Tour v487
FSLY
FASTLY INC A
$23.03 +1.63%
$23.15 (+0.50%)🌙
as of 08/03 06:29 PM
8/3 18:29

Option Volume

Detail
Current (08/03) 8,026
Calls: 5,688 (71%)
Puts: 2,338 (29%)
Prior (07/31) 13,177
Calls: 11,248 (85%)
Puts: 1,929 (15%)
Current vs Prior -39.09%
Calls: -49.43% (Calls)
Puts: +21.20% (Puts)
Prior 7-Day Total 44,901
Calls: 36,646 (82%)
Puts: 8,255 (18%)
Prior 7-Day Average 6,414
Calls: 5,235 (82%)
Puts: 1,179 (18%)
Current vs Prior 7-Day Avg +25.12%
Calls: +8.65%
Puts: +98.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $1.84M
Calls: $1.59M (87%)
Puts: $248.8K (13%)
Prior (07/31) $3.82M
Calls: $3.63M (95%)
Puts: $192.4K (5%)
Current vs Prior -51.78%
Calls: -56.08%
Puts: +29.29%
Prior 7-Day Total $12.01M
Calls: $10.89M (91%)
Puts: $1.12M (9%)
Prior 7-Day Average $1.72M
Calls: $1.56M (91%)
Puts: $160.1K (9%)
Current vs Prior 7-Day Avg +7.45%
Calls: +2.52%
Puts: +55.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.41
Prior (07/31) 0.17
Current vs Prior +139.68%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +48.84%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 73,801
Calls: 55,416 (75%)
Puts: 18,385 (25%)
Prior (07/31) 83,974
Calls: 66,047 (79%)
Puts: 17,927 (21%)
Current vs Prior -12.11%
Prior 7-Day Total 371,025
Calls: 282,057 (76%)
Puts: 88,968 (24%)
Prior 7-Day Average 53,003
Calls: 40,293 (76%)
Puts: 12,709 (24%)
Current vs Prior 7-Day Avg +39.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 19.67% | 21.93%24.14% | 28.96%
Prior 19.20% | 27.58%26.04% | 29.79%
Current vs Prior +2.46% | -20.50%-7.28% | -2.77%
Prior 7-Day Avg 10.20% | 21.66%26.23% | 30.98%
Current vs 7-Day Avg +92.84% | +1.25%-7.98% | -6.52%
Prior 7-Day Eod 19.20% | 27.58%26.04% | 29.79%
Current vs 7-Day Eod +2.46% | -20.50%-7.28% | -2.77%
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 87% of dollar volume in calls ($1.59M) vs puts ($248.8K). Light premium activity with dollar volume down 52% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (5,688 calls vs 2,338 puts). P/C ratio rising 140% - increased hedging/bearish 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 4 of results (avg 7.2%, best 6.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 213.103.30$3.206.2%1330.623.2K
$24.00Aug 212.202.35$2.286.6%90.5181
$23.50Aug 212.402.65$2.539.9%1150.5489
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 212.302.45$2.386.3%670.4152

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. 41 found (avg delta 0.65, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 74.705.50$5.1015.7%10.86--
$19.00Aug 74.304.90$4.6013.0%40.84111
$19.50Aug 73.904.70$4.3018.6%40.80178
$19.00Aug 144.505.30$4.9016.3%30.8067
$19.00Aug 214.705.50$5.1015.7%10.80--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 73.103.50$3.3012.1%10.591
$25.50Aug 213.904.40$4.1512.0%20.581
$24.50Aug 72.703.10$2.9013.8%20.56--
$25.00Aug 213.604.00$3.8010.5%20.5520

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 4.7K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 212.753.20$2.9815.1%1.1K0.59692
$23.00Aug 72.052.35$2.2013.6%4140.56442
$25.00Aug 211.852.10$1.9812.6%3080.452.2K
$26.00Aug 70.851.25$1.0538.1%2420.34559
$24.00Aug 71.551.90$1.7320.2%1820.48409
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 70.901.30$1.1036.4%3730.3021
$20.00Aug 70.600.95$0.7745.5%1720.2373
$21.50Aug 211.651.95$1.8016.7%890.3531
$23.00Aug 212.452.75$2.6011.5%860.441
$20.00Aug 211.151.35$1.2516.0%700.26359

