Tour v533
FSLY
FASTLY INC A
$20.99 +1.89%
◀ 11/3 14:06 ▶

Option Volume

Detail
ℹ
Current (11/03 2:05pm) 4,119
Calls: 2,611 (63%)
Puts: 1,508 (37%)
Prior (10/09) 8,454
Calls: 6,939 (82%)
Puts: 1,515 (18%)
Current vs Prior -51.28%
Calls: -62.37% (Calls)
Puts: -0.46% (Puts)
Prior 7-Day Total 146,169
Calls: 125,276 (86%)
Puts: 20,893 (14%)
Prior 7-Day Average 20,881
Calls: 17,896 (86%)
Puts: 2,984 (14%)
Current vs Prior 7-Day Avg -80.27%
Calls: -85.41%
Puts: -49.48%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03 2:05pm) $549.1K
Calls: $256.0K (47%)
Puts: $293.2K (53%)
Prior (10/09) $1.53M
Calls: $1.38M (90%)
Puts: $150.5K (10%)
Current vs Prior -64.22%
Calls: -81.51%
Puts: +94.79%
Prior 7-Day Total $35.60M
Calls: $32.83M (92%)
Puts: $2.76M (8%)
Prior 7-Day Average $5.09M
Calls: $4.69M (92%)
Puts: $394.7K (8%)
Current vs Prior 7-Day Avg -89.20%
Calls: -94.54%
Puts: -25.72%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03 2:05pm) 0.58
Prior (10/09) 0.22
Current vs Prior +164.53%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +241.03%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03 2:05pm) 195,078
Calls: 99,883 (51%)
Puts: 95,195 (49%)
Prior (10/09) 236,761
Calls: 124,029 (52%)
Puts: 112,732 (48%)
Current vs Prior -17.61%
Prior 7-Day Total 1,425,290
Calls: 729,855 (51%)
Puts: 695,435 (49%)
Prior 7-Day Average 203,612
Calls: 104,265 (51%)
Puts: 99,347 (49%)
Current vs Prior 7-Day Avg -4.19%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 20.25% | 22.06%24.82% | 29.44%
Prior 7.38% | 14.09%20.21% | 32.83%
Current vs Prior +174.46% | +56.54%+22.79% | -10.32%
Prior 7-Day Avg 12.65% | 16.18%18.89% | 28.19%
Current vs 7-Day Avg +60.07% | +36.31%+31.39% | +4.45%
Prior 7-Day Eod 7.38% | 14.09%24.66% | 30.10%
Current vs 7-Day Eod +174.46% | +56.54%+0.65% | -2.17%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 13.43% | 12.21%
Calls: 21.74% | 8.00%
Puts: 5.13% | 16.43%
Prior 88.29% | 40.59%
Calls: 50.00% | 42.11%
Puts: 126.58% | 39.06%
Current vs Prior -84.79% | -69.92%
Prior 7-Day Avg 50.50% | 29.78%
Calls: 48.40% | 28.48%
Puts: 52.61% | 31.08%
Current vs 7-Day Avg -73.41% | -59.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 51% vs prior. Bullish P/C ratio of 0.58. P/C ratio rising 165% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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
14:05BEARISHBULLISHBULLISH
10:35BULLISHBULLISHBULLISH
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 33 of results (avg 7.7%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Nov 202.903.10$3.006.7%20.63131
$24.00Nov 201.451.55$1.506.7%--0.3931
$21.00Nov 61.952.10$2.037.4%170.5612
$22.00Nov 131.801.95$1.888.0%120.5044
$17.50Dec 184.805.20$5.008.0%--0.76211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Dec 182.452.50$2.482.0%40.37330
$25.00Nov 205.005.20$5.103.9%270.661.9K
$22.50Dec 183.904.10$4.005.0%30.49569
$21.00Nov 61.902.00$1.955.1%2710.45893
$25.00Dec 185.505.80$5.655.3%--0.59467

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.77, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Nov 60.901.05$0.9815.3%1360.34157
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Nov 60.500.60$0.5518.2%20.1812
$18.50Nov 60.800.90$0.8511.8%20.2582
$17.00Nov 130.550.65$0.6016.7%40.1718
$18.00Nov 130.800.95$0.8817.0%10.239

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 51 found (avg delta 0.63, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Nov 64.204.90$4.5515.4%100.8611
$17.50Nov 63.904.50$4.2014.3%10.821
$17.50Nov 204.204.80$4.5013.3%--0.7972
$18.00Nov 133.804.30$4.0512.3%10.777
$17.50Dec 184.805.20$5.008.0%--0.76211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 64.504.80$4.656.5%40.73211
$24.50Nov 64.104.40$4.257.1%10.6937
$25.00Nov 134.505.20$4.8514.4%--0.6945
$24.00Nov 63.604.10$3.8513.0%--0.6784
$24.50Nov 134.204.70$4.4511.2%--0.6785

