Tour v528
FSLY
FASTLY INC A
$27.42 +14.92%
$27.40 (-0.07%)🌙
as of 09/21 06:30 PM
9/21 18:30

Option Volume

Detail
Current (09/21) 38,694
Calls: 33,013 (85%)
Puts: 5,681 (15%)
Prior (09/18) 12,211
Calls: 9,459 (77%)
Puts: 2,752 (23%)
Current vs Prior +216.88%
Calls: +249.01% (Calls)
Puts: +106.43% (Puts)
Prior 7-Day Total 100,284
Calls: 73,395 (73%)
Puts: 26,889 (27%)
Prior 7-Day Average 14,326
Calls: 10,485 (73%)
Puts: 3,841 (27%)
Current vs Prior 7-Day Avg +170.09%
Calls: +214.86%
Puts: +47.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $10.42M
Calls: $9.73M (93%)
Puts: $682.8K (7%)
Prior (09/18) $2.29M
Calls: $2.02M (88%)
Puts: $264.1K (12%)
Current vs Prior +355.12%
Calls: +380.77%
Puts: +158.51%
Prior 7-Day Total $14.99M
Calls: $12.43M (83%)
Puts: $2.57M (17%)
Prior 7-Day Average $2.14M
Calls: $1.78M (83%)
Puts: $366.7K (17%)
Current vs Prior 7-Day Avg +386.39%
Calls: +448.39%
Puts: +86.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.17
Prior (09/18) 0.29
Current vs Prior -40.85%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -62.43%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 135,715
Calls: 66,708 (49%)
Puts: 69,007 (51%)
Prior (09/18) 141,452
Calls: 75,149 (53%)
Puts: 66,303 (47%)
Current vs Prior -4.06%
Prior 7-Day Total 758,497
Calls: 516,652 (68%)
Puts: 241,845 (32%)
Prior 7-Day Average 108,356
Calls: 73,807 (68%)
Puts: 34,549 (32%)
Current vs Prior 7-Day Avg +25.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 13.42% | 15.79%21.33% | 32.02%
Prior 12.70% | 16.14%2.77% | 19.91%
Current vs Prior +5.68% | -2.13%+671.30% | +60.84%
Prior 7-Day Avg 9.20% | 14.22%9.89% | 21.06%
Current vs 7-Day Avg +45.91% | +11.03%+115.65% | +52.02%
Prior 7-Day Eod 12.70% | 16.14%2.77% | 19.91%
Current vs 7-Day Eod +5.68% | -2.13%+671.30% | +60.84%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Prior 70.05% | 39.28%
Calls: 92.86% | 39.86%
Puts: 47.24% | 38.71%
Current vs Prior +0.00% | -26.63%
Prior 7-Day Avg 66.59% | 38.46%
Calls: 86.74% | 37.68%
Puts: 46.44% | 39.25%
Current vs 7-Day Avg +5.19% | -25.06%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($9.73M) vs puts ($682.8K). Massive premium surge with dollar volume up 355% vs prior. Dollar volume significantly above 7-day average (386% higher). Unusually high activity with volume up 217% 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 2 of results (avg 6.5%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 165.505.80$5.655.3%7.2K0.8310.8K
$25.00Oct 163.804.10$3.957.6%2.4K0.702.3K
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. 75 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.606.70$5.6537.2%100.94--
$22.50Sep 254.406.10$5.2532.4%30.92111
$22.00Oct 24.806.60$5.7031.6%210.8924
$23.50Sep 253.504.60$4.0527.2%280.89236
$23.00Sep 254.105.60$4.8530.9%1130.882.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Sep 253.805.40$4.6034.8%10.78--
$31.00Sep 253.404.90$4.1536.1%10.77--
$30.00Oct 23.104.30$3.7032.4%10.652
$29.50Oct 22.903.80$3.3526.9%20.61--
$30.00Oct 93.404.60$4.0030.0%50.615

