Tour v397
FSLY
FASTLY INC A
$20.24 +4.17%
$20.21 (-0.15%)🌙
as of 07/25 02:28 AM
7/24 02:28

Option Volume

Detail
Current (07/25) 6,596
Calls: 5,653 (86%)
Puts: 943 (14%)
Prior (07/23) 4,906
Calls: 2,769 (56%)
Puts: 2,137 (44%)
Current vs Prior +34.45%
Calls: +104.15% (Calls)
Puts: -55.87% (Puts)
Prior 7-Day Total 45,845
Calls: 25,965 (57%)
Puts: 19,880 (43%)
Prior 7-Day Average 6,549
Calls: 3,709 (57%)
Puts: 2,840 (43%)
Current vs Prior 7-Day Avg +0.71%
Calls: +52.40%
Puts: -66.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/25) $1.63M
Calls: $1.51M (93%)
Puts: $119.9K (7%)
Prior (07/23) $1.70M
Calls: $1.37M (81%)
Puts: $324.6K (19%)
Current vs Prior -4.10%
Calls: +9.87%
Puts: -63.07%
Prior 7-Day Total $10.19M
Calls: $7.21M (71%)
Puts: $2.98M (29%)
Prior 7-Day Average $1.46M
Calls: $1.03M (71%)
Puts: $425.1K (29%)
Current vs Prior 7-Day Avg +11.69%
Calls: +46.15%
Puts: -71.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 0.17
Prior (07/23) 0.77
Current vs Prior -78.39%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -77.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/25) 51,003
Calls: 38,402 (75%)
Puts: 12,601 (25%)
Prior (07/23) 41,067
Calls: 31,608 (77%)
Puts: 9,459 (23%)
Current vs Prior +24.19%
Prior 7-Day Total 404,340
Calls: 287,188 (71%)
Puts: 117,152 (29%)
Prior 7-Day Average 57,762
Calls: 41,026 (71%)
Puts: 16,736 (29%)
Current vs Prior 7-Day Avg -11.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.77% | 23.22%26.24% | 31.27%
Prior 5.71% | 11.58%25.78% | 31.81%
Current vs Prior +88.54% | +100.53%+1.75% | -1.67%
Prior 7-Day Avg 7.81% | 12.56%18.07% | 29.83%
Current vs 7-Day Avg +37.90% | +84.86%+45.17% | +4.85%
Prior 7-Day Eod 5.71% | 11.58%25.78% | 31.81%
Current vs 7-Day Eod +88.54% | +100.53%+1.75% | -1.67%
Sentiment BEARISHBEARISH

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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($1.51M) vs puts ($119.9K). Extreme bullish P/C ratio of 0.17 - heavy call buying (5,653 calls vs 943 puts). P/C ratio dropping 78% - sentiment shifting bullish. Call-heavy open interest (38,402 calls vs 12,601 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 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 -- 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. 1 found (avg $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 310.800.95$0.8817.0%290.49--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 311.804.20$3.0080.0%10.88--
$18.00Jul 311.502.90$2.2063.6%20.84--
$16.50Jul 243.005.20$4.1053.7%60.84--
$16.50Aug 74.205.40$4.8025.0%10.84--
$19.50Jul 240.401.35$0.88108.0%160.83599
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 241.304.30$2.80107.1%10.961
$22.00Jul 240.502.95$1.73141.6%20.94--
$21.50Jul 240.203.10$1.65175.8%30.9314
$21.00Jul 240.051.85$0.95189.5%220.911.5K
$22.50Jul 241.003.40$2.20109.1%60.90--

