Tour v492
FSLY
FASTLY INC A
$26.03 +4.33%
$24.46 (-6.03%)🌙
as of 08/05 06:06 PM
8/5 18:06

Option Volume

Detail
Current (08/05) 31,357
Calls: 24,606 (78%)
Puts: 6,751 (22%)
Prior (08/04) 9,524
Calls: 7,565 (79%)
Puts: 1,959 (21%)
Current vs Prior +229.24%
Calls: +225.26% (Calls)
Puts: +244.61% (Puts)
Prior 7-Day Total 50,949
Calls: 41,477 (81%)
Puts: 9,472 (19%)
Prior 7-Day Average 7,278
Calls: 5,925 (81%)
Puts: 1,353 (19%)
Current vs Prior 7-Day Avg +330.82%
Calls: +315.27%
Puts: +398.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $8.09M
Calls: $7.03M (87%)
Puts: $1.07M (13%)
Prior (08/04) $2.83M
Calls: $2.51M (89%)
Puts: $316.7K (11%)
Current vs Prior +185.84%
Calls: +179.42%
Puts: +236.83%
Prior 7-Day Total $13.36M
Calls: $12.12M (91%)
Puts: $1.24M (9%)
Prior 7-Day Average $1.91M
Calls: $1.73M (91%)
Puts: $177.4K (9%)
Current vs Prior 7-Day Avg +323.97%
Calls: +305.80%
Puts: +501.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.27
Prior (08/04) 0.26
Current vs Prior +5.95%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +15.40%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 180,923
Calls: 92,505 (51%)
Puts: 88,418 (49%)
Prior (08/04) 178,674
Calls: 90,928 (51%)
Puts: 87,746 (49%)
Current vs Prior +1.26%
Prior 7-Day Total 531,430
Calls: 358,391 (67%)
Puts: 173,039 (33%)
Prior 7-Day Average 75,918
Calls: 51,198 (67%)
Puts: 24,719 (33%)
Current vs Prior 7-Day Avg +138.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 18.32% | 21.32%23.17% | 27.97%
Prior 20.24% | 20.64%23.97% | 28.46%
Current vs Prior -9.46% | +3.30%-3.35% | -1.72%
Prior 7-Day Avg 13.55% | 22.77%25.68% | 30.17%
Current vs 7-Day Avg +35.27% | -6.35%-9.78% | -7.31%
Prior 7-Day Eod 20.24% | 20.64%23.97% | 28.46%
Current vs 7-Day Eod -9.46% | +3.30%-3.35% | -1.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Prior 12.05% | 21.27%
Calls: 15.77% | 25.00%
Puts: 8.33% | 17.54%
Current vs Prior +43.57% | -36.86%
Prior 7-Day Avg 14.49% | 8.25%
Calls: 10.41% | 8.08%
Puts: 18.58% | 8.42%
Current vs 7-Day Avg +19.37% | +62.79%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($7.03M) vs puts ($1.07M). Massive premium surge with dollar volume up 186% vs prior. Dollar volume significantly above 7-day average (324% higher). Unusually high activity with volume up 229% 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 NEUTRAL
Prior NEUTRAL
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 10 of results (avg 8.2%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 212.352.50$2.426.2%710.50309
$26.00Aug 72.152.30$2.226.8%1.2K0.54653
$25.00Sep 184.004.30$4.157.2%2.6K0.614.7K
$30.00Sep 182.202.40$2.308.7%4760.411.7K
$23.00Aug 214.304.70$4.508.9%200.7196
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 186.006.40$6.206.5%30.58134

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.43, cheapest $0.43)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 70.400.45$0.4311.6%2480.14298

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.67, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 75.205.70$5.459.2%90.86135
$21.50Aug 74.705.90$5.3022.6%120.8333
$21.00Aug 145.205.90$5.5512.6%120.83109
$22.00Aug 74.305.60$4.9526.3%130.81407
$21.00Aug 215.506.30$5.9013.6%120.8153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.00Aug 75.506.10$5.8010.3%10.762
$30.50Aug 75.105.70$5.4011.1%60.73--
$30.00Aug 74.505.10$4.8012.5%80.704
$29.50Aug 74.304.90$4.6013.0%50.69--
$29.00Aug 74.004.70$4.3516.1%2000.654

