Tour v528
FSLY
FASTLY INC A
$27.30 -0.44%
9/22 09:45

Option Volume

Detail
Current (09/22 9:45am) 2,356
Calls: 2,216 (94%)
Puts: 140 (6%)
Prior (08/11) 1,034
Calls: 1,002 (97%)
Puts: 32 (3%)
Current vs Prior +127.85%
Calls: +121.16% (Calls)
Puts: +337.50% (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 -91.55%
Calls: -89.75%
Puts: -97.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 9:45am) $356.4K
Calls: $340.8K (96%)
Puts: $15.5K (4%)
Prior (08/11) $133.2K
Calls: $130.3K (98%)
Puts: $3.0K (2%)
Current vs Prior +167.45%
Calls: +161.68%
Puts: +419.30%
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 -95.86%
Calls: -95.70%
Puts: -97.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 9:45am) 0.06
Prior (08/11) 0.03
Current vs Prior +97.82%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -76.36%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 9:45am) 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 13.55% | 16.15%20.73% | 31.50%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior +0.99% | +2.30%-2.82% | -1.62%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -14.15% | -15.68%+13.13% | +18.19%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod +0.99% | +2.30%-2.82% | -1.62%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 56.35% | 59.53%
Calls: 36.84% | 48.32%
Puts: 75.86% | 70.73%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -19.56% | +106.56%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg +61.50% | +174.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($340.8K) vs puts ($15.5K). Massive premium surge with dollar volume up 167% vs prior. Unusually high activity with volume up 128% vs prior - elevated interest. Extreme bullish P/C ratio of 0.06 - heavy call buying (2,216 calls vs 140 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
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 -- 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. 70 found (avg delta 0.69, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 25.306.60$5.9521.8%--0.9243
$22.00Sep 255.106.60$5.8525.6%--0.90358
$22.50Sep 254.106.60$5.3546.7%--0.89111
$23.00Sep 253.906.00$4.9542.4%100.892.0K
$22.00Oct 95.306.90$6.1026.2%--0.88105
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.6813
$29.00Sep 251.653.40$2.5369.2%--0.5915
$30.00Oct 163.504.60$4.0527.2%--0.5912
$28.00Sep 251.552.50$2.0346.8%--0.5218

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 2.3K, top 701)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.801.00$0.9022.2%7010.336.5K
$31.00Oct 161.251.65$1.4527.6%5000.365
$29.50Oct 21.151.50$1.3326.3%3090.41126
$28.00Sep 251.102.00$1.5558.1%2260.49284
$25.00Oct 163.604.30$3.9517.7%600.702.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.951.75$1.3559.3%510.3936
$25.00Sep 250.551.20$0.8873.9%290.27789
$22.00Sep 250.100.45$0.28125.0%160.10111
$23.50Oct 230.851.45$1.1552.2%120.237
$27.50Sep 251.252.35$1.8061.1%50.4716

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 85.0%, max 111.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30187.4%88.6%111.6%123.7K
$29.00Sep 25Oct 30183.0%90.9%101.2%24620
$29.50Sep 25Oct 23171.5%85.8%99.8%56139
$27.50Sep 25Oct 30173.0%86.9%99.1%9309
$28.00Sep 25Oct 30172.6%88.0%96.1%228293
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30187.4%88.6%111.6%29829
$23.50Sep 25Oct 23180.6%92.7%94.8%12874
$24.00Sep 25Oct 30164.4%86.5%90.0%1280
$27.50Sep 25Oct 16173.0%95.8%80.5%622
$30.00Sep 25Oct 16176.0%98.4%78.8%--25

