Tour v531
FSLY
FASTLY INC A
$27.37 +6.87%
$27.20 (-0.62%)🌙
as of 10/27 06:28 PM
(10/26 18:28) ◀
|
Tuesday, October 27, 2026 (6:28pm)
January 2026
|
▶ (10/28 18:29)
◀ 10/27 18:28 ▶

Option Volume

Detail
ℹ
Current (10/27) 11,065
Calls: 9,718 (88%)
Puts: 1,347 (12%)
Prior (10/26) 10,742
Calls: 8,374 (78%)
Puts: 2,368 (22%)
Current vs Prior +3.01%
Calls: +16.05% (Calls)
Puts: -43.12% (Puts)
Prior 7-Day Total 70,110
Calls: 52,132 (74%)
Puts: 17,978 (26%)
Prior 7-Day Average 10,015
Calls: 7,447 (74%)
Puts: 2,568 (26%)
Current vs Prior 7-Day Avg +10.48%
Calls: +30.49%
Puts: -47.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $4.57M
Calls: $4.33M (95%)
Puts: $241.0K (5%)
Prior (10/26) $2.95M
Calls: $2.40M (81%)
Puts: $548.6K (19%)
Current vs Prior +55.04%
Calls: +80.44%
Puts: -56.07%
Prior 7-Day Total $17.27M
Calls: $10.49M (61%)
Puts: $6.78M (39%)
Prior 7-Day Average $2.47M
Calls: $1.50M (61%)
Puts: $968.1K (39%)
Current vs Prior 7-Day Avg +85.35%
Calls: +188.97%
Puts: -75.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.14
Prior (10/26) 0.28
Current vs Prior -50.98%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg -60.18%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 76,566
Calls: 55,100 (72%)
Puts: 21,466 (28%)
Prior (10/26) 72,508
Calls: 59,224 (82%)
Puts: 13,284 (18%)
Current vs Prior +5.60%
Prior 7-Day Total 583,186
Calls: 398,540 (68%)
Puts: 184,646 (32%)
Prior 7-Day Average 83,312
Calls: 56,934 (68%)
Puts: 26,378 (32%)
Current vs Prior 7-Day Avg -8.10%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 8.66% | 21.74%25.21% | 29.96%
Prior 9.80% | 22.37%26.36% | 28.89%
Current vs Prior -11.65% | -2.84%-4.35% | +3.69%
Prior 7-Day Avg 9.07% | 15.76%23.36% | 29.92%
Current vs 7-Day Avg -4.58% | +37.93%+7.93% | +0.13%
Prior 7-Day Eod 9.80% | 22.37%26.36% | 28.89%
Current vs 7-Day Eod -11.65% | -2.84%-4.35% | +3.69%
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 95% of dollar volume in calls ($4.33M) vs puts ($241.0K). Elevated premium activity with dollar volume up 55% vs prior. Dollar volume significantly above 7-day average (85% higher). Extreme bullish P/C ratio of 0.14 - heavy call buying (9,718 calls vs 1,347 puts).

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 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 11 of results (avg 8.4%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.352.50$2.426.2%2760.456.3K
$27.00Nov 63.003.20$3.106.5%430.58210
$27.00Nov 203.403.70$3.558.5%370.58235
$23.00Nov 205.606.10$5.858.5%60.77--
$25.00Nov 204.404.80$4.608.7%650.681.6K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Nov 133.904.20$4.057.4%70.522
$27.50Nov 203.203.50$3.359.0%50.451
$25.00Nov 202.052.25$2.159.3%140.331.9K
$31.00Nov 135.105.60$5.359.3%40.622

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 130.851.00$0.9316.1%260.1858

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.67, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 305.205.90$5.5512.6%980.96103
$23.00Oct 304.304.90$4.6013.0%330.9662
$23.50Oct 302.804.60$3.7048.6%40.94187
$24.00Oct 302.804.80$3.8052.6%400.92663
$24.50Oct 302.903.50$3.2018.8%170.88212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.50Oct 301.653.60$2.6374.1%100.77--
$28.50Oct 301.402.05$1.7337.6%40.671.0K
$31.00Nov 135.105.60$5.359.3%40.622
$28.00Oct 301.051.95$1.5060.0%230.59--
$30.00Nov 134.505.00$4.7510.5%70.576

