Tour v528
FSLY
FASTLY INC A
$23.86 -2.89%
$24.00 (+0.59%)🌙
as of 09/18 06:30 PM
9/18 18:30

Option Volume

Detail
Current (09/18) 12,211
Calls: 9,459 (77%)
Puts: 2,752 (23%)
Prior (09/15) 6,454
Calls: 5,167 (80%)
Puts: 1,287 (20%)
Current vs Prior +89.20%
Calls: +83.07% (Calls)
Puts: +113.83% (Puts)
Prior 7-Day Total 105,838
Calls: 70,658 (67%)
Puts: 35,180 (33%)
Prior 7-Day Average 15,119
Calls: 10,094 (67%)
Puts: 5,025 (33%)
Current vs Prior 7-Day Avg -19.24%
Calls: -6.29%
Puts: -45.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $2.29M
Calls: $2.02M (88%)
Puts: $264.1K (12%)
Prior (09/15) $1.21M
Calls: $1.05M (87%)
Puts: $162.3K (13%)
Current vs Prior +89.55%
Calls: +93.71%
Puts: +62.76%
Prior 7-Day Total $14.60M
Calls: $11.46M (79%)
Puts: $3.14M (21%)
Prior 7-Day Average $2.09M
Calls: $1.64M (79%)
Puts: $448.0K (21%)
Current vs Prior 7-Day Avg +9.75%
Calls: +23.65%
Puts: -41.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.29
Prior (09/15) 0.25
Current vs Prior +16.81%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -55.33%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 141,452
Calls: 75,149 (53%)
Puts: 66,303 (47%)
Prior (09/15) 114,357
Calls: 73,004 (64%)
Puts: 41,353 (36%)
Current vs Prior +23.69%
Prior 7-Day Total 690,403
Calls: 491,527 (71%)
Puts: 198,876 (29%)
Prior 7-Day Average 98,629
Calls: 70,218 (71%)
Puts: 28,410 (29%)
Current vs Prior 7-Day Avg +43.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.77% | 12.70%2.77% | 19.91%
Prior 8.64% | 13.79%8.64% | 19.96%
Current vs Prior +46.95% | +17.04%-67.99% | -0.26%
Prior 7-Day Avg 8.62% | 13.73%11.31% | 21.18%
Current vs 7-Day Avg +47.34% | +17.54%-75.54% | -5.99%
Prior 7-Day Eod 8.64% | 13.79%8.64% | 19.96%
Current vs 7-Day Eod +46.95% | +17.04%-67.99% | -0.26%
Sentiment BEARISHBULLISH

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 63.13% | 37.64%
Calls: 80.61% | 35.50%
Puts: 45.65% | 39.79%
Current vs 7-Day Avg +10.96% | +4.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($2.02M) vs puts ($264.1K). Elevated premium activity with dollar volume up 90% vs prior. Above-average activity with volume up 89% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (9,459 calls vs 2,752 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 1 of results (avg 5.6%, best 5.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.751.85$1.805.6%1.6K0.472.6K
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. 60 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 180.801.35$1.0850.9%1561.00540
$20.00Sep 183.004.70$3.8544.2%770.934.5K
$20.00Sep 253.204.70$3.9538.0%3010.92534
$22.50Sep 180.752.25$1.50100.0%1170.90902
$21.50Sep 181.502.95$2.2365.0%40.89150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Sep 183.005.20$4.1053.7%10.96--
$26.00Sep 181.002.85$1.9395.9%20.95--
$25.50Sep 180.502.55$1.53134.0%40.94--
$27.00Sep 182.304.30$3.3060.6%20.94--
$24.50Sep 180.201.05$0.63134.9%390.90215

