Tour v492
FSLY
FASTLY INC A
$26.45 +6.01%
8/5 14:07

Option Volume

Detail
Current (08/05 2:05pm) 21,233
Calls: 17,340 (82%)
Puts: 3,893 (18%)
Prior (08/04) 6,595
Calls: 5,402 (82%)
Puts: 1,193 (18%)
Current vs Prior +221.96%
Calls: +220.99% (Calls)
Puts: +226.32% (Puts)
Prior 7-Day Total 91,412
Calls: 64,849 (71%)
Puts: 26,563 (29%)
Prior 7-Day Average 30,470
Calls: 9,264 (71%)
Puts: 3,794 (29%)
Current vs Prior 7-Day Avg -30.32%
Calls: +87.17%
Puts: +2.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 2:05pm) $5.83M
Calls: $5.23M (90%)
Puts: $606.7K (10%)
Prior (08/04) $1.92M
Calls: $1.72M (89%)
Puts: $206.1K (11%)
Current vs Prior +203.31%
Calls: +204.39%
Puts: +194.38%
Prior 7-Day Total $32.57M
Calls: $29.91M (92%)
Puts: $2.66M (8%)
Prior 7-Day Average $10.86M
Calls: $4.27M (92%)
Puts: $380.2K (8%)
Current vs Prior 7-Day Avg -46.26%
Calls: +22.34%
Puts: +59.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 2:05pm) 0.22
Prior (08/04) 0.22
Current vs Prior +1.66%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg -37.95%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 2:05pm) 180,923
Calls: 92,505 (51%)
Puts: 88,418 (49%)
Prior (08/04) 178,674
Calls: 90,928 (51%)
Puts: 87,746 (49%)
Current vs Prior +1.26%
Prior 7-Day Total 629,319
Calls: 327,634 (52%)
Puts: 301,685 (48%)
Prior 7-Day Average 209,773
Calls: 109,211 (52%)
Puts: 100,561 (48%)
Current vs Prior 7-Day Avg -13.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 19.47% | 21.10%22.80% | 28.54%
Prior 20.58% | 25.41%22.92% | 29.11%
Current vs Prior -5.39% | -16.99%-0.55% | -1.95%
Prior 7-Day Avg 20.40% | 24.22%22.92% | 29.11%
Current vs 7-Day Avg -4.55% | -12.88%-0.55% | -1.95%
Prior 7-Day Eod 20.58% | 25.41%23.97% | 28.46%
Current vs 7-Day Eod -5.39% | -16.99%-4.88% | +0.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Prior 14.90% | 6.08%
Calls: 9.52% | 5.26%
Puts: 20.29% | 6.90%
Current vs Prior +16.11% | +120.89%
Prior 7-Day Avg 14.48% | 7.81%
Calls: 7.70% | 6.42%
Puts: 21.25% | 9.20%
Current vs 7-Day Avg +19.52% | +71.96%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($5.23M) vs puts ($606.7K). Massive premium surge with dollar volume up 203% vs prior. Unusually high activity with volume up 222% vs prior - elevated interest. Extreme bullish P/C ratio of 0.22 - heavy call buying (17,340 calls vs 3,893 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 8.0%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.404.70$4.556.6%2.4K0.634.7K
$22.00Aug 215.305.70$5.507.3%1.1K0.802.3K
$22.00Sep 115.806.30$6.058.3%--0.7730
$23.00Aug 214.605.00$4.808.3%20.7596
$25.00Aug 213.403.70$3.558.5%5150.642.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 74.504.80$4.656.5%30.674
$25.00Sep 182.903.10$3.006.7%1270.37114
$30.00Sep 185.706.10$5.906.8%--0.56134
$25.00Aug 212.052.20$2.137.0%250.36210
$24.00Aug 211.651.80$1.738.7%270.3129

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Aug 210.800.95$0.8817.0%470.19136

