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Fastly, Inc. Class A Common Stock FSLY

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:35:19.991Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:33.034990614Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:19.280414+00:00

Share price$25.01
1D+3.7%
AH$22.72$23.38$24.05$24.71$25.375:30 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$0.03$1.25$2.47$3.68$4.90$22.50$23.60$24.69$25.78$26.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $25.01OPTION PRICELive FSLY spot · $25.01FSLY PRICE$0.16$0.20$0.27$0.33$0.40$0.48$0.55$0.62$0.68$0.74$0.83$0.95$1.07$0.16$0.21$0.26$0.33$0.42$0.51$0.64$0.84$1.05$1.29$2.05$2.23$4.55
PutsExpensive1.11×
CallsCheap0.92×
SkewBearish+41.15 pp
Implied moveBearish±$1.19
TiltBearish33.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.37114.9%6.1%23.87108.8%5.2%
25Δ26.00105.3%4.8%24.14103.4%4.3%
30Δ25.81107.6%4.3%24.35101.4%3.7%
35Δ25.62109.9%3.8%24.55101.0%3.2%
40Δ25.43111.0%3.3%24.71104.8%2.9%
45Δ25.24110.1%2.8%24.88108.7%2.6%
50Δ25.06109.2%2.4%25.07115.2%2.3%
55Δ24.89105.2%2.0%25.31128.1%2.2%
60Δ24.7399.9%1.6%25.56140.2%2.0%
65Δ24.5894.6%1.2%25.87148.9%1.7%
70Δ24.4291.2%1.0%26.58201.7%1.9%
75Δ24.2589.7%0.8%26.89190.5%1.4%
80Δ24.0888.2%0.6%29.14319.1%1.7%

20Δ

Calls
Pseudo strike
26.37
IV
114.9%
B/E move
6.1%
Puts
Pseudo strike
23.87
IV
108.8%
B/E move
5.2%

25Δ

Calls
Pseudo strike
26.00
IV
105.3%
B/E move
4.8%
Puts
Pseudo strike
24.14
IV
103.4%
B/E move
4.3%

30Δ

Calls
Pseudo strike
25.81
IV
107.6%
B/E move
4.3%
Puts
Pseudo strike
24.35
IV
101.4%
B/E move
3.7%

35Δ

Calls
Pseudo strike
25.62
IV
109.9%
B/E move
3.8%
Puts
Pseudo strike
24.55
IV
101.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
25.43
IV
111.0%
B/E move
3.3%
Puts
Pseudo strike
24.71
IV
104.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
25.24
IV
110.1%
B/E move
2.8%
Puts
Pseudo strike
24.88
IV
108.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
25.06
IV
109.2%
B/E move
2.4%
Puts
Pseudo strike
25.07
IV
115.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
24.89
IV
105.2%
B/E move
2.0%
Puts
Pseudo strike
25.31
IV
128.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
24.73
IV
99.9%
B/E move
1.6%
Puts
Pseudo strike
25.56
IV
140.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
24.58
IV
94.6%
B/E move
1.2%
Puts
Pseudo strike
25.87
IV
148.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
24.42
IV
91.2%
B/E move
1.0%
Puts
Pseudo strike
26.58
IV
201.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
24.25
IV
89.7%
B/E move
0.8%
Puts
Pseudo strike
26.89
IV
190.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
24.08
IV
88.2%
B/E move
0.6%
Puts
Pseudo strike
29.14
IV
319.1%
B/E move
1.7%