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 4.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 310.600.75$0.6822.1%1.2K0.41111
$21.50Jul 240.000.05$0.03166.7%3550.07829
$20.50Jul 240.000.40$0.20200.0%3000.37434
$21.50Jul 310.450.60$0.5328.3%2300.3446
$21.00Jul 240.000.05$0.03166.7%2070.09218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 141.802.40$2.1028.6%860.3817
$20.00Aug 142.052.40$2.2215.8%860.4110
$19.00Jul 310.350.55$0.4544.4%650.28--
$17.50Jul 310.100.25$0.1883.3%510.1216
$20.00Jul 240.000.25$0.13192.3%470.343.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 776.7%, max 2113.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 24Aug 72954.2%133.5%2113.4%7--
$18.50Jul 24Jul 311623.2%90.9%1686.0%7--
$23.50Jul 24Jul 311568.7%93.2%1583.0%1241
$24.00Jul 24Aug 211808.5%107.6%1580.6%747
$18.00Jul 24Aug 71780.7%142.7%1147.9%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 24Sep 41436.5%103.7%1285.1%4773
$22.50Jul 24Jul 311072.8%93.2%1050.5%1722
$23.00Jul 24Aug 21973.5%114.2%752.5%21
$22.00Jul 24Jul 31695.7%89.7%675.7%4--
$20.50Jul 24Aug 28525.1%102.1%414.4%1720

