FSLY
Fastly, Inc.Close $26.59EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10.00 | 16.40 | 15.00 | 17.90 | -2.38 | 11 | 28 | 955.5% | 0.941 | 0.0051 | -0.453 | 0.003 | 0.001 |
| 11.00 | 15.61 | 14.10 | 16.90 | -2.47 | 12 | 5 | 875.0% | 0.934 | 0.0061 | -0.450 | 0.003 | 0.001 |
| 12.00 | 14.68 | 13.20 | 15.90 | -2.12 | 3 | 43 | 803.1% | 0.927 | 0.0071 | -0.446 | 0.003 | 0.001 |
| 12.50 | 16.75 | 12.60 | 15.40 | 0.00 | 1 | 15 | 769.5% | 0.924 | 0.0077 | -0.444 | 0.003 | 0.001 |
| 13.00 | 14.00 | 12.60 | 14.50 | -1.90 | 1 | 30 | 647.7% | 0.935 | 0.0081 | -0.332 | 0.003 | 0.001 |
| 15.00 | 12.08 | 10.40 | 12.40 | -2.17 | 1 | 190 | 521.9% | 0.926 | 0.0111 | -0.295 | 0.003 | 0.001 |
| 17.00 | 10.62 | 8.40 | 10.30 | -1.06 | 1 | 201 | 413.7% | 0.916 | 0.0154 | -0.257 | 0.004 | 0.001 |
| 17.50 | 9.30 | 8.90 | 10.40 | -2.36 | 8 | 235 | 364.1% | 0.924 | 0.0163 | -0.211 | 0.003 | 0.001 |
| 18.00 | 10.32 | 6.90 | 9.90 | -0.89 | 2 | 7 | 473.4% | 0.870 | 0.0186 | -0.405 | 0.005 | 0.001 |
| 18.50 | 8.06 | 6.40 | 9.40 | -2.21 | 2 | 5 | 451.2% | 0.863 | 0.0202 | -0.400 | 0.005 | 0.001 |
| 19.00 | 7.63 | 5.90 | 8.90 | -2.21 | 1 | 5 | 429.3% | 0.855 | 0.0220 | -0.394 | 0.005 | 0.001 |
| 19.50 | 6.55 | 5.90 | 8.40 | 0.00 | 3 | 2 | 167.2% | 0.983 | 0.0104 | -0.030 | 0.001 | 0.002 |
| 20.00 | 8.63 | 5.20 | 7.40 | 0.00 | 2 | 618 | 315.2% | 0.873 | 0.0274 | -0.266 | 0.005 | 0.001 |
| 20.50 | 9.56 | 4.90 | 7.50 | 0.00 | 1 | 6 | 162.9% | 0.967 | 0.0188 | -0.051 | 0.002 | 0.002 |
| 21.00 | 5.91 | 4.20 | 6.50 | -2.84 | 1 | 45 | 292.6% | 0.847 | 0.0335 | -0.280 | 0.006 | 0.001 |
| 21.50 | 5.49 | 4.00 | 6.50 | -1.55 | 1 | 20 | 152.0% | 0.947 | 0.0296 | -0.069 | 0.003 | 0.002 |
| 22.00 | 5.20 | 3.40 | 5.30 | -2.85 | 3 | 1,756 | 229.7% | 0.845 | 0.0430 | -0.222 | 0.006 | 0.001 |
| 22.50 | 4.35 | 2.90 | 4.90 | -1.97 | 6 | 1,233 | 225.4% | 0.822 | 0.0480 | -0.238 | 0.006 | 0.001 |
| 23.00 | 4.29 | 2.60 | 4.80 | -1.61 | 2 | 102 | 103.1% | 0.945 | 0.0445 | -0.048 | 0.003 | 0.002 |
| 23.50 | 3.43 | 2.20 | 3.90 | -1.80 | 3 | 139 | 190.2% | 0.789 | 0.0629 | -0.223 | 0.007 | 0.001 |
