Tour v452
FSLY
FASTLY INC A
$20.80 +3.79%
$20.50 (-1.46%)🌙
as of 07/28 06:36 PM
7/28 18:36

Option Volume

Detail
Current (07/28) 6,518
Calls: 5,500 (84%)
Puts: 1,018 (16%)
Prior (07/27) 2,466
Calls: 1,919 (78%)
Puts: 547 (22%)
Current vs Prior +164.31%
Calls: +186.61% (Calls)
Puts: +86.11% (Puts)
Prior 7-Day Total 41,487
Calls: 28,002 (67%)
Puts: 13,485 (33%)
Prior 7-Day Average 5,926
Calls: 4,000 (67%)
Puts: 1,926 (33%)
Current vs Prior 7-Day Avg +9.98%
Calls: +37.49%
Puts: -47.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $1.42M
Calls: $1.30M (92%)
Puts: $120.4K (8%)
Prior (07/27) $476.1K
Calls: $402.4K (85%)
Puts: $73.7K (15%)
Current vs Prior +198.59%
Calls: +223.40%
Puts: +63.24%
Prior 7-Day Total $9.98M
Calls: $7.65M (77%)
Puts: $2.34M (23%)
Prior 7-Day Average $1.43M
Calls: $1.09M (77%)
Puts: $333.9K (23%)
Current vs Prior 7-Day Avg -0.30%
Calls: +19.15%
Puts: -63.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.19
Prior (07/27) 0.28
Current vs Prior -35.07%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg -52.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 47,392
Calls: 40,069 (85%)
Puts: 7,323 (15%)
Prior (07/27) 26,527
Calls: 20,509 (77%)
Puts: 6,018 (23%)
Current vs Prior +78.66%
Prior 7-Day Total 324,999
Calls: 236,031 (73%)
Puts: 88,968 (27%)
Prior 7-Day Average 46,428
Calls: 33,718 (73%)
Puts: 12,709 (27%)
Current vs Prior 7-Day Avg +2.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.10% | 22.40%27.07% | 30.43%
Prior 10.63% | 22.11%26.20% | 30.84%
Current vs Prior -5.01% | +1.35%+3.32% | -1.32%
Prior 7-Day Avg 9.04% | 15.86%23.73% | 30.98%
Current vs 7-Day Avg +11.70% | +41.30%+14.05% | -1.76%
Prior 7-Day Eod 10.63% | 22.11%26.20% | 30.84%
Current vs 7-Day Eod -5.01% | +1.35%+3.32% | -1.32%
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 92% of dollar volume in calls ($1.30M) vs puts ($120.4K). Massive premium surge with dollar volume up 199% vs prior. Unusually high activity with volume up 164% vs prior - elevated interest. Extreme bullish P/C ratio of 0.19 - heavy call buying (5,500 calls vs 1,018 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 4 of results (avg 7.6%, best 6.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 212.052.25$2.159.3%2.6K0.50740
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 142.202.35$2.286.6%30.427
$24.00Aug 144.404.70$4.556.6%10.6317
$21.00Aug 142.452.65$2.557.8%10.455

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.93, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 210.800.95$0.8817.0%20.215
$17.50Aug 140.901.05$0.9815.3%80.2335

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 40 found (avg delta 0.64, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 313.104.80$3.9543.0%30.94--
$18.00Jul 312.603.30$2.9523.7%220.94166
$19.00Jul 311.802.35$2.0826.4%90.8565
$17.00Aug 74.104.90$4.5017.8%20.82--
$19.50Jul 311.451.80$1.6321.5%1160.7812
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 311.402.05$1.7337.6%100.71--
$24.00Aug 144.404.70$4.556.6%10.6317
$23.50Aug 143.804.60$4.2019.0%40.6049
$21.00Jul 310.801.40$1.1054.5%320.5313
$22.50Aug 283.404.50$3.9527.8%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 4.9K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 212.052.25$2.159.3%2.6K0.50740
$21.50Jul 310.450.60$0.5328.3%2220.37309
$19.50Aug 72.703.60$3.1528.6%1810.654
$19.50Jul 311.451.80$1.6321.5%1160.7812
$23.00Jul 310.100.25$0.1883.3%990.16264
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 41.001.35$1.1829.7%1510.23--
$18.00Aug 141.051.25$1.1517.4%360.2693
$21.00Jul 310.801.40$1.1054.5%320.5313
$20.00Jul 310.350.55$0.4544.4%300.3481
$17.50Aug 210.951.20$1.0823.1%300.24382

