.00Nov 20$1.50$1.00$1.5078%0.67$24.00
$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
$28.50$28.00Oct 16$0.22$0.28$0.2255%1.27$28.28
$27.50$27.00Oct 9$0.12$0.38$0.1238%3.17$27.38
$29.50$29.00Oct 16$0.30$0.20$0.3065%0.67$29.20
$30.00$29.00Oct 30$0.57$0.43$0.5760%0.75$29.43
$27.50$27.00Oct 16$0.20$0.30$0.2044%1.50$27.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 0.56, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$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
$32.00$33.00Oct 23$0.24$0.24$0.7677%0.32$32.24
$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$0.90$0.90$1.6069%0.56$24.10
$25.00$24.00Nov 6$0.45$0.45$0.5569%0.82$24.55
$27.00$26.50Oct 16$0.32$0.32$0.1862%1.78$26.68
$24.00$23.00Nov 6$0.35$0.35$0.6574%0.54$23.65
$23.50$23.00Nov 13$0.20$0.20$0.3075%0.67$23.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.84, cheapest $0.77)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Oct 9Oct 16$0.88154.9%83.4%
$28.00Oct 9Oct 16$0.92157.9%89.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.50Oct 9Oct 16$0.77168.2%88.2%
$27.50Oct 9Oct 16$0.85154.9%83.4%
$28.00Oct 9Oct 16$0.93157.9%89.0%
$30.00Oct 16Oct 30$0.5592.4%82.9%
$29.00Oct 16Oct 23$0.3590.6%83.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 3.34% of stock, avg 12.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Oct 9$0.38$0.55$0.93$27.07$28.933.34%
$27.50Oct 9$0.65$0.30$0.95$26.55$28.453.41%
$28.50Oct 9$0.22$0.93$1.15$27.35$29.654.13%
$27.00Oct 9$1.00$0.18$1.18$25.82$28.184.24%
$26.50Oct 9$1.48$0.08$1.56$24.94$28.065.61%
$26.00Oct 9$1.88$0.05$1.93$24.07$27.936.93%
$29.50Oct 9$0.18$1.93$2.11$27.39$31.617.58%
$25.50Oct 9$2.25$0.05$2.30$23.20$27.808.26%
$27.50Oct 16$1.53$1.15$2.68$24.82$30.189.63%
$26.50Oct 16$2.10$0.63$2.73$23.77$29.239.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.65% of stock, avg 8.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$26.00Oct 9$0.13$0.05$0.18$25.82$29.18
$29.00$25.50Oct 9$0.13$0.05$0.18$25.32$29.18
$29.00$26.50Oct 9$0.13$0.08$0.21$26.29$29.21
$29.50$26.00Oct 9$0.18$0.05$0.23$25.77$29.73
$32.50$26.00Oct 9$0.20$0.05$0.25$25.75$32.75
$29.50$25.50Oct 9$0.18$0.05$0.23$25.27$29.73
$32.50$25.50Oct 9$0.20$0.05$0.25$25.25$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
$29.00$27.00Oct 9$0.13$0.18$0.31$26.69$29.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.63, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2531/32Oct 23$0.31$0.1948%1.63$24.69$31.31
24/2430/30Oct 16$0.25$0.2556%1.00$24.25$30.25
24/2431/32Oct 16$0.20$0.3064%0.67$24.30$31.20
26/2631/32Oct 23$0.31$0.1941%1.63$25.69$31.31
24/2430/30Oct 16$0.25$0.2551%1.00$24.25$29.75
26/2630/30Oct 16$0.27$0.2344%1.17$25.73$30.27
26/2631/32Oct 23$0.30$0.2037%1.50$26.20$31.30
26/2631/32Oct 16$0.22$0.2853%0.79$25.78$31.22
26/2630/30Oct 16$0.27$0.2339%1.17$25.73$29.77
24/2532/33Oct 23$0.42$0.5854%0.72$24.58$32.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 5.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Oct 9$0.08$0.4233%5.25
$28.00$28.50$29.00Oct 9$0.07$0.4326%6.14
$27.50$28.00$28.50Oct 9$0.11$0.3933%3.55
$30.00$30.50$31.00Oct 16$0.05$0.459%9.00
$26.00$26.50$27.00Oct 23$0.05$0.459%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Oct 9$0.07$0.4316%6.14
$27.50$28.00$28.50Oct 9$0.13$0.3732%2.85
$27.00$27.50$28.00Oct 9$0.13$0.3731%2.85
$23.50$24.00$24.50Oct 16$0.05$0.457%9.00
$24.50$25.00$25.50Oct 30$0.05$0.456%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. 47 found (best net $-0.86, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.86$4.14
$27.50$28.001:2Oct 9-$0.11$0.39
$28.00$28.501:2Oct 9-$0.06$0.44
$32.00$33.001:2Oct 23-$0.09$0.91
$27.00$27.501:2Oct 9-$0.30$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$28.001:2Oct 9-$0.17$0.33
$25.00$22.501:2Nov 20-$0.50$2.00
$27.50$27.001:2Oct 9-$0.06$0.44
$26.00$25.501:2Oct 9-$0.05$0.45
$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 10.60%, avg 4.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.950.497.8%10.60%18.40%1.2K7.6K
$30.00Nov 13$2.650.477.8%9.52%17.32%--11
$31.00Nov 13$2.200.4311.4%7.91%19.30%10712
$33.00Nov 13$1.600.3618.6%5.75%24.33%12
$31.50Nov 13$1.950.4113.2%7.01%20.19%713
$31.00Nov 6$1.950.4211.4%7.01%18.40%--76
$31.50Nov 6$1.800.4013.2%6.47%19.66%--19
$32.00Nov 6$1.650.3815.0%5.93%20.91%--67
$32.50Nov 6$1.550.3616.8%5.57%22.35%6090
$30.50Nov 6$2.050.449.6%7.37%16.96%--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 6,290
Total Puts 1,402
Put/Call Ratio 0.22
Net Difference 4,888

Prior's Put/Call Breakdown

Total Calls 22,032
Total Puts 1,854
Put/Call Ratio 0.08
Net Difference 20,178

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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