Tour v528
FSLY
FASTLY INC A
$27.89 +1.71%
9/22 10:15

Option Volume

Detail
Current (09/22 10:15am) 4,139
Calls: 3,765 (91%)
Puts: 374 (9%)
Prior (08/11) 1,783
Calls: 1,565 (88%)
Puts: 218 (12%)
Current vs Prior +132.14%
Calls: +140.58% (Calls)
Puts: +71.56% (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 -85.15%
Calls: -82.59%
Puts: -94.02%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:15am) $662.9K
Calls: $631.8K (95%)
Puts: $31.1K (5%)
Prior (08/11) $266.1K
Calls: $246.3K (93%)
Puts: $19.8K (7%)
Current vs Prior +149.11%
Calls: +156.52%
Puts: +56.95%
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 -92.31%
Calls: -92.03%
Puts: -95.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:15am) 0.10
Prior (08/11) 0.14
Current vs Prior -28.69%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -62.86%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:15am) 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 13.19% | 15.96%21.08% | 33.52%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior -1.69% | +1.04%-1.18% | +4.70%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -16.42% | -16.72%+15.04% | +25.78%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod -1.69% | +1.04%-1.18% | +4.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.15% | 56.25%
Calls: 20.51% | 50.44%
Puts: 31.79% | 62.06%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -62.67% | +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 -25.05% | +159.13%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($631.8K) vs puts ($31.1K). Massive premium surge with dollar volume up 149% vs prior. Unusually high activity with volume up 132% vs prior - elevated interest. Extreme bullish P/C ratio of 0.10 - heavy call buying (3,765 calls vs 374 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
10:15BULLISHBULLISHBULLISH
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 8.6%, best 8.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 165.906.40$6.158.1%110.845.6K
$25.00Oct 164.204.60$4.409.1%1110.712.3K
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 $0.95, cheapest $0.95)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.901.00$0.9510.5%1.3K0.356.5K
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 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 253.905.50$4.7034.0%100.922.0K
$22.50Sep 254.106.60$5.3546.7%--0.92111
$23.50Sep 254.505.00$4.7510.5%--0.89236
$23.00Oct 24.305.80$5.0529.7%10.8761
$24.00Sep 254.005.20$4.6026.1%--0.86255
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.6513
$30.00Oct 163.704.80$4.2525.9%--0.5712
$29.00Sep 251.653.40$2.5369.2%--0.5715
$29.00Oct 233.104.30$3.7032.4%100.51--

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 3.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.901.00$0.9510.5%1.3K0.356.5K
$29.50Oct 21.401.80$1.6025.0%6210.43126
$31.00Oct 161.251.90$1.5841.1%5050.375
$29.50Oct 232.002.75$2.3831.5%2620.4712
$28.00Sep 251.551.85$1.7017.6%2520.53284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Sep 250.400.70$0.5554.5%730.21789
$26.50Sep 250.801.30$1.0547.6%530.3436
$24.00Sep 250.200.45$0.3375.8%490.14265
$23.50Sep 250.200.30$0.2540.0%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 80.7%, max 128.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 30198.9%87.1%128.4%25309
$26.00Sep 25Oct 30173.6%89.6%93.7%3446
$31.00Sep 25Oct 30176.5%92.4%91.1%67176
$24.50Sep 25Oct 30169.0%89.6%88.7%1162
$32.00Sep 25Oct 30175.0%94.0%86.1%43232
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 16198.9%90.8%118.9%922
$26.00Sep 25Oct 30173.6%89.6%93.7%1120
$24.50Sep 25Oct 30169.0%89.6%88.7%--259
$25.50Sep 25Oct 30167.0%89.8%86.0%649
$25.00Sep 25Oct 30162.7%88.7%83.5%73829