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 16.3%, max 42.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Aug 7Aug 21175.2%123.3%42.0%92277
$21.00Jul 31Sep 4124.9%110.2%13.3%1601.3K
$24.50Jul 31Aug 21135.8%123.6%9.9%3120
$22.50Jul 31Sep 4118.7%112.3%5.7%7560
$23.50Jul 31Aug 28117.7%114.3%3.0%2149
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 31Sep 4157.9%111.2%42.0%152--
$17.50Jul 31Sep 4139.4%106.2%31.2%483
$18.00Aug 14Aug 28138.9%113.9%22.0%4198
$18.50Jul 31Aug 28116.6%111.2%4.8%14139
$21.00Jul 31Aug 21124.9%122.1%2.4%3313

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 4.00, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$23.00Jul 31$0.10$0.40$0.104.00$22.60
$23.50$24.00Aug 7$0.10$0.40$0.104.00$23.60
$22.00$22.50Aug 21$0.10$0.40$0.104.00$22.10
$19.50$20.00Aug 14$0.12$0.38$0.123.17$19.62
$23.50$24.00Aug 21$0.12$0.38$0.123.17$23.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.50Aug 21$0.12$0.38$0.123.17$20.88
$17.50$17.00Aug 14$0.13$0.37$0.132.85$17.37
$18.50$18.00Aug 28$0.15$0.35$0.152.33$18.35
$20.00$19.50Jul 31$0.17$0.33$0.171.94$19.83
$20.50$20.00Aug 7$0.17$0.33$0.171.94$20.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 6.69, avg 1.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.00Jul 31$0.87$0.87$0.136.69$18.87
$21.50$22.00Aug 21$0.40$0.40$0.104.00$21.90
$20.50$21.00Aug 14$0.38$0.38$0.123.17$20.88
$21.50$22.00Aug 14$0.38$0.38$0.123.17$21.88
$17.00$17.50Aug 7$0.35$0.35$0.152.33$17.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$20.00Aug 21$0.38$0.38$0.123.17$20.12
$17.50$17.00Aug 7$0.36$0.36$0.142.57$17.14
$21.00$20.50Jul 31$0.35$0.35$0.152.33$20.65
$24.00$23.50Aug 14$0.35$0.35$0.152.33$23.65
$20.50$20.00Aug 28$0.35$0.35$0.152.33$20.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $1.10, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Aug 7Aug 21$0.35175.2%123.3%
$17.00Jul 31Aug 7$0.55157.9%154.0%
$18.00Jul 31Aug 7$0.85121.2%154.9%
$24.50Jul 31Aug 7$0.85135.8%158.6%
$24.00Jul 31Aug 7$1.08105.2%163.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Aug 14Aug 21$0.10138.9%123.0%
$17.00Jul 31Aug 7$0.47157.9%154.0%
$17.50Jul 31Aug 7$0.83139.4%175.2%
$18.50Jul 31Aug 14$1.18116.6%137.8%
$20.50Jul 31Aug 7$1.20113.3%155.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 8.41% of stock, avg 21.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Jul 31$1.30$0.45$1.75$18.25$21.758.41%
$20.50Jul 31$1.00$0.75$1.75$18.75$22.258.41%
$21.00Jul 31$0.78$1.10$1.88$19.12$22.889.04%
$19.50Jul 31$1.63$0.28$1.91$17.59$21.419.18%
$22.00Jul 31$0.35$1.73$2.08$19.92$24.0810.00%
$19.00Jul 31$2.08$0.20$2.28$16.72$21.2810.96%
$17.00Jul 31$3.95$0.10$4.05$12.95$21.0519.47%
$20.50Aug 7$2.38$1.95$4.33$16.17$24.8320.82%
$20.00Aug 7$2.60$1.78$4.38$15.62$24.3821.06%
