Tour v490
FSLY
FASTLY INC A
$24.95 +8.34%
$24.85 (-0.40%)🌙
as of 08/04 06:04 PM
8/4 18:04

Option Volume

Detail
Current (08/04) 9,524
Calls: 7,565 (79%)
Puts: 1,959 (21%)
Prior (08/03) 8,026
Calls: 5,688 (71%)
Puts: 2,338 (29%)
Current vs Prior +18.66%
Calls: +33.00% (Calls)
Puts: -16.21% (Puts)
Prior 7-Day Total 48,021
Calls: 39,565 (82%)
Puts: 8,456 (18%)
Prior 7-Day Average 6,860
Calls: 5,652 (82%)
Puts: 1,208 (18%)
Current vs Prior 7-Day Avg +38.83%
Calls: +33.84%
Puts: +62.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $2.83M
Calls: $2.51M (89%)
Puts: $316.7K (11%)
Prior (08/03) $1.84M
Calls: $1.59M (87%)
Puts: $248.8K (13%)
Current vs Prior +53.60%
Calls: +57.70%
Puts: +27.32%
Prior 7-Day Total $12.16M
Calls: $11.11M (91%)
Puts: $1.05M (9%)
Prior 7-Day Average $1.74M
Calls: $1.59M (91%)
Puts: $149.3K (9%)
Current vs Prior 7-Day Avg +63.03%
Calls: +58.42%
Puts: +112.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.26
Prior (08/03) 0.41
Current vs Prior -37.00%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg +15.32%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 178,674
Calls: 90,928 (51%)
Puts: 87,746 (49%)
Prior (08/03) 73,801
Calls: 55,416 (75%)
Puts: 18,385 (25%)
Current vs Prior +142.10%
Prior 7-Day Total 403,759
Calls: 305,865 (76%)
Puts: 97,894 (24%)
Prior 7-Day Average 57,679
Calls: 43,695 (76%)
Puts: 13,984 (24%)
Current vs Prior 7-Day Avg +209.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 20.24% | 20.64%23.97% | 28.46%
Prior 19.67% | 21.93%24.14% | 28.96%
Current vs Prior +2.90% | -5.87%-0.72% | -1.74%
Prior 7-Day Avg 12.19% | 23.13%26.00% | 30.58%
Current vs 7-Day Avg +65.98% | -10.78%-7.82% | -6.93%
Prior 7-Day Eod 19.67% | 21.93%24.14% | 28.96%
Current vs 7-Day Eod +2.90% | -5.87%-0.72% | -1.74%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.05% | 21.27%
Calls: 15.77% | 25.00%
Puts: 8.33% | 17.54%
Prior 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs Prior -19.13% | +249.84%
Prior 7-Day Avg 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs 7-Day Avg -19.13% | +249.84%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($2.51M) vs puts ($316.7K). Elevated premium activity with dollar volume up 54% vs prior. Dollar volume significantly above 7-day average (63% higher). Extreme bullish P/C ratio of 0.26 - heavy call buying (7,565 calls vs 1,959 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 NEUTRAL
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 3 of results (avg 7.3%, best 6.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 215.606.00$5.806.9%450.81685
$25.00Sep 183.503.80$3.658.2%1500.584.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 212.803.00$2.906.9%1910.4520

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.65, cheapest $0.55)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 70.500.60$0.5518.2%10.1654
$20.50Aug 140.700.80$0.7513.3%50.1864

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.67, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 74.906.00$5.4520.2%90.86137
$20.00Aug 144.306.80$5.5545.0%--0.8421
$20.50Aug 74.505.40$4.9518.2%10.84220
$20.50Aug 144.505.70$5.1023.5%100.8266
$21.00Aug 144.205.40$4.8025.0%40.81107
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Aug 72.653.40$3.0324.8%60.562
$26.50Aug 212.904.00$3.4531.9%50.53--
$26.00Aug 72.653.60$3.1330.4%30.52--

