Tour v492
FSLY
FASTLY INC A
$22.68 -12.87%
$23.09 (+1.81%)🌙
as of 08/06 06:41 PM
8/6 18:41

Option Volume

Detail
Current (08/06) 12,839
Calls: 8,301 (65%)
Puts: 4,538 (35%)
Prior (08/05) 31,357
Calls: 24,606 (78%)
Puts: 6,751 (22%)
Current vs Prior -59.06%
Calls: -66.26% (Calls)
Puts: -32.78% (Puts)
Prior 7-Day Total 79,840
Calls: 64,164 (80%)
Puts: 15,676 (20%)
Prior 7-Day Average 11,405
Calls: 9,166 (80%)
Puts: 2,239 (20%)
Current vs Prior 7-Day Avg +12.57%
Calls: -9.44%
Puts: +102.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $2.84M
Calls: $2.24M (79%)
Puts: $602.5K (21%)
Prior (08/05) $8.09M
Calls: $7.03M (87%)
Puts: $1.07M (13%)
Current vs Prior -64.85%
Calls: -68.08%
Puts: -43.53%
Prior 7-Day Total $20.98M
Calls: $18.74M (89%)
Puts: $2.24M (11%)
Prior 7-Day Average $3.00M
Calls: $2.68M (89%)
Puts: $319.3K (11%)
Current vs Prior 7-Day Avg -5.07%
Calls: -16.25%
Puts: +88.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.55
Prior (08/05) 0.27
Current vs Prior +99.25%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +131.40%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 128,691
Calls: 67,552 (52%)
Puts: 61,139 (48%)
Prior (08/05) 180,923
Calls: 92,505 (51%)
Puts: 88,418 (49%)
Current vs Prior -28.87%
Prior 7-Day Total 685,826
Calls: 430,387 (63%)
Puts: 255,439 (37%)
Prior 7-Day Average 97,975
Calls: 61,483 (63%)
Puts: 36,491 (37%)
Current vs Prior 7-Day Avg +31.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 5.07% | 10.76%14.90% | 21.96%
Prior 18.32% | 21.32%23.17% | 27.97%
Current vs Prior -72.33% | -49.54%-35.67% | -21.49%
Prior 7-Day Avg 14.65% | 22.65%25.24% | 29.76%
Current vs 7-Day Avg -65.38% | -52.51%-40.96% | -26.23%
Prior 7-Day Eod 18.33% | 21.32%23.17% | 27.97%
Current vs 7-Day Eod -72.33% | -49.54%-35.67% | -21.49%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.84% | 9.30%
Calls: 11.93% | 9.30%
Puts: 17.75% | 9.30%
Current vs 7-Day Avg +16.61% | +44.41%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($2.24M) vs puts ($602.5K). Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 59% vs prior. Bullish P/C ratio of 0.55.

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 -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 210.901.05$0.9815.3%110.4078
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 73.005.80$4.4063.6%21.00--
$20.00Aug 72.153.30$2.7242.3%301.00112
$20.50Aug 71.902.30$2.1019.0%10.99--
$21.00Aug 71.352.25$1.8050.0%240.95135
$19.00Aug 73.104.80$3.9543.0%220.94120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Aug 73.105.60$4.3557.5%220.9622
$26.50Aug 72.754.30$3.5343.9%70.96129
$26.00Aug 72.603.90$3.2540.0%1380.94534
$25.00Aug 71.752.80$2.2846.1%720.88161
$25.50Aug 71.604.10$2.8587.7%120.8814

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 7.3K, top 439)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 70.050.15$0.10100.0%4390.111.9K
$23.00Aug 70.050.50$0.28160.7%3660.36634
$23.50Aug 140.500.90$0.7057.1%2760.3925
$26.00Aug 70.000.10$0.05200.0%2360.06883
$25.00Aug 210.600.80$0.7028.6%2330.311.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 71.101.85$1.4850.7%3740.81907
$22.50Aug 140.701.20$0.9552.6%3190.4721
$19.50Aug 210.100.65$0.38144.7%2960.1736
$23.00Aug 70.400.90$0.6576.9%2480.64362
$20.00Aug 70.000.05$0.03166.7%2450.04645

