Tour v536
FSLY
FASTLY INC A
$21.04 -0.17%
$17.85 (-15.14%)🌙
as of 11/04 06:04 PM
◀ 11/4 18:04 ▶

Option Volume

Detail
ℹ
Current (11/04) 36,616
Calls: 26,011 (71%)
Puts: 10,605 (29%)
Prior (11/03) 5,265
Calls: 3,440 (65%)
Puts: 1,825 (35%)
Current vs Prior +595.46%
Calls: +656.13% (Calls)
Puts: +481.10% (Puts)
Prior 7-Day Total 66,940
Calls: 46,078 (69%)
Puts: 20,862 (31%)
Prior 7-Day Average 9,562
Calls: 6,582 (69%)
Puts: 2,980 (31%)
Current vs Prior 7-Day Avg +282.90%
Calls: +295.15%
Puts: +255.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $5.61M
Calls: $4.59M (82%)
Puts: $1.02M (18%)
Prior (11/03) $773.5K
Calls: $404.9K (52%)
Puts: $368.6K (48%)
Current vs Prior +625.20%
Calls: +1033.65%
Puts: +176.53%
Prior 7-Day Total $20.45M
Calls: $13.02M (64%)
Puts: $7.42M (36%)
Prior 7-Day Average $2.92M
Calls: $1.86M (64%)
Puts: $1.06M (36%)
Current vs Prior 7-Day Avg +92.04%
Calls: +146.70%
Puts: -3.87%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.41
Prior (11/03) 0.53
Current vs Prior -23.15%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -8.48%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 197,964
Calls: 101,707 (51%)
Puts: 96,257 (49%)
Prior (11/03) 195,078
Calls: 99,883 (51%)
Puts: 95,195 (49%)
Current vs Prior +1.48%
Prior 7-Day Total 742,815
Calls: 446,161 (60%)
Puts: 296,654 (40%)
Prior 7-Day Average 106,116
Calls: 63,737 (60%)
Puts: 42,379 (40%)
Current vs Prior 7-Day Avg +86.55%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 20.20% | 22.10%24.62% | 28.52%
Prior 20.55% | 23.16%24.92% | 28.86%
Current vs Prior -1.71% | -4.58%-1.19% | -1.18%
Prior 7-Day Avg 13.59% | 22.32%25.20% | 29.30%
Current vs 7-Day Avg +48.59% | -1.00%-2.31% | -2.68%
Prior 7-Day Eod 20.55% | 23.16%24.92% | 28.86%
Current vs 7-Day Eod -1.71% | -4.58%-1.19% | -1.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.43% | 12.21%
Calls: 21.74% | 8.00%
Puts: 5.13% | 16.43%
Prior 13.43% | 12.21%
Calls: 21.74% | 8.00%
Puts: 5.13% | 16.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 56.33% | 23.10%
Calls: 73.24% | 20.19%
Puts: 39.42% | 26.00%
Current vs 7-Day Avg -76.16% | -47.13%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($4.59M) vs puts ($1.02M). Massive premium surge with dollar volume up 625% vs prior. Dollar volume significantly above 7-day average (92% higher). Unusually high activity with volume up 595% vs prior - elevated interest.

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 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 8.9%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Nov 202.152.35$2.258.9%2420.625
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.70, cheapest $0.43)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 60.901.05$0.9815.3%3910.38250
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 60.400.45$0.4311.6%4160.24533

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 99 found (avg delta 0.88, highest 1.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Dec 42.953.50$3.2317.0%--1.1815
$19.50Nov 202.853.40$3.1317.6%201.181
$17.00Nov 64.004.80$4.4018.2%41.0211
$19.00Nov 62.803.20$3.0013.3%351.002
$19.50Nov 62.402.95$2.6820.5%161.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Nov 60.751.10$0.9337.6%1951.00924
$19.50Nov 61.101.45$1.2727.6%3081.00367
$20.00Nov 61.301.60$1.4520.7%2621.00903
$20.50Nov 61.501.80$1.6518.2%4171.00234
$21.50Nov 62.002.40$2.2018.2%221.00157