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 4.8K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 214.204.90$4.5515.4%1.1K0.723.1K
$25.00Aug 212.502.95$2.7316.5%5780.542.1K
$25.00Aug 72.202.45$2.3310.7%3730.55498
$29.00Aug 70.651.30$0.9866.3%2520.3054
$27.00Aug 71.351.70$1.5322.9%2040.41124
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 212.803.00$2.906.9%1910.4520
$24.50Aug 72.002.25$2.1311.7%1140.423
$20.00Aug 70.400.55$0.4831.3%660.14177
$22.50Aug 71.051.30$1.1821.2%530.2951
$24.00Aug 71.701.95$1.8313.7%520.39--

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 123.4%, max 167.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Aug 7Sep 11269.5%100.6%167.9%72623
$22.50Aug 7Sep 18260.4%99.2%162.6%1361.3K
$25.00Aug 7Sep 18260.7%100.2%160.3%5235.2K
$20.00Aug 7Sep 18261.6%107.2%144.1%1625.0K
$21.00Aug 7Sep 4264.3%109.8%140.8%18239
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Sep 18260.4%99.2%162.6%581.3K
$25.00Aug 7Sep 18260.7%100.2%160.3%9117
$20.00Aug 7Sep 18261.6%107.2%144.1%75574
$23.00Aug 7Sep 4267.5%110.1%142.9%2958
$24.00Aug 7Sep 4262.2%108.7%141.2%56--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 4.00, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$21.00Aug 7$0.10$0.40$0.104.00$20.60
$25.50$26.00Aug 14$0.10$0.40$0.104.00$25.60
$21.00$21.50Aug 21$0.10$0.40$0.104.00$21.10
$26.50$27.00Aug 7$0.12$0.38$0.123.17$26.62
$28.00$29.00Aug 7$0.25$0.75$0.253.00$28.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.50Aug 14$0.11$0.39$0.113.55$22.89
$21.50$21.00Aug 7$0.12$0.38$0.123.17$21.38
$23.00$22.50Aug 21$0.12$0.38$0.123.17$22.88
$22.00$21.50Aug 28$0.13$0.37$0.132.85$21.87
$22.00$21.50Aug 7$0.15$0.35$0.152.33$21.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 5.67, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$22.50Aug 28$0.85$0.85$0.155.67$22.35
$20.00$20.50Aug 21$0.40$0.40$0.104.00$20.40
$24.50$25.00Aug 7$0.39$0.39$0.113.55$24.89
$25.50$26.00Aug 7$0.37$0.37$0.132.85$25.87
$24.00$24.50Aug 21$0.37$0.37$0.132.85$24.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$24.50Aug 21$0.40$0.40$0.104.00$24.60
$24.00$23.50Aug 14$0.35$0.35$0.152.33$23.65
$25.00$24.00Aug 28$0.65$0.65$0.351.86$24.35
$24.50$24.00Aug 7$0.30$0.30$0.201.50$24.20
$21.50$21.00Aug 28$0.29$0.29$0.211.38$21.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 7Aug 14$0.08268.2%147.8%
$20.00Aug 7Aug 14$0.10261.6%164.8%
$20.50Aug 7Aug 14$0.15255.5%160.1%
$26.00Aug 7Aug 14$0.17269.5%152.2%
$25.00Aug 7Aug 14$0.20260.7%147.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 7Aug 14$0.08271.9%155.9%
$23.00Aug 7Aug 14$0.10267.5%155.2%
$21.50Aug 7Aug 14$0.15261.7%156.9%
$20.00Aug 7Aug 14$0.20261.6%164.8%
$20.50Aug 7Aug 14$0.20255.5%160.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 18.56% of stock, avg 22.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Aug 7$3.45$1.18$4.63$17.87$27.1318.56%
$25.00Aug 7$2.33$2.33$4.66$20.34$29.6618.68%
$24.00Aug 7$2.85$1.83$4.68$19.32$28.6818.76%
$26.50Aug 7$1.65$3.03$4.68$21.82$31.1818.76%
$23.50Aug 7$3.05$1.67$4.72$18.78$28.2218.92%
$25.50Aug 7$2.35$2.38$4.73$20.77$30.2318.96%
$24.50Aug 7$2.72$2.13$4.85$19.65$29.3519.44%
$25.00Aug 14$2.53$2.35$4.88$20.12$29.8819.56%
$24.50Aug 14$2.80$2.10$4.90$19.60$29.4019.64%
$23.00Aug 7$3.65$1.43$5.08$17.92$28.0820.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 11.34% of stock, avg 15.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$23.00Aug 14$1.30$1.53$2.83$20.17$31.83
$28.00$23.50Aug 7$1.23$1.67$2.90$20.60$30.90
$29.00$23.50Aug 14$1.30$1.75$3.05$20.45$32.05
$28.00$24.00Aug 7$1.23$1.83$3.06$20.94$31.06
$28.00$23.00Aug 14$1.55$1.53$3.08$19.92$31.08
$27.50$23.50Aug 7$1.45$1.67$3.12$20.38$30.62
$27.00$23.50Aug 7$1.53$1.67$3.20$20.30$30.20
$27.50$24.00Aug 7$1.45$1.83$3.28$20.72$30.78
$27.50$23.00Aug 14$1.75$1.53$3.28$19.72$30.78
$28.00$23.50Aug 14$1.55$1.75$3.30$20.20$31.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 7.33, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2424/25Aug 21$0.88$0.127.33$23.12$25.38
21/2225/26Aug 28$0.82$0.184.56$20.68$25.82
23/2426/26Aug 21$0.81$0.194.26$23.19$26.31
21/2224/25Aug 28$0.81$0.194.26$20.69$24.81
22/2224/24Aug 14$0.40$0.104.00$21.60$23.90
20/2122/22Aug 21$0.40$0.104.00$20.60$21.90
22/2326/26Aug 21$0.40$0.104.00$22.60$25.90
22/2325/26Aug 14$0.39$0.113.55$22.61$25.39
24/2425/26Aug 28$0.78$0.223.55$23.22$25.78
20/2124/24Aug 7$0.38$0.123.17$20.62$23.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 11.50, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$22.50$25.00Sep 18$0.20$2.3011.50
$23.50$24.00$24.50Aug 7$0.07$0.436.14
$26.50$27.00$27.50Aug 14$0.08$0.425.25
$26.00$26.50$27.00Aug 14$0.09$0.414.56
$20.00$20.50$21.00Aug 14$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Aug 7$0.07$0.436.14
$20.00$20.50$21.00Aug 7$0.11$0.393.55
$22.50$23.00$23.50Aug 14$0.11$0.393.55
$21.00$21.50$22.00Aug 21$0.11$0.393.55
$20.00$22.50$25.00Sep 18$0.55$1.953.55

