Tour v531
FSLY
FASTLY INC A
$25.61 +4.92%
$25.55 (-0.23%)🌙
as of 10/26 06:28 PM
◀ 10/26 18:28 ▶

Option Volume

Detail
ℹ
Current (10/26) 10,742
Calls: 8,374 (78%)
Puts: 2,368 (22%)
Prior (10/23) 12,121
Calls: 8,346 (69%)
Puts: 3,775 (31%)
Current vs Prior -11.38%
Calls: +0.34% (Calls)
Puts: -37.27% (Puts)
Prior 7-Day Total 70,072
Calls: 51,331 (73%)
Puts: 18,741 (27%)
Prior 7-Day Average 10,010
Calls: 7,333 (73%)
Puts: 2,677 (27%)
Current vs Prior 7-Day Avg +7.31%
Calls: +14.20%
Puts: -11.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26) $2.95M
Calls: $2.40M (81%)
Puts: $548.6K (19%)
Prior (10/23) $3.94M
Calls: $1.69M (43%)
Puts: $2.25M (57%)
Current vs Prior -25.18%
Calls: +41.78%
Puts: -75.60%
Prior 7-Day Total $16.81M
Calls: $10.20M (61%)
Puts: $6.61M (39%)
Prior 7-Day Average $2.40M
Calls: $1.46M (61%)
Puts: $945.0K (39%)
Current vs Prior 7-Day Avg +22.79%
Calls: +64.77%
Puts: -41.94%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 0.28
Prior (10/23) 0.45
Current vs Prior -37.48%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg -22.89%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/26) 72,508
Calls: 59,224 (82%)
Puts: 13,284 (18%)
Prior (10/23) 69,761
Calls: 46,511 (67%)
Puts: 23,250 (33%)
Current vs Prior +3.94%
Prior 7-Day Total 607,261
Calls: 404,807 (67%)
Puts: 202,454 (33%)
Prior 7-Day Average 86,751
Calls: 57,829 (67%)
Puts: 28,922 (33%)
Current vs Prior 7-Day Avg -16.42%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 9.80% | 22.37%26.36% | 28.89%
Prior 10.98% | 23.15%26.83% | 31.13%
Current vs Prior -10.73% | -3.34%-1.78% | -7.19%
Prior 7-Day Avg 8.47% | 14.15%20.39% | 29.77%
Current vs 7-Day Avg +15.65% | +58.09%+29.24% | -2.92%
Prior 7-Day Eod 10.98% | 23.15%26.83% | 31.13%
Current vs 7-Day Eod -10.73% | -3.34%-1.78% | -7.19%
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

Strong bullish conviction with 81% of dollar volume in calls ($2.40M) vs puts ($548.6K). Extreme bullish P/C ratio of 0.28 - heavy call buying (8,374 calls vs 2,368 puts). P/C ratio dropping 37% - sentiment shifting bullish. Call-heavy open interest (59,224 calls vs 13,284 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 8.1%, best 6.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 133.603.90$3.758.0%40.6420
$24.50Nov 203.603.90$3.758.0%30.6257
$22.50Nov 134.404.80$4.608.7%10.728
$25.50Nov 132.903.20$3.059.8%160.5641
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Nov 133.103.30$3.206.2%70.468
$28.00Nov 134.304.60$4.456.7%50.5633
$27.50Nov 134.004.30$4.157.2%100.5421
$29.50Nov 135.305.70$5.507.3%30.633
$24.50Nov 132.302.50$2.408.3%200.3966

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.77, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Oct 300.500.60$0.5518.2%1740.33110
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 300.901.05$0.9815.3%190.4636

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 49 found (avg delta 0.66, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Oct 303.906.40$5.1548.5%30.986
$22.00Oct 303.304.00$3.6519.2%60.94106
$22.50Oct 302.404.10$3.2552.3%50.9048
$23.00Oct 302.453.30$2.8829.5%290.8775
$23.50Oct 302.102.70$2.4025.0%100.79188
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 302.903.60$3.2521.5%1.1K0.84--
$28.00Oct 302.303.00$2.6526.4%10.80--
$27.50Oct 302.202.70$2.4520.4%120.7345
$27.00Oct 301.802.45$2.1330.5%20.684
$29.50Nov 135.305.70$5.507.3%30.633

