FSLY max pain, gamma exposure (GEX) & options open interest
As of close · rank #383 by open interest · 1,394 sessions of history since Dec 1, 2020
FSLY's nearest-expiration max pain is 26.50 for 2026-10-09, its GEX flip is 21.18, net GEX is 5,360,766, its put/call open-interest ratio is 0.92. These are whole-chain derived aggregates as of Oct 2, 2026 close.
Whole-chain analytics
Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.
Advanced options analysis
Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.
Strongest relative signals: 7d expected move +12.1% · IV rank 99
FSLY closed 6.4% below its gamma max of 27.46. It is 15.4% above the delta neutral price of 21.84. Total open interest is 218,710, -11.1% versus the previous session. Its options catalyst-intensity score is 46.7 out of 100, led by 7d expected move +12.1%, IV rank 99. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -17,407 contracts · -13.3% |
| Put OI change, 1 session | -9,961 contracts · -8.7% |
| Call minus put OI growth, 1 session | -4.6 pp |
| Call OI change, 5 sessions | +1,522 contracts · +1.4% |
| Put OI change, 5 sessions | -428 contracts · -0.4% |
| Call minus put OI growth, 5 sessions | +1.8 pp |
| Daily call OI change surprise | -1.96σ (252 prior changes) |
| Daily put OI change surprise | -2.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.65σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 45 completed Day +10 paths · latest Sep 24, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 47 | -1.2% | -3.1% to +1.6% | 34% | -2.0% to -0.4% | -0.4% |
| Day +2 | 47 | -0.3% | -6.2% to +2.8% | 47% | -2.0% to +0.6% | 0.0% |
| Day +3 | 47 | -0.1% | -4.4% to +5.7% | 49% | -2.0% to +3.4% | 0.0% |
| Day +4 | 47 | +0.9% | -5.8% to +6.7% | 51% | -1.7% to +4.4% | 0.0% |
| Day +5 | 47 | -1.1% | -7.6% to +4.8% | 49% | -2.6% to +2.7% | 0.0% |
| Day +6 | 47 | -0.9% | -10.6% to +5.0% | 47% | -4.6% to +1.8% | 0.0% |
| Day +7 | 46 | +0.4% | -10.8% to +7.3% | 52% | -5.3% to +2.9% | 0.0% |
| Day +8 | 46 | -0.8% | -11.3% to +5.9% | 43% | -6.1% to +2.2% | 0.0% |
| Day +9 | 45 | -2.8% | -9.9% to +6.0% | 40% | -5.4% to +2.6% | 0.0% |
| Day +10 | 45 | -0.4% | -11.3% to +8.2% | 47% | -6.4% to +4.5% | 0.0% |
Crosses above gamma max 43 completed Day +10 paths · latest Sep 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 45 | -1.4% | -3.3% to +2.0% | 40% | -2.7% to +0.8% | 0.0% |
| Day +2 | 45 | -1.9% | -5.3% to +2.1% | 38% | -3.5% to +0.4% | 0.0% |
| Day +3 | 45 | -2.3% | -4.7% to +2.7% | 38% | -3.2% to +1.0% | 0.0% |
| Day +4 | 45 | +0.1% | -6.7% to +4.9% | 51% | -4.0% to +2.1% | 0.0% |
| Day +5 | 45 | -2.9% | -9.1% to +6.7% | 44% | -4.3% to +2.8% | 0.0% |
| Day +6 | 45 | -1.5% | -10.5% to +5.0% | 44% | -5.4% to +2.3% | 0.0% |
| Day +7 | 45 | -2.6% | -13.1% to +3.9% | 40% | -8.5% to +1.4% | 0.0% |
| Day +8 | 44 | -3.7% | -15.0% to +4.7% | 43% | -6.3% to +1.9% | 0.0% |
| Day +9 | 44 | -3.2% | -14.9% to +6.0% | 36% | -11.2% to -0.5% | -0.5% |
| Day +10 | 43 | -6.8% | -13.0% to +6.7% | 42% | -9.7% to +0.2% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 36 |
| Delta neutral crosses | 12 |
| Prior-year sessions closer to gamma max | 29.4% of 252 |
| Prior-year sessions closer to delta neutral | 67.9% of 252 |
| Open interest percentile (1y) | 81th |
| Daily open interest change versus prior year | -2.10σ (-27,368 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.5% |
| Open interest change, 21 sessions | +14.9% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 26.68 vs 28.54 (-7.0%)
- closed above gamma max at 29.65 vs 28.84 (+2.7%)
- closed below gamma max at 26.08 vs 27.98 (-7.3%)
- closed above gamma max at 27.42 vs 26.28 (+4.1%)
- closed below gamma max at 23.86 vs 26.17 (-9.7%)
- closed above gamma max at 24.57 vs 24.56 (+0.0%)
- closed below gamma max at 24.30 vs 24.74 (-1.8%)
- closed above gamma max at 24.86 vs 24.64 (+0.9%)
- closed above delta neutral at 21.12 vs 20.47 (+3.1%)
- closed below delta neutral at 20.77 vs 20.79 (-0.1%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/FSLY
Questions people ask about FSLY
Where is FSLY's gamma max today?
As of Oct 2, 2026, the gamma max for FSLY is 27.46, +6.4% from the 25.81 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is FSLY above or below its delta neutral price?
FSLY closed above delta neutral: 25.81 against a delta neutral price of 21.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FSLY have?
218,710 contracts of open interest across 427 listed contracts on Oct 2, 2026, -11.1% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.