Tour v528
FSLY
FASTLY INC A
$27.42 +14.92%
9/21 16:00

Option Volume

Detail
Current (09/21 4:00pm) 38,612
Calls: 32,932 (85%)
Puts: 5,680 (15%)
Prior (09/09) 28,189
Calls: 22,294 (79%)
Puts: 5,895 (21%)
Current vs Prior +36.98%
Calls: +47.72% (Calls)
Puts: -3.65% (Puts)
Prior 7-Day Total 179,567
Calls: 138,825 (77%)
Puts: 40,742 (23%)
Prior 7-Day Average 25,652
Calls: 19,832 (77%)
Puts: 5,820 (23%)
Current vs Prior 7-Day Avg +50.52%
Calls: +66.05%
Puts: -2.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21 4:00pm) $10.39M
Calls: $9.70M (93%)
Puts: $682.7K (7%)
Prior (09/09) $3.81M
Calls: $3.16M (83%)
Puts: $651.7K (17%)
Current vs Prior +172.54%
Calls: +207.15%
Puts: +4.76%
Prior 7-Day Total $53.17M
Calls: $48.57M (91%)
Puts: $4.60M (9%)
Prior 7-Day Average $7.60M
Calls: $6.94M (91%)
Puts: $657.0K (9%)
Current vs Prior 7-Day Avg +36.72%
Calls: +39.83%
Puts: +3.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21 4:00pm) 0.17
Prior (09/09) 0.26
Current vs Prior -34.77%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg -33.99%
Sentiment BULLISH

Open Interest

Detail
Current (09/21 4:00pm) 197,155
Calls: 94,121 (48%)
Puts: 103,034 (52%)
Prior (09/09) 219,752
Calls: 118,442 (54%)
Puts: 101,310 (46%)
Current vs Prior -10.28%
Prior 7-Day Total 1,431,823
Calls: 750,527 (52%)
Puts: 681,296 (48%)
Prior 7-Day Average 204,546
Calls: 107,218 (52%)
Puts: 97,328 (48%)
Current vs Prior 7-Day Avg -3.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 13.42% | 15.79%21.33% | 32.02%
Prior 7.92% | 11.67%11.67% | 20.78%
Current vs Prior +69.41% | +35.26%+82.74% | +54.11%
Prior 7-Day Avg 15.23% | 18.76%15.63% | 24.05%
Current vs 7-Day Avg -11.88% | -15.81%+36.52% | +33.15%
Prior 7-Day Eod 7.92% | 11.67%2.77% | 19.91%
Current vs 7-Day Eod +69.41% | +35.26%+671.30% | +60.84%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Prior 45.84% | 33.53%
Calls: 50.00% | 24.59%
Puts: 41.67% | 42.48%
Current vs Prior +52.81% | -14.05%
Prior 7-Day Avg 20.83% | 16.77%
Calls: 20.26% | 15.25%
Puts: 21.39% | 18.29%
Current vs 7-Day Avg +236.33% | +71.85%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($9.70M) vs puts ($682.7K). Massive premium surge with dollar volume up 173% vs prior. Extreme bullish P/C ratio of 0.17 - heavy call buying (32,932 calls vs 5,680 puts). P/C ratio dropping 35% - sentiment shifting bullish.

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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH

📈 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 2 of results (avg 6.5%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 165.505.80$5.655.3%7.2K0.8310.8K
$25.00Oct 163.804.10$3.957.6%2.4K0.702.3K
PUTS (0)
No puts meet the criteria

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. 81 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.606.70$5.6537.2%100.94368
$22.50Sep 254.406.10$5.2532.4%30.92111
$22.00Oct 24.806.60$5.7031.6%210.8924
$23.50Sep 253.504.60$4.0527.2%280.89236
$23.00Sep 254.105.60$4.8530.9%1130.882.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$31.50Sep 253.805.40$4.6034.8%10.784
$31.00Sep 253.404.90$4.1536.1%10.77--
$30.00Sep 252.754.00$3.3837.0%--0.6613
$30.00Oct 23.104.30$3.7032.4%10.652
$29.50Oct 22.903.80$3.3526.9%20.614

