Tour v528
FSLY
FASTLY INC A
$27.15 -0.98%
9/22 10:30

Option Volume

Detail
Current (09/22 10:30am) 4,807
Calls: 4,305 (90%)
Puts: 502 (10%)
Prior (08/11) 2,720
Calls: 2,412 (89%)
Puts: 308 (11%)
Current vs Prior +76.73%
Calls: +78.48% (Calls)
Puts: +62.99% (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 -82.76%
Calls: -80.09%
Puts: -91.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 10:30am) $672.8K
Calls: $623.7K (93%)
Puts: $49.0K (7%)
Prior (08/11) $399.5K
Calls: $374.0K (94%)
Puts: $25.5K (6%)
Current vs Prior +68.41%
Calls: +66.80%
Puts: +92.05%
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 -92.19%
Calls: -92.14%
Puts: -92.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 10:30am) 0.12
Prior (08/11) 0.13
Current vs Prior -8.68%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -56.39%
Sentiment BULLISH

Open Interest

Detail
Current (09/22 10:30am) 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 13.08% | 16.87%20.44% | 31.49%
Prior 13.42% | 15.79%21.33% | 32.02%
Current vs Prior -2.57% | +6.83%-4.18% | -1.65%
Prior 7-Day Avg 15.79% | 19.16%18.33% | 26.65%
Current vs 7-Day Avg -17.18% | -11.95%+11.54% | +18.15%
Prior 7-Day Eod 13.42% | 15.79%21.33% | 32.02%
Current vs 7-Day Eod -2.57% | +6.83%-4.18% | -1.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 52.81% | 38.31%
Calls: 22.86% | 35.71%
Puts: 82.76% | 40.91%
Prior 70.05% | 28.82%
Calls: 92.86% | 31.82%
Puts: 47.24% | 25.82%
Current vs Prior -24.61% | +32.93%
Prior 7-Day Avg 34.89% | 21.71%
Calls: 41.01% | 21.13%
Puts: 28.78% | 22.29%
Current vs 7-Day Avg +51.36% | +76.49%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($623.7K) vs puts ($49.0K). Elevated premium activity with dollar volume up 68% vs prior. Above-average activity with volume up 77% vs prior. Extreme bullish P/C ratio of 0.12 - heavy call buying (4,305 calls vs 502 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
10:30BULLISHBULLISHBULLISH
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. 2 found (avg $0.86, cheapest $0.95)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$29.00Sep 250.901.00$0.9510.5%450.37595
$30.00Sep 250.700.85$0.7719.5%1.7K0.296.5K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 255.006.40$5.7024.6%--0.93358
$22.50Sep 254.106.00$5.0537.6%--0.92111
$22.00Oct 25.306.40$5.8518.8%--0.9043
$23.00Sep 254.104.90$4.5017.8%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%--0.6315
$30.00Oct 164.104.70$4.4013.6%--0.6012
$28.00Sep 251.402.60$2.0060.0%10.5518
$29.00Oct 233.104.30$3.7032.4%100.53--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 4.5K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 250.700.85$0.7719.5%1.7K0.296.5K
$29.50Oct 21.201.60$1.4028.6%6280.40126
$31.00Oct 161.301.60$1.4520.7%5050.365
$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 250.801.75$1.2774.8%1030.4236
$25.00Sep 250.401.00$0.7085.7%730.27789
$24.00Sep 250.350.50$0.4334.9%580.19265
$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 75.5%, max 103.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.50Sep 25Oct 23197.0%96.7%103.6%17246
$28.00Sep 25Oct 30187.1%92.6%102.1%270293
$27.50Sep 25Oct 30169.8%85.4%98.8%26309
$29.00Sep 25Oct 30183.9%92.5%98.8%45620
$30.00Sep 25Oct 30180.8%91.8%97.0%1.7K6.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$29.00Sep 25Oct 23184.4%96.6%91.0%1015
$23.50Sep 25Oct 23167.5%90.8%84.5%40874
$30.00Sep 25Oct 16180.8%98.7%83.2%--25
$24.00Sep 25Oct 30150.8%86.4%74.6%58280
$26.00Sep 25Oct 30153.0%88.3%73.3%14120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 0.67, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$22.50$24.00Oct 16$0.90$0.60$0.9084%0.67$23.40
$31.00$32.00Oct 30$0.13$0.87$0.1341%6.69$31.13
$23.50$24.00Oct 23$0.15$0.35$0.1578%2.33$23.65
$24.50$25.00Oct 2$0.15$0.35$0.1577%2.33$24.65
$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$0.20$0.30$0.2055%1.50$27.80
$29.00$28.00Sep 25$0.53$0.47$0.5363%0.89$28.47
$30.00$29.00Sep 25$0.62$0.38$0.6270%0.61$29.38
$26.50$26.00Sep 25$0.17$0.33$0.1742%1.94$26.33
$28.00$27.50Oct 2$0.25$0.25$0.2551%1.00$27.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 0.60, avg 0.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$30.50$31.00Sep 25$0.30$0.30$0.2072%1.50$30.80
$29.50$30.00Oct 2$0.35$0.35$0.1560%2.33$29.85
$28.50$29.00Oct 2$0.35$0.35$0.1552%2.33$28.85
