Tour v366
FSLY
FASTLY INC A
$20.47 -1.21%
$20.36 (-0.54%)🌙
as of 07/20 06:32 PM
7/20 18:32

Option Volume

Detail
Current (07/20) 2,671
Calls: 2,164 (81%)
Puts: 507 (19%)
Prior (07/17) 18,148
Calls: 9,967 (55%)
Puts: 8,181 (45%)
Current vs Prior -85.28%
Calls: -78.29% (Calls)
Puts: -93.80% (Puts)
Prior 7-Day Total 56,094
Calls: 32,679 (58%)
Puts: 23,415 (42%)
Prior 7-Day Average 8,013
Calls: 4,668 (58%)
Puts: 3,345 (42%)
Current vs Prior 7-Day Avg -66.67%
Calls: -53.65%
Puts: -84.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $650.7K
Calls: $609.2K (94%)
Puts: $41.5K (6%)
Prior (07/17) $2.78M
Calls: $1.19M (43%)
Puts: $1.59M (57%)
Current vs Prior -76.59%
Calls: -48.75%
Puts: -97.39%
Prior 7-Day Total $10.19M
Calls: $6.21M (61%)
Puts: $3.98M (39%)
Prior 7-Day Average $1.46M
Calls: $887.1K (61%)
Puts: $568.0K (39%)
Current vs Prior 7-Day Avg -55.28%
Calls: -31.33%
Puts: -92.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.23
Prior (07/17) 0.82
Current vs Prior -71.46%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -69.61%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 33,077
Calls: 25,984 (79%)
Puts: 7,093 (21%)
Prior (07/17) 75,600
Calls: 54,153 (72%)
Puts: 21,447 (28%)
Current vs Prior -56.25%
Prior 7-Day Total 605,709
Calls: 404,874 (67%)
Puts: 200,835 (33%)
Prior 7-Day Average 86,529
Calls: 57,839 (67%)
Puts: 28,690 (33%)
Current vs Prior 7-Day Avg -61.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 9.67% | 13.92%27.50% | 32.00%
Prior 10.62% | 14.53%4.73% | 26.93%
Current vs Prior -8.90% | -4.16%+481.51% | +18.82%
Prior 7-Day Avg 8.31% | 12.78%8.17% | 28.16%
Current vs 7-Day Avg +16.40% | +8.92%+236.58% | +13.61%
Prior 7-Day Eod 10.62% | 14.53%4.73% | 26.93%
Current vs 7-Day Eod -8.90% | -4.16%+481.51% | +18.82%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Prior 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($609.2K) vs puts ($41.5K). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 85% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (2,164 calls vs 507 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 1 of results (avg 8.2%, best 8.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 72.352.55$2.458.2%20.55--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 310.700.85$0.7719.5%610.37208
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.67, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 243.504.90$4.2033.3%10.92--
$17.50Jul 242.653.90$3.2838.1%10.92--
$17.00Jul 313.004.60$3.8042.1%10.90--
$18.00Jul 242.353.50$2.9339.2%10.8961
$18.50Jul 241.852.40$2.1325.8%30.85--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 312.102.35$2.2311.2%10.64--
$21.00Jul 241.051.20$1.1313.3%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 81 active (total vol 1.2K, top 121)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 240.550.75$0.6530.8%1210.43164
$23.00Jul 240.150.25$0.2050.0%1110.17651
$22.50Jul 240.200.30$0.2540.0%870.2183
$22.00Jul 240.300.45$0.3839.5%630.28311
$22.00Jul 310.700.85$0.7719.5%610.37208
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 310.400.60$0.5040.0%770.242
$18.50Jul 240.150.20$0.1827.8%500.15996
$19.50Jul 240.350.55$0.4544.4%350.3029
$20.00Jul 240.550.70$0.6323.8%190.393.1K
$19.00Jul 240.250.40$0.3345.5%140.2348

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 12.0%, max 26.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 24Jul 31115.8%100.7%15.0%2--
$18.00Jul 24Jul 31106.5%94.1%13.2%4223
$18.50Jul 24Jul 31100.6%93.5%7.6%4--
$22.00Jul 24Aug 28107.5%99.9%7.6%65311
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 24Aug 21146.8%115.7%26.9%12--
$17.50Jul 24Aug 21115.8%114.0%1.6%6549