| 24.00 | 3.15 | 1.70 | 3.40 | -1.86 | 2 | 77 | 172.7% | 0.769 | 0.0732 | -0.213 | 0.007 | 0.001 |
| 24.50 | 5.24 | 1.90 | 2.95 | 0.00 | 1 | 95 | 100.4% | 0.829 | 0.1051 | -0.105 | 0.006 | 0.002 |
| 25.00 | 2.05 | 1.20 | 2.30 | -1.85 | 154 | 2,157 | 62.9% | 0.868 | 0.1411 | -0.057 | 0.005 | 0.002 |
| 25.50 | 4.50 | 1.05 | 2.00 | 0.00 | 1 | 40 | 80.5% | 0.731 | 0.1702 | -0.109 | 0.008 | 0.001 |
| 26.00 | 1.20 | 0.65 | 1.30 | -1.90 | 10 | 232 | 58.0% | 0.677 | 0.2567 | -0.086 | 0.009 | 0.001 |
| 26.50 | 1.15 | 0.35 | 1.25 | -2.17 | 1 | 92 | 68.0% | 0.536 | 0.2425 | -0.110 | 0.010 | 0.001 |
| 27.00 | 0.58 | 0.20 | 0.95 | -1.75 | 55 | 426 | 68.2% | 0.416 | 0.2374 | -0.108 | 0.009 | 0.001 |
| 27.50 | 0.49 | 0.05 | 0.80 | -1.71 | 34 | 481 | 70.7% | 0.313 | 0.2078 | -0.102 | 0.009 | 0.001 |
| 28.00 | 0.30 | 0.10 | 0.65 | -1.20 | 18 | 421 | 80.1% | 0.251 | 0.1651 | -0.103 | 0.008 | 0.001 |
| 28.50 | 0.30 | 0.20 | 0.50 | -0.80 | 4 | 87 | 90.2% | 0.211 | 0.1329 | -0.105 | 0.007 | 0.000 |
| 29.00 | 0.20 | 0.15 | 0.25 | -0.80 | 91 | 377 | 82.8% | 0.133 | 0.1075 | -0.072 | 0.005 | 0.000 |
| 30.00 | 0.10 | 0.05 | 0.15 | -0.45 | 379 | 1,871 | 84.8% | 0.063 | 0.0608 | -0.043 | 0.003 | 0.000 |
| 31.00 | 0.05 | 0.00 | 0.30 | -0.28 | 42 | 187 | 112.1% | 0.073 | 0.0512 | -0.063 | 0.003 | 0.000 |
| 32.00 | 0.05 | 0.00 | 0.10 | -0.13 | 46 | 205 | 100.8% | 0.024 | 0.0232 | -0.023 | 0.001 | 0.000 |
| 33.00 | 0.10 | 0.00 | 0.25 | 0.02 | 4 | 100 | 137.5% | 0.048 | 0.0300 | -0.055 | 0.002 | 0.000 |
| 34.00 | 0.05 | 0.00 | 0.30 | -0.05 | 22 | 67 | 157.8% | 0.050 | 0.0271 | -0.066 | 0.002 | 0.000 |
| 35.00 | 0.10 | 0.00 | 0.05 | 0.05 | 8 | 681 | 125.0% | 0.009 | 0.0081 | -0.012 | 0.001 | 0.000 |
| 36.00 | 0.24 | - | 0.20 | 0.00 | 0 | 96 | 196.9% | 0.054 | 0.0231 | -0.087 | 0.003 | 0.000 |
| 37.00 | 0.10 | - | 0.20 | 0.00 | 0 | 1 | 210.2% | 0.051 | 0.0206 | -0.088 | 0.003 | 0.000 |
