Tour v472
FSLY
FASTLY INC A
$21.55 +4.16%
$21.55 (+0.02%)🌙
as of 07/30 06:44 PM
7/30 18:44

Option Volume

Detail
Current (07/30) 5,599
Calls: 4,870 (87%)
Puts: 729 (13%)
Prior (07/29) 5,639
Calls: 4,687 (83%)
Puts: 952 (17%)
Current vs Prior -0.71%
Calls: +3.90% (Calls)
Puts: -23.42% (Puts)
Prior 7-Day Total 32,825
Calls: 26,058 (79%)
Puts: 6,767 (21%)
Prior 7-Day Average 4,689
Calls: 3,722 (79%)
Puts: 966 (21%)
Current vs Prior 7-Day Avg +19.40%
Calls: +30.82%
Puts: -24.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $1.57M
Calls: $1.45M (92%)
Puts: $118.5K (8%)
Prior (07/29) $1.40M
Calls: $1.22M (88%)
Puts: $171.5K (12%)
Current vs Prior +12.65%
Calls: +18.75%
Puts: -30.91%
Prior 7-Day Total $9.37M
Calls: $8.37M (89%)
Puts: $996.7K (11%)
Prior 7-Day Average $1.34M
Calls: $1.20M (89%)
Puts: $142.4K (11%)
Current vs Prior 7-Day Avg +17.41%
Calls: +21.48%
Puts: -16.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.15
Prior (07/29) 0.20
Current vs Prior -26.30%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -49.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 51,289
Calls: 41,690 (81%)
Puts: 9,599 (19%)
Prior (07/29) 69,773
Calls: 43,732 (63%)
Puts: 26,041 (37%)
Current vs Prior -26.49%
Prior 7-Day Total 333,487
Calls: 239,695 (72%)
Puts: 93,792 (28%)
Prior 7-Day Average 47,641
Calls: 34,242 (72%)
Puts: 13,398 (28%)
Current vs Prior 7-Day Avg +7.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.64% | 22.18%27.29% | 32.39%
Prior 8.36% | 22.52%25.04% | 30.35%
Current vs Prior -20.64% | -1.52%+8.98% | +6.71%
Prior 7-Day Avg 8.78% | 18.21%26.57% | 31.24%
Current vs 7-Day Avg -24.40% | +21.81%+2.68% | +3.67%
Prior 7-Day Eod 8.36% | 22.52%25.04% | 30.35%
Current vs 7-Day Eod -20.64% | -1.52%+8.98% | +6.71%
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 ($1.45M) vs puts ($118.5K). Extreme bullish P/C ratio of 0.15 - heavy call buying (4,870 calls vs 729 puts). P/C ratio dropping 26% - sentiment shifting bullish. Call-heavy open interest (41,690 calls vs 9,599 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 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 7.8%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 71.501.65$1.589.5%1700.45177
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 284.805.10$4.956.1%40.6226

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.88, cheapest $0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 310.800.95$0.8817.0%520.681.3K
$25.00Aug 70.901.05$0.9815.3%560.32269
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 140.700.85$0.7719.5%10.2046

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 43 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 313.605.20$4.4036.4%1781.003
$19.50Jul 311.452.60$2.0356.7%80.95114
$18.50Jul 312.454.60$3.5360.9%20.91--
$18.00Jul 313.403.80$3.6011.1%20.89--
$19.00Jul 312.103.20$2.6541.5%70.8964
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 313.004.10$3.5531.0%10.96--
$23.00Jul 311.202.70$1.9576.9%10.8154
$22.50Jul 310.752.40$1.58104.4%110.80--
$25.50Aug 144.805.80$5.3018.9%10.66--
$25.00Aug 284.805.10$4.956.1%40.6226

