Tour v477
FSLY
FASTLY INC A
$22.66 +5.15%
$22.49 (-0.75%)🌙
as of 07/31 06:36 PM
7/31 18:36

Option Volume

Detail
Current (07/31) 13,177
Calls: 11,248 (85%)
Puts: 1,929 (15%)
Prior (07/30) 5,599
Calls: 4,870 (87%)
Puts: 729 (13%)
Current vs Prior +135.35%
Calls: +130.97% (Calls)
Puts: +164.61% (Puts)
Prior 7-Day Total 34,288
Calls: 27,406 (80%)
Puts: 6,882 (20%)
Prior 7-Day Average 4,898
Calls: 3,915 (80%)
Puts: 983 (20%)
Current vs Prior 7-Day Avg +169.01%
Calls: +187.29%
Puts: +96.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $3.82M
Calls: $3.63M (95%)
Puts: $192.4K (5%)
Prior (07/30) $1.57M
Calls: $1.45M (92%)
Puts: $118.5K (8%)
Current vs Prior +143.27%
Calls: +149.86%
Puts: +62.38%
Prior 7-Day Total $9.25M
Calls: $8.20M (89%)
Puts: $1.05M (11%)
Prior 7-Day Average $1.32M
Calls: $1.17M (89%)
Puts: $149.5K (11%)
Current vs Prior 7-Day Avg +189.45%
Calls: +209.97%
Puts: +28.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.17
Prior (07/30) 0.15
Current vs Prior +14.57%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -41.11%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 83,974
Calls: 66,047 (79%)
Puts: 17,927 (21%)
Prior (07/30) 51,289
Calls: 41,690 (81%)
Puts: 9,599 (19%)
Current vs Prior +63.73%
Prior 7-Day Total 330,094
Calls: 253,204 (77%)
Puts: 76,890 (23%)
Prior 7-Day Average 47,156
Calls: 36,172 (77%)
Puts: 10,984 (23%)
Current vs Prior 7-Day Avg +78.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.34% | 19.20%26.04% | 29.79%
Prior 6.64% | 22.18%27.29% | 32.39%
Current vs Prior +189.29% | +24.35%-4.57% | -8.03%
Prior 7-Day Avg 8.51% | 19.48%26.40% | 31.23%
Current vs 7-Day Avg +125.52% | +41.57%-1.36% | -4.62%
Prior 7-Day Eod 6.64% | 22.18%27.29% | 32.39%
Current vs 7-Day Eod +189.29% | +24.35%-4.57% | -8.03%
Sentiment BEARISHBULLISH

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 95% of dollar volume in calls ($3.63M) vs puts ($192.4K). Massive premium surge with dollar volume up 143% vs prior. Dollar volume significantly above 7-day average (189% higher). Unusually high activity with volume up 135% vs prior - elevated interest.

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 16 of results (avg 8.1%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 142.802.95$2.885.2%60.6346
$25.00Aug 211.801.90$1.855.4%8200.441.7K
$22.00Aug 212.953.20$3.088.1%590.623.3K
$20.00Aug 73.503.80$3.658.2%700.7489
$23.00Aug 142.302.50$2.408.3%640.5871
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 284.905.20$5.055.9%60.60--
$27.00Aug 74.905.30$5.107.8%10.71--
$22.50Aug 142.352.55$2.458.2%10.42--
$24.50Aug 143.503.80$3.658.2%60.534
$25.50Aug 214.304.70$4.508.9%10.60--

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. 57 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 312.905.30$4.1058.5%41.002
$19.00Jul 312.404.70$3.5564.8%31.00--
$19.50Jul 312.754.30$3.5343.9%11.00--
$21.00Jul 311.452.05$1.7534.3%4091.001.3K
$22.00Jul 310.450.75$0.6050.0%4961.00560
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.051.80$0.93188.2%10.8055
$26.50Aug 74.405.10$4.7514.7%10.73--
$27.00Aug 74.905.30$5.107.8%10.71--
$26.00Aug 144.605.40$5.0016.0%40.642
$22.50Jul 310.000.25$0.13192.3%20.6323