Most actively traded options today. High liquidity = easy entry/exit. 142 active (total vol 5.7K, top 825)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Oct 300.200.30$0.2540.0%8250.18178
$26.00Oct 301.552.25$1.9036.8%4840.71876
$29.00Nov 132.402.70$2.5511.8%3050.4919
$30.00Nov 202.352.50$2.426.2%2760.456.3K
$28.00Oct 300.650.85$0.7526.7%1800.41320
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 300.150.30$0.2268.2%2050.16372
$27.50Oct 300.851.35$1.1045.5%930.5246
$27.00Oct 300.651.40$1.0273.5%920.456
$26.00Oct 300.350.60$0.4852.1%880.2988
$25.00Nov 61.552.15$1.8532.4%340.32150

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 14.8%, max 32.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Nov 6Nov 20163.4%123.1%32.7%21403
$32.50Nov 6Nov 13164.3%135.6%21.1%774
$27.00Oct 30Dec 4118.3%105.6%12.0%135241
$28.00Oct 30Dec 4110.7%104.2%6.2%181323
$30.00Oct 30Dec 4111.4%109.0%2.2%849191
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 4.00, avg 1.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$25.00Dec 4$0.20$0.80$0.2072%4.00$24.20
$28.00$30.00Dec 4$0.57$1.43$0.5755%2.51$28.57
$23.00$26.00Nov 27$1.80$1.20$1.8078%0.67$24.80
$26.00$27.00Dec 4$0.35$0.65$0.3564%1.86$26.35
$28.00$30.00Nov 27$0.75$1.25$0.7556%1.67$28.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Nov 20$0.10$0.40$0.1047%4.00$27.90
$28.50$28.00Oct 30$0.23$0.27$0.2367%1.17$28.27
$26.00$25.00Nov 6$0.28$0.72$0.2837%2.57$25.72
$26.00$25.50Nov 20$0.15$0.35$0.1538%2.33$25.85
$27.50$27.00Nov 6$0.20$0.30$0.2046%1.50$27.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.89, avg 0.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.50$32.00Nov 13$0.27$0.27$0.2361%1.17$31.77
$31.50$32.00Nov 6$0.23$0.23$0.2764%0.85$31.73
$27.50$28.00Nov 6$0.32$0.32$0.1845%1.78$27.82
$28.00$28.50Oct 30$0.23$0.23$0.2759%0.85$28.23
$27.50$28.00Oct 30$0.27$0.27$0.2351%1.17$27.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$23.00Nov 27$0.47$0.47$0.5372%0.89$23.53
$24.50$24.00Nov 6$0.33$0.33$0.1770%1.94$24.17
$25.50$25.00Oct 30$0.23$0.23$0.2775%0.85$25.27
$27.00$26.50Oct 30$0.34$0.34$0.1655%2.12$26.66
$25.50$25.00Nov 20$0.30$0.30$0.2064%1.50$25.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.61, cheapest $0.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$32.50Nov 6Nov 13$0.23164.3%135.6%
$27.00Oct 30Nov 6$1.83118.3%159.6%
$27.50Oct 30Nov 6$1.88118.1%163.1%
$28.00Oct 30Nov 6$1.83110.7%157.0%
$26.50Oct 30Nov 6$1.77104.8%158.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Nov 13Nov 20$0.55134.7%125.7%
$26.50Oct 30Nov 20$2.22104.8%120.4%
$27.00Oct 30Nov 6$1.63118.3%159.6%
$27.50Oct 30Nov 6$1.75118.1%163.1%
$28.00Oct 30Nov 6$1.80110.7%157.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 7.75% of stock, avg 19.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Oct 30$1.02$1.10$2.12$25.38$29.627.75%
$28.00Oct 30$0.75$1.50$2.25$25.75$30.258.22%
