Tour v528
FSLY
FASTLY INC A
$27.26 -0.60%
9/22 09:50

Option Volume

Detail
Current (09/22 9:50am) 2,584
Calls: 2,432 (94%)
Puts: 152 (6%)
Prior (08/11) 1,227
Calls: 1,075 (88%)
Puts: 152 (12%)
Current vs Prior +110.59%
Calls: +126.23% (Calls)
Puts: +0.00% (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 -90.73%
Calls: -88.75%
Puts: -97.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 9:50am) $395.3K
Calls: $379.5K (96%)
Puts: $15.8K (4%)
Prior (08/11) $160.8K
Calls: $145.4K (90%)
Puts: $15.4K (10%)
Current vs Prior +145.76%
Calls: +161.03%
Puts: +2.10%
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 -95.41%
Calls: -95.22%
Puts: -97.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 9:50am) 0.06
Prior (08/11) 0.14
Current vs Prior -55.80%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -76.63%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 9:50am) 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 13.50% | 15.88%20.29% | 31.55%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior +0.59% | +0.59%-4.92% | -1.47%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -14.49% | -17.09%+10.69% | +18.37%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod +0.59% | +0.59%-4.92% | -1.47%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 49.90% | 54.93%
Calls: 23.94% | 39.13%
Puts: 75.86% | 70.73%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -28.77% | +90.60%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg +43.02% | +153.05%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($379.5K) vs puts ($15.8K). Massive premium surge with dollar volume up 146% vs prior. Unusually high activity with volume up 111% vs prior - elevated interest. Extreme bullish P/C ratio of 0.06 - heavy call buying (2,432 calls vs 152 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
09:50BULLISHBULLISHBULLISH
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 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Oct 25.306.60$5.9521.8%--0.9143
$22.00Sep 255.106.60$5.8525.6%--0.90358
$22.50Sep 254.106.60$5.3546.7%--0.90111
$22.00Oct 95.306.90$6.1026.2%--0.88105
$22.50Oct 25.006.40$5.7024.6%--0.8848
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.6813
$30.00Oct 163.504.80$4.1531.3%--0.6012
$29.00Sep 251.653.40$2.5369.2%--0.6015
$28.00Sep 251.552.50$2.0346.8%--0.5318

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 2.5K, top 750)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.751.00$0.8828.4%7500.326.5K
$31.00Oct 161.251.65$1.4527.6%5050.365
$29.50Oct 21.151.70$1.4238.7%3090.41126
$28.00Sep 251.101.85$1.4850.7%2260.47284
$29.50Oct 231.902.35$2.1321.1%1800.4612
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.951.75$1.3559.3%510.3936
$25.00Sep 250.551.10$0.8366.3%290.27789
$22.00Sep 250.100.30$0.20100.0%170.09111
$23.50Oct 230.851.45$1.1552.2%120.237
$27.50Sep 251.252.35$1.8061.1%50.4816

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 82.1%, max 107.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Sep 25Oct 30189.1%90.9%107.9%24620
$32.00Sep 25Oct 30176.2%88.1%99.9%41232
$25.00Sep 25Oct 30177.0%88.6%99.8%123.7K
$28.00Sep 25Oct 30172.4%88.0%95.8%228293
$29.50Sep 25Oct 23171.9%89.0%93.2%180139
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Sep 25Oct 30177.0%88.6%99.8%29829
$23.50Sep 25Oct 23176.9%92.7%90.8%12874
$30.00Sep 25Oct 16178.6%95.3%87.4%--25
$24.00Sep 25Oct 30160.5%86.5%85.6%1280
$25.50Sep 25Oct 30157.6%89.6%75.8%349

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 4.00, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$25.50Sep 25$0.10$0.40$0.1073%4.00$25.10
$25.00$25.50Oct 16$0.10$0.40$0.1070%4.00$25.10
$23.50$24.00Oct 23$0.15$0.35$0.1578%2.33$23.65
$23.00$23.50Sep 25$0.20$0.30$0.2087%1.50$23.20
$26.00$26.50Oct 23$0.10$0.40$0.1065%4.00$26.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.00Sep 25$0.50$0.50$0.5060%1.00$28.50
$30.00$29.00Sep 25$0.62$0.38$0.6268%0.61$29.38
$28.00$27.50Sep 25$0.23$0.27$0.2353%1.17$27.77
$25.50$25.00Oct 2$0.12$0.38$0.1230%3.17$25.38
$26.00$25.50Sep 25$0.15$0.35$0.1534%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 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.50$32.00Sep 25$0.20$0.20$0.3076%0.67$31.70
$27.50$28.00Oct 9$0.35$0.35$0.1544%2.33$27.85
$28.00$28.50Oct 9$0.33$0.33$0.1748%1.94$28.33
$31.00$32.00Oct 30$0.43$0.43$0.5758%0.75$31.43
$29.00$29.50Oct 2$0.26$0.26$0.2455%1.08$29.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.80$0.80$1.2069%0.67$24.20
$25.00$24.50Sep 25$0.35$0.35$0.1573%2.33$24.65
$26.50$26.00Sep 25$0.37$0.37$0.1361%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

