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Fastenal Company Common Stock FAST

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Market dataready · fetched 2026-11-07T07:48:49.697Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-06T22:06:54.314252381Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:48:49.205392+00:00

Share price$52.50
1D+0.8%
AH$52.01$52.31$52.62$52.93$53.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAST
Sold putSold callAH

Fastenal Company Common Stock options

Live interpolated FAST call and put midpoint premiums by absolute delta.Fastenal Company Common Stock$0.20$1.50$2.81$4.11$5.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFAST PRICE$0.34$0.48$0.67$0.86$1.06$1.25$1.44$1.78$2.24$2.70$3.16$3.92$5.03$0.37$0.46$0.54$0.62$0.70$0.78
Puts——
CallsCheap0.77×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.4731.1%6.3%49.9932.9%5.5%
25Δ54.8331.6%5.3%50.4530.9%4.8%
30Δ54.4032.7%4.9%50.9028.9%4.1%
35Δ53.9733.8%4.4%51.3526.9%3.4%
40Δ53.5434.9%4.0%51.8024.9%2.7%
45Δ53.1236.1%3.5%52.2422.9%2.0%
50Δ52.6937.2%3.1%
55Δ52.1639.1%2.7%
60Δ51.5541.5%2.5%
65Δ50.9443.9%2.2%
70Δ50.3346.4%1.9%
75Δ49.4250.6%1.6%
80Δ48.1957.0%1.4%

20Δ

Calls
Pseudo strike
55.47
IV
31.1%
B/E move
6.3%
Puts
Pseudo strike
49.99
IV
32.9%
B/E move
5.5%

25Δ

Calls
Pseudo strike
54.83
IV
31.6%
B/E move
5.3%
Puts
Pseudo strike
50.45
IV
30.9%
B/E move
4.8%

30Δ

Calls
Pseudo strike
54.40
IV
32.7%
B/E move
4.9%
Puts
Pseudo strike
50.90
IV
28.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
53.97
IV
33.8%
B/E move
4.4%
Puts
Pseudo strike
51.35
IV
26.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
53.54
IV
34.9%
B/E move
4.0%
Puts
Pseudo strike
51.80
IV
24.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
53.12
IV
36.1%
B/E move
3.5%
Puts
Pseudo strike
52.24
IV
22.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
52.69
IV
37.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.16
IV
39.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.55
IV
41.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
50.94
IV
43.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
50.33
IV
46.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.42
IV
50.6%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.19
IV
57.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.18%
Daily close
FAST22.7%32.1%41.4%2026-08-10: 29.00%2026-08-11: 26.26%2026-08-12: 26.68%2026-08-14: 27.33%2026-08-21: 27.83%2026-08-24: 25.93%2026-08-25: 25.59%2026-08-26: 27.31%2026-08-27: 26.40%2026-08-28: 25.49%2026-08-31: 26.18%2026-09-01: 27.02%2026-09-02: 27.00%2026-09-03: 26.57%2026-09-04: 28.31%2026-09-08: 30.39%2026-09-09: 29.36%2026-09-10: 29.72%2026-09-15: 37.21%2026-09-18: 27.62%2026-09-21: 30.62%2026-09-22: 30.34%2026-09-23: 29.94%2026-09-24: 30.97%2026-09-25: 29.75%2026-09-28: 30.63%2026-09-29: 30.21%2026-09-30: 31.64%2026-10-01: 32.12%2026-10-02: 31.92%2026-10-05: 31.08%2026-10-06: 35.60%2026-10-07: 32.27%2026-10-08: 35.04%2026-10-09: 34.66%2026-10-12: 37.87%2026-10-13: 40.09%2026-10-14: 30.83%2026-10-16: 24.63%2026-10-19: 24.72%2026-10-20: 24.72%2026-10-21: 24.78%2026-10-22: 24.02%2026-10-23: 25.22%2026-10-26: 24.86%2026-10-27: 25.16%2026-10-28: 24.69%2026-10-29: 25.06%2026-10-30: 27.18%Aug 10Sep 25Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.00%
26.26%
26.68%
27.33%
27.83%
25.93%
25.59%
27.31%
26.40%
25.49%
26.18%
27.02%
27.00%
26.57%
28.31%
30.39%
29.36%
29.72%
37.21%
27.62%
30.62%
30.34%
29.94%
30.97%
29.75%
30.63%
30.21%
31.64%
32.12%
31.92%
31.08%
35.60%
32.27%
35.04%
34.66%
37.87%
40.09%
30.83%
24.63%
24.72%
24.72%
24.78%
24.02%
25.22%
24.86%
25.16%
24.69%
25.06%
27.18%