FSLY
Fastly, Inc.Close $25.81EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 14.00 | 12.35 | 11.30 | 12.80 | 0.12 | 2 | 3 | 279.7% | 0.962 | 0.0083 | -0.060 | 0.003 | 0.002 |
| 15.00 | 11.40 | 10.20 | 11.70 | 0.10 | 7 | 7 | 225.0% | 0.971 | 0.0082 | -0.039 | 0.002 | 0.003 |
| 16.00 | 9.03 | 8.80 | 11.10 | 0.00 | 2 | 6 | 201.6% | 0.968 | 0.0099 | -0.038 | 0.003 | 0.003 |
| 17.00 | 7.10 | 7.80 | 10.10 | 0.00 | 8 | 2 | 180.1% | 0.964 | 0.0122 | -0.038 | 0.003 | 0.003 |
| 18.00 | 7.05 | 6.70 | 9.10 | 0.00 | 2 | 2 | 145.3% | 0.971 | 0.0127 | -0.027 | 0.002 | 0.003 |
| 18.50 | 8.60 | 6.70 | 8.60 | 0.00 | 2 | 4 | 187.9% | 0.921 | 0.0219 | -0.072 | 0.005 | 0.003 |
| 19.00 | 7.57 | 6.10 | 8.00 | 0.00 | 1 | 8 | 159.8% | 0.933 | 0.0227 | -0.055 | 0.005 | 0.003 |
| 19.50 | 4.76 | 5.80 | 7.60 | 0.00 | 2 | 3 | 172.1% | 0.903 | 0.0279 | -0.077 | 0.006 | 0.003 |
| 20.00 | 6.15 | 5.30 | 6.70 | -0.60 | 18 | 22 | 130.5% | 0.934 | 0.0275 | -0.045 | 0.005 | 0.003 |
| 20.50 | 4.67 | 4.20 | 6.70 | 0.00 | 2 | 5 | 111.3% | 0.943 | 0.0289 | -0.035 | 0.004 | 0.004 |
| 21.00 | 5.45 | 4.40 | 5.70 | 0.00 | 4 | 10 | 118.4% | 0.911 | 0.0382 | -0.051 | 0.006 | 0.004 |
| 21.50 | 3.60 | 3.20 | 5.60 | 0.00 | 1 | 46 | 83.6% | 0.950 | 0.0346 | -0.024 | 0.004 | 0.004 |
| 22.00 | 4.60 | 3.60 | 4.80 | 1.45 | 31 | 135 | 116.2% | 0.859 | 0.0537 | -0.068 | 0.008 | 0.003 |
| 22.50 | 3.66 | 2.65 | 4.40 | 0.00 | 30 | 47 | 85.4% | 0.890 | 0.0616 | -0.043 | 0.007 | 0.004 |
| 23.00 | 3.70 | 2.50 | 3.70 | -0.16 | 5 | 117 | 84.0% | 0.855 | 0.0761 | -0.051 | 0.008 | 0.004 |
| 23.50 | 3.27 | 2.35 | 3.20 | 0.04 | 4 | 28 | 90.0% | 0.794 | 0.0885 | -0.068 | 0.010 | 0.003 |
| 24.00 | 2.25 | 2.05 | 2.60 | -0.70 | 30 | 32 | 82.4% | 0.758 | 0.1059 | -0.068 | 0.011 | 0.003 |
| 24.50 | 2.12 | 1.70 | 2.20 | -0.68 | 7 | 58 | 79.6% | 0.704 | 0.1215 | -0.072 | 0.012 | 0.003 |
| 25.00 | 1.81 | 1.45 | 1.90 | -0.11 | 37 | 79 | 81.8% | 0.635 | 0.1285 | -0.080 | 0.013 | 0.003 |
| 25.50 | 1.34 | 1.20 | 1.45 | -0.51 | 67 | 89 | 76.8% | 0.569 | 0.1432 | -0.079 | 0.014 | 0.003 |
| 26.00 | 1.10 | 1.00 | 1.15 | -0.40 | 444 | 252 | 76.4% | 0.497 | 0.1461 | -0.079 | 0.014 | 0.002 |
| 26.50 | 1.01 | 0.75 | 1.15 | -0.24 | 44 | 3,174 | 81.9% | 0.433 | 0.1343 | -0.083 | 0.014 | 0.002 |
| 27.00 | 0.75 | 0.65 | 0.75 | -0.34 | 179 | 755 | 77.1% | 0.359 | 0.1356 | -0.075 | 0.013 | 0.002 |
| 27.50 | 0.53 | 0.50 | 0.60 | -0.39 | 237 | 265 | 77.1% | 0.297 | 0.1257 | -0.069 | 0.012 | 0.001 |
