Tour v531
FSLY
FASTLY INC A
$27.90 +10.32%
◀ 10/9 10:30 ▶

Option Volume

Detail
ℹ
Current (10/09 10:30am) 7,950
Calls: 6,467 (81%)
Puts: 1,483 (19%)
Prior (09/24) 24,828
Calls: 22,921 (92%)
Puts: 1,907 (8%)
Current vs Prior -67.98%
Calls: -71.79% (Calls)
Puts: -22.23% (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 -61.93%
Calls: -63.86%
Puts: -50.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:30am) $1.30M
Calls: $1.15M (88%)
Puts: $154.4K (12%)
Prior (09/24) $3.95M
Calls: $3.60M (91%)
Puts: $347.6K (9%)
Current vs Prior -67.02%
Calls: -68.12%
Puts: -55.59%
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 -74.40%
Calls: -75.53%
Puts: -60.89%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:30am) 0.23
Prior (09/24) 0.08
Current vs Prior +175.63%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +35.38%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:30am) 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 4.30% | 10.22%10.22% | 29.14%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -41.70% | -27.51%-49.46% | -11.24%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -66.00% | -36.88%-45.93% | +3.37%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -41.70% | -27.51%-5.37% | +9.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 48.95% | 14.45%
Calls: 61.54% | 6.67%
Puts: 36.36% | 22.22%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -44.56% | -64.40%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg -3.08% | -51.48%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($1.15M) vs puts ($154.4K). Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 68% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (6,467 calls vs 1,483 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
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
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 7 of results (avg 8.2%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 161.451.55$1.506.7%300.57691
$29.00Oct 231.301.40$1.357.4%--0.4355
$26.50Oct 232.502.70$2.607.7%110.65343
$30.00Nov 202.953.20$3.088.1%1.2K0.497.6K
$27.00Oct 161.701.85$1.788.4%1300.63550
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. 4 found (avg $0.73, cheapest $0.65)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 160.600.70$0.6515.4%5940.302.3K
$29.50Oct 160.700.80$0.7513.3%290.3521
$32.00Oct 230.550.65$0.6016.7%60.23117
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 160.851.00$0.9316.1%80.3752

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 78 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 93.904.80$4.3520.7%--1.0028
$24.00Oct 93.604.20$3.9015.4%--1.0071
$24.50Oct 92.753.60$3.1826.7%11.0050
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 91.102.75$1.9385.5%--0.8118
$31.00Oct 163.104.00$3.5525.4%--0.77724
$32.00Oct 234.305.30$4.8020.8%--0.77203
$28.50Oct 90.651.20$0.9359.1%10.7012
$30.00Oct 162.552.90$2.7212.9%1110.69511

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 7.3K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.450.85$0.6561.5%1.7K0.64655
$30.00Nov 202.953.20$3.088.1%1.2K0.497.6K
$30.00Oct 160.600.70$0.6515.4%5940.302.3K
$27.00Oct 90.951.30$1.1331.0%2820.83923
$25.00Oct 162.953.40$3.1814.2%2120.834.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.10$0.05200.0%3710.08609
$30.00Oct 162.552.90$2.7212.9%1110.69511
$26.00Oct 160.450.60$0.5328.3%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 78.5%, max 184.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Nov 13250.3%108.6%130.5%446
$29.00Oct 9Nov 6191.7%111.7%71.7%49595
$28.50Oct 9Nov 13173.5%105.5%64.5%115212
$27.50Oct 9Nov 13144.4%99.6%44.9%1.7K673
$27.00Oct 9Nov 13145.0%101.7%42.5%285937
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16250.3%87.9%184.6%--34
$28.50Oct 9Oct 16173.5%86.2%101.3%164
$28.00Oct 9Oct 23154.8%81.7%89.6%630
$27.50Oct 9Oct 30144.4%78.2%84.7%1828
$27.00Oct 9Oct 30145.0%79.0%83.5%2728

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 1.25, avg 1.76)