$28.00$28.50Sep 25$0.32$0.32$0.1855%1.78$28.32
$27.50$28.00Oct 16$0.35$0.35$0.1545%2.33$27.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$25.00$23.00Oct 16$0.75$0.75$1.2569%0.60$24.25
$24.50$22.50Oct 9$0.55$0.55$1.4573%0.38$23.95
$26.00$25.50Sep 25$0.32$0.32$0.1863%1.78$25.68
$26.50$25.50Oct 2$0.48$0.48$0.5260%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 $0.55, cheapest $1.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Sep 25Oct 2$0.45187.1%116.5%
$29.50Sep 25Oct 2$0.42188.7%119.7%
$29.00Sep 25Oct 2$0.58183.9%117.2%
$27.00Sep 25Oct 2$0.63175.0%115.4%
$27.50Sep 25Oct 2$0.72169.8%118.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$29.00Sep 25Oct 23$1.17184.4%96.6%
$28.00Sep 25Oct 2$0.45187.7%116.5%
$26.00Sep 25Oct 30$1.23153.0%88.3%
$27.00Sep 25Oct 2$0.08175.7%115.4%
$27.50Sep 25Oct 2$0.40170.4%118.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 12.08% of stock, avg 16.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Sep 25$1.48$1.80$3.28$24.22$30.7812.08%
$26.00Sep 25$2.35$1.10$3.45$22.55$29.4512.71%
$28.00Sep 25$1.45$2.00$3.45$24.55$31.4512.71%
$29.00Sep 25$0.95$2.53$3.48$25.52$32.4812.82%
$27.00Sep 25$1.75$1.80$3.55$23.45$30.5513.08%
$26.50Sep 25$2.40$1.27$3.67$22.83$30.1713.52%
$25.50Sep 25$2.90$0.78$3.68$21.82$29.1813.55%
$25.00Sep 25$3.15$0.70$3.85$21.15$28.8514.18%
$24.50Sep 25$3.60$0.48$4.08$20.42$28.5815.03%
$27.00Oct 2$2.38$1.88$4.26$22.74$31.2615.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 6.19% of stock, avg 10.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$29.50$25.00Sep 25$0.98$0.70$1.68$23.32$31.18
$29.50$25.50Sep 25$0.98$0.78$1.76$23.74$31.26
$29.00$25.00Sep 25$0.95$0.70$1.65$23.35$30.65
$29.00$25.50Sep 25$0.95$0.78$1.73$23.77$30.73
$29.00$26.00Sep 25$0.95$1.10$2.05$23.95$31.05
$28.50$25.50Sep 25$1.13$0.78$1.91$23.59$30.41
$28.50$25.00Sep 25$1.13$0.70$1.83$23.17$30.33
$30.00$25.00Oct 2$1.05$0.93$1.98$23.02$31.98
$29.50$26.00Sep 25$0.98$1.10$2.08$23.92$31.58
$32.00$22.50Oct 16$1.25$0.60$1.85$20.65$33.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 3.55, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
24/2532/32Sep 25$0.39$0.1151%3.55$24.61$31.89
23/2432/32Sep 25$0.30$0.2061%1.50$23.20$31.80
23/2430/30Sep 25$0.34$0.1649%2.12$23.16$29.84
24/2432/32Oct 2$0.32$0.1849%1.78$23.68$31.82
25/2632/32Oct 2$0.37$0.1338%2.85$25.13$31.87
24/2532/32Oct 2$0.33$0.1743%1.94$24.67$31.83
22/2232/32Oct 2$0.25$0.2557%1.00$22.25$31.75
24/2431/32Oct 2$0.29$0.2146%1.38$23.71$31.29
25/2631/32Oct 2$0.34$0.1636%2.12$25.16$31.34
24/2531/32Oct 2$0.30$0.2040%1.50$24.70$31.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$29.00$29.50$30.00Oct 9$0.05$0.457%9.00
$31.50$32.00$32.50Oct 2$0.05$0.456%9.00
$30.00$31.00$32.00Oct 16$0.10$0.909%9.00
$22.50$23.00$23.50Sep 25$0.10$0.408%4.00
$24.00$24.50$25.00Oct 9$0.10$0.406%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$28.00$29.00$30.00Sep 25$0.09$0.9115%10.11
$26.50$27.00$27.50Oct 2$0.07$0.438%6.14
$24.50$25.00$25.50Oct 30$0.07$0.435%6.14
$22.00$22.50$23.00Sep 25$0.08$0.425%5.25
$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. 24 found (best net $-0.35, 22 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$30.50$31.001:2Sep 25-$0.20$0.30
$31.50$32.001:2Sep 25-$0.21$0.29
$28.50$30.001:2Oct 16-$1.25$0.25
$30.50$32.001:2Oct 23-$1.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$27.50$25.001:2Oct 16-$0.35$2.15
$25.00$23.001:2Oct 16$0.00$2.00
$30.00$27.501:2Oct 16-$0.90$1.60
$23.00$22.501:2Sep 25-$0.10$0.40
$23.50$23.001:2Sep 25-$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.34%, avg 4.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$32.00Oct 30$1.450.3817.9%5.34%23.20%387
$30.00Oct 30$1.900.4510.5%7.00%17.50%360
$31.00Oct 30$1.500.4114.2%5.52%19.71%--11
$28.00Oct 30$2.600.553.1%9.58%12.71%39
$29.00Oct 30$2.100.506.8%7.73%14.55%--25
$30.50Oct 23$1.550.4212.3%5.71%18.05%162
$30.00Oct 23$1.700.4310.5%6.26%16.76%12137
$27.50Oct 30$2.700.571.3%9.94%11.23%--14
$32.00Oct 23$1.200.3517.9%4.42%22.28%3080
$29.50Oct 23$1.800.468.7%6.63%15.29%26212

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 4,305
Total Puts 502
Put/Call Ratio 0.12
Net Difference 3,803

Prior's Put/Call Breakdown

Total Calls 2,412
Total Puts 308
Put/Call Ratio 0.13
Net Difference 2,104

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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