Tour v381
FSLY
FASTLY INC A
$20.73 +1.27%
$20.64 (-0.43%)🌙
as of 07/21 06:33 PM
7/21 18:33

Option Volume

Detail
Current (07/21) 4,136
Calls: 3,522 (85%)
Puts: 614 (15%)
Prior (07/20) 2,671
Calls: 2,164 (81%)
Puts: 507 (19%)
Current vs Prior +54.85%
Calls: +62.75% (Calls)
Puts: +21.10% (Puts)
Prior 7-Day Total 49,846
Calls: 29,183 (59%)
Puts: 20,663 (41%)
Prior 7-Day Average 7,120
Calls: 4,169 (59%)
Puts: 2,951 (41%)
Current vs Prior 7-Day Avg -41.92%
Calls: -15.52%
Puts: -79.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $1.70M
Calls: $1.63M (96%)
Puts: $68.6K (4%)
Prior (07/20) $650.7K
Calls: $609.2K (94%)
Puts: $41.5K (6%)
Current vs Prior +160.58%
Calls: +167.07%
Puts: +65.27%
Prior 7-Day Total $8.56M
Calls: $5.67M (66%)
Puts: $2.89M (34%)
Prior 7-Day Average $1.22M
Calls: $810.3K (66%)
Puts: $412.3K (34%)
Current vs Prior 7-Day Avg +38.68%
Calls: +100.78%
Puts: -83.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.17
Prior (07/20) 0.23
Current vs Prior -25.59%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -75.86%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 54,682
Calls: 28,181 (52%)
Puts: 26,501 (48%)
Prior (07/20) 33,077
Calls: 25,984 (79%)
Puts: 7,093 (21%)
Current vs Prior +65.32%
Prior 7-Day Total 514,141
Calls: 359,416 (70%)
Puts: 154,725 (30%)
Prior 7-Day Average 73,448
Calls: 51,345 (70%)
Puts: 22,103 (30%)
Current vs Prior 7-Day Avg -25.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.49% | 13.27%28.51% | 32.47%
Prior 9.67% | 13.92%27.50% | 32.00%
Current vs Prior -12.23% | -4.72%+3.66% | +1.46%
Prior 7-Day Avg 8.79% | 13.17%10.50% | 28.52%
Current vs 7-Day Avg -3.44% | +0.73%+171.56% | +13.84%
Prior 7-Day Eod 9.67% | 13.92%27.50% | 32.00%
Current vs 7-Day Eod -12.23% | -4.72%+3.66% | +1.46%
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 96% of dollar volume in calls ($1.63M) vs puts ($68.6K). Massive premium surge with dollar volume up 161% vs prior. Above-average activity with volume up 55% vs prior. Extreme bullish P/C ratio of 0.17 - heavy call buying (3,522 calls vs 614 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 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 9 of results (avg 8.4%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 142.502.60$2.553.9%80.55133
$18.00Aug 143.904.20$4.057.4%10.73--
$17.50Aug 214.404.80$4.608.7%10.75--
$20.00Jul 311.601.75$1.688.9%230.64183
$19.50Jul 241.451.60$1.539.8%1780.77504
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 213.303.60$3.458.7%50.50--
$22.50Aug 73.203.50$3.359.0%10.55--
$17.00Aug 211.001.10$1.059.5%40.221
$20.50Aug 212.452.70$2.589.7%10.423

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 240.800.95$0.8817.0%1910.57187
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 240.800.95$0.8817.0%50.53--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.64, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.703.00$2.8510.5%90.9161
$19.00Jul 241.652.20$1.9328.5%10.83--
$19.50Jul 241.451.60$1.539.8%1780.77504
$17.50Aug 144.005.30$4.6528.0%10.76--
$17.50Aug 214.404.80$4.608.7%10.75--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 242.804.30$3.5542.3%10.88--
$22.00Jul 311.852.10$1.9812.6%130.621.4K
$22.50Aug 73.203.50$3.359.0%10.55--
$21.00Jul 240.800.95$0.8817.0%50.53--
$22.00Aug 213.303.60$3.458.7%50.50--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 1.4K, top 191)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 240.800.95$0.8817.0%1910.57187
$19.50Jul 241.451.60$1.539.8%1780.77504
$22.00Jul 240.250.35$0.3033.3%1210.27352
$21.00Jul 240.600.75$0.6822.1%1110.47207
$22.50Jul 240.150.25$0.2050.0%1010.20170
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 240.400.50$0.4522.2%820.333.1K
$17.50Jul 240.000.10$0.05200.0%290.05176
$18.50Jul 240.050.15$0.10100.0%290.101.0K
$18.00Jul 240.000.20$0.10200.0%170.09--
$17.00Jul 240.000.25$0.13192.3%150.0870

