Tour v490
FSLY
FASTLY INC A
$24.56 +6.64%
8/4 14:07

Option Volume

Detail
Current (08/04 2:05pm) 6,595
Calls: 5,402 (82%)
Puts: 1,193 (18%)
Prior (05/06) 26,935
Calls: 18,611 (69%)
Puts: 8,324 (31%)
Current vs Prior -75.52%
Calls: -70.97% (Calls)
Puts: -85.67% (Puts)
Prior 7-Day Total 84,817
Calls: 59,447 (70%)
Puts: 25,370 (30%)
Prior 7-Day Average 42,408
Calls: 8,492 (70%)
Puts: 3,624 (30%)
Current vs Prior 7-Day Avg -84.45%
Calls: -36.39%
Puts: -67.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 2:05pm) $1.92M
Calls: $1.72M (89%)
Puts: $206.1K (11%)
Prior (05/06) $8.36M
Calls: $7.46M (89%)
Puts: $899.1K (11%)
Current vs Prior -76.99%
Calls: -76.98%
Puts: -77.08%
Prior 7-Day Total $30.65M
Calls: $28.19M (92%)
Puts: $2.45M (8%)
Prior 7-Day Average $15.32M
Calls: $4.03M (92%)
Puts: $350.7K (8%)
Current vs Prior 7-Day Avg -87.45%
Calls: -57.36%
Puts: -41.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 2:05pm) 0.22
Prior (05/06) 0.45
Current vs Prior -50.62%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -48.93%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 2:05pm) 178,674
Calls: 90,928 (51%)
Puts: 87,746 (49%)
Prior (05/06) 234,895
Calls: 119,313 (51%)
Puts: 115,582 (49%)
Current vs Prior -23.93%
Prior 7-Day Total 450,645
Calls: 236,706 (53%)
Puts: 213,939 (47%)
Prior 7-Day Average 225,322
Calls: 118,353 (53%)
Puts: 106,969 (47%)
Current vs Prior 7-Day Avg -20.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 18.81% | 21.38%22.92% | 29.11%
Prior 21.81% | 25.86%-- | --
Current vs Prior -13.74% | -17.33%-- | --
Prior 7-Day Avg 21.19% | 25.63%-- | --
Current vs 7-Day Avg -11.24% | -16.61%-- | --
Prior 7-Day Eod 21.81% | 25.86%-- | --
Current vs 7-Day Eod -13.74% | -17.33%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 12.05% | 21.27%
Calls: 15.77% | 25.00%
Puts: 8.33% | 17.54%
Prior 14.05% | 9.54%
Calls: 5.88% | 7.59%
Puts: 22.22% | 11.49%
Current vs Prior -14.23% | +122.96%
Prior 7-Day Avg 14.05% | 9.54%
Calls: 5.88% | 7.59%
Puts: 22.22% | 11.49%
Current vs 7-Day Avg -14.23% | +122.96%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($1.72M) vs puts ($206.1K). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 76% vs prior. Extreme bullish P/C ratio of 0.22 - heavy call buying (5,402 calls vs 1,193 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

📈 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 6.9%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 212.602.65$2.631.9%2990.512.1K
$25.00Sep 183.303.50$3.405.9%1200.554.7K
$25.00Aug 142.252.40$2.336.4%100.51144
$22.50Sep 184.504.80$4.656.5%1040.661.1K
$20.00Aug 215.205.60$5.407.4%220.80685
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 213.003.10$3.053.3%120.4820
$24.00Aug 71.852.00$1.937.8%70.42--
$25.00Sep 183.603.90$3.758.0%50.45115
$25.00Aug 72.302.50$2.408.3%30.492
$22.50Sep 182.302.50$2.408.3%40.341.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.80, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Aug 70.750.90$0.8318.1%2390.2754
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Aug 140.700.85$0.7719.5%30.2164

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.66, highest 0.83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 74.205.30$4.7523.2%--0.83137
$20.00Aug 144.005.50$4.7531.6%--0.8221
$20.50Aug 74.404.90$4.6510.8%10.80220
$20.00Aug 215.205.60$5.407.4%220.80685
$20.50Aug 144.505.10$4.8012.5%30.8066
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 72.803.40$3.1019.4%30.56--
$25.50Aug 72.602.95$2.7812.6%10.53--
$26.00Sep 43.804.40$4.1014.6%40.51--