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 9.3K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 161.751.85$1.805.6%1.6K0.472.6K
$23.50Sep 180.050.90$0.48177.1%1.1K0.712.3K
$24.00Sep 180.000.10$0.05200.0%7230.271.1K
$25.00Sep 180.000.10$0.05200.0%5300.113.9K
$25.00Sep 250.701.20$0.9552.6%3550.404.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 180.050.30$0.18138.9%7210.73189
$20.00Sep 250.050.20$0.13115.4%1750.081.7K
$26.00Sep 252.603.00$2.8014.3%1620.705
$23.00Sep 250.701.10$0.9044.4%1160.382.3K
$24.00Sep 251.401.60$1.5013.3%1130.49236

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 312.7%, max 1872.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Sep 18Oct 21758.4%89.2%1872.2%6935
$23.50Sep 18Oct 30346.1%81.7%323.4%1.1K2.3K
$24.00Sep 18Oct 23173.0%85.2%103.1%8131.1K
$27.50Sep 25Oct 30113.0%84.1%34.4%2669
$26.50Sep 25Oct 30104.9%85.5%22.6%1059
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.50Sep 18Oct 30346.1%81.7%323.4%8152
$24.00Sep 18Oct 9173.0%88.8%94.8%722189
$21.00Sep 25Oct 30102.3%82.4%24.2%72181
$22.50Sep 25Oct 3095.3%81.9%16.3%121.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 91 found (best R:R 0.76, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$20.00$22.50Oct 16$1.42$1.08$1.4281%0.76$21.42
$22.00$23.50Oct 30$0.72$0.78$0.7266%1.08$22.72
$21.50$22.00Sep 18$0.25$0.25$0.2589%1.00$21.75
$23.00$23.50Oct 2$0.13$0.37$0.1360%2.85$23.13
$20.50$21.00Sep 18$0.28$0.22$0.2886%0.79$20.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Oct 2$0.18$0.32$0.1853%1.78$24.32
$26.00$25.00Sep 25$0.63$0.37$0.6370%0.59$25.37
$22.00$21.50Sep 25$0.10$0.40$0.1026%4.00$21.90
$22.50$22.00Sep 25$0.13$0.37$0.1331%2.85$22.37
$23.50$23.00Oct 2$0.20$0.30$0.2044%1.50$23.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 0.63, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Oct 9$0.33$0.33$0.1752%1.94$24.83
$27.50$28.00Oct 30$0.23$0.23$0.2764%0.85$27.73
$24.00$24.50Oct 2$0.29$0.29$0.2149%1.38$24.29
$25.00$25.50Sep 25$0.22$0.22$0.2860%0.79$25.22
$26.00$26.50Oct 2$0.18$0.18$0.3266%0.56$26.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.50$20.00Oct 16$0.97$0.97$1.5364%0.63$21.53
$23.50$23.00Sep 25$0.33$0.33$0.1756%1.94$23.17
$20.50$20.00Oct 9$0.20$0.20$0.3080%0.67$20.30
$21.50$21.00Oct 23$0.25$0.25$0.2570%1.00$21.25
$23.50$22.50Oct 30$0.50$0.50$0.5058%1.00$23.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.75, cheapest $1.10)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Sep 18Sep 25$1.10346.1%105.0%
$22.50Sep 25Oct 2$0.4095.3%90.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 0.96% of stock, avg 13.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Sep 18$0.05$0.18$0.23$23.77$24.230.96%
$23.50Sep 18$0.48$0.13$0.61$22.89$24.112.56%
$24.50Sep 18$0.03$0.63$0.66$23.84$25.162.77%
$23.00Sep 18$1.08$0.03$1.11$21.89$24.114.65%
$25.00Sep 18$0.05$1.18$1.23$23.77$26.235.16%
$25.50Sep 18$0.03$1.53$1.56$23.94$27.066.54%
$26.00Sep 18$0.03$1.93$1.96$24.04$27.968.21%
$22.00Sep 18$1.98$0.13$2.11$19.89$24.118.84%
$21.50Sep 18$2.23$0.13$2.36$19.14$23.869.89%
$23.00Sep 25$1.70$0.90$2.60$20.40$25.6010.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.25% of stock, avg 10.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$23.00Sep 18$0.03$0.03$0.06$22.94$24.56
$25.00$23.00Sep 18$0.05$0.03$0.08$22.92$25.08
$27.00$23.00Sep 18$0.05$0.03$0.08$22.92$27.08
$24.00$23.00Sep 18$0.05$0.03$0.08$22.92$24.08
$24.50$20.00Sep 18$0.03$0.10$0.13$19.87$24.63
$27.00$20.00Sep 18$0.05$0.10$0.15$19.85$27.15
$25.00$20.00Sep 18$0.05$0.10$0.15$19.85$25.15
$28.50$23.00Sep 18$0.13$0.03$0.16$22.84$28.66
$24.50$21.50Sep 18$0.03$0.13$0.16$21.34$24.66
$24.50$22.00Sep 18$0.03$0.13$0.16$21.84$24.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 4.00, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
21/2228/28Oct 23$0.40$0.1036%4.00$21.10$27.90
20/2026/26Oct 2$0.31$0.1950%1.63$19.69$26.31
20/2027/28Oct 9$0.32$0.1848%1.78$20.18$27.32
21/2226/26Oct 2$0.36$0.1440%2.57$21.14$26.36
20/2026/27Oct 9$0.33$0.1745%1.94$20.17$26.83
20/2126/26Sep 25$0.28$0.2253%1.27$20.72$26.28
21/2227/28Oct 9$0.34$0.1640%2.12$21.16$27.34
21/2226/27Oct 9$0.35$0.1537%2.33$21.15$26.85
20/2128/28Oct 23$0.33$0.1739%1.94$20.67$27.83
21/2226/26Sep 25$0.27$0.2348%1.17$21.23$26.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 16.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.14$2.3634%16.86
$23.00$23.50$24.00Sep 18$0.17$0.3373%1.94
$22.00$22.50$23.00Sep 18$0.06$0.4412%7.33
$25.50$26.00$26.50Oct 9$0.06$0.447%7.33
$27.50$28.00$28.50Sep 25$0.06$0.445%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Oct 16$0.38$2.1234%5.58
$21.50$22.00$22.50Oct 9$0.05$0.457%9.00
$20.00$20.50$21.00Sep 25$0.06$0.449%7.33
$22.50$23.00$23.50Oct 23$0.06$0.446%7.33
$21.00$21.50$22.00Oct 30$0.06$0.446%7.33

