Tour v528
FSLY
FASTLY INC A
$27.93 +1.86%
9/22 10:10

Option Volume

Detail
Current (09/22 10:10am) 3,726
Calls: 3,406 (91%)
Puts: 320 (9%)
Prior (08/11) 1,443
Calls: 1,248 (86%)
Puts: 195 (14%)
Current vs Prior +158.21%
Calls: +172.92% (Calls)
Puts: +64.10% (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 -86.63%
Calls: -84.25%
Puts: -94.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:10am) $607.3K
Calls: $579.8K (95%)
Puts: $27.5K (5%)
Prior (08/11) $198.3K
Calls: $179.7K (91%)
Puts: $18.6K (9%)
Current vs Prior +206.30%
Calls: +222.71%
Puts: +47.74%
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 -92.95%
Calls: -92.69%
Puts: -95.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:10am) 0.09
Prior (08/11) 0.16
Current vs Prior -39.87%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -64.85%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:10am) 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 14.36% | 15.93%21.41% | 33.83%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior +6.98% | +0.89%+0.36% | +5.67%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -9.06% | -16.84%+16.83% | +26.94%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod +6.98% | +0.89%+0.36% | +5.67%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 32.24% | 56.25%
Calls: 17.68% | 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 -53.98% | +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 -7.60% | +159.13%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($579.8K) vs puts ($27.5K). Massive premium surge with dollar volume up 206% vs prior. Unusually high activity with volume up 158% vs prior - elevated interest. Extreme bullish P/C ratio of 0.09 - heavy call buying (3,406 calls vs 320 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
10:10BULLISHBULLISHBULLISH
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 2 of results (avg 7.8%, best 6.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 166.006.40$6.206.5%110.855.6K
$25.00Oct 164.204.60$4.409.1%1100.712.3K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.901.05$0.9815.3%1.3K0.346.5K
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 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 253.905.50$4.7034.0%100.942.0K
$22.50Sep 254.106.60$5.3546.7%--0.94111
$23.50Sep 254.505.00$4.7510.5%--0.92236
$24.00Sep 254.005.20$4.6026.1%--0.87255
$22.50Oct 25.506.40$5.9515.1%--0.8748
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.6513
$29.00Sep 251.653.40$2.5369.2%--0.5715
$30.00Oct 163.704.80$4.2525.9%--0.5612
$29.00Oct 233.104.30$3.7032.4%100.50--

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 3.5K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.901.05$0.9815.3%1.3K0.346.5K
$31.00Oct 161.251.90$1.5841.1%5050.375
$29.50Oct 21.401.80$1.6025.0%3210.43126
$29.50Oct 232.002.75$2.3831.5%2620.4712
$28.00Sep 251.551.85$1.7017.6%2320.51284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.801.30$1.0547.6%530.3536
$24.00Sep 250.250.45$0.3557.1%490.15265
$25.00Sep 250.400.60$0.5040.0%330.21789
$23.50Sep 250.150.30$0.2268.2%260.11867
$27.50Oct 21.302.70$2.0070.0%220.448

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 79.8%, max 113.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 30186.2%87.1%113.9%25309
$31.00Sep 25Oct 30185.9%92.3%101.4%67176
$28.00Sep 25Oct 30177.0%90.6%95.4%235293
$32.00Sep 25Oct 30183.4%94.0%95.1%43232
$28.50Sep 25Oct 23180.5%93.3%93.5%1784
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 16186.2%90.8%105.0%922
$29.00Sep 25Oct 23174.7%95.6%82.8%1015
$24.00Sep 25Oct 30158.2%86.6%82.7%49280
$24.50Sep 25Oct 30161.0%89.5%79.8%--259
$25.50Sep 25Oct 30157.8%89.8%75.8%649

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 89 found (best R:R 1.86, avg 1.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$25.00Oct 16$0.35$0.65$0.3576%1.86$24.35
$23.50$24.00Sep 25$0.15$0.35$0.1592%2.33$23.65
$29.00$30.00Oct 30$0.17$0.83$0.1749%4.88$29.17
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$26.50$26.00Sep 25$0.10$0.40$0.1035%4.00$26.40
$28.00$27.50Sep 25$0.18$0.32$0.1849%1.78$27.82
$29.00$28.00Sep 25$0.50$0.50$0.5058%1.00$28.50
$30.00$29.00Sep 25$0.62$0.38$0.6265%0.61$29.38
$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. 53 found (best R:R 0.54, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.00$31.00Oct 16$0.57$0.57$0.4356%1.33$30.57
$30.00$30.50Oct 2$0.30$0.30$0.2060%1.50$30.30
$28.50$29.00Oct 2$0.28$0.28$0.2251%1.27$28.78
$28.50$29.00Sep 25$0.26$0.26$0.2454%1.08$28.76
$30.00$30.50Sep 25$0.18$0.18$0.3266%0.56$30.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.70$0.70$1.3071%0.54$24.30
$24.50$22.50Oct 9$0.55$0.55$1.4575%0.38$23.95
$24.50$24.00Oct 30$0.28$0.28$0.2272%1.27$24.22
$27.50$25.00Oct 16$1.00$1.00$1.5056%0.67$26.50
$25.50$25.00Sep 25$0.23$0.23$0.2774%0.85$25.27