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 74.4%, max 118.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Aug 7Sep 11220.1%100.8%118.3%185409
$25.50Aug 7Sep 11221.2%101.8%117.2%8449
$26.00Aug 7Sep 11217.2%102.3%112.4%244559
$23.00Aug 7Sep 4224.1%108.3%106.9%415442
$23.50Aug 7Aug 28243.2%118.3%105.6%12568
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.50Aug 7Aug 28229.5%120.1%91.1%3918
$20.00Aug 7Aug 28219.6%124.7%76.1%17373
$21.50Aug 7Aug 21223.7%128.1%74.7%9731
$23.00Aug 7Aug 21224.1%130.2%72.2%14815
$21.00Aug 7Aug 21217.8%127.8%70.5%37521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 4.00, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$26.00$26.50Aug 7$0.10$0.40$0.104.00$26.10
$27.00$27.50Aug 7$0.10$0.40$0.104.00$27.10
$27.00$27.50Aug 14$0.10$0.40$0.104.00$27.10
$25.00$25.50Aug 7$0.12$0.38$0.123.17$25.12
$26.50$27.00Aug 14$0.13$0.37$0.132.85$26.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.50Aug 7$0.12$0.38$0.123.17$20.88
$24.00$23.50Aug 21$0.14$0.36$0.142.57$23.86
$20.50$20.00Aug 14$0.15$0.35$0.152.33$20.35
$21.00$20.00Aug 21$0.33$0.67$0.332.03$20.67
$20.00$19.00Aug 21$0.37$0.63$0.371.70$19.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 4.88, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$20.00Aug 14$0.40$0.40$0.104.00$19.90
$19.00$20.00Aug 21$0.75$0.75$0.253.00$19.75
$20.50$21.00Aug 7$0.37$0.37$0.132.85$20.87
$19.50$20.00Aug 7$0.35$0.35$0.152.33$19.85
$20.00$20.50Aug 7$0.35$0.35$0.152.33$20.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$24.00Aug 21$0.83$0.83$0.174.88$24.17
$25.00$24.50Aug 7$0.40$0.40$0.104.00$24.60
$25.50$25.00Aug 21$0.35$0.35$0.152.33$25.15
$22.50$22.00Aug 21$0.30$0.30$0.201.50$22.20
$23.00$22.50Aug 7$0.28$0.28$0.221.27$22.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.30, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 7Aug 14$0.08243.2%151.8%
$20.50Aug 7Aug 14$0.20224.7%150.8%
$21.50Aug 7Aug 14$0.20223.7%150.2%
$20.00Aug 7Aug 14$0.25219.6%153.0%
$23.00Aug 7Aug 14$0.25224.1%150.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Aug 7Aug 14$0.22224.7%150.8%
$23.50Aug 14Aug 21$0.23151.8%133.0%
$21.50Aug 7Aug 14$0.25223.7%150.2%
$23.00Aug 7Aug 14$0.27224.1%150.6%
$20.00Aug 7Aug 14$0.28219.6%153.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 18.24% of stock, avg 21.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Aug 7$2.65$1.55$4.20$17.80$26.2018.24%
$22.50Aug 7$2.42$1.80$4.22$18.28$26.7218.32%
$23.00Aug 7$2.20$2.08$4.28$18.72$27.2818.58%
$21.00Aug 7$3.23$1.10$4.33$16.67$25.3318.80%
$21.50Aug 7$3.00$1.35$4.35$17.15$25.8518.89%
$24.50Aug 7$1.58$2.90$4.48$20.02$28.9819.45%
$20.50Aug 7$3.60$0.98$4.58$15.92$25.0819.89%
$25.00Aug 7$1.35$3.30$4.65$20.35$29.6520.19%
$20.00Aug 7$3.95$0.77$4.72$15.28$24.7220.50%
