Tour v528
FSLY
FASTLY INC A
$27.19 -0.84%
9/22 10:25

Option Volume

Detail
Current (09/22 10:25am) 4,748
Calls: 4,257 (90%)
Puts: 491 (10%)
Prior (08/11) 2,012
Calls: 1,728 (86%)
Puts: 284 (14%)
Current vs Prior +135.98%
Calls: +146.35% (Calls)
Puts: +72.89% (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 -82.97%
Calls: -80.31%
Puts: -92.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:25am) $680.1K
Calls: $632.8K (93%)
Puts: $47.4K (7%)
Prior (08/11) $310.8K
Calls: $288.2K (93%)
Puts: $22.6K (7%)
Current vs Prior +118.80%
Calls: +119.54%
Puts: +109.32%
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 -92.11%
Calls: -92.02%
Puts: -93.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:25am) 0.12
Prior (08/11) 0.16
Current vs Prior -29.82%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -56.88%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:25am) 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 13.46% | 16.99%20.60% | 31.08%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior +0.30% | +7.60%-3.46% | -2.94%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -14.74% | -11.31%+12.38% | +16.60%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod +0.30% | +7.60%-3.46% | -2.94%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.03% | 40.08%
Calls: 28.50% | 39.26%
Puts: 37.57% | 40.91%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -52.85% | +39.07%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg -5.33% | +84.64%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($632.8K) vs puts ($47.4K). Massive premium surge with dollar volume up 119% vs prior. Unusually high activity with volume up 136% vs prior - elevated interest. Extreme bullish P/C ratio of 0.12 - heavy call buying (4,257 calls vs 491 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
10:25BULLISHBULLISHBULLISH
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 -- 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 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 255.006.40$5.7024.6%--0.92358
$22.00Oct 25.306.40$5.8518.8%--0.9143
$22.50Sep 254.106.60$5.3546.7%--0.91111
$23.00Sep 253.905.50$4.7034.0%100.882.0K
$22.00Oct 95.306.90$6.1026.2%--0.88105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 252.304.00$3.1554.0%--0.7013
$29.00Sep 251.653.40$2.5369.2%--0.6215
$30.00Oct 163.704.80$4.2525.9%--0.6012
$28.00Sep 251.452.40$1.9249.5%10.5418
$29.00Oct 233.104.30$3.7032.4%100.52--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 4.5K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.700.90$0.8025.0%1.7K0.306.5K
$29.50Oct 21.201.60$1.4028.6%6270.41126
$31.00Oct 161.251.90$1.5841.1%5050.375
$28.00Sep 251.101.80$1.4548.3%2670.45284
$29.50Oct 231.802.75$2.2841.7%2620.4612
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Sep 250.801.55$1.1863.6%1030.4136
$25.00Sep 250.400.90$0.6576.9%730.26789
$24.00Sep 250.300.60$0.4566.7%490.19265
$22.00Sep 250.100.25$0.1883.3%380.08111
$23.50Sep 250.250.60$0.4381.4%280.17867

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 78.7%, max 114.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 30183.6%85.6%114.6%26309
$27.00Sep 25Oct 23185.5%91.2%103.5%772.4K
$30.50Sep 25Oct 23192.8%96.6%99.7%17246
$28.00Sep 25Oct 30181.7%92.4%96.7%270293
$30.00Sep 25Oct 30179.4%91.7%95.6%1.7K6.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$27.50Sep 25Oct 16183.6%92.9%97.7%922
$23.50Sep 25Oct 23171.0%90.9%88.1%40874
$26.00Sep 25Oct 30166.0%88.4%87.7%14120
$30.00Sep 25Oct 16179.4%97.7%83.6%--25
$24.00Sep 25Oct 30158.1%86.5%82.8%49280