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
$23.00$23.50Oct 9$0.10$0.40$0.10100%4.00$23.10
$22.50$25.00Nov 20$1.50$1.00$1.5078%0.67$24.00
$23.00$25.50Nov 6$1.55$0.95$1.5578%0.61$24.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$27.00Oct 16$0.17$0.33$0.1743%1.94$27.33
$27.50$27.00Oct 23$0.18$0.32$0.1844%1.78$27.32
$29.50$29.00Oct 16$0.30$0.20$0.3065%0.67$29.20
$27.00$26.50Oct 23$0.17$0.33$0.1739%1.94$26.83
$25.50$25.00Oct 23$0.12$0.38$0.1226%3.17$25.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 0.58, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$32.00$33.00Oct 23$0.27$0.27$0.7377%0.37$32.27
$30.00$31.00Oct 30$0.41$0.41$0.5961%0.69$30.41
$31.00$31.50Nov 13$0.25$0.25$0.2557%1.00$31.25
$31.00$31.50Oct 16$0.13$0.13$0.3777%0.35$31.13
$29.50$30.00Oct 23$0.20$0.20$0.3060%0.67$29.70
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
$24.00$23.00Nov 6$0.35$0.35$0.6574%0.54$23.65
$23.50$23.00Oct 23$0.15$0.15$0.3587%0.43$23.35
$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. 7 found (avg debit $0.85, cheapest $0.80)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Oct 9Oct 16$0.90154.8%83.5%
$27.50Oct 9Oct 16$0.85144.4%82.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Oct 9Oct 16$0.80154.8%83.5%
$27.50Oct 9Oct 16$0.82144.4%82.4%
$30.00Oct 16Oct 30$0.6890.8%85.0%
$29.00Oct 16Oct 23$0.3788.7%83.4%
$30.50Oct 23Nov 6$1.5082.1%111.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 3.23% of stock, avg 12.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Oct 9$0.35$0.55$0.90$27.10$28.903.23%
$27.50Oct 9$0.65$0.28$0.93$26.57$28.433.33%
$28.50Oct 9$0.22$0.93$1.15$27.35$29.654.12%
$27.00Oct 9$1.13$0.13$1.26$25.74$28.264.52%
$26.50Oct 9$1.43$0.08$1.51$24.99$28.015.41%
$26.00Oct 9$1.95$0.05$2.00$24.00$28.007.17%
$29.50Oct 9$0.18$1.93$2.11$27.39$31.617.56%
$25.50Oct 9$2.45$0.05$2.50$23.00$28.008.96%
$27.50Oct 16$1.50$1.10$2.60$24.90$30.109.32%
$28.00Oct 16$1.25$1.35$2.60$25.40$30.609.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.47% of stock, avg 8.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$26.00Oct 9$0.08$0.05$0.13$25.87$30.13
$30.00$25.50Oct 9$0.08$0.05$0.13$25.37$30.13
$30.00$26.50Oct 9$0.08$0.08$0.16$26.34$30.16
$29.00$26.00Oct 9$0.15$0.05$0.20$25.80$29.20
$29.00$25.50Oct 9$0.15$0.05$0.20$25.30$29.20
$30.00$27.00Oct 9$0.08$0.13$0.21$26.79$30.21
$29.00$26.50Oct 9$0.15$0.08$0.23$26.27$29.23
$29.50$26.00Oct 9$0.18$0.05$0.23$25.77$29.73
$29.50$25.50Oct 9$0.18$0.05$0.23$25.27$29.73
$29.50$26.50Oct 9$0.18$0.08$0.26$26.24$29.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 1.27, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2431/32Oct 23$0.28$0.2258%1.27$23.22$31.28
23/2432/33Oct 23$0.42$0.5864%0.72$23.08$32.42
24/2531/32Oct 23$0.31$0.1949%1.63$24.69$31.31
26/2631/32Oct 23$0.36$0.1436%2.57$26.14$31.36
26/2631/32Oct 16$0.26$0.2451%1.08$25.74$31.26
26/2631/32Oct 16$0.28$0.2246%1.27$26.22$31.28
26/2630/30Oct 16$0.28$0.2244%1.27$25.72$30.28
26/2630/30Oct 16$0.30$0.2039%1.50$26.20$30.30
24/2532/33Oct 23$0.45$0.5554%0.82$24.55$32.45
26/2631/32Oct 23$0.28$0.2241%1.27$25.72$31.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Oct 30$0.06$0.9413%15.67
$28.00$28.50$29.00Oct 9$0.06$0.4424%7.33
$30.00$30.50$31.00Oct 9$0.05$0.456%9.00
$26.00$26.50$27.00Oct 23$0.06$0.449%7.33
$30.00$30.50$31.00Oct 23$0.06$0.446%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$27.50$28.00Oct 9$0.12$0.3835%3.17
$27.50$28.00$28.50Oct 9$0.11$0.3933%3.55
$26.50$27.00$27.50Oct 9$0.10$0.4025%4.00
$24.50$25.00$25.50Oct 30$0.05$0.456%9.00
$25.00$25.50$26.00Oct 16$0.06$0.449%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.86, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.86$4.14
$27.00$27.501:2Oct 9-$0.17$0.33
$32.00$33.001:2Oct 23-$0.06$0.94
$28.00$28.501:2Oct 9-$0.09$0.41
$28.50$29.001:2Oct 9-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$28.001:2Oct 9-$0.17$0.33
$25.00$22.501:2Nov 20-$0.46$2.04
$26.00$25.501:2Oct 9-$0.05$0.45
$24.00$23.501:2Oct 16-$0.08$0.42
$24.50$24.001:2Oct 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 10.57%, avg 4.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$2.950.497.5%10.57%18.10%1.2K7.6K
$30.50Nov 13$2.500.469.3%8.96%18.28%41
$30.00Nov 13$2.700.477.5%9.68%17.20%411
$29.50Nov 13$2.800.495.7%10.04%15.77%45
$31.00Nov 13$2.250.4311.1%8.06%19.18%11112
$33.00Nov 13$1.600.3618.3%5.73%24.01%12
$31.50Nov 13$1.950.4112.9%6.99%19.89%713
$28.50Nov 13$2.950.532.1%10.57%12.72%27
$31.00Nov 6$1.950.4211.1%6.99%18.10%--76
$31.50Nov 6$1.800.4012.9%6.45%19.35%--19

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 6,467
Total Puts 1,483
Put/Call Ratio 0.23
Net Difference 4,984

Prior's Put/Call Breakdown

Total Calls 22,921
Total Puts 1,907
Put/Call Ratio 0.08
Net Difference 21,014

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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