Tour v528
FSLY
FASTLY INC A
$27.22 -0.75%
9/22 10:35

Option Volume

Detail
Current (09/22 10:35am) 5,312
Calls: 4,787 (90%)
Puts: 525 (10%)
Prior (08/11) 3,384
Calls: 3,005 (89%)
Puts: 379 (11%)
Current vs Prior +56.97%
Calls: +59.30% (Calls)
Puts: +38.52% (Puts)
Prior 7-Day Total 195,127
Calls: 151,355 (78%)
Puts: 43,772 (22%)
Prior 7-Day Average 27,875
Calls: 21,622 (78%)
Puts: 6,253 (22%)
Current vs Prior 7-Day Avg -80.94%
Calls: -77.86%
Puts: -91.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:35am) $720.6K
Calls: $670.4K (93%)
Puts: $50.2K (7%)
Prior (08/11) $482.4K
Calls: $451.4K (94%)
Puts: $31.0K (6%)
Current vs Prior +49.38%
Calls: +48.50%
Puts: +62.14%
Prior 7-Day Total $60.30M
Calls: $55.52M (92%)
Puts: $4.79M (8%)
Prior 7-Day Average $8.61M
Calls: $7.93M (92%)
Puts: $683.6K (8%)
Current vs Prior 7-Day Avg -91.64%
Calls: -91.55%
Puts: -92.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:35am) 0.11
Prior (08/11) 0.13
Current vs Prior -13.04%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -58.98%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:35am) 208,393
Calls: 102,425 (49%)
Puts: 105,968 (51%)
Prior (08/11) 182,077
Calls: 93,504 (51%)
Puts: 88,573 (49%)
Current vs Prior +14.45%
Prior 7-Day Total 1,409,226
Calls: 726,206 (52%)
Puts: 683,020 (48%)
Prior 7-Day Average 201,318
Calls: 103,743 (52%)
Puts: 97,574 (48%)
Current vs Prior 7-Day Avg +3.51%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 13.04% | 16.35%20.39% | 31.23%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior -2.82% | +3.53%-4.43% | -2.48%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -17.39% | -14.67%+11.26% | +17.16%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod -2.82% | +3.53%-4.43% | -2.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 49.95% | 31.56%
Calls: 17.14% | 22.22%
Puts: 82.76% | 40.91%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -28.69% | +9.51%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg +43.16% | +45.39%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($670.4K) vs puts ($50.2K). Above-average activity with volume up 57% vs prior. Extreme bullish P/C ratio of 0.11 - heavy call buying (4,787 calls vs 525 puts).

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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Oct 163.704.00$3.857.8%1170.692.3K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.700.85$0.7719.5%1.7K0.296.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 255.006.40$5.7024.6%--0.96358
$22.50Sep 254.106.00$5.0537.6%--0.94111
$23.00Sep 254.104.90$4.5017.8%100.892.0K
$22.00Oct 25.206.40$5.8020.7%--0.8843
$22.00Oct 95.306.90$6.1026.2%--0.88105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.7013
$29.00Sep 251.653.40$2.5369.2%--0.6315
$30.00Oct 164.104.70$4.4013.6%--0.6012
$28.00Sep 251.402.60$2.0060.0%10.5518
$29.00Oct 233.104.30$3.7032.4%100.53--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 5.0K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.700.85$0.7719.5%1.7K0.296.5K
$29.50Oct 21.151.60$1.3832.6%6280.39126
$31.00Oct 161.301.45$1.3810.9%5050.355
$29.00Sep 250.851.15$1.0030.0%4690.36595
$28.00Sep 251.101.80$1.4548.3%2670.45284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.801.75$1.2774.8%1030.4236
$25.00Sep 250.401.00$0.7085.7%730.27789
$24.00Sep 250.350.60$0.4852.1%720.20265
$22.00Sep 250.100.20$0.1566.7%450.08111
$23.50Sep 250.250.50$0.3865.8%280.16867

