Tour v533
FSLY
FASTLY INC A
$21.07 +2.28%
$21.33 (+1.23%)🌙
as of 11/03 06:03 PM
◀ 11/3 18:03 ▶

Option Volume

Detail
ℹ
Current (11/03) 5,265
Calls: 3,440 (65%)
Puts: 1,825 (35%)
Prior (11/02) 13,418
Calls: 7,886 (59%)
Puts: 5,532 (41%)
Current vs Prior -60.76%
Calls: -56.38% (Calls)
Puts: -67.01% (Puts)
Prior 7-Day Total 73,796
Calls: 50,984 (69%)
Puts: 22,812 (31%)
Prior 7-Day Average 10,542
Calls: 7,283 (69%)
Puts: 3,258 (31%)
Current vs Prior 7-Day Avg -50.06%
Calls: -52.77%
Puts: -44.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $773.5K
Calls: $404.9K (52%)
Puts: $368.6K (48%)
Prior (11/02) $2.78M
Calls: $1.37M (49%)
Puts: $1.42M (51%)
Current vs Prior -72.19%
Calls: -70.34%
Puts: -73.97%
Prior 7-Day Total $23.61M
Calls: $14.31M (61%)
Puts: $9.30M (39%)
Prior 7-Day Average $3.37M
Calls: $2.04M (61%)
Puts: $1.33M (39%)
Current vs Prior 7-Day Avg -77.07%
Calls: -80.20%
Puts: -72.26%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.53
Prior (11/02) 0.70
Current vs Prior -24.37%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg +22.15%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 195,078
Calls: 99,883 (51%)
Puts: 95,195 (49%)
Prior (11/02) 132,734
Calls: 66,652 (50%)
Puts: 66,082 (50%)
Current vs Prior +46.97%
Prior 7-Day Total 617,498
Calls: 392,789 (64%)
Puts: 224,709 (36%)
Prior 7-Day Average 88,214
Calls: 56,112 (64%)
Puts: 32,101 (36%)
Current vs Prior 7-Day Avg +121.14%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 20.55% | 23.16%24.92% | 28.86%
Prior 20.63% | 23.54%24.66% | 30.10%
Current vs Prior -0.39% | -1.63%+1.04% | -4.12%
Prior 7-Day Avg 12.23% | 22.32%25.48% | 29.63%
Current vs 7-Day Avg +68.07% | +3.76%-2.20% | -2.60%
Prior 7-Day Eod 20.63% | 23.54%24.66% | 30.10%
Current vs 7-Day Eod -0.39% | -1.63%+1.04% | -4.12%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.43% | 12.21%
Calls: 21.74% | 8.00%
Puts: 5.13% | 16.43%
Prior 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Current vs Prior -78.84% | -50.98%
Prior 7-Day Avg 63.48% | 24.91%
Calls: 81.82% | 22.22%
Puts: 45.14% | 27.59%
Current vs 7-Day Avg -78.84% | -50.98%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 61% vs prior. Bullish P/C ratio of 0.53. P/C ratio dropping 24% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 14 of results (avg 8.6%, best 7.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Nov 132.002.20$2.109.5%280.5360
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Dec 185.405.80$5.607.1%10.59467
$22.00Nov 132.652.85$2.757.3%1950.5099
$22.50Dec 183.804.10$3.957.6%30.48569
$25.00Nov 275.005.40$5.207.7%--0.6410
$22.50Nov 132.953.20$3.088.1%--0.5350

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.74, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 130.550.65$0.6016.7%60.1718
$18.00Nov 130.800.95$0.8817.0%10.239

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 51 found (avg delta 0.62, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 64.205.10$4.6519.4%100.8611
$17.50Nov 63.704.50$4.1019.5%10.831
$17.50Nov 204.204.80$4.5013.3%--0.7872
$18.00Nov 133.804.20$4.0010.0%20.777
$18.00Nov 203.904.50$4.2014.3%--0.7625
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 64.205.10$4.6519.4%40.72211
$24.50Nov 63.904.70$4.3018.6%120.6937
$25.00Nov 134.705.10$4.908.2%--0.6845
$24.00Nov 63.604.10$3.8513.0%--0.6684
$24.50Nov 134.304.70$4.508.9%110.6685

