Tour v531
FSLY
FASTLY INC A
$23.30 +5.57%
$23.33 (+0.13%)🌙
as of 10/21 06:24 PM
◀ 10/21 18:24 ▶

Option Volume

Detail
ℹ
Current (10/21) 14,133
Calls: 11,158 (79%)
Puts: 2,975 (21%)
Prior (10/20) 6,785
Calls: 4,765 (70%)
Puts: 2,020 (30%)
Current vs Prior +108.30%
Calls: +134.17% (Calls)
Puts: +47.28% (Puts)
Prior 7-Day Total 66,584
Calls: 46,334 (70%)
Puts: 20,250 (30%)
Prior 7-Day Average 9,512
Calls: 6,619 (70%)
Puts: 2,892 (30%)
Current vs Prior 7-Day Avg +48.58%
Calls: +68.57%
Puts: +2.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $3.22M
Calls: $2.40M (74%)
Puts: $823.4K (26%)
Prior (10/20) $1.48M
Calls: $980.7K (66%)
Puts: $504.2K (34%)
Current vs Prior +117.17%
Calls: +144.85%
Puts: +63.32%
Prior 7-Day Total $13.69M
Calls: $10.34M (76%)
Puts: $3.35M (24%)
Prior 7-Day Average $1.96M
Calls: $1.48M (76%)
Puts: $478.6K (24%)
Current vs Prior 7-Day Avg +64.94%
Calls: +62.64%
Puts: +72.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.27
Prior (10/20) 0.42
Current vs Prior -37.11%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -38.66%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 102,409
Calls: 51,371 (50%)
Puts: 51,038 (50%)
Prior (10/20) 78,763
Calls: 57,863 (73%)
Puts: 20,900 (27%)
Current vs Prior +30.02%
Prior 7-Day Total 745,943
Calls: 480,216 (64%)
Puts: 265,727 (36%)
Prior 7-Day Average 106,563
Calls: 68,602 (64%)
Puts: 37,961 (36%)
Current vs Prior 7-Day Avg -3.90%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 7.21% | 11.85%26.82% | 30.60%
Prior 7.84% | 12.10%26.64% | 31.04%
Current vs Prior -8.02% | -2.09%+0.68% | -1.41%
Prior 7-Day Avg 8.06% | 12.47%12.74% | 28.17%
Current vs 7-Day Avg -10.58% | -5.02%+110.59% | +8.64%
Prior 7-Day Eod 7.84% | 12.10%26.64% | 31.04%
Current vs 7-Day Eod -8.02% | -2.09%+0.68% | -1.41%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Prior 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 67.02% | 27.15%
Calls: 77.27% | 25.06%
Puts: 56.77% | 29.23%
Current vs 7-Day Avg -5.29% | -8.25%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($2.40M). Massive premium surge with dollar volume up 117% vs prior. Dollar volume significantly above 7-day average (65% higher). Unusually high activity with volume up 108% 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 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 6 of results (avg 8.5%, best 6.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Nov 133.103.40$3.259.2%40.617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Nov 202.903.10$3.006.7%180.452
$25.00Nov 203.804.10$3.957.6%90.521.9K
$23.50Nov 132.753.00$2.888.7%10.4534
$27.00Nov 205.005.50$5.259.5%10.611
$25.50Nov 204.004.40$4.209.5%90.5410

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.83, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Oct 300.750.90$0.8318.1%190.4041
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 55 found (avg delta 0.65, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 233.004.30$3.6535.6%50.9628
$21.00Oct 232.302.80$2.5519.6%110.9644
$20.50Oct 232.554.00$3.2844.2%20.924
$19.00Oct 303.405.20$4.3041.9%10.912
$20.00Oct 303.404.10$3.7518.7%70.8958
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Oct 303.605.10$4.3534.5%10.85--
$25.00Oct 231.702.15$1.9223.4%50.79--
$24.50Oct 231.301.55$1.4317.5%640.74134
$25.00Oct 302.052.75$2.4029.2%30.65347
$24.00Oct 230.951.20$1.0823.1%180.64569

