Tour v388
FSLY
FASTLY INC A
$20.46 -1.30%
$20.20 (-1.29%)🌙
as of 07/22 07:25 PM
7/22 19:25

Option Volume

Detail
Current (07/22) 2,564
Calls: 2,008 (78%)
Puts: 556 (22%)
Prior (07/21) 4,136
Calls: 3,522 (85%)
Puts: 614 (15%)
Current vs Prior -38.01%
Calls: -42.99% (Calls)
Puts: -9.45% (Puts)
Prior 7-Day Total 47,590
Calls: 28,960 (61%)
Puts: 18,630 (39%)
Prior 7-Day Average 6,798
Calls: 4,137 (61%)
Puts: 2,661 (39%)
Current vs Prior 7-Day Avg -62.29%
Calls: -51.46%
Puts: -79.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $1.06M
Calls: $942.3K (89%)
Puts: $118.0K (11%)
Prior (07/21) $1.70M
Calls: $1.63M (96%)
Puts: $68.6K (4%)
Current vs Prior -37.46%
Calls: -42.08%
Puts: +72.04%
Prior 7-Day Total $9.57M
Calls: $6.81M (71%)
Puts: $2.76M (29%)
Prior 7-Day Average $1.37M
Calls: $972.2K (71%)
Puts: $394.7K (29%)
Current vs Prior 7-Day Avg -22.43%
Calls: -3.08%
Puts: -70.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.28
Prior (07/21) 0.17
Current vs Prior +58.83%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -57.14%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 43,043
Calls: 37,194 (86%)
Puts: 5,849 (14%)
Prior (07/21) 54,682
Calls: 28,181 (52%)
Puts: 26,501 (48%)
Current vs Prior -21.28%
Prior 7-Day Total 505,578
Calls: 334,107 (66%)
Puts: 171,471 (34%)
Prior 7-Day Average 72,225
Calls: 47,729 (66%)
Puts: 24,495 (34%)
Current vs Prior 7-Day Avg -40.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.38% | 12.37%27.18% | 31.52%
Prior 8.49% | 13.27%28.51% | 32.47%
Current vs Prior -13.07% | -6.79%-4.68% | -2.90%
Prior 7-Day Avg 8.52% | 13.02%13.09% | 28.96%
Current vs 7-Day Avg -13.43% | -5.05%+107.59% | +8.87%
Prior 7-Day Eod 8.49% | 13.27%28.51% | 32.47%
Current vs 7-Day Eod -13.07% | -6.79%-4.68% | -2.90%
Sentiment BULLISHBULLISH

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 89% of dollar volume in calls ($942.3K) vs puts ($118.0K). Extreme bullish P/C ratio of 0.28 - heavy call buying (2,008 calls vs 556 puts). P/C ratio rising 59% - increased hedging/bearish positioning. Call-heavy open interest (37,194 calls vs 5,849 puts) suggests bullish positioning.

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 BULLISH
Prior NEUTRAL
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 8.4%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 212.853.10$2.988.4%210.60643
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 $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 240.800.95$0.8817.0%90.64150
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 21 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.203.30$2.7540.0%180.9659
$17.00Jul 243.004.20$3.6033.3%10.95--
$16.50Jul 243.404.80$4.1034.1%10.93--
$18.00Jul 312.403.20$2.8028.6%180.85161
$19.00Jul 241.302.00$1.6542.4%130.8470
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 243.003.90$3.4526.1%20.89--
$21.50Jul 241.201.35$1.2711.8%40.73--

