What is FSLY's IV rank?

At the close on Sep 28, 2026, FSLY's IV rank was 45 with 30-day implied volatility of 89.9%. IV sits 45% of the way from its one-year low to its one-year high. Its IV percentile was 56: IV is higher than 56% of the past year's readings.

What is the expected move for FSLY?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $6.57 (26.4%), a range of $18.35 to $31.49. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on FSLY?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on FSLY: Long Call Butterflies for Pinning (7), Married Put Protection (3), Iron Condor, 2-ATR Profit Zone (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is FSLY option volume above average?

On Sep 28, 2026, FSLY option volume was 1.2x its average, close to normal.

FSLY options: IV rank, expected move and trade screens

Fastly, Inc. · Technology

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

FSLY closed at $24.92 on Sep 28, 2026 with 30-day implied volatility of 89.9%. That is in the lower half of its one-year range (IV rank 45), so premiums are on the modest side for FSLY. Measured by IV percentile, IV is higher than 56% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $6.57, or 26.4%.

The price is above both its 50-day (+4.9%) and 200-day (+27.6%) moving averages. It is 25.6% below its 52-week high and 217.0% above its 52-week low. The 14-day RSI of 51.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.64, about 10.6% of the price, a measure of a typical day's range.

Option volume at the close (26.3K contracts) was 1.2x its average, close to normal. A beta of 1.35 means FSLY has tended to move about 1.4 times as much as the broad market. 3 of our preset screens found trades on FSLY at the close, led by Long Call Butterflies for Pinning with 7 trades.

FSLY stats at the close

Price: $24.92; Market cap $3.97B
Implied volatility: 89.9%; 30-day, at the money
IV rank: 45; IV sits 45% of the way from its one-year low to its one-year high.
IV percentile: 56; IV is higher than 56% of the past year's readings.
ATR (14-day): $2.64; 10.6% of the price on a typical day
RSI (14-day): 51.2; Between 30 and 70, neutral
52-week range: -25.6% from high; +217.0% from the 52-week low
Moving averages: +4.9% vs 50-day; +27.6% vs the 200-day
Beta: 1.35; Sensitivity to the broad market
Option volume: 1.2x avg; 26.3K contracts vs 22.4K average

FSLY expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	112.8%	±$2.94 (11.8%)	$21.98 to $27.86	$2.35
Oct 30, 202632 days	89.0%	±$6.57 (26.4%)	$18.35 to $31.49	$5.23
Nov 20, 202653 days	103.8%	±$9.86 (39.5%)	$15.06 to $34.78	$7.80
Dec 18, 202681 days	96.7%	±$11.35 (45.6%)	$13.57 to $36.27	$8.95

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for FSLY from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Long Call Butterflies for Pinning

Call Butterfly

7 trades pass on FSLY

Return on risk: 81.8% to 263.6%
Probability of profit: 9.2% to 100.0%

Butterfly spread screener

Married Put Protection

Married Put

3 trades pass on FSLY

Probability of profit: 38.7% to 40.2%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

2 trades pass on FSLY

Return on risk: 25.0% to 33.3%
Probability of profit: 71.7% to 72.7%

Iron condor scanner

FSLY options FAQ

What is FSLY's IV rank?: At the close on Sep 28, 2026, FSLY's IV rank was 45 with 30-day implied volatility of 89.9%. IV sits 45% of the way from its one-year low to its one-year high. Its IV percentile was 56: IV is higher than 56% of the past year's readings.
What is the expected move for FSLY?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $6.57 (26.4%), a range of $18.35 to $31.49. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on FSLY?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on FSLY: Long Call Butterflies for Pinning (7), Married Put Protection (3), Iron Condor, 2-ATR Profit Zone (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is FSLY option volume above average?: On Sep 28, 2026, FSLY option volume was 1.2x its average, close to normal.

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