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 22.5K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.004.30$4.157.2%2.6K0.614.7K
$22.00Aug 214.805.40$5.1011.8%2.1K0.772.3K
$30.00Aug 70.851.10$0.9825.5%2.0K0.30929
$25.00Aug 72.552.90$2.7212.9%1.8K0.61628
$26.00Aug 72.152.30$2.226.8%1.2K0.54653
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 71.251.40$1.3311.3%8770.3248
$26.00Aug 72.152.40$2.2811.0%5620.463
$23.00Aug 70.951.05$1.0010.0%4560.2677
$22.50Sep 181.452.10$1.7836.5%3690.281.3K
$21.00Aug 70.400.45$0.4311.6%2480.14298

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 155.9%, max 215.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Sep 18302.9%96.0%215.4%1161.3K
$24.50Aug 7Sep 11298.1%100.3%197.3%45340
$30.00Aug 7Sep 18309.4%104.6%195.9%2.5K2.6K
$22.00Aug 7Sep 11291.1%98.7%195.0%13437
$24.00Aug 7Sep 11299.5%101.7%194.6%193441
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Sep 18302.9%96.0%215.4%5971.4K
$30.00Aug 7Sep 18309.4%104.6%195.9%11138
$25.00Aug 7Sep 18294.2%101.7%189.2%334119
$23.00Aug 7Sep 4306.1%108.4%182.2%45878
$21.00Aug 7Sep 11295.2%105.4%180.1%250298