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 5.6K, top 820)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 211.801.90$1.855.4%8200.441.7K
$22.00Jul 310.450.75$0.6050.0%4961.00560
$21.00Jul 311.452.05$1.7534.3%4091.001.3K
$22.00Aug 72.352.65$2.5012.0%3910.60101
$26.00Aug 70.801.20$1.0040.0%3670.33264
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 211.101.55$1.3333.8%780.28360
$22.50Aug 71.402.20$1.8044.4%420.441
$20.50Aug 141.351.60$1.4816.9%390.3024
$19.00Aug 210.801.20$1.0040.0%370.2257
$25.00Aug 143.104.30$3.7032.4%320.59--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 688.3%, max 2093.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.00Jul 31Aug 212603.2%118.7%2093.5%8294
$26.00Jul 31Sep 42282.9%108.6%2001.3%2--
$20.00Jul 31Aug 211863.1%123.3%1411.0%1082.5K
$20.50Jul 31Aug 211598.3%126.1%1167.9%32179
$19.50Jul 31Aug 141640.6%154.0%965.5%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 31Sep 41624.1%107.4%1411.7%220
$18.50Jul 31Sep 41479.0%112.1%1219.3%3147
$20.50Jul 31Aug 281598.3%123.4%1195.1%2--
$19.50Jul 31Aug 211640.6%139.4%1077.1%10213
$21.00Jul 31Aug 211048.4%131.6%696.8%1240