| 28.00 | 0.47 | 0.40 | 0.50 | -0.38 | 474 | 111 | 78.9% | 0.247 | 0.1120 | -0.064 | 0.011 | 0.001 |
| 28.50 | 0.39 | 0.30 | 0.55 | -0.25 | 30 | 35 | 85.5% | 0.220 | 0.0969 | -0.065 | 0.011 | 0.001 |
| 29.00 | 0.30 | 0.20 | 0.30 | -0.25 | 36 | 627 | 77.1% | 0.152 | 0.0852 | -0.047 | 0.008 | 0.001 |
| 29.50 | 0.23 | 0.15 | 0.35 | -0.22 | 11 | 31 | 84.4% | 0.140 | 0.0740 | -0.048 | 0.008 | 0.001 |
| 30.00 | 0.17 | 0.10 | 0.25 | -0.13 | 438 | 2,048 | 82.0% | 0.104 | 0.0615 | -0.038 | 0.006 | 0.000 |
| 30.50 | 0.21 | 0.05 | 0.40 | -0.10 | 6 | 21 | 94.7% | 0.115 | 0.0573 | -0.047 | 0.007 | 0.001 |
| 31.00 | 0.25 | 0.05 | 0.20 | 0.00 | 10 | 72 | 86.7% | 0.072 | 0.0444 | -0.031 | 0.005 | 0.000 |
| 32.00 | 0.24 | 0.00 | 0.35 | 0.00 | 2 | 21 | 105.9% | 0.083 | 0.0403 | -0.041 | 0.005 | 0.000 |
| 33.00 | 0.10 | 0.00 | 0.30 | -0.20 | 5 | 174 | 112.5% | 0.068 | 0.0325 | -0.038 | 0.005 | 0.000 |
| 34.00 | 0.05 | 0.00 | 0.15 | -0.20 | 15 | 11 | 106.3% | 0.036 | 0.0210 | -0.022 | 0.003 | 0.000 |
| 35.00 | 0.19 | 0.00 | 0.20 | -0.11 | 15 | 82 | 121.5% | 0.043 | 0.0209 | -0.028 | 0.003 | 0.000 |
| 36.00 | 1.00 | 0.00 | 0.30 | 0.00 | 0 | 2 | 141.0% | 0.055 | 0.0219 | -0.040 | 0.004 | 0.000 |
| 37.00 | 0.05 | 0.00 | 0.25 | 0.00 | 1 | 2 | 144.5% | 0.045 | 0.0184 | -0.035 | 0.003 | 0.000 |
| 39.00 | 0.05 | 0.00 | 0.65 | 0.00 | 1 | 6 | 196.9% | 0.085 | 0.0220 | -0.078 | 0.006 | 0.000 |
| 40.00 | 0.23 | 0.00 | 0.65 | 0.00 | 0 | 6 | 205.5% | 0.082 | 0.0205 | -0.079 | 0.005 | 0.000 |
| 41.00 | 0.60 | 0.00 | 0.65 | 0.00 | 0 | 2 | 213.7% | 0.079 | 0.0192 | -0.080 | 0.005 | 0.000 |
| 42.00 | 0.01 | 0.00 | 0.60 | 0.00 | 100 | 55 | 217.6% | 0.072 | 0.0176 | -0.076 | 0.005 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 0.17 | 0.00 | 0.60 | 0.00 | 4 | 6 | 267.2% | -0.049 | 0.0106 | -0.069 | 0.004 | -0.000 |
| 16.00 | 0.13 | 0.00 | 0.60 | 0.00 | 0 | 3 | 241.0% | -0.055 | 0.0128 | -0.068 | 0.004 | -0.000 |
| 17.00 | 0.03 | 0.00 | 0.60 | 0.00 | 7 | 13 | 216.4% | -0.061 | 0.0156 | -0.067 | 0.004 | -0.000 |
| 18.00 | 0.10 | 0.00 | 0.15 | 0.00 | 2 | 6,407 | 140.6% | -0.025 | 0.0118 | -0.021 | 0.002 | -0.000 |
| 18.50 | 0.05 | 0.00 | 0.25 | 0.00 | 4 | 17 | 146.1% | -0.040 | 0.0165 | -0.032 | 0.003 | -0.000 |
| 19.00 | 0.05 | 0.00 | 0.25 | 0.00 | 33 | 47 | 136.3% | -0.043 | 0.0186 | -0.031 | 0.003 | -0.000 |
| 19.50 | 0.22 | 0.00 | 0.55 | 0.00 | 3 | 18 | 155.1% | -0.078 | 0.0264 | -0.058 | 0.005 | -0.000 |
