Tour v527
FSLY
FASTLY INC A
$24.86 +7.34%
$24.93 (+0.28%)🌙
as of 09/14 06:34 PM
9/14 18:34

Option Volume

Detail
Current (09/14) 14,178
Calls: 9,222 (65%)
Puts: 4,956 (35%)
Prior (09/11) 11,250
Calls: 5,924 (53%)
Puts: 5,326 (47%)
Current vs Prior +26.03%
Calls: +55.67% (Calls)
Puts: -6.95% (Puts)
Prior 7-Day Total 118,278
Calls: 85,211 (72%)
Puts: 33,067 (28%)
Prior 7-Day Average 16,896
Calls: 12,173 (72%)
Puts: 4,723 (28%)
Current vs Prior 7-Day Avg -16.09%
Calls: -24.24%
Puts: +4.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/14) $2.59M
Calls: $2.09M (81%)
Puts: $500.9K (19%)
Prior (09/11) $1.23M
Calls: $932.1K (76%)
Puts: $293.2K (24%)
Current vs Prior +111.08%
Calls: +123.73%
Puts: +70.85%
Prior 7-Day Total $15.81M
Calls: $12.54M (79%)
Puts: $3.27M (21%)
Prior 7-Day Average $2.26M
Calls: $1.79M (79%)
Puts: $466.8K (21%)
Current vs Prior 7-Day Avg +14.50%
Calls: +16.37%
Puts: +7.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/14) 0.54
Prior (09/11) 0.90
Current vs Prior -40.22%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -7.33%
Sentiment BULLISH

Open Interest

Detail
Current (09/14) 120,327
Calls: 89,020 (74%)
Puts: 31,307 (26%)
Prior (09/11) 90,325
Calls: 65,094 (72%)
Puts: 25,231 (28%)
Current vs Prior +33.22%
Prior 7-Day Total 634,102
Calls: 423,503 (67%)
Puts: 210,599 (33%)
Prior 7-Day Average 90,586
Calls: 60,500 (67%)
Puts: 30,085 (33%)
Current vs Prior 7-Day Avg +32.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 9.17% | 15.57%9.17% | 20.23%
Prior 10.71% | 16.11%10.71% | 20.12%
Current vs Prior -14.35% | -3.34%-14.35% | +0.56%
Prior 7-Day Avg 7.76% | 12.36%12.67% | 21.37%
Current vs 7-Day Avg +18.17% | +25.97%-27.61% | -5.32%
Prior 7-Day Eod 10.71% | 16.11%10.71% | 20.12%
Current vs 7-Day Eod -14.35% | -3.34%-14.35% | +0.56%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 70.05% | 39.28%
Calls: 92.86% | 39.86%
Puts: 47.24% | 38.71%
Prior 70.05% | 39.28%
Calls: 92.86% | 39.86%
Puts: 47.24% | 38.71%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 56.22% | 35.99%
Calls: 68.37% | 31.13%
Puts: 44.06% | 40.86%
Current vs 7-Day Avg +24.61% | +9.13%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($2.09M) vs puts ($500.9K). Massive premium surge with dollar volume up 111% vs prior. Bullish P/C ratio of 0.54. P/C ratio dropping 40% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 6.7%, best 4.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.951.00$0.985.1%1.1K0.513.9K
$22.50Oct 163.704.00$3.857.8%780.7110.8K
$25.00Oct 162.402.65$2.539.9%2870.551.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 162.452.55$2.504.0%590.4696

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
$25.00Sep 180.951.00$0.985.1%1.1K0.513.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 50 found (avg delta 0.70, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 184.005.60$4.8033.3%1320.984.7K
$20.50Sep 183.405.10$4.2540.0%70.9667
$21.00Sep 183.504.50$4.0025.0%2840.961.1K
$21.50Sep 182.653.90$3.2838.1%30.94153
$20.00Sep 254.605.40$5.0016.0%3140.93571
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 95.106.00$5.5516.2%20.731
$26.00Sep 181.601.90$1.7517.1%40.653
$27.00Sep 252.803.60$3.2025.0%30.64113
$26.50Sep 252.253.10$2.6831.7%30.6016
$26.00Sep 252.202.60$2.4016.7%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 10.8K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 180.951.00$0.985.1%1.1K0.513.9K
$25.00Sep 251.401.95$1.6732.9%5030.514.2K
$24.00Sep 181.351.90$1.6333.7%4610.66976
$24.50Sep 181.051.40$1.2328.5%4230.59135
$25.50Sep 180.650.90$0.7832.1%4200.43241
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 160.350.65$0.5060.0%2.2K0.15781
$25.00Sep 251.652.25$1.9530.8%3580.49417
$24.50Sep 180.550.95$0.7553.3%3290.4131
$22.00Sep 180.050.25$0.15133.3%1730.11252
$20.00Sep 180.000.05$0.03166.7%1710.02780

