IntraAlpha
Create free account Start free

Fastly, Inc. Class A Common Stock FSLY

i

Market datapartial · fetched 2026-11-07T13:43:02.073Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:59:27.119551253Z

FundamentalsAlpha Vantage · unavailable

Share price$15.88
1D-3.4%
AH$15.54$15.87$16.20$16.53$16.865:30 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$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFSLY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend142.12%
Daily close
FSLY67.2%107.4%147.7%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%