| 40.00 | 0.04 | - | 0.30 | 0.00 | 0 | 3 | 269.1% | 0.061 | 0.0185 | -0.130 | 0.003 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5.00 | 0.03 | 0.00 | 0.05 | 0.00 | 0 | 153 | 681.3% | -0.001 | 0.0003 | -0.012 | 0.000 | -0.000 |
| 7.50 | 0.09 | 0.00 | 0.60 | 0.00 | 0 | 1 | 789.8% | -0.017 | 0.0022 | -0.132 | 0.001 | -0.000 |
| 10.00 | 0.03 | 0.00 | 0.30 | 0.00 | 1 | 47 | 539.1% | -0.012 | 0.0025 | -0.069 | 0.001 | -0.000 |
| 11.00 | 0.08 | - | 0.40 | 0.00 | 1 | 11 | 609.4% | -0.030 | 0.0047 | -0.168 | 0.002 | -0.000 |
| 12.00 | 0.13 | 0.00 | 0.40 | 0.00 | 1 | 15 | 474.2% | -0.019 | 0.0041 | -0.090 | 0.001 | -0.000 |
| 12.50 | 0.14 | 0.00 | 0.15 | 0.00 | 1 | 139 | 376.6% | -0.009 | 0.0026 | -0.035 | 0.001 | -0.000 |
| 13.00 | 0.18 | 0.00 | 0.40 | 0.00 | 0 | 1 | 432.0% | -0.021 | 0.0049 | -0.089 | 0.001 | -0.000 |
| 14.00 | 0.05 | 0.00 | 0.60 | 0.00 | 1 | 3 | 431.3% | -0.033 | 0.0071 | -0.128 | 0.002 | -0.000 |
| 15.00 | 0.05 | 0.00 | 0.25 | 0.03 | 2 | 973 | 323.4% | -0.018 | 0.0056 | -0.057 | 0.001 | -0.000 |
| 16.00 | 0.02 | 0.00 | 0.05 | 0.00 | 20 | 162 | 221.9% | -0.004 | 0.0024 | -0.011 | 0.000 | -0.000 |
| 16.50 | 0.01 | 0.00 | 0.05 | -0.19 | 4 | 9 | 210.9% | -0.005 | 0.0027 | -0.012 | 0.000 | -0.000 |
| 17.00 | 0.25 | 0.00 | 0.60 | 0.00 | 1 | 8 | 320.7% | -0.046 | 0.0125 | -0.124 | 0.002 | -0.000 |
| 17.50 | 0.10 | 0.00 | 0.05 | 0.08 | 1 | 402 | 187.5% | -0.005 | 0.0034 | -0.012 | 0.000 | -0.000 |
| 18.00 | 0.04 | 0.00 | 0.05 | 0.00 | 12 | 61 | 176.6% | -0.006 | 0.0039 | -0.012 | 0.000 | -0.000 |
| 18.50 | 0.23 | 0.00 | 0.35 | 0.00 | 4 | 65 | 237.1% | -0.036 | 0.0139 | -0.076 | 0.002 | -0.000 |
| 19.00 | 0.03 | 0.00 | 0.05 | -0.01 | 3 | 63 | 154.7% | -0.007 | 0.0051 | -0.012 | 0.000 | -0.000 |
| 19.50 | 0.40 | 0.00 | 0.05 | 0.00 | 296 | 277 | 143.8% | -0.007 | 0.0058 | -0.012 | 0.000 | -0.000 |
| 20.00 | 0.03 | 0.00 | 0.05 | 0.00 | 150 | 445 | 134.4% | -0.008 | 0.0069 | -0.012 | 0.001 | -0.000 |
| 20.50 | 0.05 | 0.00 | 0.05 | 0.00 | 1 | 74 | 123.4% | -0.009 | 0.0078 | -0.012 | 0.001 | -0.000 |
| 21.00 | 0.05 | 0.00 | 0.35 | 0.00 | 3 | 8 | 168.8% | -0.052 | 0.0263 | -0.072 | 0.003 | -0.000 |