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 24.9K, top 10.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Nov 61.852.25$2.0519.5%10.7K0.6357
$24.50Nov 60.700.90$0.8025.0%5.1K0.34248
$25.00Nov 60.600.80$0.7028.6%4830.301.2K
$24.00Nov 60.901.05$0.9815.3%3910.38250
$20.00Nov 62.202.65$2.4218.6%3471.0065
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Nov 61.752.10$1.9318.1%5030.931.2K
$20.50Nov 61.501.80$1.6518.2%4171.00234
$17.00Nov 60.400.45$0.4311.6%4160.24533
$19.50Nov 61.101.45$1.2727.6%3081.00367
$17.50Nov 200.701.05$0.8839.8%2720.33710

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 171.6%, max 223.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Nov 6Dec 18342.3%105.7%223.9%126741
$23.00Nov 6Dec 11335.3%111.6%200.4%151249
$25.00Nov 6Dec 18328.1%109.6%199.4%7563.1K
$22.00Nov 6Dec 4338.1%114.7%194.8%121320
$24.00Nov 6Dec 4339.3%115.3%194.3%393252
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Nov 6Dec 18262.6%94.1%179.0%159622
$17.00Nov 6Dec 11277.2%99.6%178.3%417550
$18.00Nov 6Dec 11263.6%97.2%171.2%183334
$18.50Nov 6Nov 20223.6%113.8%96.5%31992