$28.50Oct 30$0.52$1.73$2.25$26.25$30.758.22%
$26.50Oct 30$1.58$0.68$2.26$24.24$28.768.26%
$27.00Oct 30$1.27$1.02$2.29$24.71$29.298.37%
$26.00Oct 30$1.90$0.48$2.38$23.62$28.388.70%
$25.50Oct 30$2.30$0.45$2.75$22.75$28.2510.05%
$29.50Oct 30$0.35$2.63$2.98$26.52$32.4810.89%
$25.00Oct 30$2.78$0.22$3.00$22.00$28.0010.96%
$26.00Nov 6$3.55$2.13$5.68$20.32$31.6820.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 2.08% of stock, avg 13.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Oct 30$0.35$0.22$0.57$24.43$30.07
$29.00$25.00Oct 30$0.48$0.22$0.70$24.30$29.70
$29.50$25.50Oct 30$0.35$0.45$0.80$24.70$30.30
$29.50$26.00Oct 30$0.35$0.48$0.83$25.17$30.33
$28.50$25.00Oct 30$0.52$0.22$0.74$24.26$29.24
$29.00$26.00Oct 30$0.48$0.48$0.96$25.04$29.96
$29.00$25.50Oct 30$0.48$0.45$0.93$24.57$29.93
$28.50$26.00Oct 30$0.52$0.48$1.00$25.00$29.50
$28.50$25.50Oct 30$0.52$0.45$0.97$24.53$29.47
$29.50$26.50Oct 30$0.35$0.68$1.03$25.47$30.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 2.57, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
25/2629/30Oct 30$0.36$0.1446%2.57$25.14$29.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.50$27.00$27.50Oct 30$0.06$0.4415%7.33
$25.00$25.50$26.00Oct 30$0.08$0.4213%5.25
$25.50$26.00$26.50Oct 30$0.08$0.4212%5.25
$30.50$31.00$31.50Oct 30$0.10$0.402%4.00
$28.50$29.00$29.50Nov 13$0.12$0.385%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Nov 13$0.05$0.9510%19.00
$22.00$22.50$23.00Nov 13$0.07$0.434%6.14
$26.00$26.50$27.00Oct 30$0.14$0.3616%2.57
$22.50$23.00$23.50Nov 20$0.12$0.384%3.17
$24.50$25.00$25.50Nov 20$0.13$0.375%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.05, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.50$31.001:2Oct 30-$0.08$0.42
$30.00$30.501:2Oct 30-$0.11$0.39
$29.50$30.001:2Oct 30-$0.15$0.35
$29.00$29.501:2Oct 30-$0.22$0.28
$28.00$28.501:2Oct 30-$0.29$0.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$24.001:2Nov 27-$0.05$3.95
$28.00$25.001:2Nov 13-$0.44$2.56
$24.00$23.001:2Oct 30$0.00$1.00
$24.50$24.001:2Oct 30-$0.05$0.45
$25.00$24.501:2Oct 30-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 9.32%, avg 6.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Dec 4$2.550.489.6%9.32%18.93%2413
$31.00Dec 4$2.150.4313.3%7.86%21.12%31--
$30.00Nov 27$2.450.479.6%8.95%18.56%1113
$31.00Nov 27$2.100.4313.3%7.67%20.94%4--
$32.00Nov 27$1.800.3916.9%6.58%23.49%2--
$30.00Nov 20$2.350.459.6%8.59%18.20%2766.3K
$31.00Nov 20$2.000.4113.3%7.31%20.57%1751
$32.00Nov 20$1.750.3716.9%6.39%23.31%13870
$28.00Nov 27$3.100.562.3%11.33%13.63%519
$29.00Nov 20$2.650.496.0%9.68%15.64%126165

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 9,718
Total Puts 1,347
Put/Call Ratio 0.14
Net Difference 8,371

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,132
Total Puts 17,978
Average Put/Call Ratio 0.35
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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