| 21.50 | 0.05 | 0.00 | 0.05 | 0.02 | 1 | 144 | 103.9% | -0.011 | 0.0111 | -0.012 | 0.001 | -0.000 |
| 22.00 | 0.20 | 0.00 | 0.05 | 0.00 | 27 | 121 | 93.8% | -0.011 | 0.0132 | -0.011 | 0.001 | -0.000 |
| 22.50 | 0.09 | 0.00 | 0.40 | -0.01 | 1 | 82 | 134.8% | -0.076 | 0.0441 | -0.077 | 0.003 | -0.000 |
| 23.00 | 0.07 | 0.00 | 0.55 | 0.00 | 3 | 34 | 134.8% | -0.105 | 0.0561 | -0.098 | 0.004 | -0.000 |
| 23.50 | 0.05 | 0.00 | 0.45 | 0.00 | 2 | 56 | 112.9% | -0.104 | 0.0661 | -0.081 | 0.004 | -0.000 |
| 24.00 | 0.10 | 0.00 | 0.30 | -0.08 | 4 | 46 | 87.1% | -0.090 | 0.0772 | -0.056 | 0.004 | -0.000 |
| 24.50 | 0.10 | 0.05 | 0.45 | 0.05 | 21 | 12 | 89.3% | -0.145 | 0.1061 | -0.081 | 0.006 | -0.000 |
| 25.00 | 0.25 | 0.05 | 0.40 | 0.17 | 25 | 663 | 71.9% | -0.162 | 0.1419 | -0.070 | 0.006 | -0.000 |
| 25.50 | 0.35 | 0.25 | 0.70 | 0.25 | 37 | 43 | 84.6% | -0.278 | 0.1645 | -0.113 | 0.008 | -0.001 |
| 26.00 | 0.50 | 0.35 | 1.00 | 0.35 | 33 | 162 | 85.7% | -0.370 | 0.1827 | -0.129 | 0.009 | -0.001 |
| 26.50 | 0.85 | 0.65 | 1.30 | 0.59 | 72 | 68 | 92.0% | -0.465 | 0.1792 | -0.145 | 0.010 | -0.001 |
| 27.00 | 1.10 | 0.65 | 1.70 | 0.80 | 37 | 241 | 85.5% | -0.561 | 0.1912 | -0.134 | 0.010 | -0.001 |
| 27.50 | 1.15 | 0.90 | 2.00 | 0.64 | 85 | 97 | 81.8% | -0.660 | 0.1858 | -0.118 | 0.009 | -0.002 |
| 28.00 | 1.58 | 1.15 | 2.55 | 0.88 | 154 | 196 | 86.9% | -0.730 | 0.1579 | -0.113 | 0.008 | -0.002 |
| 28.50 | 1.92 | 1.55 | 3.10 | 0.97 | 12 | 292 | 97.5% | -0.769 | 0.1294 | -0.116 | 0.007 | -0.002 |
| 29.00 | 2.20 | 2.05 | 3.40 | 1.00 | 9 | 715 | 98.0% | -0.823 | 0.1098 | -0.099 | 0.006 | -0.002 |
| 30.00 | 3.28 | 2.55 | 4.60 | 1.78 | 12 | 35 | 97.1% | -0.907 | 0.0711 | -0.062 | 0.004 | -0.002 |
| 31.00 | 2.10 | 3.20 | 6.00 | 0.00 | 14 | 12 | 119.5% | -0.913 | 0.0550 | -0.073 | 0.004 | -0.002 |
| 32.00 | 2.88 | 4.10 | 6.70 | 0.00 | 0 | 4 | 272.9% | -0.734 | 0.0499 | -0.357 | 0.008 | -0.002 |
| 33.00 | 4.11 | 5.00 | 7.80 | 0.00 | 3 | 5 | 304.3% | -0.740 | 0.0442 | -0.393 | 0.008 | -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.