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 31.7K, top 7.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.751.20$0.9845.9%7.6K0.34369
$22.50Oct 165.505.80$5.655.3%7.2K0.8310.8K
$25.00Oct 163.804.10$3.957.6%2.4K0.702.3K
$27.00Sep 251.802.00$1.9010.5%1.6K0.571.0K
$25.00Sep 252.903.40$3.1515.9%9730.764.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 250.050.50$0.28160.7%1.4K0.122.3K
$27.00Sep 251.151.70$1.4238.7%1.1K0.43104
$25.00Sep 250.500.75$0.6339.7%2290.24726
$25.00Oct 20.651.30$0.9866.3%1890.2827
$23.50Sep 250.050.40$0.23152.2%1210.12870

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 63.6%, max 91.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Sep 25Oct 30166.2%87.0%91.0%7.8K397
$26.00Sep 25Oct 30157.8%88.1%79.0%174409
$32.00Sep 25Oct 30158.5%90.1%75.9%22043
$27.50Sep 25Oct 30154.1%88.8%73.5%38887
$24.00Sep 25Oct 30151.8%88.0%72.5%58252
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Sep 25Oct 30166.2%87.0%91.0%413
$26.00Sep 25Oct 23157.8%88.8%77.8%4786
$24.00Sep 25Oct 30151.8%88.0%72.5%57250
$29.00Sep 25Oct 30149.6%89.0%68.0%415
$25.50Sep 25Oct 30149.2%89.9%66.0%4123