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 4.00, avg 1.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$25.50Sep 25$0.10$0.40$0.1073%4.00$25.10
$23.50$24.00Oct 23$0.15$0.35$0.1578%2.33$23.65
$26.00$26.50Oct 23$0.10$0.40$0.1065%4.00$26.10
$28.00$29.00Oct 30$0.30$0.70$0.3055%2.33$28.30
$25.00$25.50Oct 16$0.15$0.35$0.1570%2.33$25.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.00Sep 25$0.50$0.50$0.5059%1.00$28.50
$27.00$26.50Sep 25$0.15$0.35$0.1543%2.33$26.85
$30.00$29.00Sep 25$0.62$0.38$0.6268%0.61$29.38
$28.00$27.50Sep 25$0.23$0.27$0.2352%1.17$27.77
$26.00$25.50Sep 25$0.15$0.35$0.1533%2.33$25.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.67, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.00$29.50Oct 23$0.38$0.38$0.1250%3.17$29.38
$29.00$29.50Oct 2$0.35$0.35$0.1555%2.33$29.35
$29.00$29.50Sep 25$0.27$0.27$0.2359%1.17$29.27
$27.50$28.00Oct 9$0.35$0.35$0.1544%2.33$27.85
$31.50$32.00Sep 25$0.18$0.18$0.3276%0.56$31.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.80$0.80$1.2069%0.67$24.20
$26.50$26.00Sep 25$0.37$0.37$0.1362%2.85$26.13
$24.50$22.50Oct 9$0.52$0.52$1.4874%0.35$23.98
$27.00$25.50Oct 2$0.68$0.68$0.8258%0.83$26.32
$24.50$24.00Oct 30$0.28$0.28$0.2271%1.27$24.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.49, cheapest $0.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Sep 25Oct 2$0.41183.0%120.5%
$30.00Sep 25Oct 2$0.33176.0%114.1%
$29.50Sep 25Oct 2$0.33171.5%110.8%
$27.50Sep 25Oct 2$0.44173.0%114.1%
$26.50Sep 25Oct 2$0.45176.0%119.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 16$0.90176.0%98.4%
$27.50Sep 25Oct 16$0.93173.0%95.8%
$27.00Sep 25Oct 2$0.23167.6%111.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 12.45% of stock, avg 16.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$1.90$1.50$3.40$23.60$30.4012.45%
$27.50Sep 25$1.78$1.80$3.58$23.92$31.0813.11%
$28.00Sep 25$1.55$2.03$3.58$24.42$31.5813.11%
$26.00Sep 25$2.70$0.98$3.68$22.32$29.6813.48%
$26.50Sep 25$2.35$1.35$3.70$22.80$30.2013.55%
$29.00Sep 25$1.27$2.53$3.80$25.20$32.8013.92%
$25.50Sep 25$3.10$0.83$3.93$21.57$29.4314.40%
$30.00Sep 25$0.90$3.15$4.05$25.95$34.0514.84%
$25.00Sep 25$3.20$0.88$4.08$20.92$29.0814.95%
$27.00Oct 2$2.38$1.73$4.11$22.89$31.1115.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 6.34% of stock, avg 10.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Sep 25$0.90$0.83$1.73$23.77$31.73
$30.00$26.00Sep 25$0.90$0.98$1.88$24.12$31.88
$29.50$25.50Sep 25$1.00$0.83$1.83$23.67$31.33
$32.00$22.50Oct 16$1.13$0.60$1.73$20.77$33.73
$29.50$26.00Sep 25$1.00$0.98$1.98$24.02$31.48
$32.00$23.00Oct 16$1.13$0.70$1.83$21.17$33.83
$30.50$24.00Oct 2$1.15$0.70$1.85$22.15$32.35
$30.50$24.50Oct 2$1.15$0.75$1.90$22.60$32.40
$30.50$25.00Oct 2$1.15$0.90$2.05$22.95$32.55
$30.00$24.50Oct 2$1.23$0.75$1.98$22.52$31.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 1.94, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2432/32Sep 25$0.33$0.1760%1.94$23.17$31.83
22/2232/32Oct 2$0.32$0.1856%1.78$22.18$31.82
23/2430/31Sep 25$0.30$0.2054%1.50$23.20$30.80
22/2332/32Oct 2$0.30$0.2053%1.50$22.70$31.80
24/2432/32Oct 2$0.32$0.1849%1.78$23.68$31.82
22/2231/32Oct 2$0.29$0.2154%1.38$22.21$31.29
26/2632/32Sep 25$0.33$0.1743%1.94$25.67$31.83
22/2331/32Oct 2$0.27$0.2350%1.17$22.73$31.27
24/2431/32Oct 2$0.29$0.2146%1.38$23.71$31.29
24/2532/32Oct 2$0.30$0.2043%1.50$24.70$31.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$31.50$32.00$32.50Oct 2$0.05$0.456%9.00
$28.00$28.50$29.00Oct 23$0.08$0.425%5.25
$27.50$28.00$28.50Oct 2$0.10$0.407%4.00
$26.50$27.00$27.50Oct 9$0.10$0.407%4.00
$24.50$25.00$25.50Oct 9$0.10$0.406%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$27.50$30.00Oct 16$0.09$2.4128%26.78
$28.00$29.00$30.00Sep 25$0.12$0.8816%7.33
$24.00$24.50$25.00Oct 2$0.10$0.406%4.00
$26.50$27.00$27.50Sep 25$0.15$0.359%2.33
$22.50$23.00$23.50Sep 25$0.17$0.334%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.27, 18 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$28.00$30.001:2Oct 16-$1.07$0.93
$31.50$32.001:2Sep 25-$0.27$0.23
$31.00$32.001:2Oct 16-$0.81$0.19
$30.50$32.001:2Oct 23-$1.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 16-$0.27$2.23
$27.00$25.501:2Oct 2-$0.37$1.13
$25.00$24.501:2Sep 25-$0.08$0.42
$22.50$22.001:2Oct 2-$0.06$0.44
$23.50$23.001:2Sep 25-$0.13$0.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 7.33%, avg 5.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$2.000.469.9%7.33%17.22%260
$31.00Oct 30$1.700.4113.6%6.23%19.78%--11
$32.00Oct 30$1.400.3717.2%5.13%22.34%287
$29.50Oct 23$2.050.468.1%7.51%15.57%5612
$30.00Oct 23$1.800.449.9%6.59%16.48%10137
$28.00Oct 30$2.600.552.6%9.52%12.09%29
$29.00Oct 30$2.100.506.2%7.69%13.92%--25
$30.50Oct 23$1.600.4211.7%5.86%17.58%162
$29.00Oct 23$2.050.506.2%7.51%13.74%--13
$32.00Oct 23$1.200.3617.2%4.40%21.61%3080

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 2,216
Total Puts 140
Put/Call Ratio 0.06
Net Difference 2,076

Prior's Put/Call Breakdown

Total Calls 1,002
Total Puts 32
Put/Call Ratio 0.03
Net Difference 970

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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