| 20.00 | 0.06 | 0.00 | 0.15 | -0.02 | 1 | 57 | 105.1% | -0.034 | 0.0199 | -0.020 | 0.003 | -0.000 |
| 20.50 | 0.05 | 0.00 | 0.65 | 0.00 | 1 | 29 | 140.8% | -0.100 | 0.0348 | -0.063 | 0.006 | -0.001 |
| 21.00 | 0.09 | 0.00 | 0.10 | -0.01 | 2 | 46 | 81.3% | -0.029 | 0.0227 | -0.014 | 0.002 | -0.000 |
| 21.50 | 0.06 | 0.00 | 0.30 | 0.00 | 15 | 90 | 94.9% | -0.072 | 0.0404 | -0.033 | 0.005 | -0.000 |
| 22.00 | 0.10 | 0.05 | 0.15 | -0.05 | 6 | 108 | 77.0% | -0.059 | 0.0430 | -0.023 | 0.004 | -0.000 |
| 22.50 | 0.15 | 0.10 | 0.20 | -0.05 | 8 | 49 | 76.6% | -0.088 | 0.0582 | -0.031 | 0.006 | -0.000 |
| 23.00 | 0.18 | 0.05 | 0.35 | -0.07 | 6 | 39 | 73.8% | -0.118 | 0.0748 | -0.037 | 0.007 | -0.001 |
| 23.50 | 0.25 | 0.20 | 0.45 | -0.10 | 9 | 174 | 77.1% | -0.174 | 0.0931 | -0.050 | 0.009 | -0.001 |
| 24.00 | 0.42 | 0.30 | 0.50 | -0.03 | 411 | 69 | 72.9% | -0.218 | 0.1131 | -0.054 | 0.011 | -0.001 |
| 24.50 | 0.50 | 0.45 | 0.70 | -0.20 | 12 | 141 | 74.7% | -0.287 | 0.1275 | -0.064 | 0.012 | -0.002 |
| 25.00 | 0.75 | 0.65 | 0.80 | -0.05 | 63 | 205 | 72.2% | -0.353 | 0.1440 | -0.067 | 0.013 | -0.002 |
| 25.50 | 0.94 | 0.80 | 1.10 | -0.14 | 66 | 376 | 72.5% | -0.429 | 0.1516 | -0.071 | 0.014 | -0.002 |
| 26.00 | 1.30 | 0.90 | 1.30 | 0.00 | 372 | 91 | 65.5% | -0.511 | 0.1703 | -0.065 | 0.014 | -0.003 |
| 26.50 | 1.50 | 1.45 | 1.65 | 0.00 | 223 | 206 | 76.0% | -0.575 | 0.1443 | -0.074 | 0.014 | -0.003 |
| 27.00 | 1.70 | 1.60 | 2.10 | -0.65 | 4 | 18 | 74.4% | -0.647 | 0.1397 | -0.068 | 0.013 | -0.004 |
| 27.50 | 3.60 | 1.65 | 2.50 | 0.00 | 3 | 7 | 64.5% | -0.744 | 0.1396 | -0.050 | 0.011 | -0.004 |
| 28.00 | 2.40 | 2.35 | 3.00 | -0.20 | 2 | 10 | 81.6% | -0.744 | 0.1102 | -0.064 | 0.011 | -0.004 |
| 28.50 | 2.85 | 2.35 | 3.30 | 0.00 | 16 | 13 | 57.0% | -0.886 | 0.0946 | -0.025 | 0.007 | -0.005 |
| 29.00 | 3.02 | 2.70 | 3.70 | -0.38 | 8 | 10 | 101.1% | -0.775 | 0.0829 | -0.075 | 0.011 | -0.005 |
| 29.50 | 3.35 | 3.30 | 4.20 | -0.56 | 10 | 1,315 | 57.8% | -0.947 | 0.0521 | -0.013 | 0.004 | -0.005 |
| 30.00 | 3.86 | 3.70 | 4.70 | -0.69 | 2 | 15 | 116.8% | -0.801 | 0.0669 | -0.080 | 0.010 | -0.005 |
| 30.50 | 4.23 | 4.10 | 5.10 | -0.71 | 2 | 3 | 114.8% | -0.833 | 0.0610 | -0.070 | 0.009 | -0.005 |
| 33.00 | 6.50 | 5.60 | 7.70 | 0.00 | 0 | 1 | 157.6% | -0.844 | 0.0424 | -0.093 | 0.009 | -0.006 |
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.