FSLY · Expected Move
Fastly, Inc. Class A Common Stock
The expected move for FSLY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
FSLY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FSLY Expected Move
30-Day Straddle
$5.92
7-Day Straddle
$1.80
30-Day ATM IV
112.4%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to FSLY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
FSLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $5.92 | $1.80 | 112.4% | 82% |
| 20261016 | $5.97 | $2.40 | 117.2% | 92% |
| 20261015 | $6.40 | $2.55 | 113.7% | 85% |
| 20261014 | $6.60 | $2.77 | 116.6% | 91% |
| 20261013 | $7.20 | $2.95 | 115.3% | 88% |
| 20261012 | $6.75 | $1.98 | 110.6% | 79% |
| 20261009 | $7.20 | $2.83 | 112.0% | 81% |
| 20261008 | $6.00 | $2.45 | 105.1% | 67% |
| 20261007 | $5.97 | $2.52 | 105.4% | 68% |
| 20261006 | $6.38 | $2.60 | 105.7% | 69% |
| 20261005 | $6.55 | $1.80 | 102.3% | 62% |
| 20261002 | $4.60 | $2.17 | 91.0% | 39% |
| 20261001 | $5.40 | $2.85 | 93.6% | 44% |
| 20260930 | $5.18 | $2.92 | 88.9% | 34% |
| 20260929 | $5.25 | $3.15 | 89.3% | 35% |
| 20260928 | $5.22 | $2.35 | 89.9% | 36% |
| 20260925 | $4.92 | $2.55 | 90.0% | 37% |
| 20260924 | $5.47 | $3.30 | 92.0% | 41% |
| 20260923 | $7.28 | $4.80 | 106.9% | 71% |
| 20260922 | $5.42 | $3.15 | 89.4% | 35% |
| 20260921 | $6.00 | $3.52 | 93.5% | 44% |
| 20260918 | $4.70 | $2.80 | 85.4% | 27% |
| 20260917 | $4.88 | $3.00 | 86.7% | 30% |
| 20260916 | $4.42 | $2.98 | 81.9% | 20% |
| 20260915 | $4.85 | $3.12 | 85.0% | 19% |
| 20260914 | $5.05 | $2.02 | 86.8% | 22% |
| 20260911 | $4.30 | $2.20 | 83.1% | 16% |
| 20260910 | $4.53 | $2.35 | 88.6% | 24% |
| 20260909 | $4.82 | $2.67 | 91.8% | 29% |
| 20260908 | $4.38 | $2.55 | 88.7% | 25% |
| 20260904 | $3.65 | $1.65 | 78.0% | 9% |
| 20260903 | $3.60 | $1.70 | 76.3% | 6% |
| 20260902 | $3.75 | $1.70 | 79.6% | 11% |
| 20260901 | $3.85 | $1.98 | 79.3% | 11% |
| 20260831 | $4.15 | $1.57 | 78.4% | 9% |
| 20260828 | $3.98 | $1.93 | 77.5% | 8% |
| 20260827 | $4.22 | $2.15 | 76.9% | 7% |
| 20260826 | $4.10 | $2.28 | 76.5% | 7% |
| 20260825 | $4.05 | $2.33 | 76.0% | 6% |
| 20260824 | $4.12 | $1.80 | 76.2% | 6% |
| 20260821 | $4.07 | $2.17 | 74.5% | 4% |
| 20260820 | $3.85 | $2.15 | 76.2% | 6% |
| 20260819 | $4.12 | $2.35 | 75.4% | 5% |
| 20260818 | $4.53 | $2.65 | 72.0% | 0% |
| 20260817 | $5.28 | $2.08 | 73.9% | 0% |
| 20260814 | $4.97 | $2.25 | 74.4% | 0% |
| 20260813 | $5.22 | $3.05 | 78.1% | 4% |
| 20260812 | $4.92 | $2.98 | 75.9% | 1% |
| 20260811 | $5.45 | $3.12 | 81.3% | 9% |
| 20260810 | $5.47 | $2.40 | 84.1% | 13% |
| 20260807 | — | — | 76.8% | 2% |
| 20260806 | $4.47 | $3.05 | 84.9% | 15% |
| 20260805 | $6.60 | $5.25 | 110.8% | 55% |
| 20260804 | $6.53 | $4.88 | 114.9% | 61% |
| 20260803 | $6.15 | $4.28 | 115.4% | 62% |
| 20260731 | $5.97 | $3.85 | 116.1% | 63% |
| 20260730 | $6.03 | $4.68 | 119.7% | 69% |
| 20260729 | $5.68 | $4.38 | 121.2% | 71% |
| 20260728 | $5.47 | $4.38 | 116.0% | 63% |
| 20260727 | $5.20 | $1.80 | 113.7% | 60% |
More on FSLY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.