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 7.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Oct 301.752.30$2.0327.1%1.1K0.731.2K
$30.00Nov 201.451.70$1.5815.8%6860.356.2K
$26.00Oct 300.751.05$0.9033.3%6430.47365
$28.00Oct 300.250.35$0.3033.3%5090.21124
$28.00Nov 202.052.65$2.3525.5%2730.46297
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.50Oct 302.903.60$3.2521.5%1.1K0.84--
$23.00Oct 300.100.25$0.1883.3%1390.13249
$22.00Oct 300.000.15$0.08187.5%670.06476
$25.00Oct 300.700.95$0.8330.1%610.39354
$26.00Nov 203.303.60$3.458.7%440.462

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 9.1%, max 13.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 30Dec 4106.8%101.6%5.1%165813
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Oct 30Dec 4113.9%100.8%13.0%26161

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 0.76, avg 1.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$25.00Nov 27$1.70$1.30$1.7073%0.76$23.70
$25.00$29.00Dec 4$1.70$2.30$1.7058%1.35$26.70
$22.50$23.50Nov 13$0.45$0.55$0.4572%1.22$22.95
$25.00$28.00Nov 27$1.35$1.65$1.3559%1.22$26.35
$29.00$30.00Nov 27$0.19$0.81$0.1942%4.26$29.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Oct 30$0.20$0.30$0.2080%1.50$27.80
$27.00$26.50Nov 13$0.10$0.40$0.1052%4.00$26.90
$25.50$25.00Oct 30$0.15$0.35$0.1546%2.33$25.35
$27.50$27.00Oct 30$0.32$0.18$0.3273%0.56$27.18
$25.00$24.50Nov 6$0.17$0.33$0.1741%1.94$24.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 0.72, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$28.00Nov 6$0.33$0.33$0.1754%1.94$27.83
$28.00$28.50Nov 20$0.27$0.27$0.2354%1.17$28.27
$28.00$28.50Nov 13$0.25$0.25$0.2556%1.00$28.25
$27.50$28.00Oct 30$0.15$0.15$0.3572%0.43$27.65
$29.50$30.00Nov 6$0.17$0.17$0.3365%0.52$29.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Dec 4$0.84$0.84$1.1668%0.72$22.16
$23.00$21.00Nov 27$0.80$0.80$1.2069%0.67$22.20
$22.50$22.00Nov 20$0.30$0.30$0.2071%1.50$22.20
$24.00$22.50Nov 20$0.62$0.62$0.8864%0.70$23.38
$25.50$25.00Nov 13$0.35$0.35$0.1556%2.33$25.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $1.64, cheapest $1.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Oct 30Nov 6$1.70106.8%154.2%
$27.00Oct 30Nov 6$1.62101.3%155.9%
$26.50Oct 30Nov 6$1.67102.5%157.8%
$25.50Oct 30Nov 6$1.6798.8%154.7%
$24.50Oct 30Nov 6$1.55101.3%158.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 30Nov 13$1.62101.3%128.2%
$25.00Oct 30Nov 6$1.57106.8%154.2%
$25.50Oct 30Nov 6$1.7098.8%154.7%
$24.50Oct 30Nov 6$1.66101.3%158.8%
$26.00Oct 30Nov 6$1.55100.6%158.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 8.24% of stock, avg 19.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 30$1.13$0.98$2.11$23.39$27.618.24%
$25.00Oct 30$1.35$0.83$2.18$22.82$27.188.51%
$24.50Oct 30$1.70$0.57$2.27$22.23$26.778.86%
$26.00Oct 30$0.90$1.38$2.28$23.72$28.288.90%
$24.00Oct 30$2.03$0.52$2.55$21.45$26.559.96%
$27.00Oct 30$0.55$2.13$2.68$24.32$29.6810.46%
$23.50Oct 30$2.40$0.38$2.78$20.72$26.2810.86%
