Tour v394
FSLY
FASTLY INC A
$19.43 -5.03%
7/23 18:34

Option Volume

Detail
Current (07/23) 4,906
Calls: 2,769 (56%)
Puts: 2,137 (44%)
Prior (07/22) 2,564
Calls: 2,008 (78%)
Puts: 556 (22%)
Current vs Prior +91.34%
Calls: +37.90% (Calls)
Puts: +284.35% (Puts)
Prior 7-Day Total 45,537
Calls: 27,149 (60%)
Puts: 18,388 (40%)
Prior 7-Day Average 6,505
Calls: 3,878 (60%)
Puts: 2,626 (40%)
Current vs Prior 7-Day Avg -24.58%
Calls: -28.61%
Puts: -18.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $1.70M
Calls: $1.37M (81%)
Puts: $324.6K (19%)
Prior (07/22) $1.06M
Calls: $942.3K (89%)
Puts: $118.0K (11%)
Current vs Prior +59.87%
Calls: +45.44%
Puts: +175.11%
Prior 7-Day Total $9.81M
Calls: $7.09M (72%)
Puts: $2.72M (28%)
Prior 7-Day Average $1.40M
Calls: $1.01M (72%)
Puts: $389.2K (28%)
Current vs Prior 7-Day Avg +20.95%
Calls: +35.39%
Puts: -16.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.77
Prior (07/22) 0.28
Current vs Prior +178.72%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +17.70%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/23) 41,067
Calls: 31,608 (77%)
Puts: 9,459 (23%)
Prior (07/22) 43,043
Calls: 37,194 (86%)
Puts: 5,849 (14%)
Current vs Prior -4.59%
Prior 7-Day Total 440,221
Calls: 309,815 (70%)
Puts: 130,406 (30%)
Prior 7-Day Average 62,888
Calls: 44,259 (70%)
Puts: 18,629 (30%)
Current vs Prior 7-Day Avg -34.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.71% | 11.58%25.78% | 31.81%
Prior 7.38% | 12.37%27.18% | 31.52%
Current vs Prior -22.59% | -6.35%-5.12% | +0.89%
Prior 7-Day Avg 8.25% | 12.83%15.64% | 29.34%
Current vs 7-Day Avg -30.71% | -9.73%+64.87% | +8.42%
Prior 7-Day Eod 7.38% | 12.37%27.18% | 31.52%
Current vs 7-Day Eod -22.59% | -6.35%-5.12% | +0.89%
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 81% of dollar volume in calls ($1.37M) vs puts ($324.6K). Elevated premium activity with dollar volume up 60% vs prior. Above-average activity with volume up 91% vs prior. P/C ratio rising 179% - increased hedging/bearish 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 NEUTRAL
Prior BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.67, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 241.003.40$2.20109.1%30.896
$16.00Jul 242.604.40$3.5051.4%20.86--
$17.00Jul 241.654.30$2.9789.2%20.84--
$16.50Jul 241.904.50$3.2081.2%70.831
$18.50Jul 240.451.20$0.8390.4%350.743
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 241.501.85$1.6820.8%1.6K0.928
$22.50Jul 242.304.60$3.4566.7%10.90--
$20.50Jul 240.802.20$1.5093.3%10.8320
$21.50Jul 241.252.25$1.7557.1%10.8314
$20.00Jul 240.600.95$0.7745.5%260.653.2K

