Tour v456
FSLY
FASTLY INC A
$20.69 -0.53%
$20.61 (-0.39%)🌙
as of 07/29 06:38 PM
7/29 18:38

Option Volume

Detail
Current (07/29) 5,639
Calls: 4,687 (83%)
Puts: 952 (17%)
Prior (07/28) 6,518
Calls: 5,500 (84%)
Puts: 1,018 (16%)
Current vs Prior -13.49%
Calls: -14.78% (Calls)
Puts: -6.48% (Puts)
Prior 7-Day Total 29,857
Calls: 23,535 (79%)
Puts: 6,322 (21%)
Prior 7-Day Average 4,265
Calls: 3,362 (79%)
Puts: 903 (21%)
Current vs Prior 7-Day Avg +32.21%
Calls: +39.41%
Puts: +5.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $1.40M
Calls: $1.22M (88%)
Puts: $171.5K (12%)
Prior (07/28) $1.42M
Calls: $1.30M (92%)
Puts: $120.4K (8%)
Current vs Prior -1.88%
Calls: -5.98%
Puts: +42.49%
Prior 7-Day Total $8.63M
Calls: $7.76M (90%)
Puts: $866.6K (10%)
Prior 7-Day Average $1.23M
Calls: $1.11M (90%)
Puts: $123.8K (10%)
Current vs Prior 7-Day Avg +13.22%
Calls: +10.39%
Puts: +38.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.20
Prior (07/28) 0.19
Current vs Prior +9.74%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -32.11%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 69,773
Calls: 43,732 (63%)
Puts: 26,041 (37%)
Prior (07/28) 47,392
Calls: 40,069 (85%)
Puts: 7,323 (15%)
Current vs Prior +47.23%
Prior 7-Day Total 296,791
Calls: 221,947 (75%)
Puts: 74,844 (25%)
Prior 7-Day Average 42,398
Calls: 31,706 (75%)
Puts: 10,692 (25%)
Current vs Prior 7-Day Avg +64.56%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 8.36% | 22.52%25.04% | 30.35%
Prior 10.10% | 22.40%27.07% | 30.43%
Current vs Prior -17.18% | +0.53%-7.50% | -0.26%
Prior 7-Day Avg 8.96% | 16.98%26.92% | 31.48%
Current vs 7-Day Avg -6.73% | +32.64%-7.01% | -3.57%
Prior 7-Day Eod 10.10% | 22.40%27.07% | 30.43%
Current vs 7-Day Eod -17.18% | +0.53%-7.50% | -0.26%
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 88% of dollar volume in calls ($1.22M) vs puts ($171.5K). Extreme bullish P/C ratio of 0.20 - heavy call buying (4,687 calls vs 952 puts). Call-heavy open interest (43,732 calls vs 26,041 puts) suggests bullish positioning. Rising open interest (up 47%) indicates new positions being established.

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 6.4%, best 4.4%)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 284.404.60$4.504.4%350.585
$22.00Aug 143.103.30$3.206.2%370.5212
$23.50Aug 144.104.40$4.257.1%190.6153
$20.50Aug 282.502.70$2.607.7%10.422

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 140.901.05$0.9815.3%70.2341

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.63, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 312.503.30$2.9027.6%190.95180
$17.00Jul 313.305.70$4.5053.3%20.9214
$17.50Jul 311.904.20$3.0575.4%10.902
$19.00Jul 311.052.45$1.7580.0%60.8762
$19.50Jul 310.751.90$1.3386.5%70.79116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 73.504.30$3.9020.5%30.62--
$23.50Aug 144.104.40$4.257.1%190.6153
$24.00Aug 284.605.50$5.0517.8%300.60--
$23.00Aug 143.704.20$3.9512.7%130.5817
$23.50Aug 284.404.60$4.504.4%350.585

