Fastly Inc. (FSLY)
NYSE: FSLY
· Real-Time Price · USD
6.92
0.01 (0.22%)
At close: Aug 15, 2025, 3:59 PM
6.95
0.36%
After-hours: Aug 15, 2025, 04:20 PM EDT
FSLY Delta Exposure By Expiry
The total Delta Exposure (DEX) for FSLY across all expirations shows 29,072.44 net shares that market makers must hedge, with 120,289.1 from calls and 91,216.66 from puts. The put-call delta ratio of 0.76 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 24,795.91 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 22, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
FSLY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 25 | 1,606.21 | -1,700.78 | -94.57 | 1.06 |
| Aug 29, 25 | 1,254.84 | -77.07 | 1,177.77 | 0.06 |
| Sep 5, 25 | 2,332.82 | -339.39 | 1,993.43 | 0.15 |
| Sep 12, 25 | 1,501.59 | -23.4 | 1,478.19 | 0.02 |
| Sep 19, 25 | 24,081.69 | -8,983.31 | 15,098.38 | 0.37 |
| Sep 26, 25 | 140.72 | -48.95 | 91.77 | 0.35 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 33,906.74 | -9,110.83 | 24,795.91 | 0.27 |
| Jan 16, 26 | 27,774.21 | -38,569.03 | -10,794.82 | 1.39 |
| Mar 20, 26 | 1,807.74 | -242.43 | 1,565.31 | 0.13 |
| Jan 15, 27 | 25,882.54 | -32,121.47 | -6,238.93 | 1.24 |