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 2.4K, top 498)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Nov 60.650.85$0.7526.7%4980.28942
$24.00Nov 60.901.05$0.9815.3%1360.34157
$20.50Nov 62.052.55$2.3021.7%770.59652
$22.00Nov 61.501.70$1.6012.5%700.48256
$22.50Nov 201.852.05$1.9510.3%350.48377
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Nov 60.901.10$1.0020.0%3520.29603
$21.00Nov 61.902.00$1.955.1%2710.45893
$22.00Nov 62.402.65$2.539.9%1980.53874
$22.00Nov 132.652.85$2.757.3%1950.5199
$20.00Nov 61.401.50$1.456.9%630.37913

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 113.1%, max 145.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Nov 6Dec 18257.8%104.8%145.9%24352
$17.50Nov 6Dec 18255.5%104.2%145.2%1212
$22.50Nov 6Dec 18262.0%107.5%143.8%10733
$23.00Nov 6Dec 11260.7%110.8%135.3%13224
$25.00Nov 6Dec 18258.4%111.0%132.9%5052.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Nov 6Dec 18257.8%104.8%145.9%671.2K
$17.50Nov 6Dec 18255.5%104.2%145.2%9624
$22.50Nov 6Dec 18262.0%107.5%143.8%19752
$21.00Nov 6Dec 11257.5%107.4%139.7%271933
$25.00Nov 6Dec 18258.4%111.0%132.9%4678