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 2.33, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.00$22.50Oct 2$0.15$0.35$0.1589%2.33$22.15
$30.00$31.00Oct 30$0.19$0.81$0.1944%4.26$30.19
$23.50$24.00Oct 2$0.20$0.30$0.2082%1.50$23.70
$24.50$25.00Oct 23$0.15$0.35$0.1572%2.33$24.65
$31.00$32.00Oct 16$0.15$0.85$0.1536%5.67$31.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$26.00Sep 25$0.12$0.38$0.1238%3.17$26.38
$27.00$26.50Sep 25$0.17$0.33$0.1743%1.94$26.83
$28.00$27.50Oct 2$0.22$0.28$0.2251%1.27$27.78
$29.00$28.50Oct 2$0.27$0.23$0.2758%0.85$28.73
$28.00$27.50Sep 25$0.25$0.25$0.2552%1.00$27.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 0.67, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$28.00$28.50Oct 16$0.40$0.40$0.1048%4.00$28.40
$30.00$30.50Sep 25$0.30$0.30$0.2066%1.50$30.30
$27.50$28.00Oct 23$0.38$0.38$0.1245%3.17$27.88
$28.50$29.00Oct 9$0.33$0.33$0.1752%1.94$28.83
$27.50$28.00Oct 30$0.36$0.36$0.1444%2.57$27.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$22.50Oct 30$0.60$0.60$0.9073%0.67$23.40
$26.00$24.00Oct 23$0.83$0.83$1.1763%0.71$25.17
$26.00$25.00Oct 16$0.53$0.53$0.4764%1.13$25.47
$24.00$23.50Sep 25$0.22$0.22$0.2882%0.79$23.78
$27.00$25.50Oct 30$0.71$0.71$0.7958%0.90$26.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.36, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 2$0.15166.2%110.2%
$26.00Sep 25Oct 2$0.55157.8%109.4%
$27.50Sep 25Oct 2$0.30154.1%110.8%
$28.50Sep 25Oct 2$0.31149.3%107.7%
$29.00Sep 25Oct 2$0.30149.6%108.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 16$0.75157.8%90.8%
$30.00Sep 25Oct 2$0.32166.2%110.2%
$27.50Sep 25Oct 2$0.35154.1%110.8%
$29.00Sep 25Oct 2$0.32149.6%108.1%
$26.50Sep 25Oct 2$0.38149.8%109.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 12.11% of stock, avg 17.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$1.90$1.42$3.32$23.68$30.3212.11%
$26.50Sep 25$2.17$1.25$3.42$23.08$29.9212.47%
$26.00Sep 25$2.35$1.13$3.48$22.52$29.4812.69%
$28.00Sep 25$1.48$2.03$3.51$24.49$31.5112.80%
$27.50Sep 25$1.75$1.78$3.53$23.97$31.0312.87%
$25.50Sep 25$2.78$0.85$3.63$21.87$29.1313.24%
$25.00Sep 25$3.15$0.63$3.78$21.22$28.7813.79%
$29.00Sep 25$1.10$2.68$3.78$25.22$32.7813.79%
$27.00Oct 2$2.20$1.90$4.10$22.90$31.1014.95%
$26.50Oct 2$2.55$1.63$4.18$22.32$30.6815.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 136 found (cheapest 6.67% of stock, avg 11.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Sep 25$0.98$0.85$1.83$23.67$31.83
$29.50$25.50Sep 25$0.98$0.85$1.83$23.67$31.33
$30.00$26.00Sep 25$0.98$1.13$2.11$23.89$32.11
$29.50$26.00Sep 25$0.98$1.13$2.11$23.89$31.61
$29.00$25.50Sep 25$1.10$0.85$1.95$23.55$30.95
$30.00$25.00Oct 2$1.13$0.98$2.11$22.89$32.11
$29.50$26.50Sep 25$0.98$1.25$2.23$24.27$31.73
$30.00$26.50Sep 25$0.98$1.25$2.23$24.27$32.23
$29.00$26.00Sep 25$1.10$1.13$2.23$23.77$31.23
$29.00$26.50Sep 25$1.10$1.25$2.35$24.15$31.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 2.85, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2430/31Sep 25$0.37$0.1355%2.85$23.63$30.87
25/2630/31Sep 25$0.37$0.1343%2.85$25.13$30.87
22/2330/31Sep 25$0.28$0.2260%1.27$22.72$30.78
25/2631/32Oct 2$0.38$0.1238%3.17$25.12$31.38
24/2431/32Oct 2$0.29$0.2150%1.38$23.71$31.29
24/2431/32Oct 2$0.30$0.2046%1.50$24.20$31.30
24/2530/31Sep 25$0.28$0.2248%1.27$24.72$30.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.00$31.00Oct 16$0.08$0.9211%11.50
$29.50$30.00$30.50Oct 2$0.05$0.457%9.00
$27.50$28.00$28.50Sep 25$0.06$0.449%7.33
$23.50$24.00$24.50Oct 23$0.05$0.455%9.00
$28.00$28.50$29.00Oct 2$0.07$0.438%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$30.00$31.00Sep 25$0.07$0.9316%13.29
$25.00$25.50$26.00Sep 25$0.06$0.4410%7.33
$22.50$23.00$23.50Oct 9$0.05$0.455%9.00
$23.00$23.50$24.00Oct 9$0.07$0.436%6.14
$24.00$24.50$25.00Sep 25$0.08$0.426%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.47, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$32.001:2Oct 23-$0.78$1.22
$30.50$32.001:2Oct 9-$0.63$0.87
$30.00$30.501:2Sep 25-$0.38$0.12
$30.50$31.001:2Sep 25-$0.38$0.12
$31.50$32.001:2Sep 25-$0.43$0.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.00$24.001:2Oct 23-$0.47$1.53
$30.00$27.501:2Oct 16-$1.20$1.30
$24.00$22.501:2Oct 30-$0.30$1.20
$22.50$22.001:2Sep 25-$0.11$0.39
$22.50$22.001:2Oct 2-$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 8.57%, avg 5.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$29.00Oct 30$2.350.495.8%8.57%14.33%1693
$30.00Oct 30$1.950.449.4%7.11%16.52%17428
$31.00Oct 30$1.650.4013.1%6.02%19.07%111
$32.00Oct 30$1.400.3616.7%5.11%21.81%1002
$27.50Oct 30$2.850.560.3%10.39%10.69%477
$28.00Oct 30$2.550.542.1%9.30%11.42%63
$28.50Oct 23$2.300.503.9%8.39%12.33%2815
$30.00Oct 23$1.700.429.4%6.20%15.61%7481
$29.50Oct 23$1.800.457.6%6.56%14.15%57
$30.00Oct 16$1.650.419.4%6.02%15.43%6361.0K

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 32,932
Total Puts 5,680
Put/Call Ratio 0.17
Net Difference 27,252

Prior's Put/Call Breakdown

Total Calls 22,294
Total Puts 5,895
Put/Call Ratio 0.26
Net Difference 16,399

Prior 7-Day Put/Call Summary

Total Calls 138,825
Total Puts 40,742
Average Put/Call Ratio 0.26
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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