Tour v531
FSLY
FASTLY INC A
$22.45 -3.65%
$22.28 (-0.76%)🌙
as of 10/22 06:28 PM
◀ 10/22 18:28 ▶

Option Volume

Detail
ℹ
Current (10/22) 6,041
Calls: 4,248 (70%)
Puts: 1,793 (30%)
Prior (10/21) 14,133
Calls: 11,158 (79%)
Puts: 2,975 (21%)
Current vs Prior -57.26%
Calls: -61.93% (Calls)
Puts: -39.73% (Puts)
Prior 7-Day Total 72,144
Calls: 51,161 (71%)
Puts: 20,983 (29%)
Prior 7-Day Average 10,306
Calls: 7,308 (71%)
Puts: 2,997 (29%)
Current vs Prior 7-Day Avg -41.39%
Calls: -41.88%
Puts: -40.18%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $2.81M
Calls: $1.03M (37%)
Puts: $1.78M (63%)
Prior (10/21) $3.22M
Calls: $2.40M (74%)
Puts: $823.4K (26%)
Current vs Prior -12.90%
Calls: -56.98%
Puts: +115.64%
Prior 7-Day Total $14.76M
Calls: $11.07M (75%)
Puts: $3.70M (25%)
Prior 7-Day Average $2.11M
Calls: $1.58M (75%)
Puts: $528.1K (25%)
Current vs Prior 7-Day Avg +33.17%
Calls: -34.65%
Puts: +236.21%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.42
Prior (10/21) 0.27
Current vs Prior +58.31%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg -0.01%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 54,085
Calls: 43,516 (80%)
Puts: 10,569 (20%)
Prior (10/21) 102,409
Calls: 51,371 (50%)
Puts: 51,038 (50%)
Current vs Prior -47.19%
Prior 7-Day Total 752,438
Calls: 462,571 (61%)
Puts: 289,867 (39%)
Prior 7-Day Average 107,491
Calls: 66,081 (61%)
Puts: 41,409 (39%)
Current vs Prior 7-Day Avg -49.68%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 5.79% | 12.03%26.10% | 29.62%
Prior 7.21% | 11.85%26.82% | 30.60%
Current vs Prior -19.69% | +1.53%-2.69% | -3.20%
Prior 7-Day Avg 8.27% | 12.62%15.03% | 28.73%
Current vs 7-Day Avg -30.02% | -4.71%+73.70% | +3.12%
Prior 7-Day Eod 7.21% | 11.85%26.82% | 30.60%
Current vs 7-Day Eod -19.69% | +1.53%-2.69% | -3.20%
Sentiment BULLISHBULLISH

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 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($1.78M). Below-average activity with volume down 57% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (4,248 calls vs 1,793 puts). P/C ratio rising 58% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 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 7 of results (avg 7.7%, best 4.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Nov 133.203.50$3.359.0%10.651
$25.00Nov 271.952.15$2.059.8%50.45--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 204.304.50$4.404.5%80.581.9K
$23.50Nov 203.303.50$3.405.9%10.50--
$22.00Nov 202.452.65$2.557.8%210.4251
$24.00Nov 203.603.90$3.758.0%520.523
$25.00Nov 274.304.70$4.508.9%10.57--

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. 47 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Oct 232.653.40$3.0324.8%20.964
$20.00Oct 232.252.90$2.5825.2%20.95--
$20.50Oct 231.703.20$2.4561.2%20.94--
$19.00Oct 302.804.30$3.5542.3%10.90--
$21.00Oct 231.301.95$1.6339.9%10.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 231.151.90$1.5349.0%341.00587
$25.00Oct 232.352.90$2.6320.9%101.00143
$25.50Oct 232.653.30$2.9721.9%101.00--
$26.00Oct 232.803.90$3.3532.8%21.00--
$23.50Oct 231.101.70$1.4042.9%1150.90250

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 2.5K, top 582)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 230.100.25$0.1883.3%5820.24949
$24.00Oct 300.450.70$0.5743.9%1580.321.3K
$24.00Oct 230.050.20$0.13115.4%1520.171.9K
$25.00Oct 230.000.10$0.05200.0%1390.07958
$22.00Oct 230.600.85$0.7334.2%1130.67100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 300.851.05$0.9521.1%1790.43309
$23.50Oct 231.101.70$1.4042.9%1150.90250
$23.00Nov 202.953.30$3.1311.2%540.4736
$24.00Nov 203.603.90$3.758.0%520.523
$22.00Oct 230.250.40$0.3345.5%370.35404

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 21.9%, max 63.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Oct 23Nov 20187.5%114.8%63.3%44540
$24.00Oct 23Nov 27126.8%103.9%22.0%1531.9K
$22.50Oct 23Nov 20129.8%109.3%18.8%53350
$23.00Oct 23Nov 27109.0%102.6%6.3%21880
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Nov 6Dec 4138.3%99.8%38.5%3447
$22.50Oct 23Nov 20129.8%109.3%18.8%241.3K
$21.50Oct 23Nov 20124.2%110.8%12.1%4114
$22.00Oct 23Nov 20123.9%111.3%11.3%58455
$23.00Oct 23Nov 27109.0%102.6%6.3%20398