$22.50Aug 14$2.70$2.08$4.78$17.72$27.2820.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 79 found (cheapest 9.34% of stock, avg 15.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.00$21.00Aug 7$1.05$1.10$2.15$18.85$28.15
$25.50$21.00Aug 7$1.23$1.10$2.33$18.67$27.83
$26.00$21.50Aug 7$1.05$1.35$2.40$19.10$28.40
$25.00$21.00Aug 7$1.35$1.10$2.45$18.55$27.45
$25.50$21.50Aug 7$1.23$1.35$2.58$18.92$28.08
$26.00$22.00Aug 7$1.05$1.55$2.60$19.40$28.60
$24.50$21.00Aug 7$1.58$1.10$2.68$18.32$27.18
$25.00$21.50Aug 7$1.35$1.35$2.70$18.80$27.70
$25.50$22.00Aug 7$1.23$1.55$2.78$19.22$28.28
$24.00$21.00Aug 7$1.73$1.10$2.83$18.17$26.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 4.00, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2022/23Aug 14$0.40$0.104.00$20.10$22.90
20/2022/22Aug 14$0.37$0.132.85$20.13$21.87
20/2023/24Aug 14$0.37$0.132.85$20.13$23.37
19/2020/21Aug 21$0.72$0.282.57$19.28$21.22
23/2424/24Aug 21$0.36$0.142.57$23.14$24.36
20/2122/22Aug 7$0.35$0.152.33$20.65$22.35
20/2024/24Aug 14$0.35$0.152.33$20.15$24.35
21/2224/24Aug 21$0.35$0.152.33$21.15$24.35
22/2324/24Aug 21$0.35$0.152.33$22.65$24.35
20/2122/23Aug 7$0.34$0.162.12$20.66$22.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$25.50$26.00$26.50Aug 7$0.08$0.425.25
$24.50$25.00$25.50Aug 7$0.11$0.393.55
$21.50$22.00$22.50Aug 7$0.12$0.383.17
$23.50$24.00$24.50Aug 21$0.12$0.383.17
$20.50$21.00$21.50Aug 7$0.14$0.362.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 7$0.05$0.459.00
$21.00$21.50$22.00Aug 21$0.06$0.447.33
$18.50$19.00$19.50Aug 7$0.13$0.372.85
$20.50$21.00$21.50Aug 7$0.13$0.372.85
$19.50$20.00$20.50Aug 7$0.14$0.362.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.51, 8 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$23.00$25.001:2Sep 4-$1.68$0.32
$21.00$23.001:2Aug 28-$1.96$0.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Aug 21-$0.51$0.49
$24.50$23.001:2Aug 7-$1.26$0.24
$19.50$19.001:2Aug 7-$0.30$0.20
$21.50$20.501:2Aug 14-$0.80$0.20
$19.00$18.501:2Aug 7-$0.36$0.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 11.07%, avg 6.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$24.00Sep 11$2.550.554.2%11.07%15.28%3--
$23.50Aug 28$2.450.542.0%10.64%12.68%25--
$23.50Aug 21$2.400.542.0%10.42%12.46%11589
$24.00Aug 28$2.250.524.2%9.77%13.98%2--
$24.00Aug 21$2.200.514.2%9.55%13.76%981
$25.00Sep 4$2.050.468.6%8.90%17.46%4--
$25.50Sep 11$2.050.4710.7%8.90%19.63%2--
$23.50Aug 14$2.000.532.0%8.68%10.73%426
$24.50Aug 21$2.000.486.4%8.68%15.07%56103
$25.00Aug 28$2.000.478.6%8.68%17.24%2116

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 5,688
Total Puts 2,338
Put/Call Ratio 0.41
Net Difference 3,350

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,646
Total Puts 8,255
Average Put/Call Ratio 0.28
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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