FSLY
Fastly, Inc.Close $17.12EOD onlyThis page reflects FSLY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9.00 | 8.35 | 7.50 | 8.70 | 0.51 | 2 | 2 | 684.4% | 0.936 | 0.0144 | -0.272 | 0.002 | 0.000 |
| 10.00 | 7.31 | 6.70 | 7.60 | 0.38 | 1 | 2 | 296.9% | 0.995 | 0.0040 | -0.015 | 0.000 | 0.001 |
| 11.00 | 6.35 | 5.40 | 6.90 | 0.54 | 3 | 2 | 250.0% | 0.994 | 0.0058 | -0.016 | 0.000 | 0.001 |
| 12.00 | 5.25 | 4.40 | 5.70 | 0.35 | 1 | 3 | 440.6% | 0.895 | 0.0326 | -0.255 | 0.002 | 0.001 |
| 13.00 | 4.07 | 3.60 | 4.60 | -0.53 | 2 | 10 | 344.5% | 0.886 | 0.0441 | -0.211 | 0.002 | 0.001 |
| 14.00 | 3.30 | 2.85 | 3.50 | -0.05 | 1 | 123 | 144.5% | 0.974 | 0.0334 | -0.030 | 0.001 | 0.001 |
| 14.50 | 4.50 | 2.20 | 3.10 | 0.00 | 0 | 1 | 109.4% | 0.982 | 0.0321 | -0.017 | 0.001 | 0.001 |
| 15.00 | 2.25 | 1.90 | 2.30 | 0.75 | 68 | 162 | 146.9% | 0.898 | 0.0954 | -0.084 | 0.002 | 0.001 |
| 15.50 | 1.65 | 1.40 | 2.15 | 0.50 | 4 | 35 | 115.2% | 0.887 | 0.1313 | -0.072 | 0.002 | 0.001 |
| 16.00 | 1.47 | 1.00 | 1.60 | 0.57 | 22 | 57 | 96.1% | 0.839 | 0.2007 | -0.076 | 0.003 | 0.001 |
| 16.50 | 0.94 | 0.75 | 0.95 | 0.39 | 108 | 169 | 78.5% | 0.748 | 0.3208 | -0.081 | 0.004 | 0.001 |
| 17.00 | 0.50 | 0.45 | 0.65 | 0.14 | 106 | 472 | 78.9% | 0.561 | 0.3943 | -0.100 | 0.005 | 0.001 |
| 17.50 | 0.30 | 0.25 | 0.40 | 0.07 | 402 | 678 | 78.5% | 0.365 | 0.3778 | -0.094 | 0.005 | 0.000 |
| 18.00 | 0.20 | 0.15 | 0.25 | 0.05 | 188 | 502 | 83.2% | 0.218 | 0.2793 | -0.078 | 0.004 | 0.000 |
| 18.50 | 0.08 | 0.05 | 0.10 | -0.02 | 557 | 617 | 74.2% | 0.084 | 0.1638 | -0.036 | 0.002 | 0.000 |
| 19.00 | 0.08 | 0.00 | 0.25 | 0.03 | 41 | 454 | 106.6% | 0.101 | 0.1305 | -0.060 | 0.002 | 0.000 |
| 19.50 | 0.05 | 0.00 | 0.10 | 0.02 | 12 | 1,154 | 97.7% | 0.039 | 0.0683 | -0.026 | 0.001 | 0.000 |
| 20.00 | 0.03 | 0.00 | 0.05 | -0.02 | 52 | 1,020 | 96.9% | 0.017 | 0.0337 | -0.013 | 0.001 | 0.000 |
| 20.50 | 0.03 | 0.00 | 0.05 | -0.04 | 32 | 184 | 109.4% | 0.015 | 0.0266 | -0.013 | 0.000 | 0.000 |
| 21.00 | 0.04 | 0.00 | 0.05 | 0.01 | 13 | 197 | 120.3% | 0.012 | 0.0210 | -0.012 | 0.000 | 0.000 |
| 21.50 | 0.05 | 0.00 | 0.35 | 0.00 | 1 | 163 | 200.8% | 0.073 | 0.0543 | -0.088 | 0.002 | 0.000 |
| 22.00 | 0.02 | 0.00 | 0.30 | 0.00 | 9 | 333 | 206.3% | 0.059 | 0.0449 | -0.077 | 0.001 | 0.000 |
