Tour v536
FSLY
FASTLY INC A
$15.85 +3.06%
$15.87 (+0.14%)🌙
as of 11/06 06:27 PM
◀ 11/6 18:27

Option Volume

Detail
ℹ
Current (11/06) 13,895
Calls: 5,664 (41%)
Puts: 8,231 (59%)
Prior (11/05) 21,628
Calls: 12,907 (60%)
Puts: 8,721 (40%)
Current vs Prior -35.75%
Calls: -56.12% (Calls)
Puts: -5.62% (Puts)
Prior 7-Day Total 103,377
Calls: 66,904 (65%)
Puts: 36,473 (35%)
Prior 7-Day Average 14,768
Calls: 9,557 (65%)
Puts: 5,210 (35%)
Current vs Prior 7-Day Avg -5.91%
Calls: -40.74%
Puts: +57.97%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $5.31M
Calls: $333.5K (6%)
Puts: $4.97M (94%)
Prior (11/05) $4.30M
Calls: $1.20M (28%)
Puts: $3.10M (72%)
Current vs Prior +23.35%
Calls: -72.21%
Puts: +60.33%
Prior 7-Day Total $22.83M
Calls: $12.08M (53%)
Puts: $10.75M (47%)
Prior 7-Day Average $3.26M
Calls: $1.73M (53%)
Puts: $1.54M (47%)
Current vs Prior 7-Day Avg +62.64%
Calls: -80.68%
Puts: +223.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.45
Prior (11/05) 0.68
Current vs Prior +115.07%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +169.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 105,432
Calls: 68,793 (65%)
Puts: 36,639 (35%)
Prior (11/05) 144,147
Calls: 99,790 (69%)
Puts: 44,357 (31%)
Current vs Prior -26.86%
Prior 7-Day Total 935,852
Calls: 533,334 (57%)
Puts: 402,518 (43%)
Prior 7-Day Average 133,693
Calls: 76,190 (57%)
Puts: 57,502 (43%)
Current vs Prior 7-Day Avg -21.14%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.74% | 12.37%14.57% | 23.85%
Prior 9.10% | 14.76%17.30% | 23.93%
Current vs Prior +35.85% | -1.26%-15.73% | -0.33%
Prior 7-Day Avg 15.14% | 21.29%23.82% | 28.39%
Current vs 7-Day Avg -18.34% | -31.54%-38.83% | -15.99%
Prior 7-Day Eod 9.10% | 14.76%17.30% | 23.93%
Current vs 7-Day Eod +35.85% | -1.26%-15.73% | -0.33%
Sentiment BEARISHBULLISH

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 42.03% | 19.47%
Calls: 56.07% | 16.13%
Puts: 27.99% | 22.81%
Current vs 7-Day Avg -68.05% | -37.28%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 94% of dollar volume in puts ($4.97M) vs calls ($333.5K). Dollar volume significantly above 7-day average (63% higher). Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 115% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 37 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Nov 60.051.30$0.68183.8%441.00121
$14.50Nov 60.802.25$1.5394.8%170.97114
$15.00Nov 60.551.45$1.0090.0%720.97160
$14.00Nov 61.552.40$1.9842.9%300.97155
$13.00Nov 273.103.60$3.3514.9%20.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Nov 61.452.40$1.9249.5%530.95306
$17.50Nov 60.952.15$1.5577.4%170.94--
$19.00Nov 62.503.50$3.0033.3%670.881.0K
$19.00Nov 132.903.60$3.2521.5%330.87220
$18.50Nov 62.053.40$2.7249.6%150.87120

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 7.3K, top 657)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Nov 130.650.90$0.7832.1%4480.51242
$16.50Nov 60.000.20$0.10200.0%3640.22382
$17.00Nov 130.200.50$0.3585.7%3060.31278
$16.00Nov 60.000.30$0.15200.0%2450.39233
$17.50Dec 181.051.40$1.2328.5%2310.43261
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Nov 60.350.70$0.5267.3%6570.781.8K
$16.50Nov 131.001.25$1.1322.1%5690.59197
$15.50Nov 130.500.75$0.6339.7%4990.4071
$15.50Nov 60.000.05$0.03166.7%3910.151.2K
$15.00Dec 181.251.50$1.3818.1%3000.36375