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 3.0K, top 516)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 60.600.85$0.7334.2%5160.27942
$21.50Nov 61.702.00$1.8516.2%1470.52199
$24.00Nov 60.851.10$0.9825.5%1390.33157
$22.00Nov 61.351.90$1.6333.7%1090.48256
$20.50Nov 62.002.55$2.2824.1%770.60652
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Nov 60.901.15$1.0224.5%3520.28603
$21.00Nov 61.752.05$1.9015.8%2890.44893
$22.00Nov 62.252.80$2.5321.7%1980.52874
$22.00Nov 132.652.85$2.757.3%1950.5099
$20.00Nov 61.251.65$1.4527.6%630.36913

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 117.4%, max 163.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Nov 6Dec 18267.6%101.7%163.2%62352
$17.50Nov 6Dec 18254.3%104.5%143.2%1212
$23.00Nov 6Dec 11261.2%109.8%137.8%33224
$22.50Nov 6Dec 18259.0%109.8%135.9%11733
$25.00Nov 6Dec 18259.2%110.9%133.8%5272.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Nov 6Dec 18267.6%101.7%163.2%771.2K
$18.00Nov 6Dec 11267.2%108.2%147.0%11332
$21.00Nov 6Dec 11261.1%107.0%144.1%299933
$17.50Nov 6Dec 18254.3%104.5%143.2%15624
$22.50Nov 6Dec 18259.0%109.8%135.9%27752

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 1.92, avg 1.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$25.00Dec 4$1.37$2.63$1.3758%1.92$22.37
$20.00$22.50Dec 18$1.00$1.50$1.0063%1.50$21.00
$17.50$20.00Dec 18$1.35$1.15$1.3575%0.85$18.85
$18.00$20.00Nov 27$1.00$1.00$1.0075%1.00$19.00
$22.50$25.00Dec 18$0.75$1.75$0.7551%2.33$23.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$23.00$22.50Nov 6$0.22$0.28$0.2259%1.27$22.78
$20.50$20.00Nov 20$0.17$0.33$0.1740%1.94$20.33
$18.50$18.00Nov 6$0.10$0.40$0.1024%4.00$18.40
$24.00$23.50Nov 13$0.30$0.20$0.3063%0.67$23.70
$23.00$22.50Nov 13$0.27$0.23$0.2756%0.85$22.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.88, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$22.00$22.50Nov 20$0.27$0.27$0.2350%1.17$22.27
$24.50$25.00Nov 6$0.15$0.15$0.3570%0.43$24.65
$22.00$22.50Nov 6$0.23$0.23$0.2752%0.85$22.23
$23.00$23.50Nov 13$0.20$0.20$0.3057%0.67$23.20
$23.00$23.50Nov 20$0.20$0.20$0.3056%0.67$23.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$21.00$18.00Dec 11$1.40$1.40$1.6058%0.88$19.60
$20.00$17.50Dec 18$1.03$1.03$1.4763%0.70$18.97
$20.00$18.00Dec 4$0.90$0.90$1.1064%0.82$19.10
$20.00$19.00Nov 20$0.50$0.50$0.5063%1.00$19.50
$20.00$19.00Nov 27$0.48$0.48$0.5264%0.92$19.52

