Tour v422
FSLY
FASTLY INC A
$20.04 -0.99%
$20.05 (+0.05%)🌙
as of 07/27 06:33 PM
7/27 18:33

Option Volume

Detail
Current (07/27) 2,466
Calls: 1,919 (78%)
Puts: 547 (22%)
Prior (07/24) 6,596
Calls: 5,653 (86%)
Puts: 943 (14%)
Current vs Prior -62.61%
Calls: -66.05% (Calls)
Puts: -41.99% (Puts)
Prior 7-Day Total 43,977
Calls: 28,982 (66%)
Puts: 14,995 (34%)
Prior 7-Day Average 6,282
Calls: 4,140 (66%)
Puts: 2,142 (34%)
Current vs Prior 7-Day Avg -60.75%
Calls: -53.65%
Puts: -74.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $476.1K
Calls: $402.4K (85%)
Puts: $73.7K (15%)
Prior (07/24) $1.63M
Calls: $1.51M (93%)
Puts: $119.9K (7%)
Current vs Prior -70.71%
Calls: -73.27%
Puts: -38.48%
Prior 7-Day Total $10.55M
Calls: $8.04M (76%)
Puts: $2.51M (24%)
Prior 7-Day Average $1.51M
Calls: $1.15M (76%)
Puts: $358.3K (24%)
Current vs Prior 7-Day Avg -68.40%
Calls: -64.96%
Puts: -79.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.28
Prior (07/24) 0.17
Current vs Prior +70.88%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -36.76%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 26,527
Calls: 20,509 (77%)
Puts: 6,018 (23%)
Prior (07/24) 51,003
Calls: 38,402 (75%)
Puts: 12,601 (25%)
Current vs Prior -47.99%
Prior 7-Day Total 377,899
Calls: 273,095 (72%)
Puts: 104,804 (28%)
Prior 7-Day Average 53,985
Calls: 39,013 (72%)
Puts: 14,972 (28%)
Current vs Prior 7-Day Avg -50.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.63% | 22.11%26.20% | 30.84%
Prior 10.77% | 23.22%26.24% | 31.27%
Current vs Prior -1.32% | -4.80%-0.14% | -1.40%
Prior 7-Day Avg 8.41% | 14.32%20.88% | 30.40%
Current vs 7-Day Avg +26.44% | +54.35%+25.49% | +1.43%
Prior 7-Day Eod 10.77% | 23.22%26.24% | 31.27%
Current vs 7-Day Eod -1.32% | -4.80%-0.14% | -1.40%
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 85% of dollar volume in calls ($402.4K) vs puts ($73.7K). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 63% vs prior. Extreme bullish P/C ratio of 0.28 - heavy call buying (1,919 calls vs 547 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 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 2 of results (avg 9.8%, best 9.7%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 214.905.40$5.159.7%10.67--
$20.00Aug 212.402.65$2.539.9%50.44358

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. 23 found (avg delta 0.63, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 312.053.00$2.5337.5%20.89--
$18.50Jul 311.052.05$1.5564.5%10.80--
$17.50Aug 73.203.80$3.5017.1%10.74--
$19.00Jul 311.351.55$1.4513.8%170.73--
$18.00Aug 283.304.00$3.6519.2%20.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 214.905.40$5.159.7%10.67--
$21.00Jul 311.351.55$1.4513.8%140.6513
$22.50Aug 283.805.00$4.4027.3%10.57--
$22.00Aug 283.104.10$3.6027.8%10.55--
$20.50Jul 311.051.20$1.1313.3%110.5420

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 1.7K, top 721)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 211.651.95$1.8016.7%7210.4451
$21.00Jul 310.400.55$0.4831.3%970.371.3K
$24.00Aug 140.851.20$1.0234.3%820.32179
$23.00Jul 310.100.35$0.22113.6%720.17256
$22.00Jul 310.050.30$0.18138.9%580.18292
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 310.150.20$0.1827.8%480.14131
$18.50Jul 310.200.35$0.2853.6%260.20115
$19.00Jul 310.350.50$0.4334.9%250.28158
$20.00Jul 310.700.90$0.8025.0%210.4573
$17.50Jul 310.100.20$0.1566.7%170.1267

