ThetaOwl

FSLY

Fastly, Inc.Technology
$33.50
Bullish
Mkt Cap: $5.09B|Float: 143.4M|SI: 12.4%|DTC: 1.1
Data as of market close Apr 2, 2026
IV Rank
31
IV Pctl
33%
HV 20d
103.8%
52W Range
$5-$34
ATR(14)
$2.89
Exp. Move
±6.6%
P/C Ratio
1.01
Earnings
May 6
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide

FSLY Key Options Data

IV Rank
30.9%
Total GEX
$0.00B
Total DEX
$6.3M
Max Pain
$25.00
Expected Move
±6.6%
Put/Call OI
1.01
Net Premium
$6.3M
Spot Price
$33.50

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$2.20±6.6%$31.30$35.70
2026-04-1715±$3.05±9.1%$30.45$36.55
2026-04-2422±$6.67±19.9%$26.82$40.17
2026-05-0129±$4.30±12.8%$29.20$37.80
2026-05-0836±$5.30±15.8%$28.20$38.80
2026-05-1543±$11.70±34.9%$21.80$45.20

Explore FSLY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.