| 22.50 | 0.05 | 0.00 | 0.15 | 0.00 | 2 | 143 | 187.5% | 0.029 | 0.0277 | -0.039 | 0.001 | 0.000 |
| 23.00 | 0.01 | 0.00 | 0.25 | -0.24 | 2 | 115 | 221.9% | 0.043 | 0.0327 | -0.065 | 0.001 | 0.000 |
| 23.50 | 0.10 | 0.00 | 0.45 | 0.00 | 1 | 15 | 269.9% | 0.069 | 0.0388 | -0.114 | 0.002 | 0.000 |
| 24.00 | 0.05 | 0.00 | 0.15 | 0.00 | 2 | 170 | 220.3% | 0.023 | 0.0198 | -0.039 | 0.001 | 0.000 |
| 24.50 | 0.05 | 0.00 | 0.45 | 0.00 | 1 | 6 | 294.5% | 0.063 | 0.0330 | -0.115 | 0.002 | 0.000 |
| 25.00 | 0.05 | 0.00 | 0.05 | 0.00 | 3 | 663 | 200.0% | 0.007 | 0.0072 | -0.012 | 0.000 | 0.000 |
| 25.50 | 0.10 | 0.00 | 0.30 | 0.00 | 5 | 31 | 288.3% | 0.039 | 0.0232 | -0.078 | 0.001 | 0.000 |
| 26.00 | 0.10 | 0.00 | 0.15 | 0.00 | 1 | 70 | 259.4% | 0.019 | 0.0140 | -0.038 | 0.001 | 0.000 |
| 27.00 | 0.04 | 0.00 | 0.20 | -0.09 | 2 | 36 | 293.0% | 0.023 | 0.0148 | -0.051 | 0.001 | 0.000 |
| 27.50 | 0.25 | 0.00 | 0.25 | 0.00 | 1 | 72 | 315.6% | 0.028 | 0.0161 | -0.064 | 0.001 | 0.000 |
| 28.00 | 0.05 | 0.00 | 0.05 | 0.00 | 3 | 60 | 248.4% | 0.005 | 0.0045 | -0.011 | 0.000 | 0.000 |
| 28.50 | 0.05 | 0.00 | 0.40 | 0.00 | 1 | 29 | 368.0% | 0.041 | 0.0190 | -0.103 | 0.001 | 0.000 |
| 29.00 | 0.05 | 0.00 | 0.40 | 0.00 | 6 | 32 | 376.6% | 0.040 | 0.0181 | -0.103 | 0.001 | 0.000 |
| 29.50 | 5.25 | 0.00 | 0.40 | 0.00 | 0 | 12 | 385.9% | 0.039 | 0.0173 | -0.104 | 0.001 | 0.000 |
| 30.00 | 0.07 | 0.00 | 0.05 | 0.00 | 1 | 89 | 278.1% | 0.004 | 0.0037 | -0.011 | 0.000 | 0.000 |
| 30.50 | 0.05 | 0.00 | 0.35 | 0.00 | 2 | 6 | 391.4% | 0.032 | 0.0146 | -0.090 | 0.001 | 0.000 |
| 31.00 | 0.10 | 0.00 | 0.15 | 0.00 | 1 | 105 | 342.2% | 0.013 | 0.0079 | -0.037 | 0.000 | 0.000 |
| 31.50 | 0.07 | 0.00 | 0.20 | 0.00 | 4 | 38 | 367.2% | 0.018 | 0.0093 | -0.051 | 0.001 | 0.000 |
| 32.00 | 0.10 | 0.00 | 0.45 | 0.00 | 3 | 140 | 437.5% | 0.038 | 0.0151 | -0.116 | 0.001 | 0.000 |
| 32.50 | 4.02 | 0.00 | 0.45 | 0.00 | 0 | 13 | 445.3% | 0.038 | 0.0145 | -0.116 | 0.001 | 0.000 |
| 33.00 | 0.33 | 0.00 | 0.45 | 0.00 | 1 | 50 | 453.1% | 0.037 | 0.0140 | -0.116 | 0.001 | 0.000 |
| 33.50 | 0.05 | 0.00 | 0.45 | 0.00 | 2 | 20 | 460.9% | 0.036 | 0.0136 | -0.116 | 0.001 | 0.000 |
| 34.00 | 0.09 | 0.00 | 0.45 | 0.00 | 9 | 51 | 468.0% | 0.035 | 0.0132 | -0.116 | 0.001 | 0.000 |
| 34.50 | 3.10 | 0.00 | 0.45 | 0.00 | 0 | 4 | 475.0% | 0.035 | 0.0127 | -0.115 | 0.001 | 0.000 |