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 2.7K, top 683)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.301.80$1.5532.3%6830.381.5K
$22.00Jul 310.250.40$0.3345.5%2160.37416
$17.50Jul 313.605.20$4.4036.4%1781.003
$23.00Aug 71.501.65$1.589.5%1700.45177
$25.50Aug 141.101.35$1.2320.3%1610.3325
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Sep 41.602.20$1.9031.6%390.32--
$24.00Aug 283.704.40$4.0517.3%380.5730
$18.00Aug 140.651.00$0.8342.2%260.22--
$20.00Sep 41.802.35$2.0826.4%220.35--
$19.00Sep 41.451.85$1.6524.2%190.292

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 49.2%, max 177.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 31Aug 14302.6%133.4%126.9%3--
$19.00Jul 31Sep 4210.6%108.3%94.5%864
$23.50Jul 31Sep 11178.9%117.2%52.6%3108
$18.50Jul 31Aug 14228.6%152.2%50.2%3--
$25.00Jul 31Aug 28163.2%112.9%44.6%57271
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 31Sep 4302.6%109.0%177.5%7173
$18.50Jul 31Sep 4228.6%111.8%104.5%7150
$19.00Jul 31Sep 4210.6%108.3%94.5%21185
$25.00Jul 31Aug 28163.2%112.9%44.6%526
$20.50Jul 31Sep 4136.0%101.4%34.1%1125