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 3.6K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 311.001.35$1.1829.7%1.8K0.69263
$22.00Jul 310.150.45$0.30100.0%1300.28375
$21.50Jul 310.300.55$0.4358.1%1220.37515
$22.00Aug 211.952.25$2.1014.3%1130.493.3K
$23.50Aug 211.351.80$1.5828.5%950.4010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 211.201.60$1.4028.6%630.3030
$19.50Jul 310.150.35$0.2580.0%450.22209
$20.00Aug 141.902.25$2.0816.8%450.3931
$21.50Aug 283.003.40$3.2012.5%420.47--
$19.00Aug 211.501.90$1.7023.5%410.3321

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 22.4%, max 57.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 7Aug 21179.3%125.1%43.3%2947
$24.00Jul 31Aug 28145.7%117.5%24.0%26123
$20.00Jul 31Aug 21135.8%124.7%8.9%1.9K961
$22.50Jul 31Aug 28126.4%119.0%6.2%1394
$22.00Jul 31Sep 4119.2%115.9%2.8%133375
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Aug 7Sep 4167.2%106.4%57.1%42--
$23.50Aug 7Aug 28178.9%117.8%51.9%385
$22.00Aug 7Aug 28170.7%120.0%42.3%105
$17.50Aug 7Aug 21162.8%119.7%36.1%9399
$21.50Aug 14Aug 28141.0%117.2%20.3%4714