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.54, cheapest $1.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Sep 25Oct 2$0.55189.1%120.5%
$30.00Sep 25Oct 2$0.35178.6%114.1%
$28.00Sep 25Oct 2$0.50172.4%116.3%
$29.50Sep 25Oct 2$0.47171.9%116.4%
$27.50Sep 25Oct 2$0.59166.1%114.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 16$1.00178.6%95.3%
$27.50Sep 25Oct 16$0.90166.1%95.3%
$27.00Sep 25Oct 2$0.31154.1%111.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 12.11% of stock, avg 15.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$1.88$1.42$3.30$23.70$30.3012.11%
$27.50Sep 25$1.63$1.80$3.43$24.07$30.9312.58%
$28.00Sep 25$1.48$2.03$3.51$24.49$31.5112.88%
$26.00Sep 25$2.60$0.98$3.58$22.42$29.5813.13%
$29.00Sep 25$1.13$2.53$3.66$25.34$32.6613.43%
$26.50Sep 25$2.35$1.35$3.70$22.80$30.2013.57%
$25.50Sep 25$3.10$0.83$3.93$21.57$29.4314.42%
$25.00Sep 25$3.20$0.83$4.03$20.97$29.0314.78%
$27.00Oct 2$2.30$1.73$4.03$22.97$31.0314.78%
$25.50Oct 2$3.30$1.05$4.35$21.15$29.8515.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 6.27% of stock, avg 10.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.00$25.50Sep 25$0.88$0.83$1.71$23.79$31.71
$29.50$25.50Sep 25$0.95$0.83$1.78$23.72$31.28
$30.00$26.00Sep 25$0.88$0.98$1.86$24.14$31.86
$29.50$26.00Sep 25$0.95$0.98$1.93$24.07$31.43
$32.00$22.50Oct 16$1.23$0.57$1.80$20.70$33.80
$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
$29.00$25.50Sep 25$1.13$0.83$1.96$23.54$30.96
$32.00$23.00Oct 16$1.23$0.70$1.93$21.07$33.93
$29.00$26.00Sep 25$1.13$0.98$2.11$23.89$31.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 2.33, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2432/32Sep 25$0.35$0.1560%2.33$23.15$31.85
24/2432/32Oct 2$0.32$0.1849%1.78$23.68$31.82
26/2632/32Sep 25$0.35$0.1542%2.33$25.65$31.85
23/2430/30Sep 25$0.30$0.2052%1.50$23.20$30.30
23/2430/31Sep 25$0.28$0.2256%1.27$23.22$30.78
22/2232/32Oct 2$0.27$0.2356%1.17$22.23$31.77
24/2532/32Oct 2$0.33$0.1743%1.94$24.67$31.83
24/2431/32Oct 2$0.29$0.2146%1.38$23.71$31.29
22/2231/32Oct 2$0.24$0.2654%0.92$22.26$31.24
24/2531/32Oct 2$0.30$0.2040%1.50$24.70$31.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$30.00$31.00$32.00Oct 16$0.06$0.949%15.67
$31.50$32.00$32.50Oct 2$0.05$0.456%9.00
$29.00$29.50$30.00Oct 2$0.07$0.438%6.14
$28.00$28.50$29.00Sep 25$0.07$0.437%6.14
$28.00$28.50$29.00Oct 23$0.08$0.425%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$27.50$30.00Oct 16$0.25$2.2529%9.00
$28.00$29.00$30.00Sep 25$0.12$0.8815%7.33
$22.50$23.00$23.50Sep 25$0.07$0.437%6.14
$24.50$25.00$25.50Oct 30$0.08$0.425%5.25
$22.00$22.50$23.00Sep 25$0.08$0.423%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. 22 found (best net $-0.30, 20 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$28.00$30.001:2Oct 16-$0.93$1.07
$31.50$32.001:2Sep 25-$0.23$0.27
$30.50$31.001:2Sep 25-$0.47$0.03
$30.50$32.001:2Oct 23-$1.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 16-$0.30$2.20
$27.00$25.501:2Oct 2-$0.37$1.13
$30.00$27.501:2Oct 16-$1.25$1.25
$25.00$24.501:2Sep 25-$0.13$0.37
$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 7.34%, avg 5.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$2.000.4610.1%7.34%17.39%260
$31.00Oct 30$1.700.4113.7%6.24%19.96%--11
$32.00Oct 30$1.400.3617.4%5.14%22.52%287
$28.00Oct 30$2.600.552.7%9.54%12.25%29
$30.00Oct 23$1.800.4410.1%6.60%16.65%10137
$29.00Oct 30$2.100.506.4%7.70%14.09%--25
$30.50Oct 23$1.600.4211.9%5.87%17.75%162
$29.50Oct 23$1.900.468.2%6.97%15.19%18012
$29.00Oct 23$2.050.506.4%7.52%13.90%--13
$32.00Oct 23$1.200.3617.4%4.40%21.79%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 2,432
Total Puts 152
Put/Call Ratio 0.06
Net Difference 2,280

Prior's Put/Call Breakdown

Total Calls 1,075
Total Puts 152
Put/Call Ratio 0.14
Net Difference 923

Prior 7-Day Put/Call Summary

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