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.67, highest 0.85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Aug 75.206.00$5.6014.3%110.8533
$21.50Aug 144.506.60$5.5537.8%--0.8340
$22.00Aug 74.705.60$5.1517.5%130.82407
$21.50Aug 215.606.80$6.2019.4%20.8121
$21.50Aug 285.007.50$6.2540.0%--0.8016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.50Aug 74.605.20$4.9012.2%60.69--
$30.00Aug 74.504.80$4.656.5%30.674
$29.50Aug 73.704.40$4.0517.3%40.64--
$29.00Aug 73.604.10$3.8513.0%1940.604
$29.00Aug 143.904.40$4.1512.0%10.59--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 14.4K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 184.404.70$4.556.6%2.4K0.634.7K
$25.00Aug 72.953.40$3.1814.2%1.7K0.64628
$30.00Aug 71.001.20$1.1018.2%1.4K0.32929
$22.00Aug 215.305.70$5.507.3%1.1K0.802.3K
$30.00Aug 141.251.50$1.3818.1%7100.35207
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 70.801.05$0.9326.9%2940.2377
$22.50Aug 70.551.05$0.8062.5%2120.21104
$26.00Aug 71.952.30$2.1316.4%2010.423
$29.00Aug 73.604.10$3.8513.0%1940.604
$22.00Aug 70.600.80$0.7028.6%1790.1823

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 146.6%, max 207.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Aug 7Sep 11311.9%101.5%207.2%13437
$22.50Aug 7Sep 18305.9%103.9%194.4%861.3K
$26.00Aug 7Sep 11297.9%102.8%189.8%610657
$24.50Aug 7Sep 11296.8%103.0%188.1%2640
$24.00Aug 7Sep 11296.1%103.9%184.9%183441
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Aug 7Sep 18305.9%103.9%194.4%2731.4K
$22.00Aug 7Sep 4311.9%107.2%190.9%18124
$25.00Aug 7Sep 18291.8%103.7%181.4%288119
$26.00Aug 7Sep 4297.9%108.1%175.5%2027
$30.00Aug 7Sep 18291.6%105.9%175.3%3138

