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Fastly FSLY 15.85 0.47 3.06%

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ATM IV
0.925
Put Call Ratio (OI)
0.937
Put Call Ratio (Vol)
0.787
IV Rank
24.9
IV Percentile
50.6
Max pain
21

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-29.0
29.0
View values by strike
FSLY · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
2.50 6.95 K -316
5.00 7.44 K -12.5 K
7.50 222 K -9.25 K
10.00 347 K -49.9 K
12.00 1.47 K -25.8
12.50 598 K -52.3 K
13.00 240 -643
14.00 1.85 K -9.97 K
14.50 407 -4.55 K
15.00 176 K -383 K
15.50 1.5 K -26 K
16.00 32.8 K -44.6 K
16.50 16.4 K -169 K
17.00 13.3 K -13.4 K
17.50 88.7 K -1.74 M
18.00 9.26 K -40.5 K
18.50 1.18 K -32.9 K
19.00 929 -130 K
19.50 641 -8.52 K
20.00 312 K -296 K
20.50 476 -28.2 K
21.00 67.9 K -77.2 K
21.50 12.8 K -62.1 K
22.00 4.98 K -76.1 K
22.50 515 K -223 K
23.00 3.68 K -25.2 K
23.50 2.24 K -16.5 K
24.00 7.32 K -17.8 K
24.50 3.64 K -3.8 K
25.00 145 K -284 K
25.50 5.09 K -857
26.00 14.7 K -5.45 K
26.50 3.84 K 0
27.00 10.1 K -732
27.50 6.5 K -95.7
28.00 12.4 K -1.62 K
28.50 3.69 K -1.43 K
29.00 7.79 K -193
29.50 717 -95.7
30.00 244 K -49.4 K
30.50 988 -383
31.00 4.13 K -360
31.50 1.51 K 0
32.00 6.09 K 0
32.50 564 0
33.00 2.52 K 0
33.50 260 0
34.00 728 0
35.00 128 K -13.4 K
36.00 1.27 K 0
37.00 365 0
38.00 130 -96.8
40.00 79.8 K -11 K
45.00 65.9 K -2.66 K