Tour v531
FSLY
FASTLY INC A
$23.12 -9.85%
$22.95 (-0.71%)🌙
as of 10/30 06:28 PM
◀ 10/30 18:28 ▶

Option Volume

Detail
ℹ
Current (10/30) 16,183
Calls: 8,918 (55%)
Puts: 7,265 (45%)
Prior (10/29) 4,842
Calls: 3,770 (78%)
Puts: 1,072 (22%)
Current vs Prior +234.22%
Calls: +136.55% (Calls)
Puts: +577.71% (Puts)
Prior 7-Day Total 64,369
Calls: 49,586 (77%)
Puts: 14,783 (23%)
Prior 7-Day Average 9,195
Calls: 7,083 (77%)
Puts: 2,111 (23%)
Current vs Prior 7-Day Avg +75.99%
Calls: +25.89%
Puts: +244.01%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/30) $6.68M
Calls: $2.24M (34%)
Puts: $4.44M (66%)
Prior (10/29) $1.43M
Calls: $1.26M (88%)
Puts: $172.7K (12%)
Current vs Prior +365.98%
Calls: +77.81%
Puts: +2468.23%
Prior 7-Day Total $20.19M
Calls: $14.14M (70%)
Puts: $6.05M (30%)
Prior 7-Day Average $2.88M
Calls: $2.02M (70%)
Puts: $864.2K (30%)
Current vs Prior 7-Day Avg +131.49%
Calls: +10.92%
Puts: +413.33%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 0.81
Prior (10/29) 0.28
Current vs Prior +186.49%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +157.71%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/30) 95,889
Calls: 58,724 (61%)
Puts: 37,165 (39%)
Prior (10/29) 103,672
Calls: 53,074 (51%)
Puts: 50,598 (49%)
Current vs Prior -7.51%
Prior 7-Day Total 545,369
Calls: 362,300 (66%)
Puts: 183,069 (34%)
Prior 7-Day Average 77,909
Calls: 51,757 (66%)
Puts: 26,152 (34%)
Current vs Prior 7-Day Avg +23.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.51% | 21.76%25.52% | 28.89%
Prior 5.77% | 20.98%25.16% | 29.45%
Current vs Prior +276.91% | +4.72%+1.44% | -1.88%
Prior 7-Day Avg 8.03% | 19.23%25.87% | 29.80%
Current vs 7-Day Avg +170.97% | +14.26%-1.35% | -3.06%
Prior 7-Day Eod 5.77% | 20.98%25.16% | 29.45%
Current vs 7-Day Eod +276.91% | +4.72%+1.44% | -1.88%
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

Moderately bearish flow with 66% put dollar volume ($4.44M). Massive premium surge with dollar volume up 366% vs prior. Dollar volume significantly above 7-day average (131% higher). Unusually high activity with volume up 234% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 202.002.20$2.109.5%1.6K0.491.5K
PUTS (0)
No puts meet the criteria

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. 60 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Oct 302.404.30$3.3556.7%270.97154
$20.50Oct 301.453.70$2.5887.2%10.97--
$19.50Oct 302.905.00$3.9553.2%10.92--
$22.00Oct 300.352.35$1.35148.1%850.8993
$18.50Oct 303.905.70$4.8037.5%70.898
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Oct 300.050.45$0.25160.0%551.00163
$24.00Oct 300.052.05$1.05190.5%401.00164
$25.00Oct 301.052.60$1.8384.7%961.00390
$25.50Oct 301.253.70$2.4898.8%41.0049
$26.00Oct 301.953.50$2.7356.8%181.00241

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 7.9K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 202.002.20$2.109.5%1.6K0.491.5K
$25.00Oct 300.000.05$0.03166.7%3550.05989
$25.00Nov 61.501.95$1.7326.0%2470.45769
$20.50Nov 62.904.60$3.7545.3%2000.74--
$24.50Nov 61.402.40$1.9052.6%1730.4837
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Nov 61.601.85$1.7314.5%7200.3799
$26.50Oct 302.354.60$3.4764.8%5531.00647
$23.00Nov 62.002.30$2.1514.0%4910.44197
$23.00Oct 300.000.40$0.20200.0%2630.48284
$20.50Nov 200.951.95$1.4569.0%2060.288