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 4.00, avg 1.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$23.00Aug 14$0.10$0.40$0.104.00$22.60
$30.00$30.50Aug 14$0.11$0.39$0.113.55$30.11
$25.50$26.00Aug 7$0.15$0.35$0.152.33$25.65
$22.00$22.50Aug 21$0.15$0.35$0.152.33$22.15
$25.00$25.50Aug 21$0.15$0.35$0.152.33$25.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$22.00Aug 7$0.10$0.40$0.104.00$22.40
$24.00$23.50Aug 7$0.10$0.40$0.104.00$23.90
$24.50$23.00Sep 4$0.35$1.15$0.353.29$24.15
$24.50$24.00Aug 21$0.12$0.38$0.123.17$24.38
$23.00$22.50Aug 7$0.13$0.37$0.132.85$22.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 4.00, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$24.50Aug 14$0.40$0.40$0.104.00$24.40
$24.00$24.50Aug 7$0.35$0.35$0.152.33$24.35
$22.00$22.50Aug 14$0.35$0.35$0.152.33$22.35
$24.50$25.00Aug 21$0.35$0.35$0.152.33$24.85
$26.00$26.50Aug 7$0.33$0.33$0.171.94$26.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$26.00Aug 14$0.33$0.33$0.171.94$26.17
$29.00$28.00Aug 7$0.65$0.65$0.351.86$28.35
$28.00$27.00Aug 21$0.65$0.65$0.351.86$27.35
$29.00$27.00Aug 14$1.25$1.25$0.751.67$27.75
$28.00$27.00Aug 7$0.62$0.62$0.381.63$27.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $0.30, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Aug 7Aug 14$0.17297.9%154.8%
$29.00Aug 7Aug 14$0.17311.3%161.7%
$26.50Aug 7Aug 14$0.20303.0%159.5%
$25.00Aug 7Aug 14$0.22291.8%149.5%
$25.50Aug 7Aug 14$0.22291.2%151.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Aug 7Aug 14$0.12300.0%155.1%
$23.50Aug 7Aug 14$0.12307.9%155.3%
$22.50Aug 7Aug 14$0.13305.9%155.7%
$23.00Aug 7Aug 14$0.15302.2%155.2%
$24.00Aug 7Aug 14$0.15296.1%150.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 17.81% of stock, avg 22.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$25.50Aug 7$2.88$1.83$4.71$20.79$30.2117.81%
$27.00Aug 7$2.17$2.58$4.75$22.25$31.7517.96%
$25.00Aug 7$3.18$1.60$4.78$20.22$29.7818.07%
$24.50Aug 7$3.40$1.42$4.82$19.68$29.3218.22%
$26.50Aug 7$2.40$2.42$4.82$21.68$31.3218.22%
$26.00Aug 7$2.73$2.13$4.86$21.14$30.8618.37%
$28.00Aug 7$1.75$3.20$4.95$23.05$32.9518.71%
$24.00Aug 7$3.75$1.23$4.98$19.02$28.9818.83%
$23.50Aug 7$4.00$1.13$5.13$18.37$28.6319.40%
$25.50Aug 14$3.10$2.05$5.15$20.35$30.6519.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 10.85% of stock, avg 15.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Aug 7$1.27$1.60$2.87$22.13$32.37
$29.50$25.50Aug 7$1.27$1.83$3.10$22.40$32.60
$28.50$25.00Aug 7$1.53$1.60$3.13$21.87$31.63
$29.00$25.00Aug 7$1.53$1.60$3.13$21.87$32.13
$30.00$22.50Aug 28$1.93$1.33$3.26$19.24$33.26
$28.00$25.00Aug 7$1.75$1.60$3.35$21.65$31.35
$28.50$25.50Aug 7$1.53$1.83$3.36$22.14$31.86
$29.00$25.50Aug 7$1.53$1.83$3.36$22.14$32.36
$30.00$22.00Sep 4$2.15$1.23$3.38$18.62$33.38
$29.50$26.00Aug 7$1.27$2.13$3.40$22.60$32.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 4.26, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2424/25Aug 21$0.81$0.194.26$23.19$25.31
22/2226/27Aug 7$0.40$0.104.00$21.60$26.90
22/2226/26Aug 21$0.40$0.104.00$22.10$25.90
22/2226/27Aug 21$0.40$0.104.00$22.10$26.90
25/2626/27Aug 21$0.40$0.104.00$25.10$26.90
26/2626/27Aug 21$0.40$0.104.00$25.60$26.90
23/2424/25Aug 28$0.80$0.204.00$22.70$24.80
22/2224/25Sep 4$0.80$0.204.00$21.70$24.80
22/2224/25Aug 7$0.39$0.113.55$21.61$24.89
22/2324/24Aug 7$0.38$0.123.17$22.62$23.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$25.00$26.00Sep 4$0.05$0.9519.00
$24.00$25.00$26.00Aug 28$0.10$0.909.00
$27.00$27.50$28.00Aug 7$0.06$0.447.33
$29.00$29.50$30.00Aug 7$0.09$0.414.56
$29.50$30.00$30.50Aug 7$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Aug 7$0.07$0.436.14
$25.00$25.50$26.00Aug 7$0.07$0.436.14
$23.50$24.00$24.50Aug 7$0.09$0.414.56
$22.00$22.50$23.00Aug 14$0.10$0.404.00
$25.50$26.00$26.50Aug 21$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.10, 10 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Sep 18-$0.61$4.39
$26.00$30.001:2Aug 28-$0.51$3.49
$26.00$30.001:2Sep 4-$0.70$3.30
$26.00$30.001:2Sep 11-$0.86$3.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$25.001:2Sep 18-$0.10$4.90
$25.00$22.501:2Sep 18-$0.76$1.74
$29.00$27.001:2Aug 14-$1.65$0.35
$24.00$23.001:2Aug 21-$0.81$0.19
$22.00$21.501:2Aug 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. 32 found (best yield 10.21%, avg 6.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$26.50Aug 21$2.700.560.2%10.21%10.40%343
$27.00Aug 21$2.500.532.1%9.45%11.53%60309
$26.50Aug 14$2.450.540.2%9.26%9.45%1119
$30.00Sep 18$2.450.4413.4%9.26%22.68%3521.7K
$27.00Aug 14$2.350.532.1%8.88%10.96%37105
$26.50Aug 7$2.250.540.2%8.51%8.70%429127
$28.00Aug 21$2.150.485.9%8.13%13.99%23491
$27.50Aug 14$2.100.494.0%7.94%11.91%623
$30.00Sep 11$2.100.4313.4%7.94%21.36%511
$27.00Aug 7$2.000.512.1%7.56%9.64%236249

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 17,340
Total Puts 3,893
Put/Call Ratio 0.22
Net Difference 13,447

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 64,849
Total Puts 26,563
Average Put/Call Ratio 0.36
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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