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 2.5K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 240.000.25$0.13192.3%930.13442
$20.50Jul 240.000.25$0.13192.3%740.21363
$23.00Jul 240.000.25$0.13192.3%600.11--
$21.00Jul 240.000.15$0.08187.5%380.13224
$18.50Jul 240.451.20$0.8390.4%350.743
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 241.501.85$1.6820.8%1.6K0.928
$19.50Jul 310.901.15$1.0224.5%950.4887
$16.50Aug 140.751.15$0.9542.1%500.23--
$18.00Aug 71.251.95$1.6043.7%400.35--
$20.00Jul 240.600.95$0.7745.5%260.653.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 39.2%, max 129.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Jul 24Aug 28253.1%110.5%129.0%6131
$22.00Jul 24Aug 21203.1%108.2%87.8%94442
$22.50Jul 24Aug 21228.7%125.5%82.2%19687
$17.50Jul 24Aug 21184.7%111.1%66.2%6280
$18.50Jul 24Aug 21182.6%111.4%63.9%363
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Jul 24Aug 21182.6%111.4%63.9%722
$16.00Aug 7Aug 28145.4%111.5%30.4%438
$16.50Aug 7Aug 14135.9%124.5%9.1%552
$20.00Jul 24Aug 21127.1%120.7%5.3%273.2K
$19.00Jul 24Aug 21113.3%113.3%0.0%198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 5.67, avg 2.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$21.50Aug 7$0.15$0.85$0.155.67$20.65
$21.00$22.00Aug 14$0.17$0.83$0.174.88$21.17
$19.50$20.00Jul 24$0.10$0.40$0.104.00$19.60
$21.00$21.50Jul 31$0.10$0.40$0.104.00$21.10
$22.50$23.00Aug 7$0.12$0.38$0.123.17$22.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.50$17.00Aug 7$0.10$0.40$0.104.00$17.40
$19.50$19.00Aug 7$0.10$0.40$0.104.00$19.40
$18.00$17.00Jul 31$0.23$0.77$0.233.35$17.77
$20.00$19.50Jul 31$0.13$0.37$0.132.85$19.87
$19.50$19.00Jul 24$0.15$0.35$0.152.33$19.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 4.00, avg 1.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$19.50Aug 7$0.40$0.40$0.104.00$19.40
$22.50$23.00Aug 21$0.36$0.36$0.142.57$22.86
$19.00$19.50Jul 24$0.33$0.33$0.171.94$19.33
$16.00$16.50Jul 24$0.30$0.30$0.201.50$16.30
$20.00$21.00Aug 21$0.50$0.50$0.501.00$20.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$19.50Jul 24$0.39$0.39$0.113.55$19.61
$18.00$17.50Aug 7$0.35$0.35$0.152.33$17.65
$19.00$18.50Jul 31$0.33$0.33$0.171.94$18.67
$19.00$18.50Aug 21$0.30$0.30$0.201.50$18.70
$22.00$20.00Aug 21$1.20$1.20$0.801.50$20.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.74, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Jul 24Jul 31$0.15206.0%90.3%
$22.00Jul 24Jul 31$0.15203.1%92.3%
$23.00Jul 24Jul 31$0.15253.1%111.6%
$21.00Jul 24Jul 31$0.37124.2%88.8%
$20.00Jul 24Jul 31$0.48127.1%89.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Aug 7Aug 14$0.07135.9%124.5%
$16.00Aug 7Aug 28$0.25145.4%111.5%
$18.50Jul 24Jul 31$0.30182.6%89.7%
$20.00Jul 24Jul 31$0.38127.1%89.3%
$19.50Jul 24Jul 31$0.6498.2%88.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 4.01% of stock, avg 15.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Jul 24$0.40$0.38$0.78$18.72$20.284.01%
$19.00Jul 24$0.73$0.23$0.96$18.04$19.964.94%
$20.00Jul 24$0.30$0.77$1.07$18.93$21.075.51%
$18.50Jul 24$0.83$0.30$1.13$17.37$19.635.82%
$20.50Jul 24$0.13$1.50$1.63$18.87$22.138.39%
$21.00Jul 24$0.08$1.68$1.76$19.24$22.769.06%
