Tour v528
FSLY
FASTLY INC A
$27.96 +1.97%
9/22 10:05

Option Volume

Detail
Current (09/22 10:05am) 3,524
Calls: 3,258 (92%)
Puts: 266 (8%)
Prior (08/11) 1,400
Calls: 1,221 (87%)
Puts: 179 (13%)
Current vs Prior +151.71%
Calls: +166.83% (Calls)
Puts: +48.60% (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 -87.36%
Calls: -84.93%
Puts: -95.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:05am) $563.8K
Calls: $538.9K (96%)
Puts: $24.9K (4%)
Prior (08/11) $187.9K
Calls: $170.8K (91%)
Puts: $17.1K (9%)
Current vs Prior +200.00%
Calls: +215.48%
Puts: +45.47%
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 -93.46%
Calls: -93.21%
Puts: -96.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:05am) 0.08
Prior (08/11) 0.15
Current vs Prior -44.31%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -69.48%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:05am) 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 13.98% | 15.92%20.57% | 33.62%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior +4.20% | +0.79%-3.61% | +4.99%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -11.42% | -16.93%+12.22% | +26.14%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod +4.20% | +0.79%-3.61% | +4.99%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.03% | 56.25%
Calls: 29.26% | 50.44%
Puts: 46.80% | 62.06%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -45.71% | +95.18%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg +9.00% | +159.13%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($538.9K) vs puts ($24.9K). Massive premium surge with dollar volume up 200% vs prior. Unusually high activity with volume up 152% vs prior - elevated interest. Extreme bullish P/C ratio of 0.08 - heavy call buying (3,258 calls vs 266 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
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
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. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.851.00$0.9316.1%1.2K0.346.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 67 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Sep 254.106.60$5.3546.7%--0.95111
$23.00Sep 253.905.50$4.7034.0%100.942.0K
$23.50Sep 254.405.60$5.0024.0%--0.90236
$24.00Sep 253.505.20$4.3539.1%--0.88255
$22.50Oct 25.506.40$5.9515.1%--0.8748
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.6613
$29.00Sep 251.653.40$2.5369.2%--0.5815
$30.00Oct 163.504.80$4.1531.3%--0.5612
$29.00Oct 233.104.30$3.7032.4%100.51--

Most actively traded options today. High liquidity = easy entry/exit. 65 active (total vol 3.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.851.00$0.9316.1%1.2K0.346.5K
$31.00Oct 161.251.90$1.5841.1%5050.375
$29.50Oct 21.301.80$1.5532.3%3110.42126
$29.50Oct 232.002.65$2.3327.9%2620.4612
$28.00Sep 251.551.85$1.7017.6%2260.51284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.901.30$1.1036.4%530.3536
$25.00Sep 250.400.60$0.5040.0%290.21789
$23.50Sep 250.150.40$0.2889.3%260.12867
$27.50Oct 21.302.75$2.0371.4%220.448
$24.00Sep 250.250.45$0.3557.1%210.14265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 79.1%, max 109.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 30181.3%86.4%109.7%24309
$28.00Sep 25Oct 30177.0%89.9%96.9%229293
$31.00Sep 25Oct 30180.2%92.9%94.0%36176
$32.00Sep 25Oct 30183.3%94.5%93.9%43232
$33.00Sep 25Oct 16180.3%96.7%86.5%4786
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 16181.3%90.4%100.5%822
$25.50Sep 25Oct 30163.5%89.2%83.2%449
$24.50Sep 25Oct 30160.9%89.1%80.7%--259
$29.00Sep 25Oct 23169.8%97.0%75.1%1015
$30.00Sep 25Oct 16171.7%101.3%69.4%--25

