Tour v528
FSLY
FASTLY INC A
$27.38 -0.15%
9/22 09:35

Option Volume

Detail
Current (09/22 9:35am) 572
Calls: 533 (93%)
Puts: 39 (7%)
Prior (08/11) 831
Calls: 814 (98%)
Puts: 17 (2%)
Current vs Prior -31.17%
Calls: -34.52% (Calls)
Puts: +129.41% (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 -97.95%
Calls: -97.53%
Puts: -99.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 9:35am) $90.1K
Calls: $84.6K (94%)
Puts: $5.5K (6%)
Prior (08/11) $80.1K
Calls: $77.6K (97%)
Puts: $2.5K (3%)
Current vs Prior +12.41%
Calls: +9.01%
Puts: +116.46%
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 -98.95%
Calls: -98.93%
Puts: -99.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 9:35am) 0.07
Prior (08/11) 0.02
Current vs Prior +250.36%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -72.63%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 9:35am) 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 13.81% | 15.34%20.31% | 30.86%
Prior 8.50% | 12.90%12.90% | 22.81%
Current vs Prior +62.45% | +18.90%+57.40% | +35.30%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -12.55% | -19.93%+10.81% | +15.79%
Prior 7-Day Eod 8.50% | 12.90%21.33% | 32.02%
Current vs 7-Day Eod +62.45% | +18.90%-4.82% | -3.62%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 30.34% | 52.65%
Calls: 13.30% | 34.56%
Puts: 47.37% | 70.73%
Prior 70.05% | 39.28%
Calls: 92.86% | 39.86%
Puts: 47.24% | 38.71%
Current vs Prior -56.69% | +34.04%
Prior 7-Day Avg 29.03% | 20.52%
Calls: 32.36% | 19.35%
Puts: 25.70% | 21.70%
Current vs 7-Day Avg +4.51% | +156.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($84.6K) vs puts ($5.5K). Extreme bullish P/C ratio of 0.07 - heavy call buying (533 calls vs 39 puts). P/C ratio rising 250% - increased hedging/bearish positioning.

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
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 -- 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. 67 found (avg delta 0.69, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 254.906.80$5.8532.5%--0.89358
$22.00Oct 25.206.70$5.9525.2%--0.8943
$22.00Oct 95.306.90$6.1026.2%--0.88105
$23.00Sep 253.906.10$5.0044.0%100.882.0K
$22.50Oct 24.806.40$5.6028.6%--0.8848
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.7013
$29.00Sep 251.653.40$2.5369.2%--0.6115
$30.00Oct 163.504.60$4.0527.2%--0.6012
$28.00Sep 251.502.65$2.0855.3%--0.5218

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 536, top 210)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Sep 251.301.80$1.5532.3%2100.48284
$30.00Sep 250.600.90$0.7540.0%1010.306.5K
$32.00Oct 231.201.95$1.5847.5%300.3680
$25.00Oct 163.604.40$4.0020.0%260.722.3K
$32.00Sep 250.200.65$0.43104.7%240.19145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 250.551.05$0.8062.5%140.27789
$23.50Oct 231.051.45$1.2532.0%120.247
$27.50Sep 251.452.35$1.9047.4%50.4816
$22.00Sep 250.050.55$0.30166.7%40.11111
$24.00Sep 250.100.65$0.38144.7%10.17265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 76.0%, max 102.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 30175.5%86.8%102.3%--309
$26.50Sep 25Oct 23182.6%93.0%96.5%--129
$25.00Sep 25Oct 30173.8%88.5%96.3%103.7K
$30.50Sep 25Oct 23169.4%86.8%95.3%8246
$32.00Sep 25Oct 30172.4%89.6%92.4%25232
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30173.8%88.5%96.3%14829
$23.50Sep 25Oct 23172.6%96.7%78.4%12874
$30.00Sep 25Oct 16164.6%92.3%78.3%--25
$24.00Sep 25Oct 30152.7%89.1%71.5%1280
$24.50Sep 25Oct 30150.9%89.4%68.7%--259