$20.00Jul 31$0.78$1.15$1.93$18.07$21.939.93%
$21.50Jul 24$0.20$1.75$1.95$19.55$23.4510.04%
$19.00Jul 31$1.23$0.93$2.16$16.84$21.1611.12%
$22.50Jul 24$0.13$3.45$3.58$18.92$26.0818.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 1.60% of stock, avg 11.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$19.00Jul 24$0.08$0.23$0.31$18.69$21.31
$20.50$19.00Jul 24$0.13$0.23$0.36$18.64$20.86
$22.00$19.00Jul 24$0.13$0.23$0.36$18.64$22.36
$21.00$18.50Jul 24$0.08$0.30$0.38$18.12$21.38
$20.50$18.50Jul 24$0.13$0.30$0.43$18.07$20.93
$21.50$19.00Jul 24$0.20$0.23$0.43$18.57$21.93
$22.00$18.50Jul 24$0.13$0.30$0.43$18.07$22.43
$21.00$19.50Jul 24$0.08$0.38$0.46$19.04$21.46
$21.50$18.50Jul 24$0.20$0.30$0.50$18.00$22.00
$22.00$17.00Jul 31$0.28$0.22$0.50$16.50$22.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 22 found (best R:R 4.00, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1920/21Aug 21$0.80$0.204.00$18.20$20.80
16/1722/23Aug 7$0.39$0.113.55$16.61$22.89
20/2222/23Aug 21$1.56$0.443.55$20.44$24.06
18/1921/22Aug 21$0.75$0.253.00$18.25$21.75
20/2020/22Aug 7$0.70$0.302.33$19.30$21.20
17/1819/20Jul 31$0.68$0.322.12$17.32$19.68
18/1920/22Aug 7$0.68$0.322.12$18.32$21.18
18/1920/21Jul 31$0.66$0.341.94$18.34$20.66
19/2020/20Jul 24$0.32$0.181.78$19.18$20.32
16/1820/23Aug 28$1.55$0.951.63$16.45$22.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 7.33, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$20.00$21.00Jul 31$0.12$0.887.33
$16.00$16.50$17.00Jul 24$0.07$0.436.14
$21.50$22.00$22.50Jul 24$0.07$0.436.14
$20.00$20.50$21.00Jul 24$0.12$0.383.17
$20.50$21.00$21.50Jul 24$0.17$0.331.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$18.00$18.50$19.00Jul 31$0.18$0.321.78
$18.50$19.00$19.50Jul 24$0.22$0.281.27
$16.00$16.50$17.00Aug 7$0.22$0.281.27
$19.00$19.50$20.00Jul 24$0.24$0.261.08
$17.00$17.50$18.00Aug 7$0.25$0.251.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.23, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.50$23.001:2Aug 28-$0.83$1.67
$20.00$21.001:2Jul 31-$0.12$0.88
$22.00$23.001:2Jul 31-$0.28$0.72
$19.00$20.001:2Jul 31-$0.33$0.67
$21.50$22.001:2Jul 24-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$16.001:2Aug 28-$0.23$1.77
$19.50$19.001:2Jul 24-$0.08$0.42
$22.00$20.001:2Aug 21-$1.65$0.35
$19.00$18.501:2Jul 31-$0.27$0.23
$18.50$18.001:2Jul 31-$0.30$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 11.32%, avg 5.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.00Aug 21$2.200.532.9%11.32%14.26%19--
$21.00Sep 4$2.050.518.1%10.55%18.63%1--
$20.50Aug 28$1.750.525.5%9.01%14.51%2--
$20.00Aug 7$1.650.512.9%8.49%11.43%974
$20.50Aug 14$1.600.515.5%8.23%13.74%1--
$21.00Aug 21$1.600.468.1%8.23%16.31%238
$19.50Aug 7$1.500.530.4%7.72%8.08%2--
$20.50Aug 7$1.450.475.5%7.46%12.97%2105
$21.00Aug 14$1.450.488.1%7.46%15.54%12135
$22.50Aug 21$1.250.4015.8%6.43%22.23%12687

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 2,769
Total Puts 2,137
Put/Call Ratio 0.77
Net Difference 632

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,149
Total Puts 18,388
Average Put/Call Ratio 0.66
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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