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Fastly, Inc. Class A Common Stock FSLY

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Market dataready · fetched 2026-11-04T04:37:07.752Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:57:35.869851265Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:37:07.206101+00:00

Share price$21.01
1D+1.2%
AH$20.83$20.96$21.10$21.23$21.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSLY
Sold putSold callAH

Fastly, Inc. Class A Common Stock options

Live interpolated FSLY call and put midpoint premiums by absolute delta.Fastly, Inc. Class A Common Stock$0.36$1.78$3.20$4.62$6.04$15.19$18.16$21.14$24.12$27.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSLY spot · $21.01FSLY PRICE$0.51$0.68$0.86$1.05$1.26$1.49$1.78$2.09$2.34$2.65$3.13$3.54$3.98$0.61$0.80$1.07$1.34$1.59$1.88$2.28$2.66$2.95$3.32$4.21$4.77$5.63
PutsExpensive2.26×
CallsExpensive3.92×
SkewBullish-14.91 pp
Implied moveBearish±$4.06
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.57283.7%28.9%17.78268.9%18.3%
25Δ25.49282.7%24.5%18.50264.9%15.7%
30Δ24.56281.7%21.0%19.10270.8%14.2%
35Δ23.74273.2%18.0%19.73260.6%12.5%
40Δ22.98263.8%15.3%20.36255.0%10.7%
45Δ22.29264.6%13.2%20.96251.9%9.2%
50Δ21.66270.5%11.6%21.60257.4%8.1%
55Δ21.01276.0%10.0%22.23255.9%6.9%
60Δ20.36266.7%8.0%22.79245.5%5.6%
65Δ19.72263.4%6.5%23.38238.0%4.5%
70Δ19.03274.2%5.5%24.40271.5%3.9%
75Δ18.36286.0%4.2%25.14265.2%3.0%
80Δ17.67279.9%3.1%26.17267.2%2.3%

20Δ

Calls
Pseudo strike
26.57
IV
283.7%
B/E move
28.9%
Puts
Pseudo strike
17.78
IV
268.9%
B/E move
18.3%

25Δ

Calls
Pseudo strike
25.49
IV
282.7%
B/E move
24.5%
Puts
Pseudo strike
18.50
IV
264.9%
B/E move
15.7%

30Δ

Calls
Pseudo strike
24.56
IV
281.7%
B/E move
21.0%
Puts
Pseudo strike
19.10
IV
270.8%
B/E move
14.2%

35Δ

Calls
Pseudo strike
23.74
IV
273.2%
B/E move
18.0%
Puts
Pseudo strike
19.73
IV
260.6%
B/E move
12.5%

40Δ

Calls
Pseudo strike
22.98
IV
263.8%
B/E move
15.3%
Puts
Pseudo strike
20.36
IV
255.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
22.29
IV
264.6%
B/E move
13.2%
Puts
Pseudo strike
20.96
IV
251.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
21.66
IV
270.5%
B/E move
11.6%
Puts
Pseudo strike
21.60
IV
257.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
21.01
IV
276.0%
B/E move
10.0%
Puts
Pseudo strike
22.23
IV
255.9%
B/E move
6.9%

60Δ

Calls
Pseudo strike
20.36
IV
266.7%
B/E move
8.0%
Puts
Pseudo strike
22.79
IV
245.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
19.72
IV
263.4%
B/E move
6.5%
Puts
Pseudo strike
23.38
IV
238.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
19.03
IV
274.2%
B/E move
5.5%
Puts
Pseudo strike
24.40
IV
271.5%
B/E move
3.9%

75Δ

Calls
Pseudo strike
18.36
IV
286.0%
B/E move
4.2%
Puts
Pseudo strike
25.14
IV
265.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
17.67
IV
279.9%
B/E move
3.1%
Puts
Pseudo strike
26.17
IV
267.2%
B/E move
2.3%

Options history

IV · four-Friday blend142.12%
Daily close
FSLY64.4%124.8%185.1%2026-08-05: 176.78%2026-08-06: 86.52%2026-08-07: 78.88%2026-08-10: 92.51%2026-08-11: 85.80%2026-08-12: 85.06%2026-08-13: 86.79%2026-08-14: 72.73%2026-08-17: 76.98%2026-08-18: 79.19%2026-08-19: 81.60%2026-08-20: 84.10%2026-08-21: 74.98%2026-08-24: 80.69%2026-08-25: 75.86%2026-08-26: 78.69%2026-08-27: 81.37%2026-08-28: 74.39%2026-08-31: 76.93%2026-09-01: 79.52%2026-09-02: 74.21%2026-09-03: 78.01%2026-09-04: 74.44%2026-09-08: 95.10%2026-09-09: 102.65%2026-09-10: 99.54%2026-09-11: 87.01%2026-09-14: 94.99%2026-09-15: 96.50%2026-09-16: 94.78%2026-09-17: 99.32%2026-09-18: 93.49%2026-09-21: 114.00%2026-09-22: 96.58%2026-09-23: 129.02%2026-09-24: 104.07%2026-09-25: 91.41%2026-09-28: 99.82%2026-09-29: 96.86%2026-09-30: 94.74%2026-10-01: 94.49%2026-10-02: 80.70%2026-10-05: 80.52%2026-10-06: 79.16%2026-10-07: 76.92%2026-10-08: 84.76%2026-10-09: 91.15%2026-10-12: 93.04%2026-10-13: 96.16%2026-10-14: 98.75%2026-10-15: 101.65%2026-10-16: 109.99%2026-10-19: 109.34%2026-10-20: 107.04%2026-10-21: 112.09%2026-10-22: 113.37%2026-10-23: 118.92%2026-10-26: 127.47%2026-10-27: 132.61%2026-10-28: 136.53%2026-10-29: 136.74%2026-10-30: 142.12%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
176.78%
86.52%
78.88%
92.51%
85.80%
85.06%
86.79%
72.73%
76.98%
79.19%
81.60%
84.10%
74.98%
80.69%
75.86%
78.69%
81.37%
74.39%
76.93%
79.52%
74.21%
78.01%
74.44%
95.10%
102.65%
99.54%
87.01%
94.99%
96.50%
94.78%
99.32%
93.49%
114.00%
96.58%
129.02%
104.07%
91.41%
99.82%
96.86%
94.74%
94.49%
80.70%
80.52%
79.16%
76.92%
84.76%
91.15%
93.04%
96.16%
98.75%
101.65%
109.99%
109.34%
107.04%
112.09%
113.37%
118.92%
127.47%
132.61%
136.53%
136.74%
142.12%