Tour v531
FSLY
FASTLY INC A
$27.03 -1.24%
$26.58 (-1.67%)🌙
as of 10/28 06:29 PM
◀ 10/28 18:29 ▶

Option Volume

Detail
ℹ
Current (10/28) 5,425
Calls: 3,972 (73%)
Puts: 1,453 (27%)
Prior (10/27) 11,065
Calls: 9,718 (88%)
Puts: 1,347 (12%)
Current vs Prior -50.97%
Calls: -59.13% (Calls)
Puts: +7.87% (Puts)
Prior 7-Day Total 67,318
Calls: 52,155 (77%)
Puts: 15,163 (23%)
Prior 7-Day Average 9,616
Calls: 7,450 (77%)
Puts: 2,166 (23%)
Current vs Prior 7-Day Avg -43.59%
Calls: -46.69%
Puts: -32.92%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $1.26M
Calls: $1.02M (81%)
Puts: $239.4K (19%)
Prior (10/27) $4.57M
Calls: $4.33M (95%)
Puts: $241.0K (5%)
Current vs Prior -72.45%
Calls: -76.45%
Puts: -0.66%
Prior 7-Day Total $19.98M
Calls: $13.67M (68%)
Puts: $6.31M (32%)
Prior 7-Day Average $2.85M
Calls: $1.95M (68%)
Puts: $901.5K (32%)
Current vs Prior 7-Day Avg -55.86%
Calls: -47.74%
Puts: -73.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.37
Prior (10/27) 0.14
Current vs Prior +163.92%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg +19.33%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/28) 66,368
Calls: 53,504 (81%)
Puts: 12,864 (19%)
Prior (10/27) 76,566
Calls: 55,100 (72%)
Puts: 21,466 (28%)
Current vs Prior -13.32%
Prior 7-Day Total 536,953
Calls: 373,724 (70%)
Puts: 163,229 (30%)
Prior 7-Day Average 76,707
Calls: 53,389 (70%)
Puts: 23,318 (30%)
Current vs Prior 7-Day Avg -13.48%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 7.99% | 22.49%24.60% | 28.97%
Prior 8.66% | 21.74%25.21% | 29.96%
Current vs Prior -7.71% | +3.47%-2.41% | -3.31%
Prior 7-Day Avg 8.52% | 16.69%26.42% | 30.30%
Current vs 7-Day Avg -6.26% | +34.81%-6.88% | -4.41%
Prior 7-Day Eod 8.66% | 21.74%25.21% | 29.96%
Current vs 7-Day Eod -7.71% | +3.47%-2.41% | -3.31%
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 ($1.02M) vs puts ($239.4K). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (3,972 calls vs 1,453 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 -- of results (avg --%, best --%)

No options available for this category

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. 37 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 303.205.80$4.5057.8%10.94--
$23.00Oct 303.205.40$4.3051.2%80.9353
$22.00Oct 303.706.30$5.0052.0%30.9293
$24.00Oct 302.353.30$2.8333.6%270.89650
$24.50Oct 301.203.60$2.40100.0%260.87211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Oct 300.502.25$1.38126.8%670.7840
$27.50Oct 300.701.95$1.3394.0%940.62136
$29.00Nov 274.204.90$4.5515.4%20.5411
$28.50Nov 62.755.00$3.8858.0%20.5318
$27.00Oct 300.351.45$0.90122.2%870.5287

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 4.0K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Nov 202.002.35$2.1716.1%1.5K0.436.4K
$27.00Oct 300.700.95$0.8330.1%1520.53321
$30.00Oct 300.050.20$0.13115.4%1030.12218
$27.50Oct 300.500.90$0.7057.1%1020.44250
$31.00Nov 131.052.05$1.5564.5%1000.35--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Oct 300.450.85$0.6561.5%3040.42503
$24.00Nov 271.702.20$1.9525.6%2670.316
$27.50Oct 300.701.95$1.3394.0%940.62136
$27.00Oct 300.351.45$0.90122.2%870.5287
$28.00Oct 300.502.25$1.38126.8%670.7840