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 279.4%, max 633.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Oct 30Nov 20865.4%118.0%633.4%158186
$22.50Oct 30Nov 20390.1%132.7%194.1%45395
$23.00Oct 30Nov 20324.1%126.4%156.5%51168
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Oct 30Dec 4324.1%101.6%219.1%266284
$22.50Oct 30Nov 20390.1%132.7%194.1%861.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 1.73, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$25.00Dec 4$1.10$1.90$1.1063%1.73$23.10
$20.50$22.50Nov 20$1.02$0.98$1.0275%0.96$21.52
$20.50$21.50Oct 30$0.65$0.35$0.6597%0.54$21.15
$25.00$27.00Nov 13$0.47$1.53$0.4744%3.26$25.47
$26.00$27.00Nov 20$0.18$0.82$0.1843%4.56$26.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Oct 30$0.20$0.30$0.2085%1.50$24.30
$26.00$25.50Oct 30$0.25$0.25$0.25100%1.00$25.75
$23.00$22.00Dec 4$0.28$0.72$0.2844%2.57$22.72
$25.00$24.00Dec 4$0.40$0.60$0.4053%1.50$24.60
$22.00$21.00Dec 4$0.25$0.75$0.2538%3.00$21.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 1.11, avg 0.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$25.00Nov 27$0.72$0.72$0.2848%2.57$24.72
$25.00$25.50Nov 20$0.35$0.35$0.1551%2.33$25.35
$27.00$27.50Nov 6$0.25$0.25$0.2567%1.00$27.25
$24.50$25.00Oct 30$0.12$0.12$0.3881%0.32$24.62
$26.00$26.50Nov 6$0.26$0.26$0.2460%1.08$26.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$21.00Nov 27$1.05$1.05$0.9556%1.11$21.95
$19.50$19.00Nov 6$0.37$0.37$0.1378%2.85$19.13
$20.00$19.00Nov 20$0.47$0.47$0.5374%0.89$19.53
$22.00$21.50Nov 20$0.33$0.33$0.1763%1.94$21.67
$20.50$20.00Nov 13$0.27$0.27$0.2371%1.17$20.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.04, cheapest $1.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Oct 30Nov 6$2.12324.1%179.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Oct 30Nov 6$1.95324.1%179.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 1.21% of stock, avg 18.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Oct 30$0.03$0.25$0.28$23.22$23.781.21%
$23.00Oct 30$0.33$0.20$0.53$22.47$23.532.29%
$24.00Oct 30$0.03$1.05$1.08$22.92$25.084.67%
$22.50Oct 30$1.27$0.08$1.35$21.15$23.855.84%
$22.00Oct 30$1.35$0.05$1.40$20.60$23.406.06%
$24.50Oct 30$0.15$1.25$1.40$23.10$25.906.06%
$25.00Oct 30$0.03$1.83$1.86$23.14$26.868.04%
$21.50Oct 30$1.93$0.13$2.06$19.44$23.568.91%
$22.50Nov 6$2.63$1.95$4.58$17.92$27.0819.81%
$23.00Nov 6$2.45$2.15$4.60$18.40$27.6019.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.48% of stock, avg 13.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.50Oct 30$0.03$0.08$0.11$22.39$23.61
$24.00$22.50Oct 30$0.03$0.08$0.11$22.39$24.11
$25.00$22.50Oct 30$0.03$0.08$0.11$22.39$25.11
$23.50$21.00Oct 30$0.03$0.13$0.16$20.84$23.66
$23.50$21.50Oct 30$0.03$0.13$0.16$21.34$23.66
$24.00$21.00Oct 30$0.03$0.13$0.16$20.84$24.16
$24.00$21.50Oct 30$0.03$0.13$0.16$21.34$24.16
$25.00$21.00Oct 30$0.03$0.13$0.16$20.84$25.16
$25.00$21.50Oct 30$0.03$0.13$0.16$21.34$25.16
$24.50$22.50Oct 30$0.15$0.08$0.23$22.27$24.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $0.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
20/2124/25Oct 30$0.22$0.2869%0.79$20.78$24.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$26.50$27.00Nov 6$0.07$0.437%6.14
$23.50$24.00$24.50Nov 6$0.07$0.436%6.14
$22.00$22.50$23.00Nov 6$0.09$0.417%4.56
$24.50$25.00$25.50Oct 30$0.12$0.3814%3.17
$20.00$20.50$21.00Nov 6$0.10$0.408%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$22.50$23.00Oct 30$0.09$0.4137%4.56
$24.50$25.00$25.50Oct 30$0.07$0.4315%6.14
$26.00$26.50$27.00Nov 6$0.05$0.458%9.00
$21.50$22.00$22.50Nov 13$0.06$0.446%7.33
$25.00$25.50$26.00Nov 13$0.05$0.453%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. 16 found (best net $-1.30, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$25.001:2Dec 4-$1.30$1.70
$25.00$27.001:2Nov 13-$0.71$1.29
$24.00$24.501:2Oct 30-$0.27$0.23
$25.00$27.001:2Dec 4-$1.10$0.90
$24.50$25.001:2Oct 30$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$23.001:2Oct 30-$0.15$0.35
$23.00$21.001:2Nov 27-$0.78$1.22
$21.50$21.001:2Oct 30-$0.13$0.37
$19.50$19.001:2Nov 6-$0.16$0.34
$22.00$21.501:2Oct 30-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 8.00%, avg 6.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.00Dec 11$1.850.4312.5%8.00%20.46%2--
$25.00Nov 20$2.000.498.1%8.65%16.78%1.6K1.5K
$27.00Dec 4$1.350.3916.8%5.84%22.62%2--
$27.00Nov 20$1.300.3916.8%5.62%22.40%2--
$26.00Nov 20$1.450.4312.5%6.27%18.73%299
$27.00Nov 27$1.250.3716.8%5.41%22.19%518
$25.00Nov 27$1.800.468.1%7.79%15.92%687
$24.00Nov 27$2.200.523.8%9.52%13.32%1--
$26.00Nov 27$1.450.4112.5%6.27%18.73%322
$27.50Nov 20$1.050.3618.9%4.54%23.49%220

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 8,918
Total Puts 7,265
Put/Call Ratio 0.81
Net Difference 1,653

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 49,586
Total Puts 14,783
Average Put/Call Ratio 0.32
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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