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 $-0.65, 11 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$22.50$26.001:2Sep 4-$1.81$1.69
$28.00$29.001:2Aug 7-$0.73$0.27
$24.00$26.001:2Sep 11-$1.85$0.15
$22.50$25.001:2Sep 18-$2.35$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Sep 18-$0.65$1.85
$25.00$22.501:2Sep 18-$0.85$1.65
$22.00$20.001:2Sep 4-$0.43$1.57
$26.00$24.001:2Sep 4-$1.56$0.44
$21.00$20.501:2Aug 7-$0.37$0.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 14.03%, avg 7.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Sep 18$3.500.580.2%14.03%14.23%1504.7K
$25.00Aug 28$2.750.550.2%11.02%11.22%43116
$26.00Sep 11$2.600.534.2%10.42%14.63%22
$26.00Sep 4$2.550.534.2%10.22%14.43%1456
$25.00Aug 21$2.500.540.2%10.02%10.22%5782.1K
$25.50Aug 21$2.350.522.2%9.42%11.62%341
$25.00Aug 14$2.300.560.2%9.22%9.42%26144
$26.00Aug 21$2.250.494.2%9.02%13.23%2136
$26.00Aug 28$2.250.504.2%9.02%13.23%360
$25.00Aug 7$2.200.550.2%8.82%9.02%373498

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 7,565
Total Puts 1,959
Put/Call Ratio 0.26
Net Difference 5,606

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,565
Total Puts 8,456
Average Put/Call Ratio 0.22
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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