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 31.8K, top 7.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.751.20$0.9845.9%7.6K0.34369
$22.50Oct 165.505.80$5.655.3%7.2K0.8310.8K
$25.00Oct 163.804.10$3.957.6%2.4K0.702.3K
$27.00Sep 251.802.00$1.9010.5%1.6K0.571.0K
$25.00Sep 252.903.40$3.1515.9%9730.764.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 250.050.50$0.28160.7%1.4K0.122.3K
$27.00Sep 251.151.70$1.4238.7%1.1K0.43104
$25.00Sep 250.500.75$0.6339.7%2290.24726
$25.00Oct 20.651.30$0.9866.3%1890.2827
$23.50Sep 250.050.40$0.23152.2%1210.12870

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 66.7%, max 93.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Sep 25Oct 30168.0%87.1%93.0%7.8K397
$26.00Sep 25Oct 23159.6%88.9%79.5%184396
$32.00Sep 25Oct 30160.3%90.2%77.7%22043
$27.50Sep 25Oct 30155.9%88.9%75.2%38887
$24.00Sep 25Oct 30153.5%88.1%74.2%58252
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Sep 25Oct 23159.6%88.9%79.5%4786
$24.00Sep 25Oct 16153.5%89.2%72.0%62235
$25.50Sep 25Oct 30150.9%90.0%67.7%4123
$27.00Sep 25Oct 30146.4%88.8%64.8%1.1K104
$25.00Sep 25Oct 30143.8%87.5%64.4%269728

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 90 found (best R:R 2.33, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$22.50Oct 2$0.15$0.35$0.1589%2.33$22.15
$30.00$31.00Oct 30$0.19$0.81$0.1944%4.26$30.19
$23.50$24.00Oct 2$0.20$0.30$0.2082%1.50$23.70
$24.50$25.00Oct 23$0.15$0.35$0.1572%2.33$24.65
$31.00$32.00Oct 16$0.15$0.85$0.1536%5.67$31.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$26.00Sep 25$0.12$0.38$0.1238%3.17$26.38
$27.00$26.50Sep 25$0.17$0.33$0.1743%1.94$26.83
$28.00$27.50Oct 2$0.22$0.28$0.2251%1.27$27.78
$29.00$28.50Oct 2$0.27$0.23$0.2758%0.85$28.73
$27.50$27.00Oct 2$0.23$0.27$0.2347%1.17$27.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 0.64, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Oct 16$0.40$0.40$0.1048%4.00$28.40
$30.00$30.50Sep 25$0.30$0.30$0.2066%1.50$30.30
$27.50$28.00Oct 23$0.38$0.38$0.1245%3.17$27.88
$28.50$29.00Oct 9$0.33$0.33$0.1752%1.94$28.83
$27.50$28.00Oct 30$0.36$0.36$0.1444%2.57$27.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Oct 30$0.98$0.98$1.5268%0.64$24.02
$26.00$23.00Oct 23$1.15$1.15$1.8563%0.62$24.85
$26.00$25.00Oct 16$0.53$0.53$0.4764%1.13$25.47
$24.00$23.50Sep 25$0.22$0.22$0.2882%0.79$23.78
$25.00$23.50Oct 2$0.46$0.46$1.0472%0.44$24.54

