Pre-market
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FSLY 27.46
Expected move by Sep 25 ±$3.21 ±11.7% $24.25 – $30.67 90%: $20.62 – $34.30
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Every quote and Greek, one row per strike.
88 contracts 69 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
19 7 0.96 541% 14.70 16.90 $12.00 0.00 0.55 - - 2 2
12 7 0.96 494% 13.70 15.90 $13.00 0.00 0.15 - - 1 1
1 13 0.97 392% 12.70 14.60 $14.00 0.00 0.55 - - 0 0
13 18 0.95 397% 11.70 13.80 $15.00 0.00 0.55 354% -0.04 1 4
0 10 0.95 360% 10.60 12.90 $16.00 0.00 0.55 300% -0.03 15 69
2 3 - - 9.00 11.90 $17.00 0.00 0.55 271% -0.03 1 33
1 1 - - 8.50 11.30 $17.50 0.00 0.30 257% -0.04 2 7
1 7 0.97 225% 8.20 10.90 $18.00 0.00 0.25 233% -0.03 1 44
1 22 0.93 277% 8.10 10.40 $18.50 0.00 0.55 210% -0.03 13 14
4 23 0.93 262% 7.60 9.90 $19.00 0.00 0.10 207% -0.04 5 316
2 11 - - 6.50 9.40 $19.50 0.00 0.25 185% -0.03 1 20
792 574 0.96 176% 6.20 8.90 $20.00 0.00 0.55 173% -0.03 87 1,816
4 8 0.98 139% 5.60 8.40 $20.50 0.00 0.30 162% -0.04 33 305
1,159 1 0.93 183% 5.50 7.80 $21.00 0.00 0.15 150% -0.04 196 218
152 1 0.96 141% 4.80 7.30 $21.50 0.05 0.15 149% -0.05 74 35
368 10 0.92 157% 4.60 6.70 $22.00 0.05 0.40 167% -0.09 83 59
111 3 0.89 166% 4.40 6.10 $22.50 0.10 0.35 154% -0.10 84 1,240
2,147 113 0.86 167% 4.10 5.60 $23.00 0.05 0.50 152% -0.12 1,354 2,330
236 28 0.94 100% 3.50 4.60 $23.50 0.05 0.60 145% -0.14 121 870
248 54 0.80 167% 3.40 4.70 $24.00 0.20 0.70 149% -0.18 57 235
161 98 0.80 142% 2.75 4.20 $24.50 0.40 0.60 142% -0.20 86 170
4,204 973 0.75 145% 2.90 3.40 $25.00 0.50 0.75 139% -0.24 229 726
197 112 0.72 141% 2.15 3.40 $25.50 0.55 1.15 146% -0.29 33 19
396 174 0.68 133% 1.90 2.80 $26.00 0.90 1.10 144% -0.33 46 86
66 132 0.62 142% 1.70 2.65 $26.50 0.90 1.60 146% -0.38 40 16
1,026 1,643 0.58 138% 1.70 2.00 $27.00 1.15 1.70 142% -0.42 1,124 104
80 341 0.53 152% 1.55 1.95 $27.50 1.40 2.15 152% -0.47 19 8
133 390 0.48 145% 1.30 1.65 $28.00 1.60 2.35 143% -0.52 2 18
64 62 0.44 145% 1.10 1.45 $28.50 1.85 2.80 147% -0.56 2 9
98 641 0.39 147% 1.00 1.20 $29.00 2.15 3.20 151% -0.60 1 15
47 228 0.36 149% 0.60 1.35 $29.50 2.45 3.60 151% -0.64 2 8
369 7,526 0.34 162% 0.75 1.20 $30.00 2.75 4.00 150% -0.68 1 13
13 266 0.28 146% 0.35 1.00 $30.50 3.10 4.50 155% -0.71 1 2
93 170 0.23 141% 0.30 0.75 $31.00 3.40 4.90 153% -0.75 1 0
90 404 0.22 151% 0.20 0.85 $31.50 3.80 5.40 156% -0.77 1 4
41 120 0.20 154% 0.20 0.75 $32.00 4.20 5.80 154% -0.80 4 4
775 80 0.13 142% 0.05 0.45 $33.00 5.00 6.80 161% -0.84 0 0
5 181 0.14 170% 0.15 0.50 $34.00 5.90 7.70 161% -0.88 4 4
16 226 0.11 172% 0.05 0.45 $35.00 6.90 8.70 175% -0.89 0 0
5 12 0.08 173% 0.00 0.55 $36.00 7.60 9.80 172% -0.92 2 2
112 3 0.11 209% 0.00 0.30 $37.00 8.90 10.90 221% -0.88 2 0
22 22 0.10 222% 0.00 0.10 $38.00 9.50 12.00 209% -0.92 0 0
0 0 0.11 239% 0.00 0.75 $39.00 10.70 13.00 239% -0.90 0 0
775 1 0.10 252% 0.00 0.30 $40.00 11.80 14.00 260% -0.89 0 0