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 1.1K, top 101)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 311.101.25$1.1812.7%1010.54--
$20.50Aug 72.102.45$2.2815.4%1010.56--
$22.00Jul 240.100.25$0.1883.3%870.20415
$23.50Jul 310.250.40$0.3345.5%740.2029
$24.00Aug 141.201.50$1.3522.2%680.3744
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 71.852.10$1.9812.6%510.4143
$19.50Aug 71.551.85$1.7017.6%500.38--
$20.00Jul 310.801.00$0.9022.2%330.4053
$19.50Jul 310.600.80$0.7028.6%280.3387
$20.00Jul 240.350.45$0.4025.0%250.363.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 20.1%, max 47.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 24Aug 21168.4%113.9%47.8%6--
$19.50Jul 24Jul 31108.3%92.3%17.3%15602
$18.00Jul 24Jul 31104.1%90.0%15.7%36220
$23.00Jul 24Aug 21126.9%113.4%11.9%8684
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 24Aug 28140.4%115.0%22.1%7--
$17.00Aug 7Aug 28137.8%113.0%21.9%7--
$21.00Aug 14Aug 28119.7%102.7%16.5%141
$18.50Jul 24Aug 28120.3%112.2%7.2%7--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 6.50, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.50$22.00Jul 31$0.12$0.38$0.123.17$21.62
$22.50$23.00Jul 31$0.13$0.37$0.132.85$22.63
$21.00$21.50Aug 21$0.14$0.36$0.142.57$21.14
$23.00$24.00Aug 21$0.28$0.72$0.282.57$23.28
$21.00$21.50Jul 24$0.15$0.35$0.152.33$21.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$17.50Jul 31$0.20$1.30$0.206.50$18.80
$20.00$19.00Jul 24$0.25$0.75$0.253.00$19.75
$17.00$16.50Aug 21$0.15$0.35$0.152.33$16.85
$19.50$19.00Jul 31$0.17$0.33$0.171.94$19.33
$17.50$17.00Aug 21$0.17$0.33$0.171.94$17.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 6.81, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$18.00Jul 24$0.85$0.85$0.155.67$17.85
$18.00$19.50Jul 31$1.10$1.10$0.402.75$19.10
$19.50$20.00Jul 24$0.35$0.35$0.152.33$19.85
$17.50$20.00Aug 21$1.47$1.47$1.031.43$18.97
$19.50$20.00Jul 31$0.27$0.27$0.231.17$19.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$21.50Jul 24$2.18$2.18$0.326.81$21.82
$21.50$20.50Jul 24$0.64$0.64$0.361.78$20.86
$20.00$19.50Aug 7$0.28$0.28$0.221.27$19.72
$21.00$20.00Aug 14$0.55$0.55$0.451.22$20.45
$21.00$19.00Aug 28$1.05$1.05$0.951.11$19.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.59, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 24Jul 31$0.20168.4%103.7%
$23.00Jul 24Jul 31$0.30126.9%93.3%
$22.50Jul 24Jul 31$0.43109.4%94.5%
$22.00Jul 24Jul 31$0.45110.3%91.5%
$19.50Jul 24Jul 31$0.47108.3%92.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.00Aug 7Aug 21$0.25137.8%116.0%
$17.50Jul 24Jul 31$0.28140.4%112.5%
$19.00Jul 24Jul 31$0.38111.7%92.4%
$21.00Aug 14Aug 28$0.38119.7%102.7%
$20.50Jul 24Jul 31$0.47105.0%88.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 6.16% of stock, avg 14.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.50Jul 24$0.63$0.63$1.26$19.24$21.766.16%
$20.00Jul 24$0.88$0.40$1.28$18.72$21.286.26%
$21.50Jul 24$0.25$1.27$1.52$19.98$23.027.43%
$19.00Jul 24$1.65$0.15$1.80$17.20$20.808.80%
$20.50Jul 31$1.18$1.10$2.28$18.22$22.7811.14%
$20.00Jul 31$1.43$0.90$2.33$17.67$22.3311.39%
$19.50Jul 31$1.70$0.70$2.40$17.10$21.9011.73%
$18.00Jul 24$2.75$0.03$2.78$15.22$20.7813.59%
$24.00Jul 24$0.13$3.45$3.58$20.42$27.5817.50%
$20.00Aug 7$2.55$1.98$4.53$15.47$24.5322.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 0.73% of stock, avg 9.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.50$17.50Jul 24$0.10$0.05$0.15$17.35$22.65
$23.00$17.50Jul 24$0.10$0.05$0.15$17.35$23.15
$22.50$18.50Jul 24$0.10$0.10$0.20$18.30$22.70
$23.00$18.50Jul 24$0.10$0.10$0.20$18.30$23.20
$22.00$17.50Jul 24$0.18$0.05$0.23$17.27$22.23
$22.50$19.00Jul 24$0.10$0.15$0.25$18.75$22.75
$23.00$19.00Jul 24$0.10$0.15$0.25$18.75$23.25
$22.00$18.50Jul 24$0.18$0.10$0.28$18.22$22.28
$21.50$17.50Jul 24$0.25$0.05$0.30$17.20$21.80
$22.00$19.00Jul 24$0.18$0.15$0.33$18.67$22.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 4.00, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
19/2020/21Jul 31$0.40$0.104.00$19.10$20.90
20/2124/24Aug 14$0.80$0.204.00$20.20$24.30
17/1822/22Aug 21$0.40$0.104.00$17.10$21.90
20/2022/23Aug 21$0.40$0.104.00$20.10$22.90
18/1921/22Aug 21$0.39$0.113.55$18.61$21.39
19/2023/24Aug 21$0.78$0.223.55$19.22$23.78
20/2021/22Jul 24$0.38$0.123.17$20.12$21.38
16/1722/22Aug 21$0.38$0.123.17$16.62$21.88
18/1920/21Aug 21$0.76$0.243.17$18.24$20.76
20/2022/22Aug 21$0.38$0.123.17$20.12$22.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Jul 31$0.06$0.447.33
$19.00$19.50$20.00Jul 24$0.07$0.436.14
$23.00$23.50$24.00Jul 31$0.07$0.436.14
$20.50$21.00$21.50Jul 24$0.08$0.425.25
$21.00$21.50$22.00Jul 24$0.08$0.425.25
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$18.00$18.50$19.00Aug 21$0.08$0.425.25
$17.50$18.00$18.50Jul 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. 26 found (best net $-0.07, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$24.001:2Aug 7-$0.07$2.93
$21.00$23.001:2Aug 14-$0.93$1.07
$17.50$20.001:2Aug 21-$1.51$0.99
$18.00$19.501:2Jul 31-$0.60$0.90
$23.00$24.001:2Jul 24-$0.16$0.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.00$17.501:2Jul 31-$0.13$1.37
$21.00$19.001:2Aug 28-$0.98$1.02
$19.50$18.001:2Aug 7-$0.66$0.84
$18.00$17.001:2Aug 7-$0.48$0.52
$19.00$18.501:2Jul 24-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 11.24%, avg 5.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 21$2.300.552.6%11.24%13.88%1523
$21.00Aug 14$2.200.552.6%10.75%13.39%5--
$20.50Aug 7$2.100.560.2%10.26%10.46%101--
$21.50Aug 21$2.100.525.1%10.26%15.35%5--
$21.00Aug 7$2.000.532.6%9.78%12.41%3--
$22.00Aug 21$1.900.497.5%9.29%16.81%2--
$22.50Aug 21$1.750.4610.0%8.55%18.52%30709
$23.00Aug 21$1.600.4312.4%7.82%20.23%1--
$23.00Aug 14$1.500.4212.4%7.33%19.75%224
$23.50Aug 14$1.350.4114.9%6.60%21.46%115

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 2,008
Total Puts 556
Put/Call Ratio 0.28
Net Difference 1,452

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,960
Total Puts 18,630
Average Put/Call Ratio 0.65
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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