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 80 found (best R:R 4.00, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$25.00$25.50Sep 25$0.10$0.40$0.1074%4.00$25.10
$22.50$24.00Oct 16$1.00$0.50$1.0085%0.50$23.50
$23.50$24.00Oct 23$0.15$0.35$0.1578%2.33$23.65
$28.50$30.00Oct 16$0.45$1.05$0.4550%2.33$28.95
$26.00$26.50Oct 23$0.10$0.40$0.1064%4.00$26.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$28.00$27.50Sep 25$0.19$0.31$0.1954%1.63$27.81
$30.00$29.00Sep 25$0.62$0.38$0.6270%0.61$29.38
$28.00$27.50Oct 2$0.20$0.30$0.2050%1.50$27.80
$25.50$25.00Sep 25$0.13$0.37$0.1330%2.85$25.37
$27.00$26.50Oct 2$0.22$0.28$0.2243%1.27$26.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 0.54, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$29.50$30.00Oct 2$0.35$0.35$0.1559%2.33$29.85
$27.50$28.00Oct 16$0.38$0.38$0.1245%3.17$27.88
$27.50$28.00Oct 9$0.35$0.35$0.1545%2.33$27.85
$28.00$28.50Oct 9$0.33$0.33$0.1748%1.94$28.33
$31.50$32.00Sep 25$0.17$0.17$0.3378%0.52$31.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.70$0.70$1.3069%0.54$24.30
$26.00$25.50Sep 25$0.39$0.39$0.1163%3.55$25.61
$24.50$22.50Oct 9$0.55$0.55$1.4574%0.38$23.95
$26.50$25.50Oct 2$0.48$0.48$0.5261%0.92$26.02
$24.00$22.50Oct 30$0.45$0.45$1.0573%0.43$23.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.59, cheapest $1.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$27.00Sep 25Oct 2$0.49185.5%115.7%
$29.50Sep 25Oct 2$0.42184.2%118.0%
$27.50Sep 25Oct 2$0.58183.6%120.6%
$29.00Sep 25Oct 2$0.52179.2%119.5%
$28.00Sep 25Oct 2$0.60181.7%122.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Sep 25Oct 16$1.10179.4%97.7%
$29.00Sep 25Oct 23$1.17179.2%99.5%
$26.00Sep 25Oct 30$1.16166.0%88.4%
$27.50Sep 25Oct 2$0.47183.6%120.6%
$28.00Sep 25Oct 2$0.48181.7%122.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 12.39% of stock, avg 17.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$28.00Sep 25$1.45$1.92$3.37$24.63$31.3712.39%
$27.50Sep 25$1.67$1.73$3.40$24.10$30.9012.50%
$26.50Sep 25$2.40$1.18$3.58$22.92$30.0813.17%
$29.00Sep 25$1.08$2.53$3.61$25.39$32.6113.28%
$26.00Sep 25$2.60$1.17$3.77$22.23$29.7713.87%
$27.00Sep 25$1.93$1.85$3.78$23.22$30.7813.90%
$25.00Sep 25$3.20$0.65$3.85$21.15$28.8514.16%
$25.50Sep 25$3.10$0.78$3.88$21.62$29.3814.27%
$24.50Sep 25$3.60$0.48$4.08$20.42$28.5815.01%
$27.00Oct 2$2.42$1.85$4.27$22.73$31.2715.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 5.99% of stock, avg 10.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Sep 25$0.98$0.65$1.63$23.37$31.13
$29.50$25.50Sep 25$0.98$0.78$1.76$23.74$31.26
$29.00$25.00Sep 25$1.08$0.65$1.73$23.27$30.73
$29.00$25.50Sep 25$1.08$0.78$1.86$23.64$30.86
$30.00$25.00Oct 2$1.05$0.93$1.98$23.02$31.98
$32.00$22.50Oct 16$1.25$0.60$1.85$20.65$33.85
$29.50$26.00Sep 25$0.98$1.17$2.15$23.85$31.65
$30.50$25.00Oct 2$1.15$0.93$2.08$22.92$32.58
$29.00$26.00Sep 25$1.08$1.17$2.25$23.75$31.25
$28.50$25.00Sep 25$1.27$0.65$1.92$23.08$30.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 1.78, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
23/2432/32Sep 25$0.32$0.1861%1.78$23.18$31.82
23/2430/31Sep 25$0.35$0.1555%2.33$23.15$30.85
24/2532/32Sep 25$0.34$0.1652%2.12$24.66$31.84
24/2530/31Sep 25$0.37$0.1345%2.85$24.63$30.87
23/2430/30Sep 25$0.33$0.1749%1.94$23.17$29.83
24/2432/32Oct 2$0.32$0.1849%1.78$23.68$31.82
25/2632/32Oct 2$0.37$0.1339%2.85$25.13$31.87
22/2232/32Oct 2$0.27$0.2357%1.17$22.23$31.77
24/2530/30Sep 25$0.35$0.1540%2.33$24.65$29.85
24/2532/32Oct 2$0.33$0.1743%1.94$24.67$31.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 4.68, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$31.50$32.00$32.50Oct 2$0.05$0.456%9.00
$29.00$29.50$30.00Oct 23$0.07$0.436%6.14
$28.50$29.00$29.50Oct 2$0.08$0.428%5.25
$27.50$28.00$28.50Oct 16$0.08$0.426%5.25
$29.00$29.50$30.00Oct 9$0.08$0.426%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$25.00$27.50$30.00Oct 16$0.44$2.0629%4.68
$22.00$22.50$23.00Sep 25$0.06$0.444%7.33
$22.50$23.00$23.50Sep 25$0.07$0.437%6.14
$24.50$25.00$25.50Oct 30$0.07$0.435%6.14
$23.00$23.50$24.00Oct 2$0.09$0.416%4.56

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 $-0.27, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$31.50$32.001:2Sep 25-$0.23$0.27
$30.50$31.001:2Sep 25-$0.40$0.10
$31.00$32.001:2Oct 16-$0.92$0.08
$30.50$32.001:2Oct 23-$1.18$0.32
$28.50$30.001:2Oct 16-$1.35$0.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 16-$0.27$2.23
$25.00$23.001:2Oct 16-$0.05$1.95
$30.00$27.501:2Oct 16-$1.01$1.49
$23.50$23.001:2Sep 25-$0.13$0.37
$23.00$22.501:2Sep 25-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.33%, avg 5.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Oct 30$1.450.3817.7%5.33%23.02%387
$31.00Oct 30$1.700.4114.0%6.25%20.26%--11
$30.00Oct 30$1.900.4510.3%6.99%17.32%360
$28.00Oct 30$2.600.553.0%9.56%12.54%39
$29.00Oct 30$2.100.506.7%7.72%14.38%--25
$30.50Oct 23$1.550.4212.2%5.70%17.87%162
$29.00Oct 23$2.050.496.7%7.54%14.20%--13
$30.00Oct 23$1.700.4310.3%6.25%16.59%12137
$32.00Oct 23$1.200.3517.7%4.41%22.10%3080
$27.50Oct 30$2.700.571.1%9.93%11.07%--14

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 4,257
Total Puts 491
Put/Call Ratio 0.12
Net Difference 3,766

Prior's Put/Call Breakdown

Total Calls 1,728
Total Puts 284
Put/Call Ratio 0.16
Net Difference 1,444

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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