Tour v531
FSLY
FASTLY INC A
$25.64 -5.14%
$24.70 (-3.67%)🌙
as of 10/29 06:29 PM
◀ 10/29 18:29 ▶

Option Volume

Detail
ℹ
Current (10/29) 4,842
Calls: 3,770 (78%)
Puts: 1,072 (22%)
Prior (10/28) 5,425
Calls: 3,972 (73%)
Puts: 1,453 (27%)
Current vs Prior -10.75%
Calls: -5.09% (Calls)
Puts: -26.22% (Puts)
Prior 7-Day Total 66,312
Calls: 50,581 (76%)
Puts: 15,731 (24%)
Prior 7-Day Average 9,473
Calls: 7,225 (76%)
Puts: 2,247 (24%)
Current vs Prior 7-Day Avg -48.89%
Calls: -47.83%
Puts: -52.30%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $1.43M
Calls: $1.26M (88%)
Puts: $172.7K (12%)
Prior (10/28) $1.26M
Calls: $1.02M (81%)
Puts: $239.4K (19%)
Current vs Prior +13.74%
Calls: +23.50%
Puts: -27.85%
Prior 7-Day Total $20.24M
Calls: $13.86M (68%)
Puts: $6.38M (32%)
Prior 7-Day Average $2.89M
Calls: $1.98M (68%)
Puts: $911.5K (32%)
Current vs Prior 7-Day Avg -50.45%
Calls: -36.36%
Puts: -81.05%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.28
Prior (10/28) 0.37
Current vs Prior -22.27%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg -15.36%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/29) 103,672
Calls: 53,074 (51%)
Puts: 50,598 (49%)
Prior (10/28) 66,368
Calls: 53,504 (81%)
Puts: 12,864 (19%)
Current vs Prior +56.21%
Prior 7-Day Total 520,460
Calls: 367,089 (71%)
Puts: 153,371 (29%)
Prior 7-Day Average 74,351
Calls: 52,441 (71%)
Puts: 21,910 (29%)
Current vs Prior 7-Day Avg +39.44%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 5.77% | 20.98%25.16% | 29.45%
Prior 7.99% | 22.49%24.60% | 28.97%
Current vs Prior -27.77% | -6.72%+2.25% | +1.65%
Prior 7-Day Avg 8.32% | 17.96%26.08% | 30.03%
Current vs 7-Day Avg -30.66% | +16.83%-3.55% | -1.95%
Prior 7-Day Eod 7.99% | 22.49%24.60% | 28.97%
Current vs 7-Day Eod -27.77% | -6.72%+2.25% | +1.65%
Sentiment BULLISHBEARISH

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 88% of dollar volume in calls ($1.26M) vs puts ($172.7K). Extreme bullish P/C ratio of 0.28 - heavy call buying (3,770 calls vs 1,072 puts). P/C ratio dropping 22% - sentiment shifting bullish. Rising open interest (up 56%) indicates new positions being established.

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 NEUTRAL
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. 38 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 300.600.80$0.7028.6%631.00163
$22.00Oct 302.704.70$3.7054.1%20.9992
$23.50Oct 301.352.35$1.8554.1%30.97--
$21.00Oct 303.705.90$4.8045.8%20.92--
$24.00Oct 301.251.90$1.5841.1%260.91638
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.50Oct 300.200.80$0.50120.0%221.00--
$26.00Oct 300.650.90$0.7832.1%1611.00--
$26.50Oct 301.001.80$1.4057.1%21.00647
$27.00Oct 301.252.35$1.8061.1%311.00169
$27.50Oct 301.752.15$1.9520.5%41.00202

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 2.5K, top 257)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 300.851.10$0.9825.5%2570.79816
$30.00Nov 201.501.70$1.6012.5%2300.366.6K
$26.00Oct 300.350.55$0.4544.4%1330.44630
$28.00Oct 300.000.10$0.05200.0%1160.08437
$30.50Oct 300.000.25$0.13192.3%1000.0952
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Oct 300.650.90$0.7832.1%1611.00--
$25.00Nov 62.102.50$2.3017.4%1430.45166
$25.00Oct 300.100.55$0.33136.4%650.71381
$26.50Nov 203.403.90$3.6513.7%390.5120
$21.00Nov 60.600.75$0.6822.1%330.19467

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 17.4%, max 37.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Nov 6Nov 20164.0%119.5%37.3%852
$27.00Oct 30Nov 20126.7%124.6%1.7%93669
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Nov 13Nov 20139.8%119.5%17.1%331.1K
$24.00Oct 30Dec 4121.5%107.2%13.3%24167