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 8.4%, max 26.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Jul 31Aug 28124.1%116.0%7.0%75256
$23.50Jul 31Aug 28108.5%104.6%3.7%4--
$20.50Jul 31Aug 28109.6%108.5%1.0%33138
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Jul 31Aug 28140.6%111.0%26.6%2310
$19.00Jul 31Sep 4110.9%103.4%7.2%26159
$17.50Jul 31Aug 28121.3%115.6%5.0%2069

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 4.88, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$23.00Aug 28$0.17$0.83$0.174.88$22.17
$18.50$19.00Jul 31$0.10$0.40$0.104.00$18.60
$23.00$23.50Jul 31$0.12$0.38$0.123.17$23.12
$19.50$20.00Jul 31$0.15$0.35$0.152.33$19.65
$21.00$21.50Jul 31$0.15$0.35$0.152.33$21.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$18.50$18.00Jul 31$0.10$0.40$0.104.00$18.40
$19.00$18.00Aug 7$0.20$0.80$0.204.00$18.80
$17.50$17.00Aug 28$0.13$0.37$0.132.85$17.37
$19.00$18.50Jul 31$0.15$0.35$0.152.33$18.85
$19.50$19.00Jul 31$0.17$0.33$0.171.94$19.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 4.00, avg 1.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$23.50Aug 28$0.40$0.40$0.104.00$23.40
$18.00$18.50Aug 28$0.37$0.37$0.132.85$18.37
$21.00$21.50Aug 7$0.35$0.35$0.152.33$21.35
$17.50$18.50Aug 7$0.62$0.62$0.381.63$18.12
$21.50$22.00Aug 28$0.31$0.31$0.191.63$21.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$19.00Aug 21$0.39$0.39$0.113.55$19.11
$20.50$20.00Jul 31$0.33$0.33$0.171.94$20.17
$18.50$18.00Aug 21$0.33$0.33$0.171.94$18.17
$24.00$20.00Aug 21$2.62$2.62$1.381.90$21.38
$21.00$20.50Jul 31$0.32$0.32$0.181.78$20.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $1.19, cheapest $0.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 31Aug 7$0.82111.5%158.6%
$17.50Jul 31Aug 7$0.97121.3%150.9%
$22.50Jul 31Aug 7$0.9896.3%147.7%
$21.50Jul 31Aug 7$1.0095.0%139.8%
$20.00Jul 31Aug 7$1.10107.2%151.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 31Aug 7$0.60140.6%157.5%
$19.00Jul 31Aug 7$1.07110.9%145.5%
$18.00Jul 31Aug 7$1.12109.4%164.5%
$17.50Jul 31Aug 21$1.15121.3%120.1%
$19.50Jul 31Aug 7$1.20110.1%149.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 8.73% of stock, avg 19.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$19.50Jul 31$1.15$0.60$1.75$17.75$21.258.73%
$20.00Jul 31$1.00$0.80$1.80$18.20$21.808.98%
$18.50Jul 31$1.55$0.28$1.83$16.67$20.339.13%
$19.00Jul 31$1.45$0.43$1.88$17.12$20.889.38%
$20.50Jul 31$0.78$1.13$1.91$18.59$22.419.53%
$21.00Jul 31$0.48$1.45$1.93$19.07$22.939.63%
$17.50Jul 31$2.53$0.15$2.68$14.82$20.1813.37%
$20.00Aug 7$2.10$2.10$4.20$15.80$24.2020.96%
$19.50Aug 14$2.58$2.00$4.58$14.92$24.0822.85%
$20.00Aug 21$2.55$2.53$5.08$14.92$25.0825.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 1.80% of stock, avg 13.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.00$18.00Jul 31$0.18$0.18$0.36$17.64$22.36
