Tour v531
FSLY
FASTLY INC A
$28.16 +11.34%
◀ 10/9 10:35 ▶

Option Volume

Detail
ℹ
Current (10/09 10:35am) 8,454
Calls: 6,939 (82%)
Puts: 1,515 (18%)
Prior (09/24) 30,547
Calls: 28,581 (94%)
Puts: 1,966 (6%)
Current vs Prior -72.32%
Calls: -75.72% (Calls)
Puts: -22.94% (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 -59.51%
Calls: -61.23%
Puts: -49.24%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:35am) $1.53M
Calls: $1.38M (90%)
Puts: $150.5K (10%)
Prior (09/24) $5.22M
Calls: $4.83M (93%)
Puts: $382.5K (7%)
Current vs Prior -70.58%
Calls: -71.36%
Puts: -60.65%
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 -69.82%
Calls: -70.48%
Puts: -61.87%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:35am) 0.22
Prior (09/24) 0.07
Current vs Prior +217.40%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +28.89%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:35am) 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 4.79% | 9.94%9.94% | 28.94%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior -35.02% | -29.43%-50.81% | -11.84%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg -62.10% | -38.56%-47.36% | +2.67%
Prior 7-Day Eod 7.38% | 14.09%10.79% | 26.69%
Current vs 7-Day Eod -35.02% | -29.43%-7.89% | +8.44%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -28.10% | -38.63%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg +25.69% | -16.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($1.38M) vs puts ($150.5K). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.22 - heavy call buying (6,939 calls vs 1,515 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
10:35BULLISHBULLISHBULLISH
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 5 of results (avg 7.7%, best 3.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 203.103.20$3.153.2%1.3K0.507.6K
$27.00Oct 161.952.10$2.037.4%1500.65550
$25.00Oct 163.303.60$3.458.7%2160.854.0K
$30.00Oct 301.451.60$1.539.8%290.41162
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 161.001.10$1.059.5%290.4140

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.85, cheapest $0.85)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 160.800.90$0.8511.8%80.3552

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 75 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Oct 94.205.40$4.8025.0%--0.98115
$23.50Oct 94.105.00$4.5519.8%--0.9828
$24.00Oct 93.604.50$4.0522.2%--0.9871
$24.50Oct 92.754.00$3.3837.0%10.9750
$25.00Oct 92.303.50$2.9041.4%400.97131
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 91.102.75$1.9385.5%--0.8118
$31.00Oct 163.004.00$3.5028.6%--0.76724
$32.00Oct 234.205.30$4.7523.2%--0.76203
$30.00Oct 162.352.90$2.6320.9%1110.68511
$31.00Oct 303.804.30$4.0512.3%--0.66619

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 7.7K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 90.651.25$0.9563.2%1.7K0.75655
$30.00Nov 203.103.20$3.153.2%1.3K0.507.6K
$30.00Oct 160.600.75$0.6822.1%6200.322.3K
$27.00Oct 91.001.45$1.2336.6%2880.87923
$25.00Oct 163.303.60$3.458.7%2160.854.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 90.000.10$0.05200.0%3710.07609
$30.00Oct 162.352.90$2.6320.9%1110.68511
$26.00Oct 160.350.60$0.4852.1%1010.23981
$24.00Oct 160.050.25$0.15133.3%690.09648
$32.00Nov 65.506.40$5.9515.1%600.6160