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 4.88, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$22.50Jul 24$0.13$0.37$0.132.85$22.13
$21.50$22.00Jul 31$0.13$0.37$0.132.85$21.63
$22.00$23.00Aug 7$0.28$0.72$0.282.57$22.28
$23.50$24.50Aug 21$0.28$0.72$0.282.57$23.78
$20.00$20.50Aug 7$0.15$0.35$0.152.33$20.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.50$17.50Jul 31$0.17$0.83$0.174.88$18.33
$19.50$19.00Jul 24$0.12$0.38$0.123.17$19.38
$19.00$18.50Jul 24$0.15$0.35$0.152.33$18.85
$17.50$17.00Jul 31$0.15$0.35$0.152.33$17.35
$19.00$18.50Jul 31$0.15$0.35$0.152.33$18.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 2.33, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.50$18.00Jul 24$0.35$0.35$0.152.33$17.85
$19.00$19.50Jul 24$0.35$0.35$0.152.33$19.35
$18.00$18.50Jul 31$0.35$0.35$0.152.33$18.35
$20.50$21.00Aug 7$0.35$0.35$0.152.33$20.85
$18.50$19.00Jul 24$0.33$0.33$0.171.94$18.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$20.00Jul 31$1.21$1.21$0.791.53$20.79
$18.50$18.00Aug 21$0.30$0.30$0.201.50$18.20
$21.00$20.50Jul 24$0.28$0.28$0.221.27$20.72
$19.50$19.00Aug 21$0.25$0.25$0.251.00$19.25
$20.50$20.00Aug 21$0.25$0.25$0.251.00$20.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.52, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 24Jul 31$0.07115.8%100.7%
$24.00Jul 24Jul 31$0.25111.3%97.3%
$23.50Jul 24Jul 31$0.28112.3%96.4%
$23.00Jul 24Jul 31$0.30109.9%94.2%
$24.50Jul 24Jul 31$0.30113.9%107.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 24Jul 31$0.23115.8%100.7%
$18.50Jul 24Jul 31$0.32100.6%93.5%
$19.00Jul 24Jul 31$0.32107.5%92.7%
$20.00Jul 24Jul 31$0.39101.4%90.3%
$18.00Jul 24Aug 7$1.07106.5%129.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 8.30% of stock, avg 15.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.50Jul 24$0.85$0.85$1.70$18.80$22.208.30%
$20.00Jul 24$1.13$0.63$1.76$18.24$21.768.60%
$21.00Jul 24$0.65$1.13$1.78$19.22$22.788.70%
$19.50Jul 24$1.45$0.45$1.90$17.60$21.409.28%
$19.00Jul 24$1.80$0.33$2.13$16.87$21.1310.41%
$18.50Jul 24$2.13$0.18$2.31$16.19$20.8111.28%
$20.00Jul 31$1.58$1.02$2.60$17.40$22.6012.70%
$22.00Jul 31$0.77$2.23$3.00$19.00$25.0014.66%
$18.50Jul 31$2.53$0.50$3.03$15.47$21.5314.80%
$18.00Jul 24$2.93$0.13$3.06$14.94$21.0614.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 1.86% of stock, avg 11.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.50Jul 24$0.20$0.18$0.38$18.12$23.38
$22.50$18.50Jul 24$0.25$0.18$0.43$18.07$22.93
$23.00$19.00Jul 24$0.20$0.33$0.53$18.47$23.53
$22.00$18.50Jul 24$0.38$0.18$0.56$17.94$22.56
$22.50$19.00Jul 24$0.25$0.33$0.58$18.42$23.08
$23.00$19.50Jul 24$0.20$0.45$0.65$18.85$23.65
$21.50$18.50Jul 24$0.48$0.18$0.66$17.84$22.16
$23.00$17.00Jul 31$0.50$0.18$0.68$16.32$23.68
$22.50$19.50Jul 24$0.25$0.45$0.70$18.80$23.20
$22.00$19.00Jul 24$0.38$0.33$0.71$18.29$22.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 4.00, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
19/2020/20Jul 24$0.40$0.104.00$19.10$20.40
19/2023/24Aug 21$0.40$0.104.00$19.10$23.40
20/2022/23Aug 21$0.40$0.104.00$19.60$22.90
20/2023/24Aug 21$0.40$0.104.00$20.10$23.40
20/2021/22Jul 24$0.39$0.113.55$20.11$21.39
20/2021/22Aug 7$0.77$0.233.35$19.73$21.77
20/2020/21Jul 24$0.38$0.123.17$19.62$20.88
20/2023/24Aug 21$0.38$0.123.17$19.62$23.38
20/2023/24Aug 7$0.75$0.253.00$19.75$23.75
18/1821/22Aug 21$0.75$0.253.00$17.75$21.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 31$0.05$0.459.00
$20.00$20.50$21.00Jul 31$0.06$0.447.33
$21.00$21.50$22.00Jul 24$0.07$0.436.14
$22.00$22.50$23.00Jul 31$0.07$0.436.14
$20.00$20.50$21.00Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Jul 24$0.06$0.447.33
$20.00$20.50$21.00Jul 24$0.06$0.447.33
$17.00$17.50$18.00Jul 24$0.08$0.425.25
$18.00$18.50$19.00Jul 24$0.10$0.404.00
$16.50$17.00$17.50Jul 31$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.32, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.50$20.001:2Jul 31-$0.63$0.87
$23.50$24.001:2Jul 24-$0.05$0.45
$24.00$24.501:2Jul 24-$0.06$0.44
$23.00$23.501:2Jul 24-$0.10$0.40
$22.00$22.501:2Jul 24-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$18.001:2Aug 7-$0.32$1.68
$18.50$17.501:2Jul 31-$0.16$0.84
$20.00$19.001:2Jul 31-$0.28$0.72
$18.00$17.501:2Jul 24-$0.07$0.43
$18.50$18.001:2Jul 24-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 13.43%, avg 5.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.50Aug 28$2.750.580.1%13.43%13.58%1--
$21.00Aug 28$2.500.552.6%12.21%14.80%45
$21.00Aug 21$2.400.552.6%11.72%14.31%15--
$20.50Aug 7$2.350.550.1%11.48%11.63%2--
$21.50Aug 28$2.350.535.0%11.48%16.51%32
$21.00Aug 14$2.250.542.6%10.99%13.58%1--
$22.00Aug 21$1.900.497.5%9.28%16.76%18--
$23.00Aug 28$1.900.4612.4%9.28%21.64%30--
$21.00Aug 7$1.850.522.6%9.04%11.63%456
$22.50Aug 21$1.850.479.9%9.04%18.95%40736

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 2,164
Total Puts 507
Put/Call Ratio 0.23
Net Difference 1,657

Prior's Put/Call Breakdown

Total Calls 9,967
Total Puts 8,181
Put/Call Ratio 0.82
Net Difference 1,786

Prior 7-Day Put/Call Summary

Total Calls 32,679
Total Puts 23,415
Average Put/Call Ratio 0.77
Ratio Trend Falling

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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