Tour v528
FSLY
FASTLY INC A
$24.30 -2.25%
$24.01 (-1.19%)🌙
as of 09/15 06:34 PM
9/15 18:34

Option Volume

Detail
Current (09/15) 6,454
Calls: 5,167 (80%)
Puts: 1,287 (20%)
Prior (09/14) 14,178
Calls: 9,222 (65%)
Puts: 4,956 (35%)
Current vs Prior -54.48%
Calls: -43.97% (Calls)
Puts: -74.03% (Puts)
Prior 7-Day Total 111,378
Calls: 75,937 (68%)
Puts: 35,441 (32%)
Prior 7-Day Average 15,911
Calls: 10,848 (68%)
Puts: 5,063 (32%)
Current vs Prior 7-Day Avg -59.44%
Calls: -52.37%
Puts: -74.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $1.21M
Calls: $1.05M (87%)
Puts: $162.3K (13%)
Prior (09/14) $2.59M
Calls: $2.09M (81%)
Puts: $500.9K (19%)
Current vs Prior -53.31%
Calls: -49.87%
Puts: -67.61%
Prior 7-Day Total $15.14M
Calls: $11.87M (78%)
Puts: $3.27M (22%)
Prior 7-Day Average $2.16M
Calls: $1.70M (78%)
Puts: $466.9K (22%)
Current vs Prior 7-Day Avg -44.16%
Calls: -38.35%
Puts: -65.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.25
Prior (09/14) 0.54
Current vs Prior -53.65%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -60.88%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 114,357
Calls: 73,004 (64%)
Puts: 41,353 (36%)
Prior (09/14) 120,327
Calls: 89,020 (74%)
Puts: 31,307 (26%)
Current vs Prior -4.96%
Prior 7-Day Total 646,683
Calls: 464,910 (72%)
Puts: 181,773 (28%)
Prior 7-Day Average 92,383
Calls: 66,415 (72%)
Puts: 25,967 (28%)
Current vs Prior 7-Day Avg +23.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 8.64% | 13.79%8.64% | 19.96%
Prior 9.17% | 15.57%9.17% | 20.23%
Current vs Prior -5.77% | -11.44%-5.77% | -1.36%
Prior 7-Day Avg 8.16% | 13.08%12.02% | 21.25%
Current vs 7-Day Avg +5.88% | +5.41%-28.12% | -6.09%
Prior 7-Day Eod 9.17% | 15.57%9.17% | 20.23%
Current vs 7-Day Eod -5.77% | -11.44%-5.77% | -1.36%
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 59.67% | 36.82%
Calls: 74.49% | 33.32%
Puts: 44.85% | 40.33%
Current vs 7-Day Avg +17.39% | +6.69%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($1.05M) vs puts ($162.3K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 54% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (5,167 calls vs 1,287 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 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 1 of results (avg 5.9%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 163.303.50$3.405.9%1040.6810.8K
PUTS (0)
No puts meet the criteria

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. 71 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Sep 183.705.30$4.5035.6%80.954.6K
$21.50Sep 182.503.80$3.1541.3%30.93151
$20.50Sep 182.855.10$3.9756.7%110.9266
$19.50Sep 183.906.00$4.9542.4%60.92213
$21.00Sep 182.654.60$3.6353.7%20.90937
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 183.505.70$4.6047.8%20.93--
$28.00Sep 182.755.00$3.8858.0%80.902
$27.50Sep 182.304.30$3.3060.6%40.857
$27.00Sep 181.953.80$2.8864.2%20.832
$28.50Sep 253.605.50$4.5541.8%20.78--

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 5.2K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 180.651.05$0.8547.1%1.5K0.49435
$25.00Sep 180.550.90$0.7347.9%6480.423.9K
$27.50Oct 91.001.60$1.3046.2%2290.3626
$25.00Oct 162.052.30$2.1711.5%1650.521.2K
$25.00Sep 251.101.80$1.4548.3%1600.474.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Sep 180.951.05$1.0010.0%1110.51233
$23.50Sep 180.450.70$0.5743.9%870.3461
$23.00Sep 180.250.45$0.3557.1%640.25174
$24.00Sep 180.201.10$0.65138.5%590.42155
$22.00Oct 90.951.30$1.1331.0%480.2824

