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Fastly FSLY 15.85 0.47 3.06%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
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

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-29.0
29.0
View values by strike
FSLY · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 22.3 -114
5.00 105 -6.45 K
7.50 4.86 K -6.66 K
10.00 17.3 K -36.9 K
12.00 170 -32.4
12.50 66.1 K -27.9 K
13.00 43.4 -938
14.00 529 -18.8 K
14.50 179 -8.46 K
15.00 45.4 K -212 K
15.50 1.09 K -133 K
16.00 86.2 K -236 K
16.50 58.5 K -248 K
17.00 22.2 K -8.12 K
17.50 39.3 K -417 K
18.00 12.1 K -15.7 K
18.50 3.15 K -10.9 K
19.00 1.15 K -24.7 K
19.50 824 -1.93 K
20.00 130 K -72.5 K
20.50 674 -4.92 K
21.00 122 K -12.8 K
21.50 11.9 K -8.93 K
22.00 6.59 K -8.62 K
22.50 99.6 K -32.8 K
23.00 4.64 K -2.27 K
23.50 1.03 K -1.85 K
24.00 3.58 K -2.1 K
24.50 1.36 K -192
25.00 90.3 K -32.2 K
25.50 3.91 K -56.8
26.00 7.75 K -376
26.50 1.99 K 0
27.00 6.46 K -59.9
27.50 4.34 K -4.97
28.00 7.06 K -88.1
28.50 2.39 K -74.1
29.00 4.51 K -8.5
29.50 501 -4.6
30.00 118 K -4.91 K
30.50 814 -17.2
31.00 2.81 K -27.6
31.50 1.14 K 0
32.00 4.74 K 0
32.50 493 0
33.00 1.97 K 0
33.50 191 0
34.00 535 0
35.00 57.1 K -1.3 K
36.00 974 0
37.00 284 0
38.00 88.7 -2.69
40.00 27.8 K -1.19 K
45.00 20.5 K -247