| 35.00 | 0.02 | 0.00 | 0.45 | 0.00 | 5 | 143 | 482.8% | 0.034 | 0.0124 | -0.116 | 0.001 | 0.000 |
| 35.50 | 2.61 | 0.00 | 0.45 | 0.00 | 0 | 5 | 489.1% | 0.033 | 0.0120 | -0.115 | 0.001 | 0.000 |
| 36.00 | 0.05 | 0.00 | 0.45 | 0.00 | 51 | 29 | 496.1% | 0.033 | 0.0117 | -0.115 | 0.001 | 0.000 |
| 37.00 | 1.95 | 0.00 | 0.45 | 0.00 | 6 | 49 | 509.4% | 0.032 | 0.0111 | -0.115 | 0.001 | 0.000 |
| 38.00 | 0.20 | 0.00 | 0.45 | 0.00 | 9 | 18 | 521.9% | 0.031 | 0.0105 | -0.115 | 0.001 | 0.000 |
| 39.00 | 0.08 | 0.00 | 0.45 | 0.00 | 1 | 30 | 534.4% | 0.030 | 0.0100 | -0.115 | 0.001 | 0.000 |
| 40.00 | 1.53 | 0.00 | 0.45 | 0.00 | 53 | 79 | 546.9% | 0.029 | 0.0096 | -0.115 | 0.001 | 0.000 |
| 41.00 | 0.05 | 0.00 | 0.45 | 0.00 | 10 | 32 | 558.6% | 0.028 | 0.0092 | -0.115 | 0.001 | 0.000 |
| 42.00 | 0.10 | 0.00 | 0.45 | 0.00 | 10 | 27 | 569.5% | 0.028 | 0.0088 | -0.115 | 0.001 | 0.000 |
| 43.00 | 1.25 | 0.00 | 0.45 | 0.00 | 1 | 30 | 580.5% | 0.027 | 0.0085 | -0.114 | 0.001 | 0.000 |
| 44.00 | 1.05 | 0.00 | 0.45 | 0.00 | 11 | 22 | 590.6% | 0.026 | 0.0081 | -0.114 | 0.001 | 0.000 |
| 45.00 | 0.05 | 0.00 | 0.30 | 0.00 | 1 | 1,266 | 559.4% | 0.017 | 0.0059 | -0.074 | 0.001 | 0.000 |
| 49.00 | 0.10 | 0.00 | 0.45 | 0.00 | 3 | 5 | 639.8% | 0.024 | 0.0069 | -0.113 | 0.001 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5.00 | 0.04 | 0.00 | 0.05 | -0.01 | 4 | 2 | 618.8% | -0.002 | 0.0007 | -0.011 | 0.000 | -0.000 |
| 6.00 | 0.05 | 0.00 | 0.05 | 0.00 | 2 | 6 | 531.3% | -0.002 | 0.0010 | -0.011 | 0.000 | -0.000 |
| 7.00 | 0.04 | 0.00 | 0.05 | -0.06 | 1 | 1 | 456.3% | -0.002 | 0.0013 | -0.011 | 0.000 | -0.000 |
| 8.00 | 0.05 | 0.00 | 0.45 | -0.03 | 1 | 1 | 598.4% | -0.026 | 0.0080 | -0.115 | 0.001 | -0.000 |
| 12.00 | 0.29 | 0.00 | 0.10 | 0.00 | 0 | 2 | 226.6% | -0.014 | 0.0122 | -0.025 | 0.000 | -0.000 |
| 13.00 | 0.08 | 0.00 | 0.30 | 0.00 | 5 | 11 | 236.7% | -0.048 | 0.0335 | -0.075 | 0.001 | -0.000 |
| 14.00 | 0.06 | 0.00 | 0.15 | 0.01 | 11 | 72 | 155.5% | -0.035 | 0.0395 | -0.038 | 0.001 | -0.000 |
| 14.50 | 0.05 | 0.00 | 0.35 | 0.00 | 1 | 29 | 170.3% | -0.083 | 0.0711 | -0.083 | 0.002 | -0.000 |
| 15.00 | 0.17 | 0.00 | 0.15 | 0.00 | 12 | 755 | 112.5% | -0.051 | 0.0739 | -0.037 | 0.001 | -0.000 |
| 15.50 | 0.05 | 0.05 | 0.15 | -0.16 | 6 | 179 | 99.2% | -0.082 | 0.1202 | -0.047 | 0.002 | -0.000 |