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 1.22, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$25.00Oct 16$0.45$0.55$0.4576%1.22$24.45
$24.50$25.00Oct 2$0.10$0.40$0.1078%4.00$24.60
$23.50$24.00Oct 23$0.15$0.35$0.1577%2.33$23.65
$26.00$26.50Oct 23$0.10$0.40$0.1064%4.00$26.10
$24.00$24.50Oct 30$0.20$0.30$0.2074%1.50$24.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$29.00$28.00Sep 25$0.50$0.50$0.5058%1.00$28.50
$26.50$26.00Sep 25$0.15$0.35$0.1536%2.33$26.35
$30.00$29.00Sep 25$0.62$0.38$0.6266%0.61$29.38
$28.00$27.50Sep 25$0.23$0.27$0.2349%1.17$27.77
$25.00$24.50Oct 30$0.17$0.33$0.1731%1.94$24.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 0.60, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.00$30.50Oct 2$0.30$0.30$0.2062%1.50$30.30
$28.00$28.50Oct 9$0.33$0.33$0.1748%1.94$28.33
$30.00$30.50Oct 23$0.27$0.27$0.2356%1.17$30.27
$28.50$29.00Oct 2$0.28$0.28$0.2252%1.27$28.78
$31.00$31.50Sep 25$0.15$0.15$0.3572%0.43$31.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.75$0.75$1.2571%0.60$24.25
$24.50$22.50Oct 9$0.55$0.55$1.4575%0.38$23.95
$25.50$25.00Sep 25$0.28$0.28$0.2273%1.27$25.22
$24.50$24.00Oct 30$0.28$0.28$0.2272%1.27$24.22
$24.00$22.50Oct 30$0.42$0.42$1.0874%0.39$23.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.45, cheapest $1.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Sep 25Oct 2$0.34181.3%116.3%
$28.00Sep 25Oct 2$0.30177.0%114.0%
$28.50Sep 25Oct 2$0.40175.7%118.7%
$30.50Sep 25Oct 2$0.35172.5%116.6%
$29.00Sep 25Oct 2$0.27169.8%114.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Sep 25Oct 23$1.17169.8%97.0%
$30.00Sep 25Oct 16$1.00171.7%101.3%
$27.50Sep 25Oct 2$0.23181.3%116.3%
$27.00Sep 25Oct 2$0.37156.6%115.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 12.70% of stock, avg 15.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$26.00Sep 25$2.60$0.95$3.55$22.45$29.5512.70%
$27.00Sep 25$2.17$1.38$3.55$23.45$30.5512.70%
$27.50Sep 25$1.88$1.80$3.68$23.82$31.1813.16%
$26.50Sep 25$2.60$1.10$3.70$22.80$30.2013.23%
$28.00Sep 25$1.70$2.03$3.73$24.27$31.7313.34%
$29.00Sep 25$1.33$2.53$3.86$25.14$32.8613.81%
$25.50Sep 25$3.10$0.78$3.88$21.62$29.3813.88%
$30.00Sep 25$0.93$3.15$4.08$25.92$34.0814.59%
$27.00Oct 2$2.40$1.75$4.15$22.85$31.1514.84%
$27.50Oct 2$2.22$2.03$4.25$23.25$31.7515.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 5.11% of stock, avg 10.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$33.00$22.50Oct 9$0.93$0.50$1.43$21.07$34.43
$30.50$26.00Sep 25$0.80$0.95$1.75$24.25$32.25
$33.00$22.50Oct 16$1.08$0.57$1.65$20.85$34.65
$30.00$26.00Sep 25$0.93$0.95$1.88$24.12$31.88
$33.00$24.50Oct 9$0.93$1.05$1.98$22.52$34.98
$30.50$26.50Sep 25$0.80$1.10$1.90$24.60$32.40
$33.00$23.00Oct 16$1.08$0.75$1.83$21.17$34.83
$30.00$26.50Sep 25$0.93$1.10$2.03$24.47$32.03
$30.50$24.50Oct 2$1.15$0.75$1.90$22.60$32.40
$29.50$26.00Sep 25$1.13$0.95$2.08$23.92$31.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.85, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
25/2632/32Oct 2$0.37$0.1340%2.85$25.13$31.87
25/2633/34Oct 2$0.33$0.1748%1.94$25.17$33.33
24/2432/32Oct 2$0.32$0.1850%1.78$23.68$31.82
24/2433/34Oct 2$0.28$0.2257%1.27$23.72$33.28
24/2532/32Oct 2$0.33$0.1744%1.94$24.67$31.83
23/2431/32Sep 25$0.25$0.2560%1.00$23.25$31.25
24/2533/34Oct 2$0.29$0.2152%1.38$24.71$33.29
24/2431/32Sep 25$0.28$0.2253%1.27$24.22$31.28
25/2631/32Oct 2$0.34$0.1638%2.12$25.16$31.34
26/2631/32Sep 25$0.32$0.1841%1.78$25.68$31.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$31.00$32.00$33.00Oct 16$0.06$0.949%15.67
$30.00$31.00$32.00Oct 30$0.07$0.938%13.29
$31.50$32.00$32.50Oct 2$0.05$0.456%9.00
$32.00$32.50$33.00Oct 2$0.05$0.454%9.00
$28.00$28.50$29.00Sep 25$0.07$0.439%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Sep 25$0.12$0.8817%7.33
$23.50$24.00$24.50Sep 25$0.06$0.447%7.33
$22.50$23.00$23.50Sep 25$0.07$0.435%6.14
$24.50$25.00$25.50Oct 30$0.08$0.425%5.25
$26.00$26.50$27.00Sep 25$0.13$0.379%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. 24 found (best net $-0.75, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.50$33.001:2Oct 9-$0.36$2.14
$32.00$33.001:2Sep 25-$0.23$0.77
$31.00$31.501:2Sep 25-$0.45$0.05
$33.00$33.501:2Oct 2-$0.46$0.04
$32.00$33.001:2Oct 16-$0.86$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$27.501:2Oct 16-$0.75$1.75
$25.00$23.001:2Oct 16$0.00$2.00
$27.50$25.001:2Oct 16-$0.55$1.95
$23.50$23.001:2Sep 25-$0.08$0.42
$27.00$25.501:2Oct 2-$0.55$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 7.51%, avg 4.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 23$2.100.447.3%7.51%14.81%12137
$31.00Oct 30$1.700.4110.9%6.08%16.95%--11
$32.00Oct 30$1.450.3714.4%5.19%19.64%387
$30.00Oct 30$1.950.457.3%6.97%14.27%260
$29.50Oct 23$2.000.465.5%7.15%12.66%26212
$30.00Oct 16$1.800.437.3%6.44%13.73%671.3K
$28.50Oct 16$2.350.511.9%8.40%10.34%11
$28.00Oct 30$2.600.540.1%9.30%9.44%39
$32.00Oct 23$1.200.3514.4%4.29%18.74%3080
$29.00Oct 30$2.100.493.7%7.51%11.23%--25

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 3,258
Total Puts 266
Put/Call Ratio 0.08
Net Difference 2,992

Prior's Put/Call Breakdown

Total Calls 1,221
Total Puts 179
Put/Call Ratio 0.15
Net Difference 1,042

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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