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 15.4%, max 22.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 18Oct 23106.0%86.8%22.0%462976
$27.00Sep 18Oct 23104.8%86.6%21.0%259197
$27.50Sep 18Oct 23104.1%86.3%20.6%80113
$25.00Sep 18Oct 2398.6%82.2%20.1%1.2K3.9K
$23.00Sep 18Oct 2394.7%82.4%15.0%221653
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 18Oct 1698.6%84.0%17.4%106530
$23.00Sep 18Oct 994.7%81.6%16.1%38158
$24.00Sep 18Oct 2106.0%92.1%15.0%201148

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 0.61, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$22.50Oct 16$1.55$0.95$1.5586%0.61$21.55
$24.00$25.00Oct 23$0.28$0.72$0.2862%2.57$24.28
$21.00$22.50Oct 23$0.85$0.65$0.8579%0.76$21.85
$22.50$25.00Oct 16$1.32$1.18$1.3271%0.89$23.82
$22.50$23.00Oct 2$0.12$0.38$0.1273%3.17$22.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.00Sep 25$0.45$0.55$0.4558%1.22$25.55
$26.50$26.00Sep 25$0.28$0.22$0.2860%0.79$26.22
$24.50$24.00Sep 25$0.20$0.30$0.2044%1.50$24.30
$22.50$22.00Sep 25$0.12$0.38$0.1225%3.17$22.38
$24.00$23.50Sep 25$0.22$0.28$0.2240%1.27$23.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.47, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Oct 9$0.25$0.25$0.2562%1.00$27.75
$29.00$29.50Oct 9$0.20$0.20$0.3070%0.67$29.20
$28.50$29.00Sep 18$0.10$0.10$0.4086%0.25$28.60
$26.50$27.00Oct 23$0.28$0.28$0.2252%1.27$26.78
$28.50$29.00Oct 2$0.19$0.19$0.3168%0.61$28.69
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$20.00Oct 16$0.80$0.80$1.7070%0.47$21.70
$24.00$22.00Oct 2$0.77$0.77$1.2361%0.63$23.23
$24.00$23.50Sep 18$0.33$0.33$0.1765%1.94$23.67
$22.00$21.00Oct 2$0.35$0.35$0.6576%0.54$21.65
$22.00$21.50Oct 9$0.25$0.25$0.2574%1.00$21.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.68, cheapest $0.52)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 18Sep 25$0.52106.0%96.8%
$24.50Sep 18Sep 25$0.6992.3%94.1%
$25.50Sep 18Sep 25$0.64100.0%103.8%
$25.00Sep 18Sep 25$0.6998.6%106.2%
$26.00Sep 18Sep 25$0.6895.1%103.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Sep 18Sep 25$0.62106.0%96.8%
$24.50Sep 18Sep 25$0.7592.3%94.1%
$25.00Sep 18Sep 25$0.9098.6%106.2%
$26.00Sep 18Sep 25$0.6595.1%103.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 7.96% of stock, avg 13.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Sep 18$1.23$0.75$1.98$22.52$26.487.96%
$25.00Sep 18$0.98$1.05$2.03$22.97$27.038.17%
$23.50Sep 18$1.75$0.35$2.10$21.40$25.608.45%
$26.00Sep 18$0.55$1.75$2.30$23.70$28.309.25%
$24.00Sep 18$1.63$0.68$2.31$21.69$26.319.29%
$23.00Sep 18$2.20$0.28$2.48$20.52$25.489.98%
$22.50Sep 18$2.68$0.20$2.88$19.62$25.3811.58%
$24.50Sep 25$1.92$1.50$3.42$21.08$27.9213.76%
$24.00Sep 25$2.15$1.30$3.45$20.55$27.4513.88%
$23.00Sep 25$2.73$0.85$3.58$19.42$26.5814.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 2.25% of stock, avg 8.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.00Sep 18$0.28$0.28$0.56$22.44$28.06