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 8.2K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 230.350.55$0.4544.4%1.9K0.36580
$25.00Oct 230.150.30$0.2268.2%1.3K0.21668
$24.00Oct 300.901.40$1.1543.5%1.3K0.47342
$23.50Oct 230.300.80$0.5590.9%7250.46376
$26.00Oct 230.050.20$0.13115.4%3230.12253
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 301.401.80$1.6025.0%3010.5446
$22.00Oct 230.150.35$0.2580.0%1370.23308
$21.50Oct 230.050.20$0.13115.4%780.1486
$24.50Oct 231.301.55$1.4317.5%640.74134
$24.50Oct 301.702.40$2.0534.1%640.61--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 9.5%, max 24.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 23Nov 27118.0%103.3%14.2%1.4K680
$24.00Oct 23Nov 27112.8%104.0%8.4%1.9K580
$23.00Oct 23Nov 20107.4%105.2%2.1%102921
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Nov 6Nov 27130.6%105.3%24.0%4144
$26.00Nov 6Nov 20140.4%116.0%21.0%1018
$25.00Oct 23Nov 20118.0%114.9%2.7%141.9K
$23.00Oct 23Nov 20107.4%105.2%2.1%23428
$22.00Oct 23Nov 20108.0%106.7%1.2%144353

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 0.82, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$20.00Oct 30$0.55$0.45$0.5591%0.82$19.55
$20.00$21.00Nov 6$0.55$0.45$0.5575%0.82$20.55
$23.50$24.00Oct 30$0.10$0.40$0.1052%4.00$23.60
$24.00$24.50Nov 13$0.13$0.37$0.1353%2.85$24.13
$25.00$25.50Nov 13$0.11$0.39$0.1148%3.55$25.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$21.50Nov 20$0.10$0.40$0.1037%4.00$21.90
$21.50$21.00Nov 13$0.10$0.40$0.1033%4.00$21.40
$23.50$23.00Nov 6$0.18$0.32$0.1846%1.78$23.32
$23.50$23.00Oct 23$0.20$0.30$0.2054%1.50$23.30
$23.00$22.50Oct 30$0.17$0.33$0.1742%1.94$22.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.67, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Nov 6$0.38$0.38$0.1251%3.17$24.88
$24.00$24.50Oct 30$0.32$0.32$0.1854%1.78$24.32
$25.50$26.00Nov 13$0.29$0.29$0.2154%1.38$25.79
$25.50$26.00Oct 30$0.17$0.17$0.3371%0.52$25.67
$25.50$26.00Nov 20$0.27$0.27$0.2354%1.17$25.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$19.00Nov 6$0.40$0.40$0.6075%0.67$19.60
$21.00$20.00Nov 13$0.43$0.43$0.5769%0.75$20.57
$20.00$19.00Nov 13$0.35$0.35$0.6575%0.54$19.65
$20.50$20.00Nov 20$0.25$0.25$0.2571%1.00$20.25
$20.00$19.00Nov 20$0.33$0.33$0.6774%0.49$19.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.54, cheapest $0.35)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Oct 23Oct 30$0.55107.4%84.1%
$24.00Oct 23Oct 30$0.70112.8%96.9%
$23.50Oct 23Oct 30$0.7099.1%88.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Nov 6Nov 20$0.35140.4%116.0%
$23.00Oct 23Oct 30$0.42107.4%84.1%
$24.00Oct 23Oct 30$0.52112.8%96.9%
$23.50Oct 23Oct 30$0.5399.1%88.9%
$22.50Oct 23Oct 30$0.5295.3%87.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 5.79% of stock, avg 17.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Oct 23$0.55$0.80$1.35$22.15$24.855.79%
$23.00Oct 23$0.88$0.60$1.48$21.52$24.486.35%
$22.50Oct 23$1.20$0.33$1.53$20.97$24.036.57%