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 1.86, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$29.00Nov 27$1.40$2.60$1.4060%1.86$26.40
$23.00$25.00Nov 20$1.00$1.00$1.0071%1.00$24.00
$24.00$25.00Nov 6$0.32$0.68$0.3265%2.13$24.32
$25.50$27.00Nov 13$0.53$0.97$0.5358%1.83$26.03
$21.00$22.50Nov 6$0.95$0.55$0.9584%0.58$21.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$27.50$27.00Oct 30$0.15$0.35$0.15100%2.33$27.35
$25.50$25.00Oct 30$0.17$0.33$0.17100%1.94$25.33
$26.00$25.50Oct 30$0.28$0.22$0.28100%0.79$25.72
$25.00$24.50Oct 30$0.13$0.37$0.1371%2.85$24.87
$27.00$26.00Nov 6$0.47$0.53$0.4757%1.13$26.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 0.79, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$26.50$27.00Nov 20$0.40$0.40$0.1047%4.00$26.90
$27.50$28.00Nov 20$0.30$0.30$0.2052%1.50$27.80
$27.00$27.50Oct 30$0.10$0.10$0.4077%0.25$27.10
$30.00$30.50Nov 13$0.16$0.16$0.3465%0.47$30.16
$26.00$26.50Oct 30$0.17$0.17$0.3356%0.52$26.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$22.00Dec 4$0.88$0.88$1.1262%0.79$23.12
$24.00$23.00Nov 20$0.55$0.55$0.4562%1.22$23.45
$23.00$22.00Nov 27$0.45$0.45$0.5567%0.82$22.55
$21.50$21.00Nov 6$0.25$0.25$0.2577%1.00$21.25
$25.00$23.50Nov 13$0.73$0.73$0.7756%0.95$24.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.09, cheapest $2.38)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Oct 30Nov 6$1.92115.9%182.3%
$26.00Oct 30Nov 6$1.97116.8%184.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Oct 30Nov 20$2.38107.7%123.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 4.68% of stock, avg 14.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Oct 30$0.70$0.50$1.20$24.30$26.704.68%
$26.00Oct 30$0.45$0.78$1.23$24.77$27.234.80%
$25.00Oct 30$0.98$0.33$1.31$23.69$26.315.11%
$24.50Oct 30$1.38$0.20$1.58$22.92$26.086.16%
$26.50Oct 30$0.28$1.40$1.68$24.82$28.186.55%
$24.00Oct 30$1.58$0.13$1.71$22.29$25.716.67%
$23.50Oct 30$1.85$0.05$1.90$21.60$25.407.41%
$27.00Oct 30$0.20$1.80$2.00$25.00$29.007.80%
$27.50Oct 30$0.10$1.95$2.05$25.45$29.558.00%
$28.00Oct 30$0.05$2.40$2.45$25.55$30.459.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 0.59% of stock, avg 12.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.50Oct 30$0.10$0.05$0.15$23.35$27.65
$30.50$23.50Oct 30$0.13$0.05$0.18$23.32$30.68
$27.50$24.00Oct 30$0.10$0.13$0.23$23.77$27.73
$27.50$23.00Oct 30$0.10$0.15$0.25$22.75$27.75
$30.50$24.00Oct 30$0.13$0.13$0.26$23.74$30.76
$30.50$23.00Oct 30$0.13$0.15$0.28$22.72$30.78
$27.00$23.50Oct 30$0.20$0.05$0.25$23.25$27.25
$27.00$24.00Oct 30$0.20$0.13$0.33$23.67$27.33
$27.50$24.50Oct 30$0.10$0.20$0.30$24.20$27.80
$27.50$21.00Oct 30$0.10$0.28$0.38$20.62$27.88

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 5.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.50$26.00$26.50Oct 30$0.08$0.4269%5.25
$26.00$26.50$27.00Oct 30$0.09$0.4121%4.56
$27.50$28.00$28.50Oct 30$0.05$0.457%9.00
$23.50$24.00$24.50Oct 30$0.07$0.4313%6.14
$29.50$30.00$30.50Oct 30$0.08$0.424%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 30$0.06$0.4453%7.33
$23.00$24.00$25.00Nov 6$0.08$0.9214%11.50
$24.00$25.00$26.00Nov 6$0.08$0.9212%11.50
$25.00$25.50$26.00Oct 30$0.11$0.3929%3.55
$21.50$22.00$22.50Nov 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. 26 found (best net $--, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$23.501:2Oct 30$0.00$1.50
$25.00$29.001:2Nov 27-$0.60$3.40
$25.50$26.001:2Oct 30-$0.20$0.30
$26.00$26.501:2Oct 30-$0.11$0.39
$26.50$27.001:2Oct 30-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$26.001:2Oct 30-$0.16$0.34
$26.00$25.501:2Oct 30-$0.22$0.28
$25.50$25.001:2Oct 30-$0.16$0.34
$25.00$24.501:2Oct 30-$0.07$0.43
$24.50$24.001:2Oct 30-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 7.41%, avg 6.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Dec 4$1.900.4413.1%7.41%20.51%1--
$30.00Dec 11$1.550.4117.0%6.05%23.05%13--
$30.00Dec 4$1.550.4017.0%6.05%23.05%1537
$29.00Nov 27$1.800.4213.1%7.02%20.12%1--
$30.00Nov 27$1.500.3717.0%5.85%22.85%1223
$30.00Nov 20$1.500.3617.0%5.85%22.85%2306.6K
$28.00Nov 20$1.950.459.2%7.61%16.81%5302
$27.50Nov 20$2.050.487.2%8.00%15.25%13--
$27.00Nov 20$2.200.505.3%8.58%13.88%26237
$26.50Nov 20$2.400.533.4%9.36%12.71%215

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 3,770
Total Puts 1,072
Put/Call Ratio 0.28
Net Difference 2,698

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,581
Total Puts 15,731
Average Put/Call Ratio 0.34
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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