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.29, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Nov 6Nov 20$0.50262.2%134.4%
$21.00Nov 6Nov 20$0.50261.1%134.9%
$20.00Nov 6Nov 13$0.30267.6%162.0%
$21.50Nov 6Nov 13$0.25267.1%163.6%
$24.50Nov 6Nov 13$0.22265.8%162.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Nov 6Nov 13$0.20270.2%162.1%
$20.00Nov 6Nov 13$0.23267.6%162.0%
$21.50Nov 6Nov 13$0.25267.1%163.6%
$24.50Nov 6Nov 13$0.20265.8%162.7%
$22.00Nov 6Nov 13$0.22264.3%162.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 18.65% of stock, avg 23.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.50Nov 6$2.28$1.65$3.93$16.57$24.4318.65%
$20.00Nov 6$2.50$1.45$3.95$16.05$23.9518.75%
$21.00Nov 6$2.10$1.90$4.00$17.00$25.0018.98%
$21.50Nov 6$1.85$2.23$4.08$17.42$25.5819.36%
$22.00Nov 6$1.63$2.53$4.16$17.84$26.1619.74%
$19.00Nov 6$3.15$1.02$4.17$14.83$23.1719.79%
$22.50Nov 6$1.40$2.83$4.23$18.27$26.7320.08%
$23.00Nov 6$1.25$3.05$4.30$18.70$27.3020.41%
$20.00Nov 13$2.80$1.68$4.48$15.52$24.4821.26%
$21.50Nov 13$2.10$2.48$4.58$16.92$26.0821.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 10.58% of stock, avg 16.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$19.50Nov 6$0.98$1.25$2.23$17.27$26.23
$23.50$19.50Nov 6$1.13$1.25$2.38$17.12$25.88
$24.00$20.00Nov 6$0.98$1.45$2.43$17.57$26.43
$23.50$20.00Nov 6$1.13$1.45$2.58$17.42$26.08
$23.00$19.50Nov 6$1.25$1.25$2.50$17.00$25.50
$24.00$19.50Nov 13$1.25$1.45$2.70$16.80$26.70
$23.00$20.00Nov 6$1.25$1.45$2.70$17.30$25.70
$24.00$20.50Nov 6$0.98$1.65$2.63$17.87$26.63
$25.00$18.00Nov 27$1.38$1.18$2.56$15.44$27.56
$23.50$20.50Nov 6$1.13$1.65$2.78$17.72$26.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 2.33, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
18/1824/25Nov 6$0.35$0.1548%2.33$17.65$24.85
18/1924/25Nov 6$0.37$0.1341%2.85$18.63$24.87
19/2024/25Nov 6$0.38$0.1237%3.17$19.12$24.88
18/1824/25Nov 13$0.30$0.2040%1.50$18.20$24.80
18/1824/25Nov 6$0.25$0.2545%1.00$18.25$24.75
19/2024/25Nov 13$0.30$0.2034%1.50$19.20$24.80
18/1924/25Nov 13$0.27$0.2337%1.17$18.73$24.77
17/1824/25Nov 13$0.38$0.6244%0.61$17.62$24.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Dec 18$0.25$2.2522%9.00
$17.50$20.00$22.50Dec 18$0.35$2.1524%6.14
$23.00$24.00$25.00Nov 27$0.08$0.9210%11.50
$21.50$22.00$22.50Nov 13$0.07$0.437%6.14
$20.00$20.50$21.00Nov 20$0.07$0.436%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Dec 18$0.08$2.4222%30.25
$22.00$23.00$24.00Nov 27$0.05$0.9511%19.00
$20.00$21.00$22.00Nov 27$0.08$0.9212%11.50
$21.50$22.00$22.50Nov 13$0.06$0.446%7.33
$18.00$19.00$20.00Nov 27$0.11$0.8912%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.06, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$25.001:2Dec 4-$0.21$3.79
$22.50$25.001:2Dec 18-$1.20$1.30
$18.00$20.001:2Nov 13-$1.60$0.40
$20.00$22.501:2Dec 18-$1.70$0.80
$18.00$20.001:2Nov 20-$1.86$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$21.001:2Dec 4-$0.06$3.94
$21.00$18.001:2Dec 11-$0.03$2.97
$20.00$17.501:2Dec 18-$0.32$2.18
$22.50$20.001:2Dec 18-$0.81$1.69
$20.00$18.001:2Dec 4-$0.35$1.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 8.54%, avg 6.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 18$1.800.4018.6%8.54%27.20%111.9K
$22.50Dec 18$2.450.516.8%11.63%18.41%8651
$23.00Dec 11$2.100.479.2%9.97%19.13%--28
$25.00Dec 4$1.350.3818.6%6.41%25.06%96
$25.00Nov 27$1.300.3518.6%6.17%24.82%--142
$22.00Nov 27$2.200.514.4%10.44%14.86%1113
$24.00Nov 27$1.500.4013.9%7.12%21.03%1145
$23.00Nov 27$1.800.459.2%8.54%17.70%143
$23.00Nov 20$1.650.449.2%7.83%16.99%8304
$25.00Nov 20$1.150.3418.6%5.46%24.11%123.1K

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 3,440
Total Puts 1,825
Put/Call Ratio 0.53
Net Difference 1,615

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,984
Total Puts 22,812
Average Put/Call Ratio 0.43
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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