Tour v533
FSLY
FASTLY INC A
$20.60 -10.88%
$20.70 (+0.47%)🌙
as of 11/02 06:27 PM
◀ 11/2 18:27 ▶

Option Volume

Detail
ℹ
Current (11/02) 13,418
Calls: 7,886 (59%)
Puts: 5,532 (41%)
Prior (10/30) 16,183
Calls: 8,918 (55%)
Puts: 7,265 (45%)
Current vs Prior -17.09%
Calls: -11.57% (Calls)
Puts: -23.85% (Puts)
Prior 7-Day Total 66,419
Calls: 47,346 (71%)
Puts: 19,073 (29%)
Prior 7-Day Average 9,488
Calls: 6,763 (71%)
Puts: 2,724 (29%)
Current vs Prior 7-Day Avg +41.41%
Calls: +16.59%
Puts: +103.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.78M
Calls: $1.37M (49%)
Puts: $1.42M (51%)
Prior (10/30) $6.68M
Calls: $2.24M (34%)
Puts: $4.44M (66%)
Current vs Prior -58.35%
Calls: -39.08%
Puts: -68.08%
Prior 7-Day Total $23.64M
Calls: $13.98M (59%)
Puts: $9.66M (41%)
Prior 7-Day Average $3.38M
Calls: $2.00M (59%)
Puts: $1.38M (41%)
Current vs Prior 7-Day Avg -17.66%
Calls: -31.65%
Puts: +2.57%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.70
Prior (10/30) 0.81
Current vs Prior -13.89%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +77.88%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/02) 132,734
Calls: 66,652 (50%)
Puts: 66,082 (50%)
Prior (10/30) 95,889
Calls: 58,724 (61%)
Puts: 37,165 (39%)
Current vs Prior +38.42%
Prior 7-Day Total 538,849
Calls: 369,653 (69%)
Puts: 169,196 (31%)
Prior 7-Day Average 76,978
Calls: 52,807 (69%)
Puts: 24,170 (31%)
Current vs Prior 7-Day Avg +72.43%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 20.63% | 23.54%24.66% | 30.10%
Prior 21.76% | 21.97%25.52% | 28.89%
Current vs Prior -5.17% | +7.15%-3.37% | +4.17%
Prior 7-Day Avg 10.11% | 20.68%25.68% | 29.56%
Current vs 7-Day Avg +104.13% | +13.87%-3.98% | +1.82%
Prior 7-Day Eod 21.76% | 21.97%25.52% | 28.89%
Current vs 7-Day Eod -5.17% | +7.15%-3.37% | +4.17%
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

Light premium activity with dollar volume down 58% vs prior. Rising open interest (up 38%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 14 of results (avg 8.3%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 271.451.55$1.506.7%1360.3823
$19.00Nov 273.303.60$3.458.7%20.662
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 274.604.90$4.756.3%200.62111
$22.00Nov 62.752.95$2.857.0%2130.55738
$23.00Nov 273.904.20$4.057.4%50.5785
$21.00Dec 112.953.20$3.088.1%500.44--
$24.00Dec 44.705.10$4.908.2%10.61--

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. 42 found (avg delta 0.61, highest 0.82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 63.504.70$4.1029.3%110.82--
$16.50Nov 64.305.10$4.7017.0%20.815
$17.00Dec 113.506.10$4.8054.2%10.77--
$17.50Nov 204.004.60$4.3014.0%60.7568
$18.00Nov 133.504.00$3.7513.3%20.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Nov 64.404.80$4.608.7%10.72--
$24.00Nov 64.004.60$4.3014.0%1030.69--
$23.50Nov 63.604.00$3.8010.5%10.6670
$24.00Nov 134.204.60$4.409.1%40.6559
$23.00Nov 63.203.70$3.4514.5%290.62534