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 89.0%, max 236.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Aug 7Aug 14248.3%94.4%163.1%23120
$19.50Aug 7Aug 14232.5%91.3%154.5%5178
$25.50Aug 7Aug 21198.7%87.1%128.1%41110
$27.00Aug 7Aug 21188.2%82.9%126.9%174766
$26.00Aug 7Sep 4177.4%82.2%115.7%2481.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Aug 7Aug 21248.3%73.9%236.1%56141
$19.50Aug 7Sep 4232.5%81.2%186.1%5970
$18.50Aug 7Sep 11209.8%81.4%157.8%886
$25.50Aug 7Aug 21198.7%87.1%128.1%20519
$27.00Aug 7Aug 21188.2%82.9%126.9%2324

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 4.56, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$21.00Aug 21$0.10$0.40$0.104.00$20.60
$24.50$25.00Aug 21$0.10$0.40$0.104.00$24.60
$25.00$26.00Aug 28$0.20$0.80$0.204.00$25.20
$24.00$25.00Aug 28$0.25$0.75$0.253.00$24.25
$24.00$25.00Sep 11$0.25$0.75$0.253.00$24.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.00Aug 14$0.18$0.82$0.184.56$20.82
$20.00$18.50Sep 11$0.27$1.23$0.274.56$19.73
$24.00$23.50Aug 21$0.10$0.40$0.104.00$23.90
$22.50$22.00Aug 7$0.12$0.38$0.123.17$22.38
$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. 68 found (best R:R 5.67, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Aug 7$0.38$0.38$0.123.17$22.38
$23.00$23.50Aug 14$0.38$0.38$0.123.17$23.38
$25.50$26.00Aug 14$0.35$0.35$0.152.33$25.85
$23.50$24.00Aug 21$0.35$0.35$0.152.33$23.85
$21.50$22.00Aug 28$0.35$0.35$0.152.33$21.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$23.50Sep 11$0.85$0.85$0.155.67$23.65
$26.00$25.50Aug 7$0.40$0.40$0.104.00$25.60
$26.00$25.50Aug 14$0.40$0.40$0.104.00$25.60
$25.00$22.50Sep 18$1.82$1.82$0.682.68$23.18
$27.00$26.50Aug 14$0.35$0.35$0.152.33$26.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $0.46, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Aug 7Aug 14$0.08248.3%94.4%
$19.50Aug 7Aug 14$0.10232.5%91.3%
$20.00Aug 7Aug 14$0.11138.5%80.0%
$26.50Aug 7Aug 14$0.17172.0%93.4%
$26.00Aug 7Aug 14$0.25177.4%98.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Aug 7Aug 14$0.05188.2%110.8%
$19.50Aug 7Aug 14$0.07232.5%91.3%
$20.00Aug 7Aug 14$0.17138.5%80.0%
$18.50Aug 7Aug 21$0.19209.8%88.2%
$25.50Aug 7Aug 14$0.25198.7%123.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 4.10% of stock, avg 14.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 7$0.28$0.65$0.93$22.07$23.934.10%
$22.50Aug 7$0.50$0.45$0.95$21.55$23.454.19%
$21.50Aug 7$1.05$0.13$1.18$20.32$22.685.20%
$22.00Aug 7$0.88$0.33$1.21$20.79$23.215.34%
$23.50Aug 7$0.28$1.05$1.33$22.17$24.835.86%
$24.00Aug 7$0.15$1.48$1.63$22.37$25.637.19%
$21.00Aug 7$1.80$0.08$1.88$19.12$22.888.29%
$22.50Aug 14$1.02$0.95$1.97$20.53$24.478.69%
$20.50Aug 7$2.10$0.05$2.15$18.35$22.659.48%