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 0.70, avg 1.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$22.50Nov 20$2.65$1.85$2.6582%0.70$20.65
$20.00$20.50Oct 23$0.13$0.37$0.1395%2.85$20.13
$21.50$24.00Nov 13$1.05$1.45$1.0562%1.38$22.55
$20.00$22.00Oct 30$1.20$0.80$1.2082%0.67$21.20
$23.00$24.00Nov 27$0.35$0.65$0.3555%1.86$23.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$23.50Oct 23$0.13$0.37$0.13100%2.85$23.87
$25.00$24.50Oct 30$0.30$0.20$0.3076%0.67$24.70
$23.50$23.00Oct 30$0.23$0.27$0.2363%1.17$23.27
$25.50$25.00Nov 20$0.25$0.25$0.2561%1.00$25.25
$22.00$21.00Oct 30$0.30$0.70$0.3043%2.33$21.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 0.52, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$25.00Oct 23$0.18$0.18$0.3280%0.56$24.68
$22.50$23.00Oct 23$0.33$0.33$0.1747%1.94$22.83
$25.00$25.50Oct 30$0.17$0.17$0.3375%0.52$25.17
$25.00$25.50Nov 20$0.27$0.27$0.2357%1.17$25.27
$23.00$23.50Oct 30$0.25$0.25$0.2555%1.00$23.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$18.00Nov 6$0.68$0.68$1.3270%0.52$19.32
$19.00$18.00Nov 13$0.33$0.33$0.6776%0.49$18.67
$21.00$20.00Nov 13$0.45$0.45$0.5564%0.82$20.55
$22.00$21.50Nov 6$0.32$0.32$0.1858%1.78$21.68
$21.50$20.00Nov 6$0.60$0.60$0.9061%0.67$20.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.97, cheapest $0.63)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Oct 23Oct 30$0.77123.9%85.9%
$22.50Oct 23Nov 20$2.17129.8%109.3%
$23.00Oct 23Oct 30$0.65109.0%93.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Oct 23Oct 30$0.63129.8%87.1%
$22.00Oct 23Oct 30$0.62123.9%85.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 4.72% of stock, avg 15.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.00Oct 23$0.73$0.33$1.06$20.94$23.064.72%
$22.50Oct 23$0.63$0.57$1.20$21.30$23.705.35%
$23.00Oct 23$0.30$0.90$1.20$21.80$24.205.35%
$23.50Oct 23$0.18$1.40$1.58$21.92$25.087.04%
$24.00Oct 23$0.13$1.53$1.66$22.34$25.667.39%
$21.00Oct 23$1.63$0.08$1.71$19.29$22.717.62%
$24.50Oct 23$0.23$2.05$2.28$22.22$26.7810.16%
$22.00Oct 30$1.50$0.95$2.45$19.55$24.4510.91%
$20.50Oct 23$2.45$0.05$2.50$18.00$23.0011.14%
$23.50Oct 30$0.70$1.83$2.53$20.97$26.0311.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 0.45% of stock, avg 12.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$20.50Oct 23$0.05$0.05$0.10$20.40$25.10
$25.00$21.00Oct 23$0.05$0.08$0.13$20.87$25.13
$24.00$20.50Oct 23$0.13$0.05$0.18$20.32$24.18
$24.00$21.00Oct 23$0.13$0.08$0.21$20.79$24.21
$25.00$21.50Oct 23$0.05$0.18$0.23$21.27$25.23
$23.50$20.50Oct 23$0.18$0.05$0.23$20.27$23.73
$23.50$21.00Oct 23$0.18$0.08$0.26$20.74$23.76
$24.50$20.50Oct 23$0.23$0.05$0.28$20.22$24.78
$24.00$21.50Oct 23$0.13$0.18$0.31$21.19$24.31
$24.50$21.00Oct 23$0.23$0.08$0.31$20.69$24.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.78, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
19/2025/26Oct 30$0.32$0.1859%1.78$19.18$25.32
20/2125/26Oct 30$0.39$0.1145%3.55$20.61$25.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$23.50$24.00Oct 23$0.07$0.4320%6.14
$23.50$24.00$24.50Oct 30$0.09$0.419%4.56
$23.00$23.50$24.00Oct 30$0.12$0.3813%3.17
$24.50$25.00$25.50Nov 13$0.10$0.406%4.00
$19.00$19.50$20.00Oct 23$0.12$0.387%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$22.50$23.00Oct 23$0.09$0.4137%4.56
$21.00$21.50$22.00Oct 23$0.05$0.4524%9.00
$21.50$22.00$22.50Oct 23$0.09$0.4129%4.56
$20.50$21.00$21.50Oct 23$0.07$0.4315%6.14
$23.50$24.00$24.50Oct 30$0.06$0.449%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. 34 found (best net $-0.15, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$22.501:2Nov 20-$0.15$4.35
$20.00$22.001:2Oct 30-$0.30$1.70
$21.50$24.001:2Nov 13-$1.00$1.50
$23.00$25.001:2Nov 6-$0.74$1.26
$22.00$23.001:2Oct 30-$0.40$0.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$18.001:2Nov 6-$0.02$1.98
$22.50$22.001:2Oct 23-$0.09$0.41
$26.00$23.501:2Nov 6-$1.41$1.09
$23.00$22.501:2Oct 23-$0.24$0.26
$23.00$21.001:2Nov 13-$0.75$1.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 8.69%, avg 5.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Nov 27$1.950.4511.4%8.69%20.04%5--
$25.00Nov 20$1.800.4311.4%8.02%19.38%241.6K
$24.50Nov 20$1.950.469.1%8.69%17.82%243
$24.00Nov 27$2.100.506.9%9.35%16.26%13
$24.00Nov 20$2.100.496.9%9.35%16.26%1411
$23.50Nov 20$2.250.514.7%10.02%14.70%1--
$23.00Nov 27$2.400.552.5%10.69%13.14%641
$26.00Nov 13$1.350.3815.8%6.01%21.83%6--
$26.50Nov 20$1.200.3718.0%5.35%23.39%88
$26.00Nov 20$1.300.3915.8%5.79%21.60%220

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 4,248
Total Puts 1,793
Put/Call Ratio 0.42
Net Difference 2,455

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 51,161
Total Puts 20,983
Average Put/Call Ratio 0.42
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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