Tour v531
FSLY
FASTLY INC A
$24.41 +8.73%
$24.45 (+0.16%)🌙
as of 10/23 06:25 PM
◀ 10/23 18:25 ▶

Option Volume

Detail
ℹ
Current (10/23) 12,121
Calls: 8,346 (69%)
Puts: 3,775 (31%)
Prior (10/22) 6,041
Calls: 4,248 (70%)
Puts: 1,793 (30%)
Current vs Prior +100.65%
Calls: +96.47% (Calls)
Puts: +110.54% (Puts)
Prior 7-Day Total 66,248
Calls: 49,248 (74%)
Puts: 17,000 (26%)
Prior 7-Day Average 9,464
Calls: 7,035 (74%)
Puts: 2,428 (26%)
Current vs Prior 7-Day Avg +28.07%
Calls: +18.63%
Puts: +55.44%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $3.94M
Calls: $1.69M (43%)
Puts: $2.25M (57%)
Prior (10/22) $2.81M
Calls: $1.03M (37%)
Puts: $1.78M (63%)
Current vs Prior +40.35%
Calls: +63.90%
Puts: +26.64%
Prior 7-Day Total $15.42M
Calls: $10.81M (70%)
Puts: $4.61M (30%)
Prior 7-Day Average $2.20M
Calls: $1.54M (70%)
Puts: $658.5K (30%)
Current vs Prior 7-Day Avg +78.97%
Calls: +9.67%
Puts: +241.46%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.45
Prior (10/22) 0.42
Current vs Prior +7.16%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg +29.77%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/23) 69,761
Calls: 46,511 (67%)
Puts: 23,250 (33%)
Prior (10/22) 54,085
Calls: 43,516 (80%)
Puts: 10,569 (20%)
Current vs Prior +28.98%
Prior 7-Day Total 675,152
Calls: 434,821 (64%)
Puts: 240,331 (36%)
Prior 7-Day Average 96,450
Calls: 62,117 (64%)
Puts: 34,333 (36%)
Current vs Prior 7-Day Avg -27.67%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.66% | 10.98%26.83% | 31.13%
Prior 5.79% | 12.03%26.10% | 29.62%
Current vs Prior +89.60% | +92.46%+2.80% | +5.11%
Prior 7-Day Avg 7.92% | 12.52%17.58% | 29.10%
Current vs 7-Day Avg +38.56% | +84.82%+52.65% | +6.98%
Prior 7-Day Eod 5.79% | 12.03%26.10% | 29.62%
Current vs 7-Day Eod +89.60% | +92.46%+2.80% | +5.11%
Sentiment BEARISHBEARISH

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

Dollar volume significantly above 7-day average (79% higher). Unusually high activity with volume up 101% vs prior - elevated interest. Extreme bullish P/C ratio of 0.45 - heavy call buying (8,346 calls vs 3,775 puts). Call-heavy open interest (46,511 calls vs 23,250 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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 14 of results (avg 8.7%, best 6.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 203.203.40$3.306.1%90.5717
$20.00Nov 205.305.80$5.559.0%30.7851
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Nov 203.603.90$3.758.0%20.49--
$24.00Nov 272.853.10$2.988.4%10.42--
$27.00Nov 204.504.90$4.708.5%10.56--
$28.50Nov 205.606.10$5.858.5%10.62--
$27.00Nov 134.304.70$4.508.9%170.57--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.60, cheapest $0.60)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 300.550.65$0.6016.7%3340.32162
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Oct 232.554.10$3.3346.5%10.9434
$20.50Oct 233.504.20$3.8518.2%10.92--
$23.00Oct 231.101.55$1.3333.8%1170.91848
$22.00Oct 232.202.55$2.3814.7%1570.88198
$22.50Oct 231.602.10$1.8527.0%1230.8736
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 233.704.80$4.2525.9%11.001
$27.00Oct 232.402.85$2.6317.1%50.9517
$26.00Oct 231.351.85$1.6031.2%40.9568
$25.00Oct 230.400.90$0.6576.9%250.91138
$25.50Oct 230.951.30$1.1331.0%130.89--

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 8.7K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 62.302.55$2.4210.3%1.7K0.51101
$25.00Oct 300.851.30$1.0841.7%8710.45247
$23.50Oct 230.501.05$0.7870.5%3970.81489
$26.00Oct 300.550.65$0.6016.7%3340.32162
$24.50Oct 230.000.10$0.05200.0%3280.43500
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Oct 302.452.90$2.6816.8%5070.7329
$23.00Oct 300.450.75$0.6050.0%2450.3089
$24.50Oct 301.151.45$1.3023.1%2270.49--
$22.00Oct 300.250.45$0.3557.1%1910.19472
$24.00Oct 230.000.15$0.08187.5%930.21560

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 499.4%, max 1064.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Oct 23Nov 201398.4%120.1%1064.0%15356
$23.50Oct 23Nov 20630.0%113.0%457.5%398489
$24.00Oct 23Dec 4330.0%102.1%223.3%1761.9K
$28.00Oct 30Dec 4117.7%111.1%5.9%60123
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.50Oct 23Nov 201398.4%120.1%1064.0%1271
$23.50Oct 23Nov 20630.0%113.0%457.5%51359
$24.00Oct 23Dec 4330.0%102.1%223.3%94560