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$0.24186.2%116.8%
$28.50Sep 25Oct 2$0.35180.5%116.9%
$29.00Sep 25Oct 2$0.33174.7%112.7%
$28.00Sep 25Oct 2$0.38177.0%116.0%
$30.50Sep 25Oct 2$0.35172.5%115.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Sep 25Oct 23$1.17174.7%95.6%
$30.00Sep 25Oct 16$1.10176.9%106.3%
$27.50Sep 25Oct 2$0.15186.2%116.8%
$27.00Sep 25Oct 2$0.48154.2%116.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 12.32% of stock, avg 15.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.00Sep 25$2.17$1.27$3.44$23.56$30.4412.32%
$26.00Sep 25$2.70$0.95$3.65$22.35$29.6513.07%
$26.50Sep 25$2.63$1.05$3.68$22.82$30.1813.18%
$28.00Sep 25$1.70$2.03$3.73$24.27$31.7313.35%
$29.00Sep 25$1.27$2.53$3.80$25.20$32.8013.61%
$25.50Sep 25$3.10$0.73$3.83$21.67$29.3313.71%
$27.50Sep 25$1.98$1.85$3.83$23.67$31.3313.71%
$30.00Sep 25$0.98$3.15$4.13$25.87$34.1314.79%
$27.00Oct 2$2.40$1.75$4.15$22.85$31.1514.86%
$27.50Oct 2$2.22$2.00$4.22$23.28$31.7215.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 5.12% of stock, avg 10.66%)

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
$30.50$26.50Sep 25$0.80$1.05$1.85$24.65$32.35
$30.00$26.00Sep 25$0.98$0.95$1.93$24.07$31.93
$33.00$24.50Oct 9$0.93$1.05$1.98$22.52$34.98
$33.00$23.00Oct 16$1.08$0.75$1.83$21.17$34.83
$30.00$26.50Sep 25$0.98$1.05$2.03$24.47$32.03
$30.50$24.50Oct 2$1.15$0.75$1.90$22.60$32.40
$33.00$25.00Oct 9$0.93$1.25$2.18$22.82$35.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 2.57, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
25/2632/32Sep 25$0.36$0.1448%2.57$25.14$31.86
26/2630/30Sep 25$0.40$0.1034%4.00$25.60$30.40
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
26/2632/32Sep 25$0.35$0.1543%2.33$25.65$31.85
24/2430/30Sep 25$0.31$0.1951%1.63$23.69$30.31
24/2432/32Sep 25$0.26$0.2459%1.08$23.74$31.76
25/2631/32Sep 25$0.33$0.1745%1.94$25.17$31.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 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
$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
$29.50$30.00$30.50Oct 23$0.06$0.445%7.33
$26.50$27.00$27.50Oct 16$0.08$0.426%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Sep 25$0.12$0.8816%7.33
$22.50$23.00$23.50Sep 25$0.06$0.442%7.33
$24.50$25.00$25.50Oct 30$0.08$0.425%5.25
$23.00$23.50$24.00Sep 25$0.09$0.416%4.56
$26.00$26.50$27.00Sep 25$0.12$0.389%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.65, 21 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
$31.50$32.001:2Sep 25-$0.44$0.06
$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-$0.65$1.85
$27.50$25.001:2Oct 16-$0.45$2.05
$25.00$23.001:2Oct 16-$0.05$1.95
$24.00$23.501:2Sep 25-$0.09$0.41
$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 8.23%, avg 4.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$2.300.467.4%8.23%15.65%360
$31.00Oct 30$1.700.4111.0%6.09%17.08%--11
$32.00Oct 30$1.450.3714.6%5.19%19.76%387
$30.00Oct 16$1.900.447.4%6.80%14.21%681.3K
$30.00Oct 23$1.900.447.4%6.80%14.21%12137
$29.50Oct 23$2.000.475.6%7.16%12.78%26212
$28.50Oct 16$2.400.512.0%8.59%10.63%11
$28.00Oct 30$2.600.540.2%9.31%9.56%39
$30.50Oct 23$1.550.429.2%5.55%14.75%162
$32.00Oct 23$1.200.3514.6%4.30%18.87%3080

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,406
Total Puts 320
Put/Call Ratio 0.09
Net Difference 3,086

Prior's Put/Call Breakdown

Total Calls 1,248
Total Puts 195
Put/Call Ratio 0.16
Net Difference 1,053

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All