Tour v528
FSLY
FASTLY INC A
$27.74 +1.15%
9/22 10:20

Option Volume

Detail
Current (09/22 10:20am) 4,447
Calls: 4,015 (90%)
Puts: 432 (10%)
Prior (08/11) 1,932
Calls: 1,658 (86%)
Puts: 274 (14%)
Current vs Prior +130.18%
Calls: +142.16% (Calls)
Puts: +57.66% (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 -84.05%
Calls: -81.43%
Puts: -93.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:20am) $685.6K
Calls: $646.7K (94%)
Puts: $38.8K (6%)
Prior (08/11) $292.2K
Calls: $270.3K (93%)
Puts: $21.8K (7%)
Current vs Prior +134.65%
Calls: +139.24%
Puts: +77.78%
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 -92.04%
Calls: -91.85%
Puts: -94.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:20am) 0.11
Prior (08/11) 0.17
Current vs Prior -34.89%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -59.76%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:20am) 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 13.16% | 16.22%21.20% | 33.53%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior -1.96% | +2.73%-0.65% | +4.70%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -16.65% | -15.33%+15.66% | +25.79%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod -1.96% | +2.73%-0.65% | +4.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.62% | 61.73%
Calls: 23.44% | 48.89%
Puts: 31.79% | 74.56%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -60.57% | +114.19%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg -20.84% | +184.38%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($646.7K) vs puts ($38.8K). Massive premium surge with dollar volume up 135% vs prior. Unusually high activity with volume up 130% vs prior - elevated interest. Extreme bullish P/C ratio of 0.11 - heavy call buying (4,015 calls vs 432 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
10:20BULLISHBULLISHBULLISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Oct 165.806.40$6.109.8%110.845.6K
PUTS (0)
No puts meet the criteria

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. 67 found (avg delta 0.68, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Sep 253.905.50$4.7034.0%100.912.0K
$22.50Sep 254.106.60$5.3546.7%--0.91111
$23.50Sep 254.305.00$4.6515.1%--0.89236
$22.50Oct 25.406.40$5.9016.9%--0.8748
$23.00Oct 24.305.80$5.0529.7%10.8761
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 163.704.80$4.2525.9%--0.5712
$29.00Oct 233.104.30$3.7032.4%100.51--

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 4.2K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.801.00$0.9022.2%1.5K0.346.5K
$29.50Oct 21.401.80$1.6025.0%6210.43126
$31.00Oct 161.251.90$1.5841.1%5050.385
$28.00Sep 251.251.80$1.5335.9%2650.51284
$29.50Oct 232.002.75$2.3831.5%2620.4712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.801.35$1.0850.9%1030.3536
$25.00Sep 250.400.70$0.5554.5%730.22789
$24.00Sep 250.250.45$0.3557.1%490.15265
$23.50Sep 250.200.30$0.2540.0%270.12867
$27.50Oct 21.752.65$2.2040.9%240.448

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 73.1%, max 120.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 30191.8%87.1%120.3%26309
$31.00Sep 25Oct 30171.0%92.4%85.0%67176
$29.00Sep 25Oct 30167.8%91.0%84.5%26620
$33.00Sep 25Oct 16177.5%96.4%84.0%5786
$24.50Sep 25Oct 30164.5%89.6%83.7%1162
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 16191.8%89.1%115.3%922
$24.50Sep 25Oct 30164.5%89.6%83.7%--259
$25.50Sep 25Oct 30161.8%89.8%80.2%649
$25.00Sep 25Oct 30158.0%88.7%78.1%73829
$29.00Sep 25Oct 23167.8%95.7%75.3%1015