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 4.88, avg 1.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Jul 31$0.17$0.83$0.174.88$24.17
$24.00$25.00Aug 28$0.17$0.83$0.174.88$24.17
$20.00$20.50Aug 14$0.10$0.40$0.104.00$20.10
$23.00$23.50Aug 14$0.10$0.40$0.104.00$23.10
$21.00$21.50Aug 28$0.10$0.40$0.104.00$21.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$19.50Jul 31$0.20$0.80$0.204.00$20.30
$21.50$21.00Jul 31$0.13$0.37$0.132.85$21.37
$19.50$19.00Aug 14$0.13$0.37$0.132.85$19.37
$20.00$18.50Aug 28$0.43$1.07$0.432.49$19.57
$20.00$19.50Aug 14$0.15$0.35$0.152.33$19.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 4.00, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$20.00Aug 7$0.40$0.40$0.104.00$19.90
$18.50$19.00Aug 14$0.40$0.40$0.104.00$18.90
$20.00$20.50Aug 21$0.35$0.35$0.152.33$20.35
$23.50$24.00Aug 21$0.35$0.35$0.152.33$23.85
$23.00$24.00Aug 28$0.70$0.70$0.302.33$23.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$25.00Aug 28$0.75$0.75$0.253.00$25.25
$20.50$20.00Aug 28$0.37$0.37$0.132.85$20.13
$26.50$23.00Aug 7$2.45$2.45$1.052.33$24.05
$27.00$26.50Aug 7$0.35$0.35$0.152.33$26.65
$25.00$22.50Aug 21$1.65$1.65$0.851.94$23.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $1.07, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Jul 31Aug 7$0.502603.2%181.7%
$19.50Jul 31Aug 7$0.521640.6%274.4%
$25.50Aug 7Aug 14$0.54169.8%145.0%
$26.00Jul 31Aug 7$0.602282.9%170.2%
$20.00Jul 31Aug 7$0.621863.1%176.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Aug 14Aug 28$0.05134.1%109.0%
$20.00Aug 7Aug 14$0.32176.2%151.9%
$18.50Jul 31Aug 7$0.331479.0%153.2%
$25.00Aug 14Aug 21$0.50135.9%121.8%
$19.00Jul 31Aug 7$0.771624.1%202.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 1.81% of stock, avg 21.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 31$0.28$0.13$0.41$22.09$22.911.81%
$22.00Jul 31$0.60$0.20$0.80$21.20$22.803.53%
$23.00Jul 31$0.10$0.93$1.03$21.97$24.034.55%
$21.50Jul 31$1.15$0.38$1.53$19.97$23.036.75%
$21.00Jul 31$1.75$0.25$2.00$19.00$23.008.83%
$20.50Jul 31$2.55$0.40$2.95$17.55$23.4513.02%
$19.00Jul 31$3.55$0.13$3.68$15.32$22.6816.24%
$19.50Jul 31$3.53$0.20$3.73$15.77$23.2316.46%
$22.50Aug 7$2.05$1.80$3.85$18.65$26.3516.99%
$18.50Jul 31$4.10$0.05$4.15$14.35$22.6518.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 1.10% of stock, avg 13.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Jul 31$0.05$0.20$0.25$21.75$23.75
$23.50$19.50Jul 31$0.05$0.20$0.25$19.25$23.75
$23.00$22.00Jul 31$0.10$0.20$0.30$21.70$23.30
$23.00$19.50Jul 31$0.10$0.20$0.30$19.20$23.30
$23.50$21.00Jul 31$0.05$0.25$0.30$20.70$23.80
$23.00$21.00Jul 31$0.10$0.25$0.35$20.65$23.35
$24.00$22.00Jul 31$0.20$0.20$0.40$21.60$24.40
$24.00$19.50Jul 31$0.20$0.20$0.40$19.10$24.40
$23.50$21.50Jul 31$0.05$0.38$0.43$21.07$23.93
$24.00$21.00Jul 31$0.20$0.25$0.45$20.55$24.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 4.00, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2021/22Jul 31$0.80$0.204.00$19.70$21.80
20/2023/24Aug 21$0.40$0.104.00$20.10$23.40
21/2224/25Aug 21$0.40$0.104.00$21.10$24.90
22/2224/24Aug 21$0.80$0.204.00$21.70$24.30
20/2223/24Aug 28$1.60$0.404.00$20.90$24.60
22/2526/26Aug 21$1.97$0.533.72$23.03$27.97
22/2226/26Aug 21$0.77$0.233.35$21.73$26.77
18/2022/23Aug 28$1.13$0.373.05$18.87$22.63
18/2023/24Aug 28$1.13$0.373.05$18.87$24.13
20/2022/22Jul 31$0.75$0.253.00$19.75$22.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 31$0.05$0.459.00
$19.50$20.00$20.50Aug 7$0.10$0.404.00
$22.50$23.00$23.50Jul 31$0.13$0.372.85
$22.00$22.50$23.00Jul 31$0.14$0.362.57
$26.00$26.50$27.00Aug 14$0.14$0.362.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$20.50$21.00Aug 21$0.07$0.436.14
$24.00$25.00$26.00Aug 28$0.15$0.855.67
$18.50$19.00$19.50Aug 14$0.09$0.414.56
$21.50$22.00$22.50Jul 31$0.11$0.393.55
$19.00$20.00$21.00Aug 7$0.52$0.480.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.90, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$26.001:2Sep 4-$1.16$0.84
$26.00$27.001:2Jul 31-$0.40$0.60
$21.50$22.001:2Jul 31-$0.05$0.45
$25.00$26.001:2Jul 31-$0.77$0.23
$23.50$24.001:2Jul 31-$0.35$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Aug 21-$0.90$1.60
$20.50$19.501:2Jul 31$0.00$1.00
$22.50$20.501:2Aug 28-$1.05$0.95
$20.00$18.501:2Aug 28-$0.72$0.78
$21.00$20.001:2Aug 7-$0.38$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 11.92%, avg 7.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$2.700.551.5%11.92%13.42%341
$23.00Sep 4$2.500.551.5%11.03%12.53%1--
$23.00Aug 21$2.400.561.5%10.59%12.09%2543
$23.00Aug 14$2.300.581.5%10.15%11.65%6471
$23.50Aug 21$2.300.533.7%10.15%13.86%3389
$24.00Sep 4$2.200.505.9%9.71%15.62%1--
$23.50Aug 14$2.100.533.7%9.27%12.97%2116
$25.00Sep 11$1.950.4810.3%8.61%18.93%4--
$24.00Aug 14$1.900.505.9%8.38%14.30%50385
$24.50Aug 21$1.900.478.1%8.38%16.50%6354

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 11,248
Total Puts 1,929
Put/Call Ratio 0.17
Net Difference 9,319

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,406
Total Puts 6,882
Average Put/Call Ratio 0.29
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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