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 73.8%, max 100.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Sep 25Oct 23194.1%96.6%100.9%17246
$27.50Sep 25Oct 30169.5%84.7%100.0%28309
$28.00Sep 25Oct 30186.9%93.5%99.9%270293
$29.50Sep 25Oct 23188.7%95.7%97.1%263139
$30.00Sep 25Oct 30180.8%92.7%95.0%1.7K6.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Sep 25Oct 30158.4%85.9%84.5%72280
$29.00Sep 25Oct 23176.0%96.4%82.6%1015
$30.00Sep 25Oct 16180.8%99.0%82.5%--25
$23.50Sep 25Oct 23160.0%90.9%76.0%40874
$26.00Sep 25Oct 30153.5%87.7%75.1%14120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 0.67, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$24.00Oct 16$0.90$0.60$0.9084%0.67$23.40
$31.00$32.00Oct 30$0.13$0.87$0.1340%6.69$31.13
$22.00$22.50Oct 2$0.20$0.30$0.2088%1.50$22.20
$26.00$26.50Oct 23$0.10$0.40$0.1064%4.00$26.10
$26.00$27.50Oct 30$0.70$0.80$0.7064%1.14$26.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Sep 25$0.20$0.30$0.2055%1.50$27.80
$29.00$28.00Sep 25$0.53$0.47$0.5363%0.89$28.47
$30.00$29.00Sep 25$0.62$0.38$0.6270%0.61$29.38
$27.50$27.00Oct 2$0.20$0.30$0.2048%1.50$27.30
$26.50$26.00Sep 25$0.17$0.33$0.1742%1.94$26.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.60, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.50$29.00Oct 2$0.38$0.38$0.1254%3.17$28.88
$29.50$30.00Oct 2$0.33$0.33$0.1761%1.94$29.83
$30.50$31.00Sep 25$0.25$0.25$0.2572%1.00$30.75
$28.00$28.50Sep 25$0.32$0.32$0.1855%1.78$28.32
$27.50$28.00Oct 2$0.32$0.32$0.1848%1.78$27.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.75$0.75$1.2569%0.60$24.25
$24.50$22.50Oct 9$0.55$0.55$1.4574%0.38$23.95
$26.00$25.50Sep 25$0.35$0.35$0.1563%2.33$25.65
$27.00$26.50Oct 2$0.37$0.37$0.1356%2.85$26.63
$24.00$22.50Oct 30$0.45$0.45$1.0573%0.43$23.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.58, cheapest $1.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Sep 25Oct 2$0.43186.9%121.9%
$29.50Sep 25Oct 2$0.40188.7%123.9%
$27.00Sep 25Oct 2$0.50174.6%116.6%
$29.00Sep 25Oct 2$0.50176.0%121.7%
$27.50Sep 25Oct 2$0.62169.5%128.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 16$1.25180.8%99.0%
$29.00Sep 25Oct 23$1.17176.0%96.4%
$26.00Sep 25Oct 30$1.23153.5%87.7%
$28.00Sep 25Oct 2$0.45186.9%121.9%
$27.00Sep 25Oct 2$0.20174.6%116.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 12.42% of stock, avg 16.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Sep 25$1.58$1.80$3.38$24.12$30.8812.42%
$26.00Sep 25$2.30$1.10$3.40$22.60$29.4012.49%
$28.00Sep 25$1.45$2.00$3.45$24.55$31.4512.67%
$29.00Sep 25$1.00$2.53$3.53$25.47$32.5312.97%
$27.00Sep 25$1.75$1.80$3.55$23.45$30.5513.04%
$25.50Sep 25$2.90$0.75$3.65$21.85$29.1513.41%
$26.50Sep 25$2.40$1.27$3.67$22.83$30.1713.48%
$25.00Sep 25$3.15$0.70$3.85$21.15$28.8514.14%
$24.50Sep 25$3.60$0.48$4.08$20.42$28.5814.99%
$27.00Oct 2$2.25$2.00$4.25$22.75$31.2515.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 6.36% of stock, avg 11.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.50Sep 25$0.98$0.75$1.73$23.77$31.23