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 6.6K, top 718)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Nov 61.902.15$2.0312.3%4540.56200
$23.00Nov 201.551.80$1.6814.9%2510.42120
$22.00Nov 61.301.80$1.5532.3%2500.4561
$21.50Nov 61.501.75$1.6315.3%2060.4812
$23.00Nov 61.001.35$1.1829.7%2060.38109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 61.551.75$1.6512.1%7180.40349
$19.00Nov 61.051.30$1.1821.2%5030.32185
$17.00Nov 60.450.60$0.5328.3%4890.1773
$21.00Nov 62.052.40$2.2215.8%4810.47507
$19.50Nov 61.301.70$1.5026.7%3460.363

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 86.2%, max 117.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Nov 6Dec 11243.4%111.7%117.9%410
$23.00Nov 6Dec 11238.6%111.9%113.3%234109
$22.00Nov 6Dec 4245.1%118.4%107.0%25261
$24.00Nov 6Nov 27236.7%125.1%89.2%182139
$23.50Nov 6Nov 20237.0%130.4%81.7%35254
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Nov 6Dec 11243.4%111.7%117.9%531507
$18.00Nov 6Dec 11238.2%109.7%117.1%219153
$17.00Nov 6Dec 11231.9%110.2%110.5%49073
$22.00Nov 6Dec 4245.1%118.4%107.0%217738
$20.00Nov 6Nov 27234.8%118.0%99.0%725398

