FSLY260116C00002500 Option on Fastly Inc
| FSLY Stock | USD 10.52 1.00 8.68% |
FSLY260116C00002500 is a PUT option contract on Fastly's common stock with a strick price of 2.5 expiring on 2026-01-16. The contract was not traded in recent days and, as of today, has 42 days remaining before the expiration. The option is currently trading at a bid price of $8.4, and an ask price of $10.3. The implied volatility as of the 5th of December is 42.0.
A put option written on Fastly becomes more valuable as the price of Fastly drops. Conversely, Fastly's put option loses its value as Fastly Stock rises.
Rule 16 of 2026-01-16 Option Contract
The options market is anticipating that Fastly Inc will have an average daily up or down price movement of about 0.17% per day over the life of the option. With Fastly trading at USD 10.52, that is roughly USD 0.0179. If you think that the market is fully understating Fastly's daily price movement you should consider buying Fastly Inc options at that current volatility level of 2.72%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Call Option on Fastly
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their Fastly positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on Fastly Stock have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
| Call Contract Name | FSLY260116C00002500 |
| Expires On | 2026-01-16 |
| Days Before Expriration | 42 |
| Delta | 0.982861 |
| Vega | 0.001731 |
| Gamma | 0.003834 |
| Theoretical Value | 9.35 |
| Open Interest | 67 |
| Strike Price | 2.5 |
| Last Traded At | 8.76 |
| Current Price Spread | 8.4 | 10.3 |
| Rule 16 Daily Up or Down | USD 0.0179 |
Fastly short PUT Option Greeks
Fastly's Option Greeks for the contract ending on 2026-01-16 at a strike price of 2.5 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Fastly's option greeks, its implied volatility helps estimate the risk of Fastly stock implied by the prices of the options on Fastly's stock.
| Delta | 0.982861 | |
| Gamma | 0.003834 | |
| Theta | -0.005581 | |
| Vega | 0.001731 | |
| Rho | 0.002639 |
Fastly long PUT Option Payoff at expiration
Put options written on Fastly grant holders of the option the right to sell a specified amount of Fastly at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Fastly Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Fastly is like buying insurance aginst Fastly's downside shift.
Profit |
| Fastly Price At Expiration |
Fastly short PUT Option Payoff at expiration
By selling Fastly's put option, the investors signal their bearish sentiment. A short position in a put option written on Fastly will generally make money when the underlying price is above the strike price. Therefore Fastly's put payoff at expiration depends on where the Fastly Stock price is relative to the put option strike price. The breakeven price of 11.85 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Fastly's price. Finally, at the strike price of 2.5, the payoff chart is constant and positive.
Profit |
| Fastly Price At Expiration |
Fastly Inc Available Call Options
Fastly's option chain is a display of a range of information that helps investors for ways to trade options on Fastly. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Fastly. It also shows strike prices and maturity days for a Fastly against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
| Open Int | Strike Price | Current Spread | Last Price | |||
Call | FSLY260116C00040000 | 2248 | 40.0 | 0.0 - 0.6 | 0.05 | Out |
Call | FSLY260116C00035000 | 1155 | 35.0 | 0.0 - 0.05 | 0.05 | Out |
Call | FSLY260116C00030000 | 1683 | 30.0 | 0.0 - 0.05 | 0.1 | Out |
Call | FSLY260116C00025000 | 592 | 25.0 | 0.0 - 0.3 | 0.05 | Out |
Call | FSLY260116C00022500 | 833 | 22.5 | 0.0 - 0.7 | 0.04 | Out |
Call | FSLY260116C00020000 | 2875 | 20.0 | 0.0 - 0.1 | 0.08 | Out |
Call | FSLY260116C00017500 | 5812 | 17.5 | 0.0 - 0.15 | 0.1 | Out |
Call | FSLY260116C00015000 | 5625 | 15.0 | 0.1 - 0.2 | 0.17 | Out |
Call | FSLY260116C00012500 | 9396 | 12.5 | 0.55 - 0.7 | 0.61 | Out |
Call | FSLY260116C00010000 | 4603 | 10.0 | 2.0 - 2.3 | 2.0 | In |
Call | FSLY260116C00007500 | 2047 | 7.5 | 3.8 - 4.9 | 4.3 | In |
Call | FSLY260116C00005000 | 740 | 5.0 | 6.0 - 7.5 | 7.1 | In |
Call | FSLY260116C00002500 | 67 | 2.5 | 8.4 - 10.3 | 8.76 | In |
Fastly Corporate Management
| Kip Compton | Chief Officer | Profile | |
| Brett Shirk | Chief Revenue Officer | Profile | |
| Peter Alexander | Chief Officer | Profile | |
| Paul Luongo | General Counsel and Senior Vice President Trust | Profile | |
| Charles Meyers | Independent Director | Profile |
Additional Tools for Fastly Stock Analysis
When running Fastly's price analysis, check to measure Fastly's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Fastly is operating at the current time. Most of Fastly's value examination focuses on studying past and present price action to predict the probability of Fastly's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fastly's price. Additionally, you may evaluate how the addition of Fastly to your portfolios can decrease your overall portfolio volatility.