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 0.92, avg 1.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$17.50$20.00Dec 18$1.30$1.20$1.3076%0.92$18.80
$22.50$25.00Dec 18$0.68$1.82$0.6851%2.68$23.18
$21.00$25.00Dec 4$1.37$2.63$1.3758%1.92$22.37
$20.00$22.50Dec 18$1.07$1.43$1.0763%1.34$21.07
$18.00$20.00Nov 20$1.20$0.80$1.2076%0.67$19.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$21.00$20.50Nov 13$0.18$0.32$0.1844%1.78$20.82
$23.00$22.50Nov 20$0.25$0.25$0.2556%1.00$22.75
$22.00$21.50Nov 13$0.25$0.25$0.2551%1.00$21.75
$23.50$23.00Nov 13$0.30$0.20$0.3061%0.67$23.20
$23.00$22.50Nov 6$0.30$0.20$0.3060%0.67$22.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.82, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$24.00$24.50Nov 13$0.20$0.20$0.3062%0.67$24.20
$24.50$25.00Nov 20$0.20$0.20$0.3063%0.67$24.70
$24.50$25.00Nov 6$0.15$0.15$0.3569%0.43$24.65
$21.50$22.00Nov 6$0.25$0.25$0.2548%1.00$21.75
$23.50$24.00Nov 6$0.17$0.17$0.3363%0.52$23.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$20.00$17.50Dec 18$1.13$1.13$1.3763%0.82$18.87
$18.00$17.00Dec 11$0.40$0.40$0.6073%0.67$17.60
$20.00$19.00Nov 20$0.45$0.45$0.5563%0.82$19.55
$20.00$19.00Nov 27$0.45$0.45$0.5563%0.82$19.55
$19.00$18.00Nov 20$0.38$0.38$0.6269%0.61$18.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.27, cheapest $0.53)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Nov 6Nov 20$0.53259.0%135.1%
$21.00Nov 6Nov 20$0.50257.5%134.1%
$21.50Nov 6Nov 13$0.23264.3%160.2%
$24.50Nov 6Nov 13$0.20264.8%160.9%
$23.50Nov 6Nov 13$0.25264.0%163.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Nov 6Nov 13$0.27264.3%160.2%
$24.50Nov 6Nov 13$0.20264.8%160.9%
$23.50Nov 6Nov 13$0.20264.0%163.0%
$21.00Nov 6Nov 13$0.18257.5%156.9%
$22.50Nov 6Nov 13$0.25262.0%162.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 18.34% of stock, avg 23.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$20.00Nov 6$2.40$1.45$3.85$16.15$23.8518.34%
$21.00Nov 6$2.03$1.95$3.98$17.02$24.9818.96%
$20.50Nov 6$2.30$1.70$4.00$16.50$24.5019.06%
$19.00Nov 6$3.08$1.00$4.08$14.92$23.0819.44%
$21.50Nov 6$1.85$2.23$4.08$17.42$25.5819.44%
$22.00Nov 6$1.60$2.53$4.13$17.87$26.1319.68%
$22.50Nov 6$1.45$2.85$4.30$18.20$26.8020.49%
$20.00Nov 13$2.73$1.68$4.41$15.59$24.4121.01%
$23.00Nov 6$1.27$3.15$4.42$18.58$27.4221.06%
$21.50Nov 13$2.08$2.50$4.58$16.92$26.0821.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 10.53% of stock, avg 16.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$19.50Nov 6$0.98$1.23$2.21$17.29$26.21
$23.50$19.50Nov 6$1.15$1.23$2.38$17.12$25.88
$24.00$20.00Nov 6$0.98$1.45$2.43$17.57$26.43
$23.50$20.00Nov 6$1.15$1.45$2.60$17.40$26.10
$23.00$19.50Nov 6$1.27$1.23$2.50$17.00$25.50
$23.00$20.00Nov 6$1.27$1.45$2.72$17.28$25.72
$25.00$18.00Nov 27$1.38$1.18$2.56$15.44$27.56
$24.00$20.50Nov 6$0.98$1.70$2.68$17.82$26.68
$24.00$19.50Nov 13$1.30$1.48$2.78$16.72$26.78
$23.50$20.50Nov 6$1.15$1.70$2.85$17.65$26.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 3.17, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
19/2024/25Nov 6$0.38$0.1236%3.17$19.12$24.88
17/1824/25Nov 6$0.30$0.2051%1.50$17.20$24.80
18/1824/25Nov 6$0.32$0.1844%1.78$18.18$24.82
18/1824/25Nov 6$0.28$0.2248%1.27$17.72$24.78
18/1924/25Nov 6$0.30$0.2040%1.50$18.70$24.80
18/1824/25Nov 13$0.30$0.2039%1.50$18.20$24.80
19/2024/25Nov 13$0.31$0.1932%1.63$19.19$24.81
18/1924/25Nov 13$0.29$0.2136%1.38$18.71$24.79
17/1824/25Nov 13$0.38$0.6243%0.61$17.62$24.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$17.50$20.00$22.50Dec 18$0.23$2.2725%9.87
$23.00$24.00$25.00Nov 27$0.07$0.9310%13.29
$21.00$22.00$23.00Nov 27$0.09$0.9111%10.11
$21.50$22.00$22.50Nov 13$0.05$0.457%9.00
$23.00$23.50$24.00Nov 13$0.05$0.456%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$20.00$22.50$25.00Dec 18$0.13$2.3722%18.23
$18.00$19.00$20.00Nov 20$0.07$0.9313%13.29
$18.00$19.00$20.00Nov 27$0.08$0.9212%11.50
$17.50$20.00$22.50Dec 18$0.39$2.1125%5.41
$20.00$21.00$22.00Nov 27$0.10$0.9012%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.06, 21 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$25.001:2Dec 4-$0.16$3.84
$18.00$20.001:2Nov 13-$1.41$0.59
$20.00$22.501:2Dec 18-$1.56$0.94
$22.50$25.001:2Dec 18-$1.27$1.23
$18.00$20.001:2Nov 20-$1.80$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$21.001:2Dec 4-$0.06$3.94
$21.00$18.001:2Dec 11-$0.13$2.87
$20.00$17.501:2Dec 18-$0.22$2.28
$22.50$20.001:2Dec 18-$0.96$1.54
$18.00$17.001:2Nov 13-$0.32$0.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 8.58%, avg 7.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$25.00Dec 18$1.800.4119.1%8.58%27.68%71.9K
$22.50Dec 18$2.500.517.2%11.91%19.10%8651
$23.00Dec 11$2.100.489.6%10.00%19.58%--28
$25.00Dec 4$1.400.3719.1%6.67%25.77%96
$24.00Nov 27$1.500.4114.3%7.15%21.49%1145
$23.00Nov 27$1.800.469.6%8.58%18.15%--43
$21.00Dec 4$2.700.580.1%12.86%12.91%45
$25.00Nov 27$1.250.3619.1%5.96%25.06%--142
$22.00Nov 27$2.150.524.8%10.24%15.05%--113
$24.00Nov 20$1.450.3914.3%6.91%21.25%--31

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 2,611
Total Puts 1,508
Put/Call Ratio 0.58
Net Difference 1,103

Prior's Put/Call Breakdown

Total Calls 6,939
Total Puts 1,515
Put/Call Ratio 0.22
Net Difference 5,424

Prior 7-Day Put/Call Summary

Total Calls 125,276
Total Puts 20,893
Average Put/Call Ratio 0.17
Ratio Trend Rising

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