Fastly Inc. (FSLY)
NYSE: FSLY
· Real-Time Price · USD
7.72
0.23 (3.07%)
At close: Aug 28, 2025, 11:54 AM
FSLY Delta Exposure By Expiry
The total Delta Exposure (DEX) for FSLY across all expirations shows 79,670.72 net shares that market makers must hedge, with 171,530.63 from calls and 91,859.91 from puts. The put-call delta ratio of 0.54 suggests neutral market maker positioning. The largest delta concentration at Dec 19, 25 with 35,034.12 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Aug 29, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
FSLY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 29, 25 | 3,911.71 | -349.55 | 3,562.16 | 0.09 |
| Sep 5, 25 | 4,186.81 | -1,307.85 | 2,878.96 | 0.31 |
| Sep 12, 25 | 4,638.15 | -80.96 | 4,557.19 | 0.02 |
| Sep 19, 25 | 38,046.97 | -7,688.08 | 30,358.89 | 0.20 |
| Sep 26, 25 | 441.62 | -396.79 | 44.83 | 0.90 |
| Oct 3, 25 | 13.87 | 0 | 13.87 | 0.00 |
| Oct 17, 25 | 4,994.43 | -53.74 | 4,940.69 | 0.01 |
| Dec 19, 25 | 44,106.33 | -9,072.21 | 35,034.12 | 0.21 |
| Jan 16, 26 | 34,407.93 | -40,072.72 | -5,664.79 | 1.16 |
| Mar 20, 26 | 2,385.77 | -532.96 | 1,852.81 | 0.22 |
| Jan 15, 27 | 34,397.04 | -32,305.05 | 2,091.99 | 0.94 |