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 9.00, avg 1.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$28.00Dec 4$0.10$0.90$0.1044%9.00$27.10
$21.50$23.50Nov 13$1.10$0.90$1.1072%0.82$22.60
$20.00$22.50Nov 20$1.60$0.90$1.6078%0.56$21.60
$21.00$22.00Nov 6$0.50$0.50$0.5075%1.00$21.50
$22.50$23.00Nov 6$0.10$0.40$0.1066%4.00$22.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.00$26.50Oct 23$0.21$0.29$0.2195%1.38$26.79
$26.00$25.50Oct 30$0.20$0.30$0.2068%1.50$25.80
$25.00$24.50Nov 6$0.13$0.37$0.1348%2.85$24.87
$28.00$27.50Nov 20$0.20$0.30$0.2060%1.50$27.80
$24.50$24.00Nov 13$0.17$0.33$0.1744%1.94$24.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 0.86, avg 0.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.50Oct 23$0.32$0.32$0.6876%0.47$26.82
$28.00$28.50Oct 30$0.27$0.27$0.2378%1.17$28.27
$25.00$25.50Oct 30$0.28$0.28$0.2255%1.27$25.28
$26.00$26.50Nov 20$0.30$0.30$0.2052%1.50$26.30
$28.00$29.00Dec 4$0.43$0.43$0.5758%0.75$28.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$20.00Dec 4$1.85$1.85$2.1558%0.86$22.15
$22.00$20.00Nov 27$0.73$0.73$1.2768%0.57$21.27
$21.00$20.00Nov 13$0.40$0.40$0.6074%0.67$20.60
$22.00$21.50Nov 13$0.30$0.30$0.2069%1.50$21.70
$22.50$21.00Nov 6$0.57$0.57$0.9366%0.61$21.93

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

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Oct 23Oct 30$1.1085.3%91.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Oct 23Oct 30$1.1085.3%91.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 1.02% of stock, avg 17.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.50Oct 23$0.05$0.20$0.25$24.25$24.751.02%
$24.00Oct 23$0.45$0.08$0.53$23.47$24.532.17%
$25.00Oct 23$0.03$0.65$0.68$24.32$25.682.79%
$23.50Oct 23$0.78$0.13$0.91$22.59$24.413.73%
$25.50Oct 23$0.05$1.13$1.18$24.32$26.684.83%
$23.00Oct 23$1.33$0.05$1.38$21.62$24.385.65%
$26.00Oct 23$0.03$1.60$1.63$24.37$27.636.68%
$22.50Oct 23$1.85$0.13$1.98$20.52$24.488.11%
$24.50Oct 30$1.15$1.30$2.45$22.05$26.9510.04%
$24.00Oct 30$1.38$1.08$2.46$21.54$26.4610.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.45% of stock, avg 14.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$24.00Oct 23$0.03$0.08$0.11$23.89$25.11
$26.00$24.00Oct 23$0.03$0.08$0.11$23.89$26.11
$25.50$24.00Oct 23$0.05$0.08$0.13$23.87$25.63
$25.00$22.50Oct 23$0.03$0.13$0.16$22.34$25.16
$24.50$24.00Oct 23$0.05$0.08$0.13$23.87$24.63
$26.00$22.50Oct 23$0.03$0.13$0.16$22.34$26.16
$25.00$23.50Oct 23$0.03$0.13$0.16$23.34$25.16
$25.00$22.00Oct 23$0.03$0.15$0.18$21.82$25.18
$25.50$22.50Oct 23$0.05$0.13$0.18$22.32$25.68
$26.00$23.50Oct 23$0.03$0.13$0.16$23.34$26.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.79, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2126/28Oct 23$0.44$0.5663%0.79$20.56$26.94
22/2226/26Oct 30$0.27$0.2343%1.17$22.23$26.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.00$28.00Nov 27$0.06$0.949%15.67
$26.50$27.00$27.50Nov 20$0.05$0.455%9.00
$27.50$28.00$28.50Nov 13$0.05$0.454%9.00
$25.00$25.50$26.00Oct 30$0.08$0.4213%5.25
$25.00$25.50$26.00Nov 13$0.06$0.445%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.00$24.00$25.00Nov 27$0.06$0.9410%15.67
$21.50$22.00$22.50Oct 30$0.05$0.4510%9.00
$21.00$21.50$22.00Oct 30$0.05$0.457%9.00
$23.50$24.00$24.50Oct 23$0.17$0.3340%1.94
$23.00$23.50$24.00Nov 20$0.05$0.455%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 30 found (best net $-1.01, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$24.001:2Oct 23-$0.12$0.38
$23.00$23.501:2Oct 23-$0.23$0.27
$25.00$25.501:2Oct 23-$0.07$0.43
$28.50$29.001:2Oct 30-$0.18$0.32
$27.00$27.501:2Oct 30-$0.26$0.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.50$27.001:2Oct 23-$1.01$0.49
$25.50$25.001:2Oct 23-$0.17$0.33
$21.00$20.501:2Oct 30-$0.06$0.44
$22.00$20.001:2Nov 27-$0.54$1.46
$22.00$21.501:2Oct 30-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 7.78%, avg 6.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$28.00Dec 4$1.900.4214.7%7.78%22.49%6--
$29.00Dec 4$1.650.3718.8%6.76%25.56%2--
$27.00Dec 4$2.100.4410.6%8.60%19.21%2--
$26.00Dec 4$2.450.496.5%10.04%16.55%2--
$26.00Nov 27$2.400.496.5%9.83%16.35%717
$29.00Nov 27$1.500.3618.8%6.15%24.95%1--
$26.50Nov 20$2.150.468.6%8.81%17.37%714
$27.00Nov 20$2.000.4310.6%8.19%18.80%15775
$25.00Dec 4$2.800.532.4%11.47%13.89%1--
$28.00Nov 20$1.700.3914.7%6.96%21.67%27659

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 8,346
Total Puts 3,775
Put/Call Ratio 0.45
Net Difference 4,571

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 49,248
Total Puts 17,000
Average Put/Call Ratio 0.35
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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