$27.50$23.50Sep 18$0.28$0.35$0.63$22.87$28.13
$27.00$23.00Sep 18$0.38$0.28$0.66$22.34$27.66
$27.00$23.50Sep 18$0.38$0.35$0.73$22.77$27.73
$26.50$23.00Sep 18$0.45$0.28$0.73$22.27$27.23
$26.50$23.50Sep 18$0.45$0.35$0.80$22.70$27.30
$26.00$23.00Sep 18$0.55$0.28$0.83$22.17$26.83
$26.00$23.50Sep 18$0.55$0.35$0.90$22.60$26.90
$27.50$24.00Sep 18$0.28$0.68$0.96$23.04$28.46
$27.00$24.00Sep 18$0.38$0.68$1.06$22.94$28.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 3.17, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2129/30Oct 9$0.38$0.1250%3.17$20.62$29.38
21/2229/30Oct 9$0.37$0.1347%2.85$21.13$29.37
23/2428/28Sep 25$0.36$0.1436%2.57$23.14$28.36
22/2328/28Sep 25$0.33$0.1740%1.94$22.67$28.33
21/2228/28Sep 25$0.26$0.2454%1.08$21.24$28.26
22/2228/28Sep 25$0.28$0.2249%1.27$21.72$28.28
20/2028/28Sep 25$0.23$0.2759%0.85$20.27$28.23
21/2228/29Oct 2$0.54$0.4645%1.17$21.46$29.04
22/2228/28Sep 25$0.25$0.2545%1.00$22.25$28.25
21/2228/28Oct 2$0.48$0.5242%0.92$21.52$28.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 9.87, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.23$2.2731%9.87
$25.00$25.50$26.00Sep 25$0.06$0.449%7.33
$25.00$25.50$26.00Oct 9$0.07$0.436%6.14
$24.00$24.50$25.00Oct 2$0.08$0.428%5.25
$22.50$23.00$23.50Sep 25$0.09$0.4110%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.40$2.1031%5.25
$22.00$22.50$23.00Sep 25$0.08$0.429%5.25
$21.00$21.50$22.00Oct 9$0.08$0.427%5.25
$20.50$21.00$21.50Sep 25$0.13$0.375%2.85
$20.00$20.50$21.00Oct 9$0.18$0.325%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.10, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$1.21$1.29
$27.50$28.001:2Sep 18-$0.12$0.38
$27.00$27.501:2Sep 18-$0.18$0.32
$25.50$26.001:2Sep 18-$0.32$0.18
$28.00$28.501:2Sep 18-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Oct 16-$0.10$2.40
$24.00$22.001:2Oct 2-$0.01$1.99
$26.00$25.001:2Sep 18-$0.35$0.65
$22.00$21.001:2Oct 2-$0.08$0.92
$21.00$20.501:2Sep 18-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 5.63%, avg 4.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.50Oct 23$1.400.3914.6%5.63%20.27%426
$26.50Oct 23$2.000.486.6%8.05%14.64%2419
$27.50Oct 23$1.650.4310.6%6.64%17.26%4697
$27.00Oct 23$1.800.458.6%7.24%15.85%8969
$26.00Oct 23$2.000.504.6%8.05%12.63%8214
$25.00Oct 23$2.400.560.6%9.65%10.22%11811
$25.00Oct 16$2.400.550.6%9.65%10.22%2871.2K
$27.50Oct 9$1.150.3810.6%4.63%15.25%2--
$27.00Oct 9$1.200.418.6%4.83%13.44%336
$26.00Oct 9$1.550.464.6%6.23%10.82%13518

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 9,222
Total Puts 4,956
Put/Call Ratio 0.54
Net Difference 4,266

Prior's Put/Call Breakdown

Total Calls 5,924
Total Puts 5,326
Put/Call Ratio 0.90
Net Difference 598

Prior 7-Day Put/Call Summary

Total Calls 85,211
Total Puts 33,067
Average Put/Call Ratio 0.58
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All