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 13.2%, max 47.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 24Aug 21128.6%112.4%14.5%641
$17.50Aug 14Aug 21123.1%115.0%7.1%2--
$23.50Jul 24Aug 21115.3%113.8%1.3%577
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 24Aug 21169.4%114.9%47.4%1971
$18.00Jul 24Aug 28123.4%110.5%11.7%19--
$17.50Jul 24Aug 28120.4%109.2%10.2%31176
$19.00Jul 24Aug 28110.3%109.8%0.5%1171

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 4.56, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.00Jul 31$0.18$0.82$0.184.56$23.18
$22.50$23.00Jul 31$0.12$0.38$0.123.17$22.62
$22.00$22.50Aug 7$0.12$0.38$0.123.17$22.12
$24.00$24.50Aug 7$0.12$0.38$0.123.17$24.12
$23.00$24.00Aug 7$0.25$0.75$0.253.00$23.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$18.50Jul 24$0.10$0.40$0.104.00$18.90
$17.50$17.00Aug 14$0.12$0.38$0.123.17$17.38
$19.50$19.00Jul 31$0.15$0.35$0.152.33$19.35
$18.50$18.00Aug 14$0.15$0.35$0.152.33$18.35
$20.00$19.50Jul 24$0.17$0.33$0.171.94$19.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 8.09, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$19.50Jul 24$0.40$0.40$0.104.00$19.40
$19.50$20.00Jul 24$0.35$0.35$0.152.33$19.85
$17.50$20.00Aug 21$1.60$1.60$0.901.78$19.10
$20.00$20.50Jul 24$0.30$0.30$0.201.50$20.30
$20.00$20.50Jul 31$0.28$0.28$0.221.27$20.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$21.00Jul 24$2.67$2.67$0.338.09$21.33
$22.00$20.50Jul 31$0.93$0.93$0.571.63$21.07
$22.00$20.50Aug 21$0.87$0.87$0.631.38$21.13
$22.50$20.00Aug 7$1.32$1.32$1.181.12$21.18
$21.00$20.50Jul 24$0.25$0.25$0.251.00$20.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.55, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 24Jul 31$0.22128.6%95.2%
$23.00Jul 24Jul 31$0.38107.2%93.2%
$22.50Jul 24Jul 31$0.45101.8%92.9%
$21.00Jul 24Jul 31$0.47107.0%89.8%
$21.50Jul 24Jul 31$0.47105.8%90.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Jul 31$0.13123.4%87.3%
$18.50Jul 24Jul 31$0.30105.3%95.3%
$19.00Jul 24Jul 31$0.30110.3%91.7%
$17.50Jul 24Jul 31$0.33120.4%118.0%
$19.50Jul 24Jul 31$0.37102.6%90.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 7.28% of stock, avg 16.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.50Jul 24$0.88$0.63$1.51$18.99$22.017.28%
$21.00Jul 24$0.68$0.88$1.56$19.44$22.567.53%
$20.00Jul 24$1.18$0.45$1.63$18.37$21.637.86%
$19.50Jul 24$1.53$0.28$1.81$17.69$21.318.73%
$19.00Jul 24$1.93$0.20$2.13$16.87$21.1310.27%
$20.50Jul 31$1.40$1.05$2.45$18.05$22.9511.82%
$20.00Jul 31$1.68$0.85$2.53$17.47$22.5312.20%
$22.00Jul 31$0.80$1.98$2.78$19.22$24.7813.41%
$18.00Jul 24$2.85$0.10$2.95$15.05$20.9514.23%
$24.00Jul 24$0.13$3.55$3.68$20.32$27.6817.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 1.21% of stock, avg 10.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.50Jul 24$0.15$0.10$0.25$18.25$23.25