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 27.0%, max 42.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Sep 18Oct 30118.9%83.6%42.2%94291
$27.50Sep 18Oct 30124.8%89.2%39.8%1439
$26.00Sep 18Oct 30117.3%85.2%37.8%58325
$27.00Sep 18Oct 30116.6%85.5%36.5%89236
$25.00Sep 18Oct 30116.0%87.2%33.1%6513.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 18Oct 30116.0%87.2%33.1%42442
$23.50Sep 18Oct 30109.8%82.9%32.4%9661
$24.50Sep 18Oct 30106.4%82.6%28.8%120233
$22.50Sep 18Oct 30105.6%83.0%27.1%261.6K
$23.00Sep 18Oct 30101.9%83.6%21.8%76174

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 4.88, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$26.00Oct 2$0.17$0.83$0.1748%4.88$25.17
$23.00$24.50Oct 30$0.62$0.88$0.6264%1.42$23.62
$22.50$25.00Oct 16$1.23$1.27$1.2368%1.03$23.73
$22.50$23.00Sep 25$0.13$0.37$0.1372%2.85$22.63
$23.50$24.50Oct 9$0.38$0.62$0.3862%1.63$23.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.50$25.00Sep 25$0.10$0.40$0.1058%4.00$25.40
$25.00$24.50Oct 30$0.10$0.40$0.1047%4.00$24.90
$27.50$26.50Oct 9$0.50$0.50$0.5065%1.00$27.00
$28.50$28.00Oct 2$0.25$0.25$0.2571%1.00$28.25
$24.00$23.50Oct 23$0.12$0.38$0.1243%3.17$23.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.89, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Oct 9$0.32$0.32$0.1864%1.78$27.82
$25.00$25.50Oct 23$0.38$0.38$0.1248%3.17$25.38
$28.50$29.00Oct 2$0.20$0.20$0.3072%0.67$28.70
$27.50$28.00Sep 25$0.18$0.18$0.3272%0.56$27.68
$24.50$25.00Oct 9$0.32$0.32$0.1845%1.78$24.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$21.00Sep 25$0.47$0.47$0.5374%0.89$21.53
$22.50$20.00Oct 16$0.83$0.83$1.6767%0.50$21.67
$22.50$22.00Oct 2$0.30$0.30$0.2068%1.50$22.20
$23.00$22.50Oct 23$0.32$0.32$0.1863%1.78$22.68
$24.00$23.50Sep 25$0.35$0.35$0.1556%2.33$23.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.69, cheapest $0.58)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Sep 18Sep 25$0.63106.4%98.2%
$25.00Sep 18Sep 25$0.72116.0%109.9%
$25.50Sep 18Sep 25$0.70109.3%106.1%
$23.50Sep 25Oct 2$0.5396.6%93.5%
$24.00Sep 18Sep 25$0.6093.9%103.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Sep 18Sep 25$0.58109.8%96.6%
$26.50Sep 25Oct 9$0.87104.0%92.4%
$24.50Sep 18Sep 25$0.65106.4%98.2%
$25.00Sep 18Sep 25$0.70116.0%109.9%
$25.50Sep 18Sep 25$0.75109.3%106.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 7.20% of stock, avg 16.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 18$1.10$0.65$1.75$22.25$25.757.20%
$24.50Sep 18$0.85$1.00$1.85$22.65$26.357.61%
$25.50Sep 18$0.50$1.58$2.08$23.42$27.588.56%
$23.00Sep 18$1.83$0.35$2.18$20.82$25.188.97%
$25.00Sep 18$0.73$1.53$2.26$22.74$27.269.30%
$22.50Sep 18$2.35$0.25$2.60$19.90$25.1010.70%
$22.00Sep 18$2.80$0.18$2.98$19.02$24.9812.26%
$24.50Sep 25$1.48$1.65$3.13$21.37$27.6312.88%
$23.50Sep 25$2.00$1.15$3.15$20.35$26.6512.96%