$29.50$25.00Sep 25$0.98$0.70$1.68$23.32$31.18
$29.00$25.50Sep 25$1.00$0.75$1.75$23.75$30.75
$29.00$25.00Sep 25$1.00$0.70$1.70$23.30$30.70
$28.50$25.50Sep 25$1.13$0.75$1.88$23.62$30.38
$28.50$25.00Sep 25$1.13$0.70$1.83$23.17$30.33
$30.00$25.00Oct 2$1.05$0.93$1.98$23.02$31.98
$29.00$26.00Sep 25$1.00$1.10$2.10$23.90$31.10
$29.50$26.00Sep 25$0.98$1.10$2.08$23.92$31.58
$32.00$22.50Oct 16$1.25$0.60$1.85$20.65$33.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 1.78, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2432/32Oct 2$0.32$0.1849%1.78$23.68$31.82
25/2632/32Oct 2$0.37$0.1338%2.85$25.13$31.87
24/2532/32Oct 2$0.33$0.1743%1.94$24.67$31.83
22/2232/32Oct 2$0.25$0.2557%1.00$22.25$31.75
24/2431/32Oct 2$0.29$0.2146%1.38$23.71$31.29
25/2631/32Oct 2$0.34$0.1636%2.12$25.16$31.34
24/2531/32Oct 2$0.30$0.2040%1.50$24.70$31.30
22/2231/32Oct 2$0.22$0.2855%0.79$22.28$31.22
22/2331/32Oct 16$0.28$0.7246%0.39$22.72$31.28
23/2531/32Oct 16$0.88$1.1234%0.79$24.12$31.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$29.50$30.00Oct 9$0.05$0.457%9.00
$31.50$32.00$32.50Oct 2$0.05$0.456%9.00
$22.50$23.00$23.50Sep 25$0.10$0.407%4.00
$22.00$22.50$23.00Sep 25$0.10$0.407%4.00
$24.00$24.50$25.00Oct 9$0.10$0.406%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Sep 25$0.09$0.9115%10.11
$24.50$25.00$25.50Oct 30$0.07$0.435%6.14
$23.00$23.50$24.00Oct 2$0.09$0.416%4.56
$24.00$24.50$25.00Oct 2$0.13$0.376%2.85
$25.00$27.50$30.00Oct 16$0.60$1.9028%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.35, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.50$31.001:2Sep 25-$0.28$0.22
$31.50$32.001:2Sep 25-$0.31$0.19
$31.00$31.501:2Sep 25-$0.37$0.13
$30.00$31.001:2Oct 16-$0.98$0.02
$30.50$32.001:2Oct 23-$1.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 16-$0.35$2.15
$25.00$23.001:2Oct 16$0.00$2.00
$30.00$27.501:2Oct 16-$0.90$1.60
$23.00$22.501:2Sep 25-$0.10$0.40
$22.50$22.001:2Sep 25-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.33%, avg 4.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Oct 30$1.450.3717.6%5.33%22.89%387
$30.00Oct 30$1.900.4510.2%6.98%17.19%360
$28.00Oct 30$2.600.542.9%9.55%12.42%39
$31.00Oct 30$1.500.4013.9%5.51%19.40%--11
$29.00Oct 30$2.100.506.5%7.71%14.25%--25
$30.00Oct 23$1.700.4310.2%6.25%16.46%12137
$30.50Oct 23$1.550.4112.1%5.69%17.74%162
$32.00Oct 23$1.200.3517.6%4.41%21.97%3080
$27.50Oct 30$2.700.561.0%9.92%10.95%--14
$29.50Oct 23$1.800.468.4%6.61%14.99%26212

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 4,787
Total Puts 525
Put/Call Ratio 0.11
Net Difference 4,262

Prior's Put/Call Breakdown

Total Calls 3,005
Total Puts 379
Put/Call Ratio 0.13
Net Difference 2,626

Prior 7-Day Put/Call Summary

Total Calls 151,355
Total Puts 43,772
Average Put/Call Ratio 0.27
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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