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Fastly FSLY 15.38 -5.66 -26.88%

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ATM IV
0.978
Put Call Ratio (OI)
0.844
Put Call Ratio (Vol)
0.707
IV Rank
27.8
IV Percentile
58.3
Max pain
21

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-29.5
29.5
View values by strike
FSLY · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 62.7 -116
5.00 427 -6.57 K
7.50 4.71 K -7 K
10.00 23.3 K -39.8 K
12.50 67.8 K -27.2 K
14.00 3.58 K -20.1 K
15.00 45.1 K -196 K
15.50 8.81 K -70.9 K
16.00 8.07 K -47.4 K
16.50 383 -117 K
17.00 508 -41.3 K
17.50 28.1 K -406 K
18.00 1.27 K -5.12 K
18.50 2.17 K -6.55 K
19.00 806 -19.8 K
19.50 674 -328
20.00 116 K -64.7 K
20.50 11.1 K -8.33 K
21.00 104 K -19.1 K
21.50 10.2 K -5.43 K
22.00 5.81 K -107
22.50 95.3 K -18.2 K
23.00 7.16 K 0
23.50 3.44 K -478
24.00 7.57 K 0
24.50 50.7 K -826
25.00 79.7 K -15.6 K
25.50 3.49 K -533
26.00 7.54 K -122
26.50 1.83 K 0
27.00 6.09 K -20.2
27.50 3.97 K -121
28.00 6.54 K -44.6
28.50 2.23 K -102
29.00 4.15 K -42.2
29.50 466 -14.6
30.00 114 K -4.43 K
30.50 750 -13.7
31.00 2.61 K 0
31.50 1.06 K 0
32.00 4.39 K 0
32.50 456 0
33.00 1.86 K 0
33.50 178 0
34.00 500 0
34.50 53.2 0
35.00 54.8 K -1.75 K
36.00 908 0
37.00 265 0
38.00 332 -42
40.00 29.2 K -1.18 K
45.00 19.8 K -240