$22.00Aug 14$1.53$0.78$2.31$19.69$24.3110.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.79% of stock, avg 7.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$21.00Aug 7$0.10$0.08$0.18$20.82$24.68
$25.50$21.00Aug 7$0.13$0.08$0.21$20.79$25.71
$24.00$21.00Aug 7$0.15$0.08$0.23$20.77$24.23
$24.50$21.50Aug 7$0.10$0.13$0.23$21.27$24.73
$24.50$19.50Aug 7$0.10$0.13$0.23$19.27$24.73
$25.50$21.50Aug 7$0.13$0.13$0.26$21.24$25.76
$25.50$19.50Aug 7$0.13$0.13$0.26$19.24$25.76
$24.00$21.50Aug 7$0.15$0.13$0.28$21.22$24.28
$24.00$19.50Aug 7$0.15$0.13$0.28$19.22$24.28
$23.00$21.00Aug 7$0.28$0.08$0.36$20.64$23.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 9.00, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/24Aug 28$0.90$0.109.00$22.10$24.40
20/2021/22Sep 4$0.87$0.136.69$19.63$21.87
23/2425/26Sep 4$0.87$0.136.69$22.63$25.87
22/2324/25Aug 28$0.85$0.155.67$22.15$24.85
22/2325/26Aug 28$0.80$0.204.00$22.20$25.80
20/2124/24Aug 21$0.39$0.113.55$20.61$24.39
20/2122/22Aug 28$0.77$0.233.35$20.23$22.27
19/2024/24Aug 21$0.38$0.123.17$19.12$24.38
20/2126/26Aug 21$0.38$0.123.17$20.62$25.88
22/2325/26Sep 4$0.75$0.253.00$22.25$25.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.00$25.50Aug 21$0.05$0.459.00
$25.50$26.00$26.50Aug 7$0.06$0.447.33
$23.00$24.00$25.00Sep 11$0.15$0.855.67
$23.50$24.00$24.50Aug 7$0.08$0.425.25
$24.00$24.50$25.00Aug 21$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Aug 7$0.08$0.425.25
$20.00$20.50$21.00Sep 4$0.09$0.414.56
$20.50$21.00$21.50Sep 11$0.09$0.414.56
$20.00$22.50$25.00Sep 18$0.59$1.913.24
$19.50$20.00$20.50Aug 7$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. 42 found (best net $-0.46, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Sep 4-$0.46$2.04
$22.50$25.001:2Sep 18-$0.81$1.69
$20.00$22.501:2Sep 18-$1.05$1.45
$25.00$26.001:2Aug 28-$0.53$0.47
$25.00$26.001:2Sep 4-$0.53$0.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.51$1.99
$20.00$18.501:2Sep 11-$0.41$1.09
$21.00$20.001:2Aug 28-$0.18$0.82
$19.50$19.001:2Aug 7-$0.07$0.43
$19.50$19.001:2Aug 14-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 7.05%, avg 3.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 11$1.600.511.4%7.05%8.47%2--
$25.00Sep 18$1.500.4210.2%6.61%16.84%2043.3K
$23.50Aug 28$1.250.473.6%5.51%9.13%1--
$23.00Aug 21$1.150.511.4%5.07%6.48%14101
$24.00Sep 11$1.150.445.8%5.07%10.89%169
$23.00Aug 28$1.100.511.4%4.85%6.26%4643
$25.00Sep 11$1.000.3810.2%4.41%14.64%14
$24.00Aug 21$0.900.405.8%3.97%9.79%1178
$24.00Aug 28$0.850.425.8%3.75%9.57%414
$25.00Sep 4$0.850.3810.2%3.75%13.98%1114

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 8,301
Total Puts 4,538
Put/Call Ratio 0.55
Net Difference 3,763

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 64,164
Total Puts 15,676
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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