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 $-0.52, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$25.001:2Oct 16-$0.52$1.98
$20.00$22.501:2Oct 16-$1.66$0.84
$26.00$27.001:2Sep 18-$0.07$0.93
$24.50$25.001:2Sep 18-$0.07$0.43
$27.50$28.501:2Oct 2-$0.32$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Oct 16-$0.25$2.25
$27.00$26.001:2Sep 18-$0.56$0.44
$25.00$24.501:2Sep 18-$0.08$0.42
$24.00$23.501:2Sep 18-$0.08$0.42
$21.50$20.001:2Sep 18-$0.07$1.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.66%, avg 4.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Oct 30$1.350.4111.1%5.66%16.72%1--
$27.00Oct 30$1.200.3913.2%5.03%18.19%45
$25.50Oct 30$1.650.466.9%6.92%13.79%574
$26.00Oct 30$1.450.439.0%6.08%15.05%3610
$27.50Oct 30$1.050.3615.3%4.40%19.66%69
$25.00Oct 30$1.750.494.8%7.33%12.11%532
$25.00Oct 16$1.750.474.8%7.33%12.11%1.6K2.6K
$24.50Oct 30$1.950.522.7%8.17%10.85%62
$28.00Oct 30$0.950.3217.4%3.98%21.33%61
$27.50Oct 23$0.950.3415.3%3.98%19.24%1398

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 9,459
Total Puts 2,752
Put/Call Ratio 0.29
Net Difference 6,707

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 70,658
Total Puts 35,180
Average Put/Call Ratio 0.65
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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