$24.00Sep 25$1.70$1.50$3.20$20.80$27.2013.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.10% of stock, avg 12.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$26.50$22.00Sep 18$0.33$0.18$0.51$21.49$27.01
$26.50$22.50Sep 18$0.33$0.25$0.58$21.92$27.08
$26.50$23.00Sep 18$0.33$0.35$0.68$22.32$27.18
$26.00$22.00Sep 18$0.43$0.18$0.61$21.39$26.61
$26.00$22.50Sep 18$0.43$0.25$0.68$21.82$26.68
$26.00$23.00Sep 18$0.43$0.35$0.78$22.22$26.78
$25.50$22.00Sep 18$0.50$0.18$0.68$21.32$26.18
$25.50$22.50Sep 18$0.50$0.25$0.75$21.75$26.25
$25.50$23.00Sep 18$0.50$0.35$0.85$22.15$26.35
$26.50$23.50Sep 18$0.33$0.57$0.90$22.60$27.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.86, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2228/28Sep 25$0.65$0.3546%1.86$21.35$28.15
23/2426/27Sep 18$0.33$0.1743%1.94$23.17$26.83
22/2328/28Sep 25$0.33$0.1739%1.94$22.67$27.83
21/2228/29Oct 2$0.47$0.5345%0.89$21.53$28.97
20/2128/29Oct 2$0.30$0.7052%0.43$20.70$28.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 5.76, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.50$21.00$21.50Oct 2$0.05$0.457%9.00
$28.00$28.50$29.00Sep 18$0.05$0.454%9.00
$22.00$22.50$23.00Oct 2$0.07$0.439%6.14
$20.00$22.50$25.00Oct 16$0.52$1.9831%3.81
$23.50$24.00$24.50Sep 25$0.08$0.4210%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.37$2.1331%5.76
$23.00$23.50$24.00Oct 30$0.06$0.446%7.33
$20.00$20.50$21.00Oct 30$0.06$0.445%7.33
$27.00$27.50$28.00Sep 25$0.07$0.438%6.14
$23.00$23.50$24.00Sep 25$0.08$0.4211%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.24, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$0.94$1.56
$19.50$22.001:2Oct 9-$1.55$0.95
$20.00$22.501:2Oct 16-$1.65$0.85
$23.00$24.001:2Sep 18-$0.37$0.63
$27.50$28.001:2Sep 18-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 2-$0.24$2.26
$27.00$25.501:2Sep 18-$0.28$1.22
$25.00$22.501:2Oct 16-$0.28$2.22
$24.00$22.501:2Oct 2-$0.50$1.00
$23.50$23.001:2Sep 18-$0.13$0.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 6.58%, avg 4.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$27.00Oct 23$1.600.4211.1%6.58%17.70%6371
$27.00Oct 30$1.450.4311.1%5.97%17.08%5--
$27.50Oct 30$1.300.4113.2%5.35%18.52%72
$25.50Oct 30$2.000.504.9%8.23%13.17%21
$26.00Oct 30$1.800.477.0%7.41%14.40%71
$25.00Oct 30$2.200.532.9%9.05%11.93%3--
$26.50Oct 23$1.600.449.1%6.58%15.64%11718
$25.00Oct 23$2.200.522.9%9.05%11.93%7719
$28.00Oct 30$1.150.3815.2%4.73%19.96%3--
$29.00Oct 30$0.950.3419.3%3.91%23.25%2--

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 5,167
Total Puts 1,287
Put/Call Ratio 0.25
Net Difference 3,880

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 75,937
Total Puts 35,441
Average Put/Call Ratio 0.64
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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