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.36, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 2$0.15168.0%110.7%
$26.00Sep 25Oct 2$0.55159.6%109.9%
$27.50Sep 25Oct 2$0.30155.9%111.2%
$28.50Sep 25Oct 2$0.31151.0%108.2%
$29.00Sep 25Oct 2$0.30151.3%108.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 16$0.75159.6%90.9%
$27.50Sep 25Oct 2$0.35155.9%111.2%
$26.50Sep 25Oct 2$0.38151.6%110.0%
$27.00Sep 25Oct 2$0.48146.4%111.6%
$29.50Oct 2Oct 9$0.30113.4%102.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 12.11% of stock, avg 17.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$1.90$1.42$3.32$23.68$30.3212.11%
$26.50Sep 25$2.17$1.25$3.42$23.08$29.9212.47%
$26.00Sep 25$2.35$1.13$3.48$22.52$29.4812.69%
$27.50Sep 25$1.75$1.78$3.53$23.97$31.0312.87%
$25.50Sep 25$2.78$0.85$3.63$21.87$29.1313.24%
$25.00Sep 25$3.15$0.63$3.78$21.22$28.7813.79%
$27.00Oct 2$2.20$1.90$4.10$22.90$31.1014.95%
$26.50Oct 2$2.55$1.63$4.18$22.32$30.6815.24%
$27.50Oct 2$2.05$2.13$4.18$23.32$31.6815.24%
$28.00Oct 2$1.83$2.35$4.18$23.82$32.1815.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 6.67% of stock, avg 11.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Sep 25$0.98$0.85$1.83$23.67$31.83
$29.50$25.50Sep 25$0.98$0.85$1.83$23.67$31.33
$30.00$26.00Sep 25$0.98$1.13$2.11$23.89$32.11
$29.50$26.00Sep 25$0.98$1.13$2.11$23.89$31.61
$29.00$25.50Sep 25$1.10$0.85$1.95$23.55$30.95
$30.00$25.00Oct 2$1.13$0.98$2.11$22.89$32.11
$29.50$26.50Sep 25$0.98$1.25$2.23$24.27$31.73
$30.00$26.50Sep 25$0.98$1.25$2.23$24.27$32.23
$29.00$26.00Sep 25$1.10$1.13$2.23$23.77$31.23
$29.00$26.50Sep 25$1.10$1.25$2.35$24.15$31.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.85, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/31Sep 25$0.37$0.1355%2.85$23.63$30.87
25/2630/31Sep 25$0.37$0.1343%2.85$25.13$30.87
22/2330/31Sep 25$0.28$0.2260%1.27$22.72$30.78
25/2631/32Oct 2$0.38$0.1238%3.17$25.12$31.38
24/2530/31Sep 25$0.28$0.2248%1.27$24.72$30.78
24/2531/32Oct 2$0.64$0.8642%0.74$24.36$31.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.00$31.00Oct 16$0.08$0.9211%11.50
$29.50$30.00$30.50Oct 2$0.05$0.457%9.00
$27.50$28.00$28.50Sep 25$0.06$0.449%7.33
$23.50$24.00$24.50Oct 23$0.05$0.455%9.00
$28.00$28.50$29.00Oct 2$0.07$0.438%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$25.50$26.00Sep 25$0.06$0.4410%7.33
$22.50$23.00$23.50Oct 9$0.05$0.455%9.00
$23.00$23.50$24.00Oct 9$0.07$0.436%6.14
$24.00$24.50$25.00Sep 25$0.08$0.426%5.25
$28.50$29.00$29.50Oct 2$0.08$0.426%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. 29 found (best net $-0.06, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Oct 23-$0.78$1.22
$30.50$32.001:2Oct 9-$0.63$0.87
$30.00$30.501:2Sep 25-$0.38$0.12
$30.50$31.001:2Sep 25-$0.38$0.12
$31.50$32.001:2Sep 25-$0.43$0.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$23.501:2Oct 2-$0.06$1.44
$30.00$27.501:2Oct 16-$1.20$1.30
$22.50$22.001:2Sep 25-$0.11$0.39
$22.50$22.001:2Oct 2-$0.18$0.32
$22.50$22.001:2Oct 9-$0.29$0.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.57%, avg 5.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Oct 30$2.350.495.8%8.57%14.33%1693
$30.00Oct 30$1.950.449.4%7.11%16.52%17428
$31.00Oct 30$1.650.4013.1%6.02%19.07%111
$32.00Oct 30$1.400.3616.7%5.11%21.81%1002
$27.50Oct 30$2.850.560.3%10.39%10.69%477
$28.00Oct 30$2.550.542.1%9.30%11.42%63
$28.50Oct 23$2.300.503.9%8.39%12.33%2815
$30.00Oct 23$1.700.429.4%6.20%15.61%7481
$29.50Oct 23$1.800.457.6%6.56%14.15%5--
$30.00Oct 16$1.650.419.4%6.02%15.43%6361.0K

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 33,013
Total Puts 5,681
Put/Call Ratio 0.17
Net Difference 27,332

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 73,395
Total Puts 26,889
Average Put/Call Ratio 0.46
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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