$24.00Oct 23$0.45$1.08$1.53$22.47$25.536.57%
$24.50Oct 23$0.28$1.43$1.71$22.79$26.217.34%
$22.00Oct 23$1.58$0.25$1.83$20.17$23.837.85%
$21.50Oct 23$1.98$0.13$2.11$19.39$23.619.06%
$25.00Oct 23$0.22$1.92$2.14$22.86$27.149.18%
$23.00Oct 30$1.43$1.02$2.45$20.55$25.4510.52%
$22.50Oct 30$1.73$0.85$2.58$19.92$25.0811.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 1.07% of stock, avg 13.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.50$20.50Oct 23$0.15$0.10$0.25$20.25$25.75
$25.50$21.50Oct 23$0.15$0.13$0.28$21.22$25.78
$25.00$20.50Oct 23$0.22$0.10$0.32$20.18$25.32
$25.00$21.50Oct 23$0.22$0.13$0.35$21.15$25.35
$25.50$22.00Oct 23$0.15$0.25$0.40$21.60$25.90
$24.50$20.50Oct 23$0.28$0.10$0.38$20.12$24.88
$24.50$21.50Oct 23$0.28$0.13$0.41$21.09$24.91
$25.00$22.00Oct 23$0.22$0.25$0.47$21.53$25.47
$24.50$22.00Oct 23$0.28$0.25$0.53$21.47$25.03
$25.50$22.50Oct 23$0.15$0.33$0.48$22.02$25.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 2.85, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
22/2226/26Oct 30$0.37$0.1340%2.85$21.63$25.87
20/2126/26Oct 30$0.37$0.6351%0.59$20.63$25.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$22.50$23.00Oct 23$0.06$0.4421%7.33
$23.00$23.50$24.00Oct 30$0.08$0.4212%5.25
$24.50$25.00$25.50Nov 13$0.06$0.445%7.33
$26.00$26.50$27.00Nov 13$0.07$0.434%6.14
$24.00$24.50$25.00Oct 23$0.11$0.3916%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Oct 23$0.07$0.4319%6.14
$23.00$23.50$24.00Oct 23$0.08$0.4221%5.25
$19.00$20.00$21.00Nov 13$0.08$0.9211%11.50
$19.50$20.00$20.50Oct 23$0.05$0.454%9.00
$22.00$22.50$23.00Nov 6$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. 28 found (best net $-0.45, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$23.501:2Oct 23-$0.22$0.28
$24.00$24.501:2Oct 23-$0.11$0.39
$25.00$25.501:2Oct 23-$0.08$0.42
$27.00$27.501:2Oct 23-$0.05$0.45
$25.50$26.001:2Oct 23-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 30-$0.45$2.05
$21.00$20.001:2Oct 30$0.00$1.00
$23.00$22.501:2Oct 23-$0.06$0.44
$23.50$21.501:2Nov 13-$0.68$1.32
$20.00$19.501:2Oct 23-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 9.66%, avg 6.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Nov 20$2.250.487.3%9.66%16.95%411.6K
$25.50Nov 20$2.050.469.4%8.80%18.24%3--
$26.50Nov 20$1.750.4113.7%7.51%21.24%166
$24.50Nov 20$2.400.515.2%10.30%15.45%1--
$27.00Nov 20$1.550.3915.9%6.65%22.53%2749
$24.00Nov 20$2.600.533.0%11.16%14.16%105
$25.00Nov 27$2.150.487.3%9.23%16.52%712
$26.00Nov 20$1.800.4311.6%7.73%19.31%2416
$27.50Nov 20$1.400.3718.0%6.01%24.03%718
$25.00Nov 13$2.100.487.3%9.01%16.31%12117

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 11,158
Total Puts 2,975
Put/Call Ratio 0.27
Net Difference 8,183

Prior's Put/Call Breakdown

Total Calls 4,765
Total Puts 2,020
Put/Call Ratio 0.42
Net Difference 2,745

Prior 7-Day Put/Call Summary

Total Calls 46,334
Total Puts 20,250
Average Put/Call Ratio 0.43
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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