IntraAlpha
Create free account Start free

Fastenal Company FAST

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market dataready · fetched 2026-10-15T20:33:09.929Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:09.951268746Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:33:09.190676+00:00

Share price$50.38
1D-2.9%
AH$49.71$50.46$51.20$51.95$52.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAST
Sold putSold callAH

Fastenal Company options

Live interpolated FAST call and put midpoint premiums by absolute delta.Fastenal Company$0.00$3.71$7.42$11.14$14.85$43.21$47.03$50.85$54.66$58.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $50.38OPTION PRICELive FAST spot · $50.38FAST PRICE$1.04$1.00$0.96$0.93$0.89$0.85$0.82$0.78$0.74$1.12$1.87$2.62$3.43$0.71$0.49$0.26$1.05$2.46$3.88$5.29$6.70$8.12$9.53$10.94$12.36$13.77
PutsExpensive2.71×
CallsExpensive4.85×
SkewBullish-35.85 pp
Implied moveBearish±$6.10
TiltBearish63.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.16565.2%45.3%42.33361.0%17.4%
25Δ69.54504.2%40.0%45.55222.8%10.5%
30Δ66.93443.2%34.8%48.7784.5%3.7%
35Δ64.31382.2%29.5%50.8654.1%1.1%
40Δ61.69321.2%24.2%52.2690.3%1.2%
45Δ59.08260.2%19.0%53.66126.5%1.2%
50Δ56.46199.2%13.7%55.05162.7%1.2%
55Δ53.84138.2%8.4%56.45198.9%1.3%
60Δ51.2277.2%3.1%57.85235.1%1.3%
65Δ49.6262.8%0.7%59.25271.3%1.3%
70Δ48.9089.6%0.8%60.64307.5%1.3%
75Δ48.18116.4%0.8%62.04343.7%1.4%
80Δ47.39144.8%0.9%63.44379.9%1.4%

20Δ

Calls
Pseudo strike
72.16
IV
565.2%
B/E move
45.3%
Puts
Pseudo strike
42.33
IV
361.0%
B/E move
17.4%

25Δ

Calls
Pseudo strike
69.54
IV
504.2%
B/E move
40.0%
Puts
Pseudo strike
45.55
IV
222.8%
B/E move
10.5%

30Δ

Calls
Pseudo strike
66.93
IV
443.2%
B/E move
34.8%
Puts
Pseudo strike
48.77
IV
84.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
64.31
IV
382.2%
B/E move
29.5%
Puts
Pseudo strike
50.86
IV
54.1%
B/E move
1.1%

40Δ

Calls
Pseudo strike
61.69
IV
321.2%
B/E move
24.2%
Puts
Pseudo strike
52.26
IV
90.3%
B/E move
1.2%

45Δ

Calls
Pseudo strike
59.08
IV
260.2%
B/E move
19.0%
Puts
Pseudo strike
53.66
IV
126.5%
B/E move
1.2%

50Δ

Calls
Pseudo strike
56.46
IV
199.2%
B/E move
13.7%
Puts
Pseudo strike
55.05
IV
162.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
53.84
IV
138.2%
B/E move
8.4%
Puts
Pseudo strike
56.45
IV
198.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
51.22
IV
77.2%
B/E move
3.1%
Puts
Pseudo strike
57.85
IV
235.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
49.62
IV
62.8%
B/E move
0.7%
Puts
Pseudo strike
59.25
IV
271.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
48.90
IV
89.6%
B/E move
0.8%
Puts
Pseudo strike
60.64
IV
307.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
48.18
IV
116.4%
B/E move
0.8%
Puts
Pseudo strike
62.04
IV
343.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
47.39
IV
144.8%
B/E move
0.9%
Puts
Pseudo strike
63.44
IV
379.9%
B/E move
1.4%