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 2.4%, max 2.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Oct 30Nov 20128.6%125.9%2.2%762.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Oct 30Dec 4104.5%101.7%2.8%6145
$25.00Oct 30Nov 20128.6%125.9%2.2%661.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 2.33, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$23.00Nov 6$0.30$0.70$0.3083%2.33$22.30
$28.00$32.00Dec 4$1.28$2.72$1.2853%2.12$29.28
$23.00$27.00Nov 13$2.35$1.65$2.3576%0.70$25.35
$25.00$26.00Nov 20$0.30$0.70$0.3066%2.33$25.30
$22.50$25.00Nov 20$1.50$1.00$1.5077%0.67$24.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.00$25.00Nov 20$0.33$0.67$0.3340%2.03$25.67
$26.00$25.00Nov 6$0.35$0.65$0.3540%1.86$25.65
$26.50$26.00Nov 20$0.22$0.28$0.2243%1.27$26.28
$27.00$26.50Oct 30$0.25$0.25$0.2552%1.00$26.75
$26.50$26.00Oct 30$0.25$0.25$0.2542%1.00$26.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 1.04, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Oct 30$0.15$0.15$0.3586%0.43$30.65
$27.50$28.00Oct 30$0.27$0.27$0.2356%1.17$27.77
$27.50$28.00Nov 20$0.33$0.33$0.1746%1.94$27.83
$28.00$28.50Oct 30$0.18$0.18$0.3266%0.56$28.18
$27.50$28.00Nov 6$0.30$0.30$0.2046%1.50$27.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Nov 20$1.02$1.02$0.9865%1.04$23.98
$25.00$23.00Nov 6$0.83$0.83$1.1765%0.71$24.17
$23.00$22.50Nov 6$0.35$0.35$0.1575%2.33$22.65
$26.00$23.00Dec 4$1.17$1.17$1.8360%0.64$24.83
$23.00$22.00Dec 4$0.37$0.37$0.6373%0.59$22.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.99, cheapest $1.90)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 30Nov 6$1.90112.6%163.7%
$26.50Oct 30Nov 6$1.85112.4%165.9%
$27.50Oct 30Nov 6$2.13117.2%182.6%
$28.00Oct 30Nov 6$2.10104.0%176.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Oct 30Nov 6$1.95112.6%163.7%
$26.50Oct 30Nov 6$1.90112.4%165.9%
$27.50Oct 30Nov 6$2.02117.2%182.6%
$26.00Oct 30Nov 6$2.08104.5%177.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 6.40% of stock, avg 16.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Oct 30$0.83$0.90$1.73$25.27$28.736.40%
$28.00Oct 30$0.43$1.38$1.81$26.19$29.816.70%
$26.00Oct 30$1.43$0.40$1.83$24.17$27.836.77%
$26.50Oct 30$1.18$0.65$1.83$24.67$28.336.77%
$27.50Oct 30$0.70$1.33$2.03$25.47$29.537.51%
$25.50Oct 30$1.88$0.38$2.26$23.24$27.768.36%
$25.00Oct 30$2.28$0.28$2.56$22.44$27.569.47%
$24.50Oct 30$2.40$0.20$2.60$21.90$27.109.62%
$26.50Nov 6$3.03$2.55$5.58$20.92$32.0820.64%
$27.00Nov 6$2.73$2.85$5.58$21.42$32.5820.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 1.41% of stock, avg 11.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.00$24.50Oct 30$0.18$0.20$0.38$24.12$29.38
$30.50$24.50Oct 30$0.20$0.20$0.40$24.10$30.90
$29.00$25.00Oct 30$0.18$0.28$0.46$24.54$29.46
$28.50$24.50Oct 30$0.25$0.20$0.45$24.05$28.95
$30.50$25.00Oct 30$0.20$0.28$0.48$24.52$30.98
$28.50$25.00Oct 30$0.25$0.28$0.53$24.47$29.03
$29.00$25.50Oct 30$0.18$0.38$0.56$24.94$29.56
$28.50$25.50Oct 30$0.25$0.38$0.63$24.87$29.13
$30.50$25.50Oct 30$0.20$0.38$0.58$24.92$31.08
$29.00$26.00Oct 30$0.18$0.40$0.58$25.42$29.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.27, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2430/31Oct 30$0.28$0.2272%1.27$23.22$30.78
23/2428/28Oct 30$0.31$0.1952%1.63$23.19$28.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 17.75, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$27.00$28.50$30.00Nov 13$0.08$1.4215%17.75
$27.50$28.00$28.50Oct 30$0.09$0.4120%4.56
$28.00$28.50$29.00Oct 30$0.11$0.3916%3.55
$28.00$29.00$30.00Nov 20$0.16$0.848%5.25
$26.00$26.50$27.00Nov 20$0.15$0.355%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 30$0.08$0.426%5.25
$26.00$26.50$27.00Nov 20$0.08$0.425%5.25
$23.50$24.00$24.50Oct 30$0.08$0.421%5.25
$22.00$22.50$23.00Oct 30$0.09$0.410%4.56
$22.50$23.00$23.50Oct 30$0.11$0.397%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. 28 found (best net $-0.55, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$27.001:2Nov 13-$0.55$3.45
$28.00$32.001:2Dec 4-$0.67$3.33
$28.00$28.501:2Oct 30-$0.07$0.43
$29.00$30.001:2Oct 30-$0.08$0.92
$27.50$28.001:2Oct 30-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$23.001:2Dec 4-$0.63$2.37
$25.00$23.001:2Nov 20-$0.36$1.64
$25.00$23.001:2Nov 6-$0.47$1.53
$26.50$26.001:2Oct 30-$0.15$0.35
$25.00$24.501:2Oct 30-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 5.55%, avg 5.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Dec 4$1.500.3718.4%5.55%23.94%1--
$30.00Nov 20$2.000.4311.0%7.40%18.39%1.5K6.4K
$28.00Dec 4$2.750.533.6%10.17%13.76%53
$31.00Nov 27$1.700.3914.7%6.29%20.98%228
$30.00Nov 27$1.900.4311.0%7.03%18.02%721
$28.00Nov 27$2.650.523.6%9.80%13.39%3--
$32.00Nov 27$1.250.3518.4%4.62%23.01%1--
$29.00Nov 20$2.050.467.3%7.58%14.87%2283
$32.00Nov 20$1.250.3418.4%4.62%23.01%1174
$28.00Nov 20$2.400.513.6%8.88%12.47%7302

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 3,972
Total Puts 1,453
Put/Call Ratio 0.37
Net Difference 2,519

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,155
Total Puts 15,163
Average Put/Call Ratio 0.31
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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