| 16.00 | 0.15 | 0.10 | 0.15 | -0.20 | 33 | 221 | 82.8% | -0.128 | 0.1989 | -0.054 | 0.003 | -0.000 |
| 16.50 | 0.24 | 0.15 | 0.30 | -0.41 | 52 | 357 | 77.7% | -0.250 | 0.3227 | -0.078 | 0.004 | -0.000 |
| 17.00 | 0.45 | 0.15 | 0.55 | -0.46 | 27 | 273 | 66.0% | -0.431 | 0.4698 | -0.081 | 0.005 | -0.000 |
| 17.50 | 0.70 | 0.60 | 0.80 | -0.64 | 17 | 347 | 77.7% | -0.636 | 0.3811 | -0.091 | 0.005 | -0.001 |
| 18.00 | 1.11 | 0.95 | 1.15 | -0.67 | 12 | 257 | 77.0% | -0.802 | 0.2857 | -0.066 | 0.004 | -0.001 |
| 18.50 | 1.60 | 1.10 | 1.75 | -0.64 | 1 | 398 | 64.8% | -0.944 | 0.1380 | -0.021 | 0.001 | -0.001 |
| 19.00 | 1.75 | 1.60 | 2.20 | -0.92 | 16 | 368 | 67.2% | -0.981 | 0.0555 | -0.008 | 0.001 | -0.001 |
| 19.50 | 2.94 | 1.90 | 2.75 | 0.47 | 1 | 191 | 182.4% | -0.815 | 0.1156 | -0.153 | 0.003 | -0.001 |
| 20.00 | 3.10 | 2.70 | 3.10 | -0.54 | 7 | 8,548 | 93.8% | -0.986 | 0.0297 | -0.008 | 0.000 | -0.001 |
| 20.50 | 4.00 | 2.85 | 4.30 | 0.00 | 1 | 24 | 176.6% | -0.905 | 0.0755 | -0.092 | 0.002 | -0.001 |
| 21.00 | 3.95 | 3.70 | 4.20 | -0.52 | 316 | 343 | 147.7% | -0.965 | 0.0413 | -0.034 | 0.001 | -0.001 |
| 21.50 | 5.05 | 3.60 | 5.30 | 0.00 | 19 | 27 | 160.2% | -0.969 | 0.0348 | -0.033 | 0.001 | -0.001 |
| 22.00 | 5.40 | 4.40 | 5.30 | 0.00 | 1 | 115 | 280.5% | -0.865 | 0.0611 | -0.191 | 0.003 | -0.001 |
| 22.50 | 5.45 | 4.70 | 6.10 | 0.00 | 2 | 2 | 146.9% | -0.993 | 0.0105 | -0.006 | 0.000 | -0.001 |
| 23.00 | 6.20 | 5.50 | 6.40 | -0.32 | 2 | 35 | 195.3% | -0.975 | 0.0232 | -0.033 | 0.001 | -0.001 |
| 23.50 | 6.50 | 5.70 | 7.30 | 0.00 | 4 | 7 | 231.3% | -0.961 | 0.0288 | -0.059 | 0.001 | -0.001 |
| 24.00 | 6.95 | 6.20 | 7.80 | 0.00 | 2 | 67 | 243.0% | -0.963 | 0.0262 | -0.059 | 0.001 | -0.001 |
| 24.50 | 7.35 | 6.80 | 8.50 | 0.00 | 2 | 3 | 308.6% | -0.927 | 0.0355 | -0.133 | 0.002 | -0.001 |
| 25.00 | 8.05 | 7.30 | 8.80 | 0.00 | 1 | 106 | 285.9% | -0.954 | 0.0268 | -0.085 | 0.001 | -0.001 |
| 25.50 | 9.00 | 7.80 | 9.30 | 0.00 | 2 | 14 | 296.1% | -0.956 | 0.0248 | -0.084 | 0.001 | -0.001 |
| 26.00 | 9.25 | 8.20 | 9.40 | 0.00 | 3 | 13 | 413.3% | -0.887 | 0.0365 | -0.248 | 0.002 | -0.001 |
| 26.50 | 9.75 | 8.70 | 10.30 | 0.00 | 3 | 38 | 294.5% | -0.971 | 0.0178 | -0.059 | 0.001 | -0.001 |
| 27.00 | 9.90 | 9.30 | 10.80 | 0.00 | 2 | 21 | 326.6% | -0.961 | 0.0204 | -0.084 | 0.001 | -0.001 |
| 27.50 | 10.40 | 9.80 | 11.30 | 0.00 | 2 | 9 | 336.7% | -0.962 | 0.0193 | -0.085 | 0.001 | -0.001 |