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 4.00, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$24.50Aug 14$0.10$0.40$0.104.00$24.10
$21.00$21.50Jul 31$0.12$0.38$0.123.17$21.12
$23.50$24.00Aug 14$0.12$0.38$0.123.17$23.62
$21.00$21.50Sep 4$0.12$0.38$0.123.17$21.12
$21.50$22.00Jul 31$0.13$0.37$0.132.85$21.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.50$19.00Jul 31$0.12$0.38$0.123.17$19.38
$20.50$20.00Jul 31$0.12$0.38$0.123.17$20.38
$18.00$17.50Aug 7$0.12$0.38$0.123.17$17.88
$20.50$20.00Aug 14$0.14$0.36$0.142.57$20.36
$18.00$17.50Aug 21$0.15$0.35$0.152.33$17.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 5.00, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$21.00Jul 31$0.38$0.38$0.123.17$20.88
$22.50$23.00Aug 7$0.30$0.30$0.201.50$22.80
$24.00$24.50Aug 21$0.30$0.30$0.201.50$24.30
$18.50$19.50Aug 7$0.57$0.57$0.431.33$19.07
$20.00$20.50Jul 31$0.25$0.25$0.251.00$20.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$22.00Aug 28$1.25$1.25$0.255.00$22.25
$23.50$22.00Aug 7$1.02$1.02$0.482.12$22.48
$20.00$19.50Aug 7$0.33$0.33$0.171.94$19.67
$23.50$23.00Aug 14$0.30$0.30$0.201.50$23.20
$19.00$18.50Aug 21$0.30$0.30$0.201.50$18.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $1.07, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 7Aug 14$0.15179.3%141.4%
$24.00Jul 31Aug 7$0.98145.7%169.2%
$23.00Jul 31Aug 7$1.22120.7%169.2%
$20.00Jul 31Aug 7$1.24135.8%172.3%
$23.50Jul 31Aug 7$1.25120.3%178.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Aug 7Aug 14$0.25162.8%143.1%
$22.00Aug 7Aug 14$0.32170.7%137.7%
$23.50Aug 7Aug 14$0.35178.9%138.8%
$17.00Aug 7Aug 14$0.37167.2%157.6%
$21.50Aug 14Aug 28$0.47141.0%117.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 6.52% of stock, avg 19.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Jul 31$0.55$0.80$1.35$19.65$22.356.52%
$20.50Jul 31$0.93$0.57$1.50$19.00$22.007.25%
$19.50Jul 31$1.33$0.25$1.58$17.92$21.087.64%
$20.00Jul 31$1.18$0.45$1.63$18.37$21.637.88%
$19.00Jul 31$1.75$0.13$1.88$17.12$20.889.09%
$18.00Jul 31$2.90$0.05$2.95$15.05$20.9514.26%
$20.00Aug 7$2.42$1.83$4.25$15.75$24.2520.54%
$20.50Aug 7$2.33$2.05$4.38$16.12$24.8821.17%
$19.50Aug 7$2.93$1.50$4.43$15.07$23.9321.41%
$22.00Aug 7$1.70$2.88$4.58$17.42$26.5822.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 1.01% of stock, avg 13.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$18.50Jul 31$0.13$0.08$0.21$18.29$23.21
$23.00$19.00Jul 31$0.13$0.13$0.26$18.74$23.26
$22.50$18.50Jul 31$0.22$0.08$0.30$18.20$22.80
$22.50$19.00Jul 31$0.22$0.13$0.35$18.65$22.85
$22.00$18.50Jul 31$0.30$0.08$0.38$18.12$22.38
$23.00$19.50Jul 31$0.13$0.25$0.38$19.12$23.38
$22.00$19.00Jul 31$0.30$0.13$0.43$18.57$22.43
$22.50$19.50Jul 31$0.22$0.25$0.47$19.03$22.97
$21.50$18.50Jul 31$0.43$0.08$0.51$17.99$22.01
$22.00$19.50Jul 31$0.30$0.25$0.55$18.95$22.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 5.25, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1921/22Aug 7$0.84$0.165.25$18.16$21.84
20/2024/24Aug 14$0.40$0.104.00$19.60$23.90
22/2223/24Aug 14$0.40$0.104.00$22.10$23.40
18/1821/22Aug 21$0.40$0.104.00$17.60$21.40
18/1823/24Aug 21$0.40$0.104.00$18.10$23.40
18/1820/21Aug 14$0.39$0.113.55$18.11$20.89
20/2021/22Aug 14$0.77$0.233.35$19.23$21.77
18/1820/20Aug 14$0.38$0.123.17$18.12$19.88
18/1823/24Aug 14$0.38$0.123.17$18.12$23.38
20/2024/24Aug 14$0.38$0.123.17$19.62$24.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 31$0.05$0.459.00
$21.00$21.50$22.00Aug 21$0.05$0.459.00
$23.00$23.50$24.00Jul 31$0.07$0.436.14
$23.00$23.50$24.00Aug 14$0.08$0.425.25
$23.00$23.50$24.00Aug 21$0.19$0.311.63
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Aug 14$0.06$0.447.33
$20.50$22.00$23.50Aug 7$0.19$1.316.89
$18.50$19.00$19.50Jul 31$0.07$0.436.14
$18.00$18.50$19.00Aug 21$0.07$0.436.14
$19.00$19.50$20.00Jul 31$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.43, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$19.001:2Jul 31-$0.60$0.40
$23.50$24.001:2Jul 31-$0.12$0.38
$22.00$22.501:2Jul 31-$0.14$0.36
$22.50$24.001:2Aug 28-$1.15$0.35
$20.50$21.001:2Jul 31-$0.17$0.33
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$19.00$18.001:2Aug 7-$0.43$0.57
$22.00$20.501:2Aug 7-$1.22$0.28
$20.50$20.001:2Jul 31-$0.33$0.17
$21.00$20.501:2Jul 31-$0.34$0.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 11.60%, avg 6.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 21$2.400.551.5%11.60%13.10%3372
$21.50Sep 4$2.400.533.9%11.60%15.51%4--
$21.00Sep 4$2.300.551.5%11.12%12.61%2--
$22.00Sep 4$2.250.516.3%10.87%17.21%3--
$21.00Aug 14$2.150.561.5%10.39%11.89%1117
$21.50Aug 21$2.100.523.9%10.15%14.06%1210
$22.50Aug 28$2.000.488.8%9.67%18.41%19
$22.00Aug 21$1.950.496.3%9.42%15.76%1133.3K
$21.00Aug 7$1.900.541.5%9.18%10.68%24--
$22.00Aug 14$1.750.496.3%8.46%14.79%535

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 4,687
Total Puts 952
Put/Call Ratio 0.20
Net Difference 3,735

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,535
Total Puts 6,322
Average Put/Call Ratio 0.30
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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