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 642.1%, max 1097.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Nov 6Dec 111037.9%86.7%1097.5%139126
$16.50Nov 6Nov 13690.5%95.3%624.6%405564
$16.00Nov 6Dec 4475.3%84.5%462.6%266296
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Nov 6Nov 271037.9%90.8%1042.4%232805
$16.50Nov 6Nov 13690.5%95.3%624.6%1.2K2.0K
$16.00Nov 6Dec 11475.3%85.0%459.5%317601
$15.50Nov 6Nov 13265.0%93.5%183.5%8901.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 4.88, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.00$18.00Dec 11$0.17$0.83$0.1746%4.88$17.17
$15.00$15.50Nov 6$0.32$0.18$0.3297%0.56$15.32
$18.00$19.00Dec 4$0.15$0.85$0.1536%5.67$18.15
$15.00$17.50Dec 18$1.17$1.33$1.1764%1.14$16.17
$17.00$18.00Dec 4$0.25$0.75$0.2544%3.00$17.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$19.00$18.50Nov 6$0.28$0.22$0.2888%0.79$18.72
$16.50$16.00Nov 6$0.29$0.21$0.2978%0.72$16.21
$16.50$16.00Nov 13$0.25$0.25$0.2559%1.00$16.25
$17.00$16.00Nov 27$0.52$0.48$0.5258%0.92$16.48
$17.00$16.50Nov 13$0.32$0.18$0.3270%0.56$16.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.43, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$17.00$17.50Nov 6$0.10$0.10$0.4081%0.25$17.10
$16.50$17.00Nov 13$0.22$0.22$0.2859%0.79$16.72
$17.00$17.50Nov 20$0.20$0.20$0.3059%0.67$17.20
$16.00$16.50Nov 13$0.21$0.21$0.2950%0.72$16.21
$16.00$17.00Dec 4$0.45$0.45$0.5545%0.82$16.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.00$13.00Dec 4$0.60$0.60$1.4065%0.43$14.40
$14.00$13.50Nov 13$0.10$0.10$0.4084%0.25$13.90
$14.00$13.00Nov 20$0.18$0.18$0.8278%0.22$13.82
$15.50$15.00Nov 13$0.20$0.20$0.3060%0.67$15.30
$15.00$14.50Nov 13$0.15$0.15$0.3570%0.43$14.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.64, cheapest $0.63)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Nov 6Nov 13$0.63475.3%94.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Nov 6Nov 13$0.65475.3%94.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.40% of stock, avg 12.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.00Nov 6$0.15$0.23$0.38$15.62$16.382.40%
$16.50Nov 6$0.10$0.52$0.62$15.88$17.123.91%
$15.50Nov 6$0.68$0.03$0.71$14.79$16.214.48%
$15.00Nov 6$1.00$0.03$1.03$13.97$16.036.50%
$17.00Nov 6$0.13$0.98$1.11$15.89$18.117.00%
$14.50Nov 6$1.53$0.03$1.56$12.94$16.069.84%
$16.00Nov 13$0.78$0.88$1.66$14.34$17.6610.47%
$16.50Nov 13$0.57$1.13$1.70$14.80$18.2010.73%
$15.50Nov 13$1.08$0.63$1.71$13.79$17.2110.79%
$17.00Nov 13$0.35$1.45$1.80$15.20$18.8011.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.38% of stock, avg 6.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$14.50Nov 6$0.03$0.03$0.06$14.44$17.56
$17.50$15.00Nov 6$0.03$0.03$0.06$14.94$17.56
$17.50$15.50Nov 6$0.03$0.03$0.06$15.44$17.56
$16.50$15.50Nov 6$0.10$0.03$0.13$15.37$16.63
$16.50$15.00Nov 6$0.10$0.03$0.13$14.87$16.63
$16.50$14.50Nov 6$0.10$0.03$0.13$14.37$16.63
$19.00$15.00Nov 6$0.13$0.03$0.16$14.84$19.16
$19.00$15.50Nov 6$0.13$0.03$0.16$15.34$19.16
$17.00$15.50Nov 6$0.13$0.03$0.16$15.34$17.16
$19.00$14.50Nov 6$0.13$0.03$0.16$14.34$19.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.56, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
13/1418/19Nov 20$0.36$0.6448%0.56$13.64$18.36
14/1518/19Nov 20$0.43$0.5737%0.75$14.57$18.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$16.00$17.00$18.00Nov 27$0.07$0.9321%13.29
$14.00$15.00$16.00Dec 4$0.10$0.9021%9.00
$15.00$16.00$17.00Dec 4$0.10$0.9021%9.00
$17.00$18.00$19.00Dec 4$0.10$0.9015%9.00
$17.00$18.00$19.00Nov 27$0.12$0.8818%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$15.50$16.00$16.50Nov 6$0.09$0.4163%4.56
$15.00$16.00$17.00Nov 20$0.09$0.9127%10.11
$13.00$14.00$15.00Nov 20$0.07$0.9320%13.29
$15.00$15.50$16.00Nov 13$0.05$0.4519%9.00
$14.50$15.00$15.50Nov 13$0.05$0.4518%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. 50 found (best net $-0.06, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.501:2Dec 18-$0.06$2.44
$13.00$15.001:2Nov 27-$0.35$1.65
$15.00$15.501:2Nov 6-$0.36$0.14
$16.00$16.501:2Nov 6-$0.05$0.45
$18.00$19.001:2Nov 20-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.00$16.501:2Nov 6-$0.06$0.44
$16.00$15.001:2Nov 20-$0.12$0.88
$19.00$17.501:2Nov 20-$0.89$0.61
$16.00$15.001:2Nov 27-$0.30$0.70
$15.00$14.001:2Nov 20-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 6.62%, avg 3.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$17.50Dec 18$1.050.4310.4%6.62%17.03%231261
$18.00Dec 11$0.850.3913.6%5.36%18.93%2313
$19.00Dec 11$0.650.3219.9%4.10%23.97%11
$17.00Dec 11$1.100.467.3%6.94%14.20%36
$19.00Dec 4$0.450.3019.9%2.84%22.71%74
$17.00Nov 27$0.800.427.3%5.05%12.30%111
$18.00Dec 4$0.500.3613.6%3.15%16.72%83
$16.00Dec 4$1.150.550.9%7.26%8.20%2163
$16.00Nov 27$1.150.530.9%7.26%8.20%37
$17.00Dec 4$0.700.447.3%4.42%11.67%2412

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 5,664
Total Puts 8,231
Put/Call Ratio 1.45
Net Difference -2,567

Prior's Put/Call Breakdown

Total Calls 12,907
Total Puts 8,721
Put/Call Ratio 0.68
Net Difference 4,186

Prior 7-Day Put/Call Summary

Total Calls 66,904
Total Puts 36,473
Average Put/Call Ratio 0.54
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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