$23.00$18.00Jul 31$0.22$0.18$0.40$17.60$23.40
$22.00$18.50Jul 31$0.18$0.28$0.46$18.04$22.46
$23.00$18.50Jul 31$0.22$0.28$0.50$18.00$23.50
$21.50$18.00Jul 31$0.33$0.18$0.51$17.49$22.01
$21.50$18.50Jul 31$0.33$0.28$0.61$17.89$22.11
$22.00$19.00Jul 31$0.18$0.43$0.61$18.39$22.61
$23.00$19.00Jul 31$0.22$0.43$0.65$18.35$23.65
$21.00$18.00Jul 31$0.48$0.18$0.66$17.34$21.66
$21.00$18.50Jul 31$0.48$0.28$0.76$17.74$21.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 11.50, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1818/20Aug 7$1.38$0.1211.50$16.62$19.88
18/1822/22Aug 21$0.40$0.104.00$17.60$22.40
17/1820/20Aug 28$0.40$0.104.00$17.10$19.90
19/2020/20Jul 31$0.39$0.113.55$19.11$20.39
20/2223/24Aug 28$1.55$0.453.44$20.45$24.55
18/1820/21Aug 21$0.38$0.123.17$17.62$20.88
17/1819/20Aug 28$0.38$0.123.17$17.12$19.38
19/2023/24Aug 7$0.75$0.253.00$18.75$23.75
20/2023/24Aug 7$0.75$0.253.00$19.25$23.75
18/1920/20Jul 31$0.37$0.132.85$18.63$20.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$20.50$21.00Aug 21$0.09$0.414.56
$22.00$22.50$23.00Jul 31$0.10$0.404.00
$23.00$23.50$24.00Jul 31$0.10$0.404.00
$21.00$21.50$22.00Aug 21$0.10$0.404.00
$21.50$22.00$22.50Jul 31$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$17.50$18.00$18.50Aug 28$0.06$0.447.33
$17.50$18.00$18.50Jul 31$0.07$0.436.14
$16.50$17.00$17.50Jul 31$0.09$0.414.56
$19.50$20.00$20.50Jul 31$0.13$0.372.85
$17.50$18.00$18.50Aug 21$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.10, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$24.001:2Aug 7-$0.45$0.55
$23.50$24.001:2Jul 31-$0.06$0.44
$17.50$18.501:2Jul 31-$0.57$0.43
$22.00$22.501:2Jul 31-$0.12$0.38
$20.50$21.001:2Jul 31-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$16.501:2Aug 7-$0.10$1.40
$22.00$20.001:2Aug 28-$1.30$0.70
$18.50$18.001:2Jul 31-$0.08$0.42
$17.00$16.501:2Jul 31-$0.12$0.38
$18.00$17.501:2Jul 31-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 10.98%, avg 5.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$20.50Aug 28$2.200.552.3%10.98%13.27%1--
$20.50Aug 21$2.050.532.3%10.23%12.52%2--
$21.00Aug 28$1.950.534.8%9.73%14.52%26
$21.00Aug 21$1.900.504.8%9.48%14.27%1--
$21.50Aug 28$1.850.507.3%9.23%16.52%54
$21.50Aug 21$1.750.477.3%8.73%16.02%27
$22.00Aug 28$1.700.479.8%8.48%18.26%32
$22.00Aug 21$1.650.449.8%8.23%18.01%72151
$21.00Aug 7$1.500.484.8%7.49%12.28%1796
$22.50Aug 21$1.500.4112.3%7.49%19.76%11684

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 1,919
Total Puts 547
Put/Call Ratio 0.28
Net Difference 1,372

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,982
Total Puts 14,995
Average Put/Call Ratio 0.45
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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