$21.50Aug 7$1.90$2.48$4.38$17.12$25.8821.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 1.59% of stock, avg 14.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.50Jul 31$0.18$0.15$0.33$18.17$23.33
$23.00$19.00Jul 31$0.18$0.20$0.38$18.62$23.38
$22.50$18.50Jul 31$0.28$0.15$0.43$18.07$22.93
$23.00$19.50Jul 31$0.18$0.28$0.46$19.04$23.46
$22.50$19.00Jul 31$0.28$0.20$0.48$18.52$22.98
$22.00$18.50Jul 31$0.35$0.15$0.50$18.00$22.50
$22.00$19.00Jul 31$0.35$0.20$0.55$18.45$22.55
$22.50$19.50Jul 31$0.28$0.28$0.56$18.94$23.06
$22.00$19.50Jul 31$0.35$0.28$0.63$18.87$22.63
$23.00$20.00Jul 31$0.18$0.45$0.63$19.37$23.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 76 found (best R:R 3.55, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2020/21Jul 31$0.39$0.113.55$19.61$20.89
18/1820/20Aug 28$0.39$0.113.55$17.61$20.39
18/1920/20Aug 7$1.15$0.353.29$17.85$20.65
20/2024/24Aug 21$0.38$0.123.17$19.62$24.38
20/2223/24Aug 28$1.12$0.382.95$20.88$24.12
20/2021/22Aug 7$0.37$0.132.85$20.13$21.37
20/2022/22Aug 7$0.37$0.132.85$20.13$22.37
18/1920/20Aug 14$0.37$0.132.85$18.63$20.37
20/2024/24Aug 21$0.37$0.132.85$19.63$23.87
20/2122/23Aug 21$0.37$0.132.85$20.63$22.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Jul 31$0.05$0.459.00
$21.00$21.50$22.00Aug 7$0.05$0.459.00
$17.00$18.00$19.00Jul 31$0.13$0.876.69
$21.00$21.50$22.00Jul 31$0.07$0.436.14
$20.00$20.50$21.00Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$20.50$21.00Jul 31$0.05$0.459.00
$19.00$19.50$20.00Jul 31$0.09$0.414.56
$17.00$17.50$18.00Aug 28$0.12$0.383.17
$19.50$20.00$20.50Jul 31$0.13$0.372.85
$19.50$20.00$20.50Aug 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. 18 found (best net $-0.90, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$23.001:2Jul 31-$0.08$0.42
$23.00$23.501:2Jul 31-$0.08$0.42
$24.00$24.501:2Jul 31-$0.15$0.35
$21.50$22.001:2Jul 31-$0.17$0.33
$22.00$22.501:2Jul 31-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$21.001:2Aug 14-$0.90$1.60
$19.00$17.501:2Aug 7-$0.33$1.17
$18.50$17.501:2Jul 31-$0.05$0.95
$20.00$18.501:2Aug 28-$0.82$0.68
$22.00$21.001:2Jul 31-$0.47$0.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 12.98%, avg 7.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Sep 4$2.700.571.0%12.98%13.94%762
$21.00Aug 21$2.400.561.0%11.54%12.50%4231
$21.00Aug 28$2.400.551.0%11.54%12.50%138
$21.00Aug 14$2.300.551.0%11.06%12.02%29134
$21.50Aug 28$2.300.533.4%11.06%14.42%18
$21.50Aug 21$2.150.543.4%10.34%13.70%38
$22.50Sep 4$2.100.498.2%10.10%18.27%262
$21.50Aug 14$2.050.533.4%9.86%13.22%1049
$22.00Aug 21$2.050.505.8%9.86%15.62%2.6K740
$22.00Aug 28$2.050.505.8%9.86%15.62%75

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 5,500
Total Puts 1,018
Put/Call Ratio 0.19
Net Difference 4,482

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,002
Total Puts 13,485
Average Put/Call Ratio 0.39
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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