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Fastly, Inc. Class A Common Stock FSLY

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:03:54.646Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:00.547067937Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:54.275548+00:00

Share price$25.13
1D+4.0%
AH$22.73$23.36$23.99$24.62$25.255:30 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$0.00$1.84$3.67$5.51$7.35$22.28$23.48$24.68$25.88$27.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $25.13OPTION PRICELive FSLY spot · $25.13FSLY PRICE$0.16$0.19$0.25$0.31$0.37$0.44$0.51$0.57$0.62$0.67$0.72$0.77$1.64$0.17$0.22$0.28$0.37$0.47$0.57$0.76$0.97$1.23$1.87$2.19$4.76$6.82
PutsExpensive1.41×
CallsCheap0.85×
SkewBearish+85.01 pp
Implied moveBearish±$1.27
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.43109.9%5.8%23.95112.8%5.4%
25Δ26.09100.4%4.6%24.20110.1%4.6%
30Δ25.8799.1%3.9%24.43108.7%3.9%
35Δ25.69100.5%3.5%24.62111.6%3.5%
40Δ25.51101.9%3.0%24.80116.7%3.2%
45Δ25.34100.3%2.6%24.98121.7%2.8%
50Δ25.1798.5%2.2%25.22135.4%2.7%
55Δ25.0196.7%1.8%25.47150.0%2.5%
60Δ24.8891.0%1.5%25.78161.5%2.3%
65Δ24.7685.1%1.2%26.39209.9%2.4%
70Δ24.6379.2%0.9%26.81213.0%2.0%
75Δ24.5173.3%0.6%29.23371.0%2.6%
80Δ23.64123.8%0.6%31.37442.5%2.3%

20Δ

Calls
Pseudo strike
26.43
IV
109.9%
B/E move
5.8%
Puts
Pseudo strike
23.95
IV
112.8%
B/E move
5.4%

25Δ

Calls
Pseudo strike
26.09
IV
100.4%
B/E move
4.6%
Puts
Pseudo strike
24.20
IV
110.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
25.87
IV
99.1%
B/E move
3.9%
Puts
Pseudo strike
24.43
IV
108.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
25.69
IV
100.5%
B/E move
3.5%
Puts
Pseudo strike
24.62
IV
111.6%
B/E move
3.5%

40Δ

Calls
Pseudo strike
25.51
IV
101.9%
B/E move
3.0%
Puts
Pseudo strike
24.80
IV
116.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
25.34
IV
100.3%
B/E move
2.6%
Puts
Pseudo strike
24.98
IV
121.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
25.17
IV
98.5%
B/E move
2.2%
Puts
Pseudo strike
25.22
IV
135.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
25.01
IV
96.7%
B/E move
1.8%
Puts
Pseudo strike
25.47
IV
150.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
24.88
IV
91.0%
B/E move
1.5%
Puts
Pseudo strike
25.78
IV
161.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
24.76
IV
85.1%
B/E move
1.2%
Puts
Pseudo strike
26.39
IV
209.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
24.63
IV
79.2%
B/E move
0.9%
Puts
Pseudo strike
26.81
IV
213.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
24.51
IV
73.3%
B/E move
0.6%
Puts
Pseudo strike
29.23
IV
371.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
23.64
IV
123.8%
B/E move
0.6%
Puts
Pseudo strike
31.37
IV
442.5%
B/E move
2.3%