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 7.82, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$30.50$32.00Oct 23$0.17$1.33$0.1741%7.82$30.67
$30.00$32.00Oct 16$0.38$1.62$0.3842%4.26$30.38
$26.00$26.50Oct 23$0.10$0.40$0.1065%4.00$26.10
$26.00$27.50Oct 30$0.70$0.80$0.7065%1.14$26.70
$23.50$24.00Oct 9$0.20$0.30$0.2081%1.50$23.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.00Sep 25$0.45$0.55$0.4561%1.22$28.55
$28.00$27.50Sep 25$0.18$0.32$0.1852%1.78$27.82
$30.00$29.00Sep 25$0.62$0.38$0.6270%0.61$29.38
$26.00$25.50Sep 25$0.15$0.35$0.1534%2.33$25.85
$25.50$25.00Oct 2$0.15$0.35$0.1530%2.33$25.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 0.48, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.00$29.50Oct 2$0.38$0.38$0.1255%3.17$29.38
$30.00$30.50Oct 23$0.38$0.38$0.1256%3.17$30.38
$28.00$28.50Sep 25$0.35$0.35$0.1552%2.33$28.35
$29.50$30.00Sep 25$0.25$0.25$0.2565%1.00$29.75
$29.00$29.50Oct 23$0.30$0.30$0.2050%1.50$29.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$22.50Oct 16$0.81$0.81$1.6970%0.48$24.19
$25.00$24.50Sep 25$0.32$0.32$0.1873%1.78$24.68
$24.50$22.50Oct 9$0.52$0.52$1.4874%0.35$23.98
$24.00$22.50Oct 30$0.50$0.50$1.0073%0.50$23.50
$27.00$25.50Oct 2$0.68$0.68$0.8258%0.83$26.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.45, cheapest $0.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.50Sep 25Oct 2$0.13182.6%117.0%
$29.50Sep 25Oct 2$0.30176.9%111.6%
$27.50Sep 25Oct 2$0.38175.5%111.6%
$28.00Sep 25Oct 2$0.40179.4%116.3%
$30.00Sep 25Oct 2$0.45164.6%114.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 16$0.90164.6%92.3%
$27.00Sep 25Oct 2$0.48136.7%109.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 11.43% of stock, avg 15.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$1.88$1.25$3.13$23.87$30.1311.43%
$26.00Sep 25$2.50$0.98$3.48$22.52$29.4812.71%
$28.00Sep 25$1.55$2.08$3.63$24.37$31.6313.26%
$29.00Sep 25$1.10$2.53$3.63$25.37$32.6313.26%
$27.50Sep 25$1.75$1.90$3.65$23.85$31.1513.33%
$25.00Sep 25$3.03$0.80$3.83$21.17$28.8313.99%
$26.50Sep 25$2.35$1.48$3.83$22.67$30.3313.99%
$30.00Sep 25$0.75$3.15$3.90$26.10$33.9014.24%
$27.00Oct 2$2.17$1.73$3.90$23.10$30.9014.24%
$25.50Sep 25$3.10$0.83$3.93$21.57$29.4314.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 5.77% of stock, avg 9.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Sep 25$0.75$0.83$1.58$23.92$31.58
$30.00$26.00Sep 25$0.75$0.98$1.73$24.27$31.73
$29.50$25.50Sep 25$1.00$0.83$1.83$23.67$31.33
$29.50$26.00Sep 25$1.00$0.98$1.98$24.02$31.48
$30.50$24.00Oct 2$1.15$0.65$1.80$22.20$32.30
$29.00$25.50Sep 25$1.10$0.83$1.93$23.57$30.93
$30.50$24.50Oct 2$1.15$0.75$1.90$22.60$32.40
$29.00$26.00Sep 25$1.10$0.98$2.08$23.92$31.08
$30.00$24.00Oct 2$1.20$0.65$1.85$22.15$31.85
$30.50$25.00Oct 2$1.15$0.90$2.05$22.95$32.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 1.63, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2432/32Oct 2$0.31$0.1954%1.63$23.19$31.81
24/2432/32Oct 2$0.30$0.2051%1.50$23.70$31.80
24/2532/32Oct 2$0.33$0.1744%1.94$24.67$31.83
22/2232/32Sep 25$0.23$0.2764%0.85$22.27$31.73
25/2632/32Oct 2$0.33$0.1741%1.94$25.17$31.83
23/2432/32Sep 25$0.22$0.2862%0.79$23.28$31.72
23/2430/31Oct 2$0.28$0.2248%1.27$23.22$30.78
23/2431/32Oct 2$0.25$0.2551%1.00$23.25$31.25
24/2430/31Oct 2$0.27$0.2345%1.17$23.73$30.77
24/2530/31Oct 2$0.30$0.2038%1.50$24.70$30.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 14.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$26.00$27.50$29.00Oct 30$0.10$1.4015%14.00
$23.00$23.50$24.00Oct 2$0.05$0.456%9.00
$29.50$30.00$30.50Oct 2$0.05$0.455%9.00
$22.50$23.00$23.50Sep 25$0.05$0.452%9.00
$28.00$28.50$29.00Oct 2$0.07$0.436%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.00$24.50$25.00Oct 2$0.05$0.456%9.00
$28.00$29.00$30.00Sep 25$0.17$0.8317%4.88
$25.00$25.50$26.00Sep 25$0.12$0.387%3.17
$23.50$24.00$24.50Sep 25$0.12$0.384%3.17
$22.50$23.00$23.50Oct 2$0.13$0.374%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.37, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$28.00$30.001:2Oct 16-$0.91$1.09
$30.00$32.001:2Oct 16-$0.97$1.03
$31.50$32.001:2Sep 25-$0.33$0.17
$31.00$31.501:2Sep 25-$0.46$0.04
$30.50$32.001:2Oct 23-$1.41$0.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.00$25.501:2Oct 2-$0.37$1.13
$25.00$24.501:2Sep 25-$0.16$0.34
$23.50$23.001:2Sep 25-$0.16$0.34
$22.50$22.001:2Sep 25-$0.17$0.33
$24.00$22.501:2Oct 30-$0.48$1.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 6.21%, avg 4.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$31.00Oct 30$1.700.4113.2%6.21%19.43%--11
$30.00Oct 30$1.950.459.6%7.12%16.69%--60
$32.00Oct 30$1.400.3716.9%5.11%21.99%187
$30.00Oct 23$1.800.459.6%6.57%16.14%--137
$29.00Oct 30$2.100.505.9%7.67%13.59%--25
$29.50Oct 23$1.900.477.7%6.94%14.68%--12
$32.00Oct 23$1.200.3616.9%4.38%21.26%3080
$29.00Oct 23$2.050.505.9%7.49%13.40%--13
$30.50Oct 23$1.500.4111.4%5.48%16.87%82
$27.50Oct 30$2.700.570.4%9.86%10.30%--14

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 533
Total Puts 39
Put/Call Ratio 0.07
Net Difference 494

Prior's Put/Call Breakdown

Total Calls 814
Total Puts 17
Put/Call Ratio 0.02
Net Difference 797

Prior 7-Day Put/Call Summary

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