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 9.00, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$21.50Aug 7$0.12$0.38$0.123.17$21.12
$22.50$23.00Aug 14$0.12$0.38$0.123.17$22.62
$25.00$25.50Aug 14$0.12$0.38$0.123.17$25.12
$22.00$22.50Aug 21$0.12$0.38$0.123.17$22.12
$20.50$21.00Aug 14$0.13$0.37$0.132.85$20.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$19.50Aug 14$0.10$0.90$0.109.00$20.40
$20.50$20.00Jul 31$0.10$0.40$0.104.00$20.40
$19.00$18.50Sep 4$0.12$0.38$0.123.17$18.88
$19.00$18.50Aug 28$0.13$0.37$0.132.85$18.87
$18.50$17.50Aug 21$0.30$0.70$0.302.33$18.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 4.00, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$20.00Jul 31$0.40$0.40$0.104.00$19.90
$21.00$21.50Jul 31$0.38$0.38$0.123.17$21.38
$21.50$22.00Aug 14$0.37$0.37$0.132.85$21.87
$20.50$21.00Aug 7$0.35$0.35$0.152.33$20.85
$18.00$18.50Aug 14$0.35$0.35$0.152.33$18.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$23.00Jul 31$1.60$1.60$0.404.00$23.40
$25.50$24.50Aug 14$0.75$0.75$0.253.00$24.75
$23.00$22.50Jul 31$0.37$0.37$0.132.85$22.63
$24.50$20.50Aug 14$2.82$2.82$1.182.39$21.68
$19.00$18.00Aug 14$0.55$0.55$0.451.22$18.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $1.25, cheapest $0.16)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.50Aug 7Aug 14$0.33169.4%149.2%
$18.50Jul 31Aug 7$0.62228.6%167.1%
$18.00Jul 31Aug 7$0.65302.6%171.9%
$25.00Jul 31Aug 7$0.95163.2%165.9%
$19.00Jul 31Aug 7$1.05210.6%175.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Aug 14Aug 21$0.16141.3%127.5%
$18.00Jul 31Aug 7$0.50302.6%171.9%
$18.50Jul 31Aug 7$0.67228.6%167.1%
$19.00Jul 31Aug 7$0.89210.6%175.7%
$19.50Jul 31Aug 7$1.20119.0%177.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 4.55% of stock, avg 18.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.50Jul 31$0.50$0.48$0.98$20.52$22.484.55%
$21.00Jul 31$0.88$0.28$1.16$19.84$22.165.38%
$20.50Jul 31$1.30$0.20$1.50$19.00$22.006.96%
$22.50Jul 31$0.13$1.58$1.71$20.79$24.217.94%
$20.00Jul 31$1.63$0.10$1.73$18.27$21.738.03%
$19.50Jul 31$2.03$0.03$2.06$17.44$21.569.56%
$23.00Jul 31$0.15$1.95$2.10$20.90$25.109.74%
$19.00Jul 31$2.65$0.13$2.78$16.22$21.7812.90%
$25.00Jul 31$0.03$3.55$3.58$21.42$28.5816.61%
$18.50Jul 31$3.53$0.10$3.63$14.87$22.1316.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.93% of stock, avg 10.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$20.00Jul 31$0.10$0.10$0.20$19.80$24.70
$22.50$20.00Jul 31$0.13$0.10$0.23$19.77$22.73
$24.50$19.00Jul 31$0.10$0.13$0.23$18.77$24.73
$23.00$20.00Jul 31$0.15$0.10$0.25$19.75$23.25
$22.50$19.00Jul 31$0.13$0.13$0.26$18.74$22.76
$23.00$19.00Jul 31$0.15$0.13$0.28$18.72$23.28
$23.50$20.00Jul 31$0.18$0.10$0.28$19.72$23.78
$24.50$20.50Jul 31$0.10$0.20$0.30$20.20$24.80
$23.50$19.00Jul 31$0.18$0.13$0.31$18.69$23.81
$22.50$20.50Jul 31$0.13$0.20$0.33$20.17$22.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 6.69, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
18/1820/20Aug 28$0.87$0.136.69$17.63$20.37
20/2024/25Aug 7$0.82$0.184.56$19.18$24.82
21/2222/22Jul 31$0.40$0.104.00$21.10$22.40
18/1924/25Aug 7$0.80$0.204.00$18.20$24.80
20/2021/22Aug 7$0.39$0.113.55$19.61$21.39
18/1820/21Aug 21$0.77$0.233.35$17.73$20.77
19/2024/25Aug 7$0.76$0.243.17$18.74$24.76
19/2020/21Aug 14$0.38$0.123.17$19.12$20.88
19/2022/22Aug 14$0.38$0.123.17$19.12$22.38
19/2024/24Aug 14$0.38$0.123.17$19.12$23.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 7$0.06$0.447.33
$19.50$20.00$20.50Jul 31$0.07$0.436.14
$23.00$23.50$24.00Aug 14$0.07$0.436.14
$23.50$24.00$24.50Jul 31$0.12$0.383.17
$23.50$24.00$24.50Aug 14$0.13$0.372.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Aug 7$0.06$0.447.33
$17.50$18.00$18.50Sep 4$0.09$0.414.56
$18.00$18.50$19.00Jul 31$0.11$0.393.55
$20.50$21.00$21.50Jul 31$0.12$0.383.17
$18.50$19.00$19.50Aug 28$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.68, 20 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Aug 28-$0.68$1.82
$24.00$25.001:2Aug 7-$0.43$0.57
$21.00$21.501:2Jul 31-$0.12$0.38
$24.00$24.501:2Jul 31-$0.12$0.38
$21.50$22.001:2Jul 31-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$23.001:2Jul 31-$0.35$1.65
$19.00$18.001:2Aug 14-$0.28$0.72
$19.00$18.501:2Jul 31-$0.07$0.43
$21.50$21.001:2Jul 31-$0.08$0.42
$21.00$20.501:2Jul 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. 24 found (best yield 10.90%, avg 6.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Aug 28$2.350.554.4%10.90%15.31%2--
$22.00Aug 21$2.300.532.1%10.67%12.76%30--
$22.50Aug 21$2.100.514.4%9.74%14.15%12689
$23.50Sep 11$2.100.499.1%9.74%18.79%1--
$22.00Aug 14$2.000.522.1%9.28%11.37%2537
$22.50Aug 14$1.950.494.4%9.05%13.46%149
$22.00Aug 7$1.900.532.1%8.82%10.90%2289
$25.00Aug 28$1.550.4116.0%7.19%23.20%54109
$23.00Aug 7$1.500.456.7%6.96%13.69%170177
$23.00Aug 14$1.500.476.7%6.96%13.69%3065

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 4,870
Total Puts 729
Put/Call Ratio 0.15
Net Difference 4,141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,058
Total Puts 6,767
Average Put/Call Ratio 0.29
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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