| 28.00 | 10.75 | 10.20 | 11.80 | 0.00 | 2 | 2 | 321.9% | -0.974 | 0.0148 | -0.058 | 0.001 | -0.002 |
| 28.50 | 11.20 | 10.70 | 12.30 | 0.00 | 8 | 7 | 330.5% | -0.975 | 0.0140 | -0.058 | 0.001 | -0.002 |
| 29.00 | 11.70 | 11.20 | 12.80 | 0.00 | 6 | 10 | 339.1% | -0.976 | 0.0132 | -0.058 | 0.001 | -0.002 |
| 29.50 | 12.25 | 11.70 | 13.30 | 0.00 | 4 | 3 | 347.7% | -0.976 | 0.0126 | -0.058 | 0.001 | -0.002 |
| 30.00 | 13.60 | 12.20 | 13.80 | 0.00 | 2 | 3 | 355.5% | -0.977 | 0.0120 | -0.057 | 0.001 | -0.002 |
| 30.50 | 13.25 | 12.70 | 14.30 | 0.00 | 2 | 0 | 364.1% | -0.978 | 0.0115 | -0.058 | 0.001 | -0.002 |
| 31.00 | 13.75 | 13.20 | 14.80 | 0.00 | 4 | 0 | 371.9% | -0.978 | 0.0110 | -0.058 | 0.001 | -0.002 |
| 31.50 | 14.25 | 13.60 | 15.50 | 0.00 | 4 | 1 | 405.5% | -0.970 | 0.0132 | -0.084 | 0.001 | -0.002 |
| 32.00 | 14.75 | 14.10 | 15.80 | 0.00 | 2 | 0 | 351.6% | -0.988 | 0.0068 | -0.030 | 0.000 | -0.002 |
| 32.50 | 15.28 | 14.70 | 16.30 | 0.00 | 4 | 0 | 393.8% | -0.980 | 0.0097 | -0.057 | 0.001 | -0.002 |
| 33.00 | 15.80 | 15.20 | 16.80 | 0.00 | 2 | 0 | 400.8% | -0.980 | 0.0094 | -0.056 | 0.001 | -0.002 |
| 33.50 | 16.30 | 15.70 | 17.50 | 0.00 | 0 | 0 | 458.6% | -0.965 | 0.0134 | -0.109 | 0.001 | -0.002 |
| 34.00 | 16.76 | 16.20 | 18.00 | 0.00 | 2 | 0 | 465.6% | -0.965 | 0.0130 | -0.109 | 0.001 | -0.002 |
| 34.50 | 17.26 | 16.70 | 18.50 | 0.00 | 4 | 1 | 473.4% | -0.966 | 0.0126 | -0.109 | 0.001 | -0.002 |
| 35.00 | 17.76 | 17.20 | 18.80 | 0.00 | 4 | 0 | 428.1% | -0.982 | 0.0082 | -0.056 | 0.001 | -0.002 |
| 35.50 | 18.25 | 17.70 | 19.50 | 0.00 | 0 | 0 | 487.5% | -0.967 | 0.0119 | -0.109 | 0.001 | -0.002 |
| 36.00 | 18.75 | 18.20 | 19.80 | 0.00 | 4 | 0 | 440.6% | -0.983 | 0.0076 | -0.055 | 0.001 | -0.002 |
| 37.00 | 19.75 | 19.10 | 20.60 | 0.00 | 2 | 0 | 669.9% | -0.904 | 0.0200 | -0.357 | 0.002 | -0.002 |
| 38.00 | 19.50 | 20.30 | 21.50 | 0.00 | 8 | 0 | 362.5% | -0.998 | 0.0016 | -0.004 | 0.000 | -0.002 |
| 39.00 | 20.15 | 21.20 | 22.80 | 0.00 | 4 | 0 | 476.6% | -0.984 | 0.0065 | -0.054 | 0.000 | -0.002 |
| 40.00 | 19.80 | 22.10 | 23.80 | 0.00 | 0 | 0 | 448.4% | -0.992 | 0.0040 | -0.028 | 0.000 | -0.002 |
| 42.00 | 10.90 | 24.20 | 25.50 | 0.00 | 0 | 0 | 710.5% | -0.925 | 0.0156 | -0.312 | 0.002 | -0.002 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.