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 3.3K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 213.804.30$4.0512.3%1.1K0.693.1K
$25.00Aug 212.602.65$2.631.9%2990.512.1K
$29.00Aug 70.750.90$0.8318.1%2390.2754
$27.00Aug 71.201.40$1.3015.4%1630.38124
$20.00Sep 185.806.30$6.058.3%1370.764.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 71.151.50$1.3326.3%520.3251
$20.00Aug 70.400.65$0.5347.2%330.16177
$23.50Aug 71.551.90$1.7320.2%310.383
$23.00Aug 282.052.30$2.1711.5%230.3612
$23.00Aug 71.351.55$1.4513.8%200.3558

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 109.2%, max 150.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Sep 18253.4%101.3%150.1%1051.3K
$26.00Aug 7Sep 11251.8%106.7%135.9%68623
$25.00Aug 7Sep 18244.9%105.2%132.9%2325.2K
$20.00Aug 7Sep 18249.7%108.0%131.2%1375.0K
$22.00Aug 7Sep 11242.4%105.1%130.6%80457
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Sep 18253.4%101.3%150.1%561.3K
$25.00Aug 7Sep 18244.9%105.2%132.9%8117
$20.00Aug 7Sep 18249.7%108.0%131.2%35574
$24.00Aug 7Sep 4243.6%109.2%123.0%11--
$26.00Aug 7Sep 4251.8%113.7%121.4%7--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 3.55, avg 1.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$28.00$29.00Aug 7$0.22$0.78$0.223.55$28.22
$25.00$26.00Aug 28$0.23$0.77$0.233.35$25.23
$27.00$27.50Aug 7$0.12$0.38$0.123.17$27.12
$28.00$29.00Aug 14$0.25$0.75$0.253.00$28.25
$27.00$28.00Aug 21$0.25$0.75$0.253.00$27.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.50Aug 7$0.12$0.38$0.123.17$21.88
$23.00$22.50Aug 7$0.12$0.38$0.123.17$22.88
$23.00$22.50Aug 28$0.12$0.38$0.123.17$22.88
$21.00$20.50Aug 14$0.13$0.37$0.132.85$20.87
$22.00$21.50Aug 14$0.13$0.37$0.132.85$21.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 4.00, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$21.00Aug 14$0.40$0.40$0.104.00$20.90
$23.00$23.50Aug 14$0.40$0.40$0.104.00$23.40
$21.50$22.50Aug 28$0.80$0.80$0.204.00$22.30
$24.00$24.50Aug 21$0.37$0.37$0.132.85$24.37
$21.00$21.50Aug 7$0.35$0.35$0.152.33$21.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.50$25.00Aug 7$0.38$0.38$0.123.17$25.12
$26.00$25.50Aug 7$0.32$0.32$0.181.78$25.68
$22.50$22.00Aug 7$0.31$0.31$0.191.63$22.19
$24.50$24.00Aug 7$0.30$0.30$0.201.50$24.20
$21.50$21.00Aug 14$0.30$0.30$0.201.50$21.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.30, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Aug 7Aug 14$0.15258.9%144.7%
$29.00Aug 7Aug 14$0.17250.4%157.2%
$24.50Aug 7Aug 14$0.18247.7%157.2%
$21.00Aug 7Aug 14$0.20245.2%142.6%
$26.00Aug 7Aug 14$0.20251.8%159.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Aug 7Aug 14$0.07258.9%144.7%
$21.00Aug 7Aug 14$0.15245.2%142.6%
$20.00Aug 7Aug 14$0.20249.7%152.5%
$22.50Aug 7Aug 14$0.22253.4%149.1%
$23.50Aug 7Aug 14$0.27248.8%147.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 17.71% of stock, avg 22.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$24.00Aug 7$2.42$1.93$4.35$19.65$28.3517.71%
$23.50Aug 7$2.63$1.73$4.36$19.14$27.8617.75%
$25.00Aug 7$1.98$2.40$4.38$20.62$29.3817.83%
$23.00Aug 7$2.98$1.45$4.43$18.57$27.4318.04%
$24.50Aug 7$2.22$2.23$4.45$20.05$28.9518.12%
$25.50Aug 7$1.73$2.78$4.51$20.99$30.0118.36%