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 4.56, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$20.00Aug 14$0.18$0.82$0.184.56$19.18
$18.00$18.50Jul 31$0.10$0.40$0.104.00$18.10
$22.00$23.00Aug 14$0.23$0.77$0.233.35$22.23
$22.00$22.50Aug 21$0.12$0.38$0.123.17$22.12
$23.00$24.00Aug 7$0.25$0.75$0.253.00$23.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.00$17.50Aug 21$0.10$0.40$0.104.00$17.90
$18.50$18.00Jul 31$0.11$0.39$0.113.55$18.39
$19.00$18.50Jul 31$0.12$0.38$0.123.17$18.88
$20.00$19.50Aug 14$0.12$0.38$0.123.17$19.88
$20.00$19.50Aug 7$0.13$0.37$0.132.85$19.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 14.00, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$18.00Aug 7$1.40$1.40$0.1014.00$17.90
$21.00$21.50Aug 21$0.40$0.40$0.104.00$21.40
$18.50$19.00Jul 24$0.38$0.38$0.123.17$18.88
$19.50$20.00Jul 24$0.38$0.38$0.123.17$19.88
$22.50$23.00Aug 28$0.37$0.37$0.132.85$22.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$21.00Jul 31$0.73$0.73$0.272.70$21.27
$20.50$20.00Aug 28$0.35$0.35$0.152.33$20.15
$20.00$19.50Aug 21$0.33$0.33$0.171.94$19.67
$21.00$20.50Jul 31$0.32$0.32$0.181.78$20.68
$23.00$20.50Aug 7$1.60$1.60$0.901.78$21.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.54, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 24Jul 31$0.17973.5%87.6%
$22.50Jul 24Jul 31$0.251072.8%93.2%
$22.00Jul 24Jul 31$0.37695.7%89.7%
$19.00Jul 24Jul 31$0.401436.5%89.0%
$18.50Jul 24Jul 31$0.421623.2%90.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Jul 24Jul 31$0.071436.5%89.0%
$22.50Jul 24Jul 31$0.101072.8%93.2%
$20.50Jul 24Jul 31$0.40525.1%87.4%
$22.00Jul 24Jul 31$0.40695.7%89.7%
$21.00Jul 24Jul 31$0.45378.4%87.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 3.11% of stock, avg 13.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 24$0.50$0.13$0.63$19.37$20.633.11%
$20.50Jul 24$0.20$0.68$0.88$19.62$21.384.35%
$19.50Jul 24$0.88$0.08$0.96$18.54$20.464.74%
$21.00Jul 24$0.03$0.95$0.98$20.02$21.984.84%
$19.00Jul 24$1.30$0.38$1.68$17.32$20.688.30%
$21.50Jul 24$0.03$1.65$1.68$19.82$23.188.30%
$22.00Jul 24$0.03$1.73$1.76$20.24$23.768.70%
$20.00Jul 31$1.10$0.80$1.90$18.10$21.909.39%
$20.50Jul 31$0.88$1.08$1.96$18.54$22.469.68%
$19.50Jul 31$1.40$0.63$2.03$17.47$21.5310.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.54% of stock, avg 12.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$21.00$19.50Jul 24$0.03$0.08$0.11$19.39$21.11
$22.50$19.50Jul 24$0.08$0.08$0.16$19.34$22.66
$21.00$20.00Jul 24$0.03$0.13$0.16$19.84$21.16
$23.50$19.50Jul 24$0.13$0.08$0.21$19.29$23.71
$22.50$20.00Jul 24$0.08$0.13$0.21$19.79$22.71
$24.00$19.50Jul 24$0.15$0.08$0.23$19.27$24.23
$23.50$20.00Jul 24$0.13$0.13$0.26$19.74$23.76
$20.50$19.50Jul 24$0.20$0.08$0.28$19.22$20.78
$24.00$20.00Jul 24$0.15$0.13$0.28$19.72$24.28
$20.50$20.00Jul 24$0.20$0.13$0.33$19.67$20.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 6.14, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2222/23Jul 31$0.86$0.146.14$21.14$23.36
18/2022/23Aug 28$0.85$0.155.67$18.65$23.35
18/2020/22Aug 14$1.67$0.335.06$17.83$21.67
18/2022/23Aug 14$0.83$0.174.88$18.67$22.83
20/2023/24Aug 7$0.82$0.184.56$19.68$23.82
17/1820/22Aug 14$1.64$0.364.56$16.86$21.64
19/2020/20Aug 7$0.39$0.113.55$19.11$20.39
17/1820/21Aug 21$0.39$0.113.55$17.11$20.89
18/1820/21Aug 21$0.39$0.113.55$18.11$20.89
18/1920/21Aug 21$0.39$0.113.55$18.61$20.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 24$0.05$0.459.00
$20.50$21.00$21.50Jul 31$0.05$0.459.00
$21.50$22.00$22.50Jul 31$0.06$0.447.33
$19.50$20.00$20.50Jul 24$0.08$0.425.25
$19.50$20.00$20.50Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.00$17.50$18.00Jul 31$0.06$0.447.33
$18.50$19.00$19.50Jul 31$0.06$0.447.33
$17.50$18.00$18.50Jul 31$0.07$0.436.14
$17.50$18.00$18.50Aug 28$0.07$0.436.14
$19.50$20.00$20.50Jul 31$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.56, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$22.001:2Aug 14-$0.66$1.34
$22.50$23.001:2Jul 31-$0.07$0.43
$19.50$20.001:2Jul 24-$0.12$0.38
$23.50$24.001:2Jul 31-$0.12$0.38
$22.00$22.501:2Jul 24-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$20.001:2Aug 21-$0.56$2.44
$19.00$17.001:2Aug 7-$0.08$1.92
$23.00$20.501:2Aug 7-$0.80$1.70
$18.50$17.001:2Aug 14-$0.36$1.14
$18.50$18.001:2Jul 31-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 11.86%, avg 5.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Sep 4$2.400.543.8%11.86%15.61%1--
$20.50Aug 21$2.200.551.3%10.87%12.15%1--
$21.00Aug 21$2.050.523.8%10.13%13.88%1038
$20.50Aug 7$2.000.551.3%9.88%11.17%86106
$22.00Aug 21$1.700.468.7%8.40%17.09%32--
$22.50Aug 21$1.650.4411.2%8.15%19.32%10679
$22.50Aug 28$1.650.4611.2%8.15%19.32%1--
$21.50Aug 7$1.500.486.2%7.41%13.64%55
$21.50Aug 21$1.500.486.2%7.41%13.64%25
$22.00Aug 14$1.400.478.7%6.92%15.61%127

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 5,653
Total Puts 943
Put/Call Ratio 0.17
Net Difference 4,710

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 25,965
Total Puts 19,880
Average Put/Call Ratio 0.74
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All