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 1.11, avg 1.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$21.00Dec 11$0.95$1.05$0.9580%1.11$19.95
$18.00$20.00Nov 27$1.12$0.88$1.1290%0.79$19.12
$17.50$20.00Dec 18$1.35$1.15$1.3590%0.85$18.85
$21.00$23.00Dec 11$0.78$1.22$0.78100%1.56$21.78
$22.50$25.00Dec 18$0.65$1.85$0.6559%2.85$23.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$20.00Nov 27$0.53$0.47$0.53100%0.89$20.47
$20.00$18.00Dec 4$0.90$1.10$0.90100%1.22$19.10
$21.00$20.00Dec 4$0.58$0.42$0.58100%0.72$20.42
$22.50$20.00Dec 18$1.45$1.05$1.4580%0.72$21.05
$22.00$21.00Dec 4$0.52$0.48$0.5284%0.92$21.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 0.61, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$24.50Nov 6$0.18$0.18$0.3262%0.56$24.18
$23.50$24.00Nov 6$0.17$0.17$0.3357%0.52$23.67
$23.50$24.00Nov 20$0.20$0.20$0.3052%0.67$23.70
$24.00$24.50Nov 20$0.18$0.18$0.3256%0.56$24.18
$22.50$23.00Nov 6$0.20$0.20$0.3050%0.67$22.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$18.00$17.00Dec 11$0.38$0.38$0.6261%0.61$17.62
$17.50$17.00Nov 13$0.18$0.18$0.3267%0.56$17.32
$18.00$17.50Nov 6$0.20$0.20$0.3059%0.67$17.80
$18.00$17.00Dec 4$0.35$0.35$0.6560%0.54$17.65
$18.00$17.00Nov 27$0.33$0.33$0.6760%0.49$17.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.19, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Nov 6Nov 13$0.15349.9%172.5%
$23.50Nov 6Nov 13$0.12347.3%170.3%
$24.00Nov 6Nov 13$0.12339.3%167.0%
$22.50Nov 6Nov 13$0.20342.3%173.2%
$22.00Nov 6Nov 13$0.17338.1%169.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Nov 6Nov 13$0.15263.6%139.5%
$17.50Nov 6Nov 13$0.20262.6%145.5%
$18.50Nov 6Nov 13$0.22223.6%131.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 18.39% of stock, avg 23.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Nov 6$2.42$1.45$3.87$16.13$23.8718.39%
$20.50Nov 6$2.22$1.65$3.87$16.63$24.3718.39%
$19.00Nov 6$3.00$0.93$3.93$15.07$22.9318.68%
$19.50Nov 6$2.68$1.27$3.95$15.55$23.4518.77%
$21.00Nov 6$2.05$1.93$3.98$17.02$24.9818.92%
$21.50Nov 6$1.78$2.20$3.98$17.52$25.4818.92%
$22.00Nov 6$1.58$2.55$4.13$17.87$26.1319.63%
$20.50Nov 13$2.38$1.88$4.26$16.24$24.7620.25%
$22.50Nov 6$1.43$2.90$4.33$18.17$26.8320.58%
$20.00Nov 13$2.70$1.65$4.35$15.65$24.3520.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 55 found (cheapest 5.37% of stock, avg 9.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.00$17.00Nov 6$0.70$0.43$1.13$15.87$26.13
$25.00$17.50Nov 6$0.70$0.53$1.23$16.27$26.23
$24.50$17.00Nov 6$0.80$0.43$1.23$15.77$25.73
$24.50$17.50Nov 6$0.80$0.53$1.33$16.17$25.83
$25.00$18.00Nov 6$0.70$0.73$1.43$16.57$26.43
$24.00$17.50Nov 6$0.98$0.53$1.51$15.99$25.51
$24.50$18.00Nov 6$0.80$0.73$1.53$16.47$26.03
$24.00$17.00Nov 6$0.98$0.43$1.41$15.59$25.41
$25.00$17.00Nov 13$0.98$0.55$1.53$15.47$26.53
$24.00$18.00Nov 6$0.98$0.73$1.71$16.29$25.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.67, avg credit $0.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
17/1824/25Nov 6$0.20$0.3035%0.67$17.30$24.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$20.00$22.50Dec 18$0.28$2.2231%7.93
$20.00$21.00$22.00Nov 27$0.07$0.9341%13.29
$20.00$21.00$22.00Dec 4$0.08$0.9240%11.50
$19.00$21.00$23.00Dec 11$0.17$1.8326%10.76
$21.00$21.50$22.00Nov 20$0.06$0.4442%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$20.00$22.50Dec 18$0.30$2.2046%7.33
$19.00$20.00$21.00Nov 27$0.08$0.9244%11.50
$20.00$22.50$25.00Dec 18$0.35$2.1534%6.14
$17.00$18.00$19.00Nov 27$0.09$0.9128%10.11
$20.00$21.00$22.00Nov 27$0.07$0.9312%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-1.00, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$23.001:2Dec 11-$1.39$0.61
$20.00$22.501:2Dec 18-$1.41$1.09
$22.50$25.001:2Dec 18-$1.18$1.32
$17.50$20.001:2Dec 18-$2.20$0.30
$18.00$20.001:2Nov 27-$1.91$0.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Dec 18-$1.00$1.50
$20.00$17.501:2Dec 18-$0.15$2.35
$20.00$18.001:2Dec 4-$0.35$1.65
$20.00$18.001:2Dec 11-$0.53$1.47
$25.00$22.501:2Dec 18-$2.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 7.84%, avg 6.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 18$1.650.4718.8%7.84%26.66%2731.9K
$22.50Dec 18$2.250.596.9%10.69%17.63%26658
$23.00Dec 11$1.900.559.3%9.03%18.35%--28
$24.00Dec 4$1.450.4814.1%6.89%20.96%22
$23.00Dec 4$1.750.539.3%8.32%17.63%11
$25.00Dec 4$1.100.4218.8%5.23%24.05%54
$25.00Nov 27$1.050.4018.8%4.99%23.81%14142
$24.00Nov 27$1.250.4614.1%5.94%20.01%--145
$23.50Nov 20$1.400.4811.7%6.65%18.35%535
$23.00Nov 20$1.550.529.3%7.37%16.68%9309

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 26,011
Total Puts 10,605
Put/Call Ratio 0.41
Net Difference 15,406

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 46,078
Total Puts 20,862
Average Put/Call Ratio 0.45
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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