$22.50Aug 7$3.25$1.33$4.58$17.92$27.0818.65%
$22.00Aug 7$3.60$1.02$4.62$17.38$26.6218.81%
$21.50Aug 7$3.85$0.90$4.75$16.75$26.2519.34%
$26.00Aug 7$1.65$3.10$4.75$21.25$30.7519.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 10.71% of stock, avg 15.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$27.50$23.00Aug 7$1.18$1.45$2.63$20.37$30.13
$29.00$22.00Aug 21$1.17$1.55$2.72$19.28$31.72
$27.00$23.00Aug 7$1.30$1.45$2.75$20.25$29.75
$26.50$23.00Aug 7$1.40$1.45$2.85$20.15$29.35
$27.50$23.50Aug 7$1.18$1.73$2.91$20.59$30.41
$29.00$22.50Aug 21$1.17$1.80$2.97$19.53$31.97
$27.00$23.50Aug 7$1.30$1.73$3.03$20.47$30.03
$28.00$22.00Aug 21$1.48$1.55$3.03$18.97$31.03
$26.00$23.00Aug 7$1.65$1.45$3.10$19.90$29.10
$27.50$24.00Aug 7$1.18$1.93$3.11$20.89$30.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 4.56, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2224/25Aug 28$0.82$0.184.56$21.68$24.82
22/2226/26Aug 14$0.40$0.104.00$22.10$25.90
20/2122/23Aug 21$0.40$0.104.00$20.60$22.90
20/2124/24Aug 21$0.40$0.104.00$20.60$23.90
20/2125/26Aug 21$0.40$0.104.00$20.60$25.40
22/2222/23Aug 28$0.40$0.104.00$21.60$22.90
22/2223/24Aug 28$0.40$0.104.00$21.60$23.40
21/2224/25Aug 7$0.39$0.113.55$21.11$24.89
22/2222/23Aug 7$0.39$0.113.55$21.61$22.89
24/2526/26Aug 14$0.39$0.113.55$24.61$26.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$22.50$25.00Sep 18$0.15$2.3515.67
$22.00$24.00$26.00Sep 11$0.20$1.809.00
$27.00$27.50$28.00Aug 14$0.07$0.436.14
$22.00$22.50$23.00Aug 7$0.08$0.425.25
$26.00$27.00$28.00Aug 21$0.17$0.834.88
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 21$0.05$0.459.00
$23.00$24.00$25.00Aug 21$0.14$0.866.14
$21.00$21.50$22.00Aug 28$0.08$0.425.25
$20.00$20.50$21.00Aug 14$0.09$0.414.56
$21.50$22.00$22.50Aug 14$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.90, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$26.001:2Sep 4-$0.90$2.60
$28.00$29.001:2Aug 7-$0.61$0.39
$22.50$25.001:2Sep 18-$2.15$0.35
$28.00$29.001:2Aug 14-$0.75$0.25
$28.00$29.001:2Aug 21-$0.86$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$20.001:2Sep 18-$0.70$1.80
$25.00$22.501:2Sep 18-$1.05$1.45
$22.00$20.001:2Sep 4-$0.67$1.33
$26.00$24.001:2Sep 4-$1.70$0.30
$20.50$20.001:2Aug 7-$0.36$0.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 13.44%, avg 6.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Sep 18$3.300.551.8%13.44%15.23%1204.7K
$25.00Aug 21$2.600.511.8%10.59%12.38%2992.1K
$26.00Sep 11$2.500.495.9%10.18%16.04%22
$25.00Aug 28$2.400.531.8%9.77%11.56%13116
$26.00Sep 4$2.400.485.9%9.77%15.64%1356
$25.00Aug 14$2.250.511.8%9.16%10.95%10144
$26.00Aug 28$2.200.485.9%8.96%14.82%360
$25.50Aug 21$2.150.493.8%8.75%12.58%141
$26.00Aug 21$2.000.465.9%8.14%14.01%1336
$25.00Aug 7$1.900.511.8%7.74%9.53%112498

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 5,402
Total Puts 1,193
Put/Call Ratio 0.22
Net Difference 4,209

Prior's Put/Call Breakdown

Total Calls 18,611
Total Puts 8,324
Put/Call Ratio 0.45
Net Difference 10,287

Prior 7-Day Put/Call Summary

Total Calls 59,447
Total Puts 25,370
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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