$27.50Oct 30$0.45$2.45$2.90$24.60$30.4011.32%
$28.00Oct 30$0.30$2.65$2.95$25.05$30.9511.52%
$25.00Nov 6$3.05$2.40$5.45$19.55$30.4521.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 2.66% of stock, avg 15.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$28.00$23.50Oct 30$0.30$0.38$0.68$22.82$28.68
$28.00$24.00Oct 30$0.30$0.52$0.82$23.18$28.82
$27.50$23.50Oct 30$0.45$0.38$0.83$22.67$28.33
$28.00$24.50Oct 30$0.30$0.57$0.87$23.63$28.87
$27.50$24.00Oct 30$0.45$0.52$0.97$23.03$28.47
$27.00$23.50Oct 30$0.55$0.38$0.93$22.57$27.93
$27.50$24.50Oct 30$0.45$0.57$1.02$23.48$28.52
$27.00$24.50Oct 30$0.55$0.57$1.12$23.38$28.12
$27.00$24.00Oct 30$0.55$0.52$1.07$22.93$28.07
$26.50$23.50Oct 30$0.73$0.38$1.11$22.39$27.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.33, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2428/28Oct 30$0.35$0.1551%2.33$23.15$27.85
23/2427/28Oct 30$0.30$0.2046%1.50$23.20$27.30
24/2428/28Oct 30$0.29$0.2145%1.38$23.71$27.79
24/2427/28Oct 30$0.24$0.2640%0.92$23.76$27.24
22/2430/30Nov 6$0.55$0.4532%1.22$22.95$30.05
21/2230/30Nov 6$0.39$0.6141%0.64$21.61$29.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 7.57, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$25.00$28.00Nov 27$0.35$2.6527%7.57
$25.50$26.00$26.50Oct 30$0.06$0.4414%7.33
$26.50$27.00$27.50Oct 30$0.08$0.4212%5.25
$28.00$29.00$30.00Nov 27$0.09$0.917%10.11
$25.00$25.50$26.00Nov 6$0.08$0.426%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$25.00$26.00Nov 20$0.11$0.8910%8.09
$21.00$21.50$22.00Nov 13$0.07$0.434%6.14
$22.00$22.50$23.00Nov 13$0.08$0.425%5.25
$21.50$22.00$22.50Oct 30$0.09$0.414%4.56
$24.50$25.00$25.50Nov 6$0.11$0.396%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.60, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$29.001:2Dec 4-$0.60$3.40
$25.00$28.001:2Nov 27-$1.10$1.90
$30.00$30.501:2Oct 30-$0.07$0.43
$22.00$25.001:2Nov 27-$2.10$0.90
$27.50$28.001:2Oct 30-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$24.001:2Dec 4-$0.75$2.25
$26.00$23.001:2Nov 27-$0.65$2.35
$27.00$26.001:2Oct 30-$0.63$0.37
$23.00$21.001:2Nov 27-$0.50$1.50
$23.00$21.001:2Dec 4-$0.54$1.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 7.03%, avg 6.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Dec 4$1.800.3817.1%7.03%24.17%212
$30.00Nov 27$1.700.3917.1%6.64%23.78%1--
$29.00Nov 27$1.950.4213.2%7.61%20.85%206
$29.00Dec 4$1.950.4213.2%7.61%20.85%3--
$28.00Nov 27$2.100.469.3%8.20%17.53%2--
$27.50Nov 20$2.250.487.4%8.79%16.17%317
$28.00Nov 20$2.050.469.3%8.00%17.34%273297
$28.50Nov 20$1.900.4311.3%7.42%18.70%443
$27.00Nov 20$2.400.505.4%9.37%14.80%19224
$26.00Nov 20$2.800.551.5%10.93%12.46%6045

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 8,374
Total Puts 2,368
Put/Call Ratio 0.28
Net Difference 6,006

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 51,331
Total Puts 18,741
Average Put/Call Ratio 0.37
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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