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 1.86, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$25.00Oct 16$0.35$0.65$0.3576%1.86$24.35
$29.00$30.00Oct 30$0.17$0.83$0.1749%4.88$29.17
$23.50$24.00Sep 25$0.15$0.35$0.1589%2.33$23.65
$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$0.1034%4.00$26.40
$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
$27.50$27.00Oct 2$0.25$0.25$0.2544%1.00$27.25
$26.00$25.50Oct 30$0.23$0.27$0.2336%1.17$25.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.38, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.50$30.00Oct 2$0.33$0.33$0.1757%1.94$29.83
$28.00$28.50Sep 25$0.30$0.30$0.2047%1.50$28.30
$28.50$29.00Oct 2$0.28$0.28$0.2251%1.27$28.78
$28.50$30.00Oct 16$0.73$0.73$0.7749%0.95$29.23
$30.00$31.00Oct 30$0.45$0.45$0.5554%0.82$30.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.50$22.50Oct 9$0.55$0.55$1.4575%0.38$23.95
$25.00$23.00Oct 16$0.63$0.63$1.3771%0.46$24.37
$27.50$25.00Oct 16$1.07$1.07$1.4356%0.75$26.43
$24.50$24.00Oct 30$0.28$0.28$0.2272%1.27$24.22
$23.50$23.00Oct 2$0.18$0.18$0.3283%0.56$23.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.52, cheapest $1.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Sep 25Oct 2$0.27198.9%116.8%
$27.00Sep 25Oct 2$0.28168.4%116.7%
$30.00Sep 25Oct 2$0.32164.0%113.8%
$29.00Sep 25Oct 2$0.33162.9%112.8%
$30.50Sep 25Oct 2$0.35162.9%115.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$26.00Sep 25Oct 30$1.38173.6%89.6%
$27.50Sep 25Oct 2$0.15198.9%116.8%
$29.00Sep 25Oct 23$1.17162.9%95.6%
$30.00Sep 25Oct 16$1.10164.0%97.5%
$27.00Sep 25Oct 2$0.45168.4%116.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 12.30% of stock, avg 16.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Sep 25$1.70$1.73$3.43$24.57$31.4312.30%
$27.00Sep 25$2.17$1.30$3.47$23.53$30.4712.44%
$26.00Sep 25$2.70$0.95$3.65$22.35$29.6513.09%
$26.50Sep 25$2.63$1.05$3.68$22.82$30.1813.19%
$27.50Sep 25$1.95$1.85$3.80$23.70$31.3013.62%
$29.00Sep 25$1.27$2.53$3.80$25.20$32.8013.62%
$25.50Sep 25$3.10$0.73$3.83$21.67$29.3313.73%
$30.00Sep 25$0.95$3.15$4.10$25.90$34.1014.70%
$27.00Oct 2$2.45$1.75$4.20$22.80$31.2015.06%
$27.50Oct 2$2.22$2.00$4.22$23.28$31.7215.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 5.13% of stock, avg 10.71%)

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
$30.50$26.50Sep 25$0.80$1.05$1.85$24.65$32.35
$33.00$22.50Oct 16$1.08$0.57$1.65$20.85$34.65
$30.00$26.00Sep 25$0.95$0.95$1.90$24.10$31.90
$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$0.95$1.05$2.00$24.50$32.00
$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. 22 found (best R:R 1.94, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2432/32Oct 2$0.33$0.1753%1.94$23.17$31.83
25/2632/32Oct 2$0.37$0.1340%2.85$25.13$31.87
24/2432/32Oct 2$0.32$0.1850%1.78$23.68$31.82
26/2632/32Sep 25$0.35$0.1543%2.33$25.65$31.85
24/2432/32Sep 25$0.28$0.2255%1.27$24.22$31.78
23/2431/32Oct 2$0.30$0.2050%1.50$23.20$31.30
24/2532/32Oct 2$0.33$0.1744%1.94$24.67$31.83
25/2632/32Sep 25$0.31$0.1948%1.63$25.19$31.81
25/2631/32Oct 2$0.34$0.1637%2.12$25.16$31.34
24/2431/32Oct 2$0.29$0.2147%1.38$23.71$31.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 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
$30.00$30.50$31.00Oct 2$0.07$0.435%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$23.50$24.00$24.50Sep 25$0.07$0.437%6.14
$24.50$25.00$25.50Oct 30$0.08$0.425%5.25
$22.50$23.00$23.50Sep 25$0.09$0.413%4.56
$24.50$25.00$25.50Sep 25$0.11$0.397%3.55
$24.00$24.50$25.00Oct 2$0.13$0.376%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 $-0.65, 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
$31.50$32.001:2Sep 25-$0.44$0.06
$28.50$30.001:2Oct 16-$1.17$0.33
$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-$0.31$2.19
$25.00$23.001:2Oct 16-$0.12$1.88
$27.00$25.501:2Oct 2-$0.55$0.95
$23.50$23.001:2Sep 25-$0.11$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 8.25%, avg 4.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$2.300.467.6%8.25%15.81%360
$31.00Oct 30$1.700.4111.2%6.10%17.25%--11
$32.00Oct 30$1.450.3714.7%5.20%19.94%387
$30.00Oct 23$1.900.447.6%6.81%14.38%12137
$29.50Oct 23$2.000.475.8%7.17%12.94%26212
$28.50Oct 16$2.400.512.2%8.61%10.79%11
$28.00Oct 30$2.600.540.4%9.32%9.72%39
$30.50Oct 23$1.550.429.4%5.56%14.92%162
$29.00Oct 30$2.100.494.0%7.53%11.51%--25
$32.00Oct 23$1.200.3514.7%4.30%19.04%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 3,765
Total Puts 374
Put/Call Ratio 0.10
Net Difference 3,391

Prior's Put/Call Breakdown

Total Calls 1,565
Total Puts 218
Put/Call Ratio 0.14
Net Difference 1,347

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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