$22.50$18.50Jul 24$0.20$0.10$0.30$18.20$22.80
$23.00$19.00Jul 24$0.15$0.20$0.35$18.65$23.35
$22.00$18.50Jul 24$0.30$0.10$0.40$18.10$22.40
$22.50$19.00Jul 24$0.20$0.20$0.40$18.60$22.90
$23.00$19.50Jul 24$0.15$0.28$0.43$19.07$23.43
$22.50$19.50Jul 24$0.20$0.28$0.48$19.02$22.98
$22.00$19.00Jul 24$0.30$0.20$0.50$18.50$22.50
$21.50$18.50Jul 24$0.48$0.10$0.58$17.92$22.08
$22.00$19.50Jul 24$0.30$0.28$0.58$18.92$22.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 77 found (best R:R 6.69, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
19/2021/22Aug 21$0.87$0.136.69$19.13$21.87
18/1920/20Jul 24$0.40$0.104.00$18.60$20.40
17/1822/22Jul 31$0.40$0.104.00$17.10$21.90
20/2021/22Jul 31$0.40$0.104.00$19.60$21.40
18/1822/22Aug 14$0.40$0.104.00$17.60$21.90
18/1821/22Aug 14$0.40$0.104.00$18.10$21.40
18/1822/22Aug 21$0.40$0.104.00$18.10$22.40
20/2022/22Aug 21$0.40$0.104.00$20.10$22.40
20/2021/22Jul 24$0.38$0.123.17$20.12$21.38
17/1821/22Aug 21$0.75$0.253.00$17.25$21.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 9.42, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.50$20.00$20.50Jul 24$0.05$0.459.00
$21.00$21.50$22.00Jul 31$0.05$0.459.00
$21.50$22.00$22.50Aug 7$0.06$0.447.33
$21.00$21.50$22.00Aug 7$0.07$0.436.14
$21.50$22.00$22.50Jul 24$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.50$20.00$22.50Aug 7$0.24$2.269.42
$18.50$19.00$19.50Jul 31$0.05$0.459.00
$19.00$19.50$20.00Jul 31$0.05$0.459.00
$20.00$20.50$21.00Jul 24$0.07$0.436.14
$19.00$19.50$20.00Jul 24$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-1.05, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$21.001:2Aug 14-$1.05$1.95
$17.50$20.001:2Aug 21-$1.40$1.10
$23.00$24.001:2Jul 31-$0.17$0.83
$22.00$22.501:2Jul 24-$0.10$0.40
$22.50$23.001:2Jul 24-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Aug 7-$0.71$1.79
$22.00$20.501:2Jul 31-$0.12$1.38
$18.50$18.001:2Jul 31-$0.06$0.44
$18.50$18.001:2Jul 24-$0.10$0.40
$20.00$19.501:2Jul 24-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 12.06%, avg 6.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 14$2.500.551.3%12.06%13.36%8133
$21.00Aug 21$2.450.561.3%11.82%13.12%1015
$21.00Aug 7$2.200.571.3%10.61%11.92%2256
$21.50Aug 14$2.150.523.7%10.37%14.09%1--
$22.00Aug 21$2.100.506.1%10.13%16.26%1--
$22.00Aug 14$2.000.496.1%9.65%15.77%2--
$21.50Aug 7$1.950.533.7%9.41%13.12%2--
$22.50Aug 21$1.900.478.5%9.17%17.70%8709
$23.00Aug 28$1.800.4610.9%8.68%19.63%1--
$22.00Aug 7$1.750.496.1%8.44%14.57%5--

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 3,522
Total Puts 614
Put/Call Ratio 0.17
Net Difference 2,908

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,183
Total Puts 20,663
Average Put/Call Ratio 0.72
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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