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Fastly, Inc. Class A Common Stock FSLY

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-20T06:02:44.960Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:59:58.878067086Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:02:44.333642+00:00

Share price$22.99
1D+0.1%
AH$22.65$22.86$23.06$23.26$23.465:30 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$0.50$2.81$5.13$7.44$9.75$13.51$18.27$23.04$27.80$32.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSLY spot · $22.99FSLY PRICE$0.75$0.99$1.23$1.51$1.83$2.15$2.53$2.94$3.34$3.77$4.36$4.99$5.43$1.02$1.32$1.78$2.20$2.64$3.20$3.83$4.49$5.05$6.33$6.93$8.28$9.09
PutsExpensive1.16×
CallsExpensive1.18×
SkewBullish-1.35 pp
Implied moveBearish±$6.36
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.49115.7%44.6%18.40115.0%24.4%
25Δ30.65115.5%37.6%19.54111.1%20.8%
30Δ28.98113.6%31.4%20.46115.6%18.8%
35Δ27.69113.7%27.0%21.45114.2%16.3%
40Δ26.56115.0%23.5%22.40112.7%14.0%
45Δ25.41114.0%19.9%23.38113.6%12.2%
50Δ24.41115.3%17.2%24.38114.4%10.6%
55Δ23.41116.1%14.6%25.41113.9%9.0%
60Δ22.41114.6%12.0%26.35110.3%7.3%
65Δ21.45112.7%9.7%27.87116.7%6.3%
70Δ20.47115.0%8.0%28.81110.9%4.8%
75Δ19.45115.7%6.3%30.40112.9%3.8%
80Δ18.58108.9%4.5%31.48106.9%2.6%

20Δ

Calls
Pseudo strike
32.49
IV
115.7%
B/E move
44.6%
Puts
Pseudo strike
18.40
IV
115.0%
B/E move
24.4%

25Δ

Calls
Pseudo strike
30.65
IV
115.5%
B/E move
37.6%
Puts
Pseudo strike
19.54
IV
111.1%
B/E move
20.8%

30Δ

Calls
Pseudo strike
28.98
IV
113.6%
B/E move
31.4%
Puts
Pseudo strike
20.46
IV
115.6%
B/E move
18.8%

35Δ

Calls
Pseudo strike
27.69
IV
113.7%
B/E move
27.0%
Puts
Pseudo strike
21.45
IV
114.2%
B/E move
16.3%

40Δ

Calls
Pseudo strike
26.56
IV
115.0%
B/E move
23.5%
Puts
Pseudo strike
22.40
IV
112.7%
B/E move
14.0%

45Δ

Calls
Pseudo strike
25.41
IV
114.0%
B/E move
19.9%
Puts
Pseudo strike
23.38
IV
113.6%
B/E move
12.2%

50Δ

Calls
Pseudo strike
24.41
IV
115.3%
B/E move
17.2%
Puts
Pseudo strike
24.38
IV
114.4%
B/E move
10.6%

55Δ

Calls
Pseudo strike
23.41
IV
116.1%
B/E move
14.6%
Puts
Pseudo strike
25.41
IV
113.9%
B/E move
9.0%

60Δ

Calls
Pseudo strike
22.41
IV
114.6%
B/E move
12.0%
Puts
Pseudo strike
26.35
IV
110.3%
B/E move
7.3%

65Δ

Calls
Pseudo strike
21.45
IV
112.7%
B/E move
9.7%
Puts
Pseudo strike
27.87
IV
116.7%
B/E move
6.3%

70Δ

Calls
Pseudo strike
20.47
IV
115.0%
B/E move
8.0%
Puts
Pseudo strike
28.81
IV
110.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
19.45
IV
115.7%
B/E move
6.3%
Puts
Pseudo strike
30.40
IV
112.9%
B/E move
3.8%

80Δ

Calls
Pseudo strike
18.58
IV
108.9%
B/E move
4.5%
Puts
Pseudo strike
31.48
IV
106.9%
B/E move
2.6%

Options history

FSLY112.91113.02113.142026-10-19T19:56:18.774000+00:00: 113.02%Oct 19Oct 19
Table
ObservationIVSkewImplied move
113.02%-4.25 pp27.69%