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 4.00, avg 1.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$23.00Sep 11$0.20$0.80$0.204.00$22.20
$29.00$30.00Aug 21$0.23$0.77$0.233.35$29.23
$27.50$28.00Aug 7$0.13$0.37$0.132.85$27.63
$25.50$26.00Aug 14$0.13$0.37$0.132.85$25.63
$21.00$21.50Aug 7$0.15$0.35$0.152.33$21.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$23.50Aug 7$0.10$0.40$0.104.00$23.90
$26.00$25.50Aug 14$0.10$0.40$0.104.00$25.90
$22.00$21.50Aug 28$0.10$0.40$0.104.00$21.90
$23.00$22.50Sep 4$0.11$0.39$0.113.55$22.89
$21.50$21.00Aug 28$0.13$0.37$0.132.85$21.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 9.00, avg 1.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$23.50Aug 14$0.40$0.40$0.104.00$23.40
$21.50$22.00Aug 7$0.35$0.35$0.152.33$21.85
$23.50$24.00Aug 14$0.35$0.35$0.152.33$23.85
$21.00$21.50Aug 21$0.35$0.35$0.152.33$21.35
$22.00$22.50Aug 21$0.35$0.35$0.152.33$22.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$29.00$28.00Aug 7$0.90$0.90$0.109.00$28.10
$31.00$30.50Aug 7$0.40$0.40$0.104.00$30.60
$29.00$27.00Aug 14$1.42$1.42$0.582.45$27.58
$22.50$22.00Sep 4$0.34$0.34$0.162.12$22.16
$24.50$24.00Aug 21$0.32$0.32$0.181.78$24.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $0.32, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Aug 7Aug 14$0.10295.2%161.9%
$24.00Aug 7Aug 14$0.10299.5%164.8%
$21.50Aug 7Aug 14$0.15305.3%164.2%
$23.50Aug 7Aug 14$0.25313.7%161.6%
$30.50Aug 7Aug 14$0.25302.4%156.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Aug 7Aug 14$0.05302.5%158.3%
$27.00Aug 7Aug 14$0.15302.5%158.2%
$22.50Aug 7Aug 14$0.17302.9%156.3%
$23.50Aug 7Aug 14$0.20313.7%161.6%
$21.00Aug 7Aug 14$0.22295.2%161.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 17.10% of stock, avg 22.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.00Aug 7$2.72$1.73$4.45$20.55$29.4517.10%
$24.50Aug 7$2.95$1.53$4.48$20.02$28.9817.21%
$25.50Aug 7$2.50$2.00$4.50$21.00$30.0017.29%
$26.00Aug 7$2.22$2.28$4.50$21.50$30.5017.29%
$26.50Aug 7$2.05$2.55$4.60$21.90$31.1017.67%
$27.00Aug 7$1.83$2.83$4.66$22.34$31.6617.90%
$24.00Aug 7$3.50$1.33$4.83$19.17$28.8318.56%
$23.50Aug 7$3.70$1.23$4.93$18.57$28.4318.94%
$28.00Aug 7$1.50$3.45$4.95$23.05$32.9519.02%
$23.00Aug 7$4.00$1.00$5.00$18.00$28.0019.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 10.41% of stock, avg 15.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$24.50Aug 7$1.18$1.53$2.71$21.79$31.71
$28.50$24.50Aug 7$1.27$1.53$2.80$21.70$31.30
$29.00$25.00Aug 7$1.18$1.73$2.91$22.09$31.91
$28.50$25.00Aug 7$1.27$1.73$3.00$22.00$31.50
$28.00$24.50Aug 7$1.50$1.53$3.03$21.47$31.03
$27.50$24.50Aug 7$1.63$1.53$3.16$21.34$30.66
$29.00$25.50Aug 7$1.18$2.00$3.18$22.32$32.18
$28.00$25.00Aug 7$1.50$1.73$3.23$21.77$31.23
$30.00$22.50Aug 28$1.70$1.53$3.23$19.27$33.23
$28.50$25.50Aug 7$1.27$2.00$3.27$22.23$31.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 5.25, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2224/25Sep 4$0.84$0.165.25$21.66$24.84
21/2224/26Sep 11$1.21$0.294.17$21.29$25.71
22/2224/24Aug 28$0.40$0.104.00$21.60$23.90
22/2225/26Sep 4$0.79$0.213.76$21.71$25.79
22/2325/26Aug 7$0.39$0.113.55$22.61$25.39
22/2224/25Aug 28$0.78$0.223.55$21.72$24.78
22/2225/26Aug 28$0.78$0.223.55$21.72$25.78
23/2424/25Aug 28$0.78$0.223.55$22.72$24.78
23/2425/26Aug 28$0.78$0.223.55$22.72$25.78
21/2222/24Sep 4$1.17$0.333.55$20.33$23.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$30.00$30.50$31.00Aug 7$0.05$0.459.00
$28.00$29.00$30.00Aug 21$0.12$0.887.33
$27.00$27.50$28.00Aug 7$0.07$0.436.14
$29.00$29.50$30.00Aug 14$0.09$0.414.56
$23.00$23.50$24.00Aug 7$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Aug 7$0.06$0.447.33
$24.50$25.00$25.50Aug 7$0.07$0.436.14
$23.50$24.00$24.50Aug 7$0.10$0.404.00
$21.50$22.00$22.50Aug 7$0.14$0.362.57
$27.00$28.00$29.00Aug 7$0.28$0.722.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.06, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Sep 18-$0.45$4.55
$26.00$30.001:2Aug 28-$0.35$3.65
$26.00$30.001:2Sep 4-$0.54$3.46
$26.00$30.001:2Sep 11-$0.89$3.11
$30.00$31.001:2Aug 21-$0.90$0.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$25.001:2Sep 18-$0.06$4.94
$26.00$22.501:2Sep 11-$0.01$3.49
$25.00$22.501:2Sep 18-$0.43$2.07
$22.50$21.001:2Sep 11-$0.76$0.74
$29.00$27.001:2Aug 14-$1.56$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 9.22%, avg 5.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Aug 21$2.400.531.8%9.22%11.03%353
$27.00Aug 21$2.350.503.7%9.03%12.75%71309
$26.50Aug 14$2.200.521.8%8.45%10.26%4619
$30.00Sep 18$2.200.4115.2%8.45%23.70%4761.7K
$27.00Aug 14$2.000.493.7%7.68%11.41%58105
$30.00Sep 11$2.000.4015.2%7.68%22.94%1111
$26.50Aug 7$1.950.511.8%7.49%9.30%494127
$28.00Aug 21$1.950.457.6%7.49%15.06%24891
$27.00Aug 7$1.700.473.7%6.53%10.26%389249
$27.50Aug 14$1.700.465.7%6.53%12.18%823

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 24,606
Total Puts 6,751
Put/Call Ratio 0.27
Net Difference 17,855

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 41,477
Total Puts 9,472
Average Put/Call Ratio 0.24
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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