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 61.5%, max 129.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Nov 13209.7%107.8%94.6%446
$27.50Oct 9Nov 13158.3%101.5%56.0%1.7K673
$29.00Oct 9Nov 6160.0%110.0%45.4%50595
$28.00Oct 9Nov 6158.8%110.0%44.3%182653
$28.50Oct 9Nov 13120.3%105.9%13.6%125212
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.50Oct 9Oct 16209.7%91.5%129.2%--34
$28.00Oct 9Oct 30158.8%82.1%93.4%918
$27.50Oct 9Oct 30158.3%82.3%92.5%2028
$28.50Oct 9Oct 16120.3%86.6%38.9%164
$29.00Oct 16Oct 3085.0%79.5%6.9%128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 1.22, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$30.00Nov 20$2.25$2.75$2.2569%1.22$27.25
$23.00$24.00Oct 30$0.45$0.55$0.4586%1.22$23.45
$24.00$24.50Oct 16$0.18$0.32$0.1891%1.78$24.18
$23.00$23.50Oct 9$0.25$0.25$0.2598%1.00$23.25
$23.00$25.50Nov 6$1.65$0.85$1.6578%0.52$24.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$31.00$30.50Nov 6$0.20$0.30$0.2057%1.50$30.80
$28.50$28.00Oct 16$0.18$0.32$0.1852%1.78$28.32
$29.00$28.00Oct 30$0.47$0.53$0.4752%1.13$28.53
$26.50$26.00Oct 16$0.12$0.38$0.1229%3.17$26.38
$28.00$27.50Oct 16$0.22$0.28$0.2247%1.27$27.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.75, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.00$31.50Nov 13$0.35$0.35$0.1555%2.33$31.35
$32.00$33.00Oct 23$0.30$0.30$0.7076%0.43$32.30
$29.00$29.50Oct 23$0.30$0.30$0.2054%1.50$29.30
$29.50$30.00Oct 9$0.13$0.13$0.3779%0.35$29.63
$29.50$30.00Oct 16$0.20$0.20$0.3063%0.67$29.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$24.00Nov 6$0.43$0.43$0.5770%0.75$24.57
$24.00$23.00Nov 6$0.38$0.38$0.6275%0.61$23.62
$27.00$26.00Oct 30$0.43$0.43$0.5762%0.75$26.57
$27.00$26.50Oct 16$0.25$0.25$0.2565%1.00$26.75
$24.00$23.50Oct 23$0.15$0.15$0.3585%0.43$23.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.85, cheapest $0.78)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Oct 9Oct 16$0.78158.8%81.9%
$28.50Oct 9Oct 16$0.90120.3%86.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Oct 9Oct 16$0.89158.8%81.9%
$28.50Oct 9Oct 16$0.67120.3%86.6%
$30.00Oct 16Oct 30$0.6788.1%82.1%
$29.00Oct 16Oct 23$0.5585.0%84.6%
$30.50Oct 23Nov 6$1.5088.3%107.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 3.37% of stock, avg 12.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Oct 9$0.57$0.38$0.95$27.05$28.953.37%
$28.50Oct 9$0.28$0.78$1.06$27.44$29.563.76%
$27.50Oct 9$0.95$0.18$1.13$26.37$28.634.01%
$27.00Oct 9$1.23$0.08$1.31$25.69$28.314.65%
$26.50Oct 9$1.65$0.05$1.70$24.80$28.206.04%
$29.50Oct 9$0.18$1.93$2.11$27.39$31.617.49%
$26.00Oct 9$2.15$0.05$2.20$23.80$28.207.81%
$28.00Oct 16$1.35$1.27$2.62$25.38$30.629.30%
$28.50Oct 16$1.18$1.45$2.63$25.87$31.139.34%
$27.50Oct 16$1.68$1.05$2.73$24.77$30.239.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 0.36% of stock, avg 8.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$26.50Oct 9$0.05$0.05$0.10$26.40$30.10
$32.50$26.00Oct 9$0.05$0.05$0.10$25.90$32.60
$30.00$26.00Oct 9$0.05$0.05$0.10$25.90$30.10
$32.50$26.50Oct 9$0.05$0.05$0.10$26.40$32.60
$30.00$27.00Oct 9$0.05$0.08$0.13$26.87$30.13
$32.50$27.00Oct 9$0.05$0.08$0.13$26.87$32.63
$29.50$26.50Oct 9$0.18$0.05$0.23$26.27$29.73
$29.50$26.00Oct 9$0.18$0.05$0.23$25.77$29.73
$30.00$27.50Oct 9$0.05$0.18$0.23$27.27$30.23
$29.00$26.50Oct 9$0.18$0.05$0.23$26.27$29.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 1.50, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2431/32Oct 23$0.30$0.2054%1.50$23.70$31.30
24/2432/33Oct 23$0.45$0.5560%0.82$23.55$32.45
25/2631/32Oct 23$0.33$0.1745%1.94$25.17$31.33
24/2430/31Oct 23$0.30$0.2050%1.50$23.70$30.80
25/2630/31Oct 23$0.33$0.1740%1.94$25.17$30.83
26/2631/32Oct 23$0.32$0.1837%1.78$26.18$31.32
24/2430/30Oct 16$0.23$0.2755%0.85$24.27$30.23
24/2531/32Oct 23$0.25$0.2548%1.00$24.75$31.25
25/2632/33Oct 23$0.48$0.5251%0.92$25.02$32.48
26/2630/30Oct 16$0.26$0.2445%1.08$25.74$30.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.50$28.00$28.50Oct 9$0.09$0.4137%4.56
$30.00$31.00$32.00Oct 30$0.06$0.9412%15.67
$31.00$32.00$33.00Oct 30$0.07$0.9310%13.29
$30.00$30.50$31.00Oct 16$0.06$0.448%7.33
$29.50$30.00$30.50Oct 16$0.07$0.439%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.00$31.00Oct 30$0.05$0.9514%19.00
$27.00$27.50$28.00Oct 9$0.10$0.4029%4.00
$29.00$30.50$32.00Oct 23$0.20$1.3021%6.50
$26.50$27.00$27.50Oct 9$0.07$0.4317%6.14
$26.00$26.50$27.00Oct 23$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. 35 found (best net $-0.90, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Nov 20-$0.90$4.10
$27.50$28.001:2Oct 9-$0.19$0.31
$28.50$29.001:2Oct 9-$0.08$0.42
$32.00$33.001:2Oct 16-$0.12$0.88
$32.00$32.501:2Oct 9-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$26.001:2Oct 9-$0.05$0.45
$26.00$25.501:2Oct 9-$0.05$0.45
$24.00$23.501:2Oct 23-$0.13$0.37
$24.00$23.501:2Oct 16-$0.11$0.39
$23.50$23.001:2Oct 23-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 11.01%, avg 4.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Nov 20$3.100.506.5%11.01%17.54%1.3K7.6K
$30.00Nov 13$2.700.486.5%9.59%16.12%411
$31.00Nov 13$2.300.4510.1%8.17%18.25%11112
$30.50Nov 13$2.500.468.3%8.88%17.19%41
$31.50Nov 13$2.100.4211.9%7.46%19.32%713
$29.50Nov 13$2.800.494.8%9.94%14.70%45
$33.00Nov 13$1.650.3717.2%5.86%23.05%12
$31.00Nov 6$1.950.4310.1%6.92%17.01%476
$31.50Nov 6$1.800.4111.9%6.39%18.25%--19
$32.50Nov 6$1.550.3715.4%5.50%20.92%6390

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 6,939
Total Puts 1,515
Put/Call Ratio 0.22
Net Difference 5,424

Prior's Put/Call Breakdown

Total Calls 28,581
Total Puts 1,966
Put/Call Ratio 0.07
Net Difference 26,615

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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