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 1.50, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$24.00$25.00Oct 16$0.40$0.60$0.4076%1.50$24.40
$23.50$24.00Sep 25$0.10$0.40$0.1088%4.00$23.60
$29.00$30.00Oct 30$0.17$0.83$0.1750%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
$27.00$26.50Oct 2$0.12$0.38$0.1240%3.17$26.88
$30.00$29.00Sep 25$0.62$0.38$0.6266%0.61$29.38
$25.00$24.50Oct 30$0.18$0.32$0.1831%1.78$24.82
$27.00$26.50Sep 25$0.22$0.28$0.2240%1.27$26.78
$24.50$24.00Sep 25$0.13$0.37$0.1319%2.85$24.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.84, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$31.50$32.00Sep 25$0.20$0.20$0.3074%0.67$31.70
$29.50$30.00Sep 25$0.23$0.23$0.2761%0.85$29.73
$28.50$29.00Oct 2$0.28$0.28$0.2251%1.27$28.78
$30.00$31.00Oct 30$0.45$0.45$0.5554%0.82$30.45
$31.50$32.00Oct 2$0.15$0.15$0.3570%0.43$31.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$27.50$25.00Oct 16$1.14$1.14$1.3656%0.84$26.36
$24.50$22.50Oct 9$0.55$0.55$1.4575%0.38$23.95
$26.50$26.00Sep 25$0.33$0.33$0.1765%1.94$26.17
$25.00$23.00Oct 16$0.58$0.58$1.4271%0.41$24.42
$26.50$25.50Oct 2$0.48$0.48$0.5263%0.92$26.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.49, cheapest $1.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.50Sep 25Oct 2$0.33191.8%127.1%
$30.00Sep 25Oct 2$0.15162.6%101.6%
$29.00Sep 25Oct 2$0.35167.8%113.5%
$30.50Sep 25Oct 2$0.35168.8%115.7%
$29.50Sep 25Oct 2$0.47172.5%123.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Sep 25Oct 23$1.17167.8%95.7%
$30.00Sep 25Oct 16$1.10162.6%97.6%
$27.50Sep 25Oct 2$0.35191.8%127.1%
$27.00Sep 25Oct 2$0.45161.8%116.2%
$26.50Sep 25Oct 2$0.55160.8%122.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 11.75% of stock, avg 16.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Sep 25$1.53$1.73$3.26$24.74$31.2611.75%
$27.00Sep 25$2.10$1.30$3.40$23.60$30.4012.26%
$26.00Sep 25$2.70$0.75$3.45$22.55$29.4512.44%
$26.50Sep 25$2.63$1.08$3.71$22.79$30.2113.37%
$27.50Sep 25$1.92$1.85$3.77$23.73$31.2713.59%
$29.00Sep 25$1.25$2.53$3.78$25.22$32.7813.63%
$25.50Sep 25$3.10$0.73$3.83$21.67$29.3313.81%
$25.00Sep 25$3.40$0.55$3.95$21.05$28.9514.24%
$30.00Sep 25$0.90$3.15$4.05$25.95$34.0514.60%
$27.00Oct 2$2.45$1.75$4.20$22.80$31.2015.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 5.59% of stock, avg 11.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Sep 25$0.80$0.75$1.55$24.45$32.05
$33.00$22.50Oct 9$0.93$0.50$1.43$21.07$34.43
$30.00$26.00Sep 25$0.90$0.75$1.65$24.35$31.65
$33.00$22.50Oct 16$1.08$0.60$1.68$20.82$34.68
$30.50$26.50Sep 25$0.80$1.08$1.88$24.62$32.38
$30.00$26.50Sep 25$0.90$1.08$1.98$24.52$31.98
$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
$29.50$26.00Sep 25$1.13$0.75$1.88$24.12$31.38
$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. 14 found (best R:R 3.17, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
25/2632/32Sep 25$0.38$0.1248%3.17$25.12$31.88
24/2432/32Sep 25$0.33$0.1755%1.94$24.17$31.83
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$0.1849%1.78$23.68$31.82
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
25/2631/32Oct 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
25/2630/31Sep 25$0.30$0.2043%1.50$25.20$30.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 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
$28.00$28.50$29.00Sep 25$0.08$0.428%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$24.50$25.00$25.50Oct 30$0.07$0.435%6.14
$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
$25.00$27.50$30.00Oct 16$0.64$1.8629%2.91

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.19, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.50$33.001:2Oct 9-$0.36$2.14
$32.00$33.001:2Sep 25-$0.30$0.70
$31.50$32.001:2Sep 25-$0.30$0.20
$28.50$30.001:2Oct 16-$1.27$0.23
$32.00$33.001:2Oct 16-$0.86$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 16-$0.19$2.31
$30.00$27.501:2Oct 16-$0.69$1.81
$25.00$23.001:2Oct 16-$0.17$1.83
$23.50$23.001:2Sep 25-$0.11$0.39
$24.00$23.501:2Sep 25-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 8.29%, avg 4.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Oct 30$2.300.468.2%8.29%16.44%360
$31.00Oct 30$1.700.4111.8%6.13%17.88%--11
$32.00Oct 30$1.450.3715.4%5.23%20.58%387
$30.00Oct 23$1.900.448.2%6.85%15.00%12137
$29.50Oct 23$2.000.476.3%7.21%13.55%26212
$28.00Oct 30$2.600.540.9%9.37%10.31%39
$29.00Oct 30$2.100.494.5%7.57%12.11%--25
$30.50Oct 23$1.550.429.9%5.59%15.54%162
$32.00Oct 23$1.200.3515.4%4.33%19.68%3080
$30.00Oct 16$1.700.438.2%6.13%14.28%691.3K

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 4,015
Total Puts 432
Put/Call Ratio 0.11
Net Difference 3,583

Prior's Put/Call Breakdown

Total Calls 1,658
Total Puts 274
Put/Call Ratio 0.17
Net Difference 1,384

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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