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 0.96, avg 1.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$19.00Nov 6$1.02$0.98$1.0282%0.96$18.02
$17.00$18.00Dec 11$0.30$0.70$0.3077%2.33$17.30
$18.00$21.00Dec 11$1.62$1.38$1.6272%0.85$19.62
$21.00$23.00Dec 11$0.73$1.27$0.7356%1.74$21.73
$18.00$20.00Nov 13$1.10$0.90$1.1074%0.82$19.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.50$24.00Nov 6$0.30$0.20$0.3072%0.67$24.20
$21.50$21.00Nov 13$0.20$0.30$0.2050%1.50$21.30
$20.00$19.50Nov 6$0.15$0.35$0.1540%2.33$19.85
$24.00$23.50Nov 13$0.30$0.20$0.3065%0.67$23.70
$24.00$23.50Nov 20$0.30$0.20$0.3062%0.67$23.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.57, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$23.00$23.50Nov 20$0.35$0.35$0.1558%2.33$23.35
$22.50$23.00Nov 20$0.30$0.30$0.2054%1.50$22.80
$22.00$22.50Nov 6$0.28$0.28$0.2255%1.27$22.28
$21.00$21.50Nov 6$0.30$0.30$0.2048%1.50$21.30
$24.00$24.50Nov 20$0.22$0.22$0.2863%0.79$24.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$19.00$17.00Nov 13$0.73$0.73$1.2767%0.57$18.27
$18.00$17.00Dec 4$0.43$0.43$0.5772%0.75$17.57
$19.00$18.50Nov 6$0.33$0.33$0.1768%1.94$18.67
$18.50$18.00Nov 20$0.32$0.32$0.1870%1.78$18.18
$19.50$19.00Nov 6$0.32$0.32$0.1864%1.78$19.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.27, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Nov 6Nov 27$0.37231.9%118.8%
$20.50Nov 6Nov 20$0.42228.0%131.7%
$21.00Nov 6Nov 13$0.24243.4%162.9%
$23.00Nov 6Nov 13$0.25238.6%160.8%
$20.00Nov 6Nov 13$0.23234.8%157.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Nov 6Nov 13$0.13245.7%156.7%
$21.00Nov 6Nov 13$0.28243.4%163.0%
$23.00Nov 6Nov 13$0.25238.6%160.8%
$20.00Nov 6Nov 13$0.23234.8%157.1%
$22.00Nov 6Nov 13$0.20245.1%167.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 18.83% of stock, avg 23.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.50Nov 6$2.03$1.85$3.88$16.62$24.3818.83%
$21.50Nov 6$1.63$2.28$3.91$17.59$25.4118.98%
$20.00Nov 6$2.42$1.65$4.07$15.93$24.0719.76%
$21.00Nov 6$1.93$2.22$4.15$16.85$25.1520.15%
$19.00Nov 6$3.08$1.18$4.26$14.74$23.2620.68%
$22.00Nov 6$1.55$2.85$4.40$17.60$26.4021.36%
$22.50Nov 6$1.27$3.13$4.40$18.10$26.9021.36%
$20.00Nov 13$2.65$1.88$4.53$15.47$24.5321.99%
$21.50Nov 13$1.90$2.70$4.60$16.90$26.1022.33%
$21.00Nov 13$2.17$2.50$4.67$16.33$25.6722.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 10.68% of stock, avg 17.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$19.00Nov 6$1.02$1.18$2.20$16.80$25.70
$23.00$19.00Nov 6$1.18$1.18$2.36$16.64$25.36
$23.50$19.50Nov 6$1.02$1.50$2.52$16.98$26.02
$22.50$19.00Nov 6$1.27$1.18$2.45$16.55$24.95
$23.00$19.50Nov 6$1.18$1.50$2.68$16.82$25.68
$23.50$20.00Nov 6$1.02$1.65$2.67$17.33$26.17
$23.00$20.00Nov 6$1.18$1.65$2.83$17.17$25.83
$22.50$19.50Nov 6$1.27$1.50$2.77$16.73$25.27
$22.50$20.00Nov 6$1.27$1.65$2.92$17.08$25.42
$23.50$19.00Nov 13$1.38$1.43$2.81$16.19$26.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.78, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1824/24Nov 6$0.32$0.1844%1.78$17.68$24.32
17/1824/24Nov 6$0.30$0.2048%1.50$17.20$24.30
18/1824/24Nov 6$0.29$0.2141%1.38$17.71$23.79
17/1824/24Nov 6$0.27$0.2345%1.17$17.23$23.77
16/1724/24Nov 13$0.26$0.2446%1.08$16.74$24.26
17/1924/24Nov 13$0.86$1.1432%0.75$18.14$24.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Nov 13$0.07$0.436%6.14
$21.50$22.00$22.50Nov 20$0.13$0.374%2.85
$22.50$23.00$23.50Nov 13$0.15$0.355%2.33
$22.00$22.50$23.00Nov 6$0.19$0.317%1.63
$21.00$21.50$22.00Nov 6$0.22$0.287%1.27
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$22.00$23.00$24.00Nov 27$0.05$0.9510%19.00
$19.50$20.00$20.50Nov 6$0.05$0.458%9.00
$21.00$22.00$23.00Nov 27$0.10$0.9011%9.00
$20.00$20.50$21.00Nov 13$0.08$0.427%5.25
$23.00$23.50$24.00Nov 6$0.15$0.356%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.12, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$18.00$21.001:2Dec 11-$1.26$1.74
$18.00$20.001:2Nov 20-$1.51$0.49
$18.00$20.001:2Nov 13-$1.55$0.45
$19.00$21.001:2Nov 27-$1.55$0.45
$21.00$23.001:2Dec 11-$1.42$0.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$18.001:2Dec 11-$0.12$2.88
$17.50$17.001:2Nov 6-$0.38$0.12
$18.00$17.001:2Dec 4-$0.59$0.41
$17.00$16.501:2Nov 13-$0.44$0.06
$18.00$17.001:2Dec 11-$0.86$0.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 9.47%, avg 7.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Dec 11$1.950.4611.7%9.47%21.12%28--
$21.00Dec 11$2.650.561.9%12.86%14.81%1--
$22.00Dec 4$2.150.496.8%10.44%17.23%2--
$24.00Nov 27$1.450.3816.5%7.04%23.54%13623
$23.00Nov 27$1.700.4311.7%8.25%19.90%1435
$22.00Nov 27$2.000.486.8%9.71%16.50%6647
$23.00Dec 4$1.600.4411.7%7.77%19.42%2--
$21.00Dec 4$2.400.551.9%11.65%13.59%5--
$22.50Nov 20$1.700.469.2%8.25%17.48%64347
$21.00Nov 27$2.350.541.9%11.41%13.35%75--

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 7,886
Total Puts 5,532
Put/Call Ratio 0.70
Net Difference 2,354

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 47,346
Total Puts 19,073
Average Put/Call Ratio 0.39
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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