# FSLY: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/FSLY
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 25.81 |
| Delta neutral (USD/share) | 21.84 |
| Gamma neutral (USD/share) | 21.18 |
| Gamma max (USD/share) | 27.46 |
| Open interest (contracts) | 218,710 |
| Nearest-expiration max pain (USD/share) | 26.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 20.00 |
| Net gamma exposure | 5,360,766 |
| Confirmed GEX flip (USD/share) | 21.18 |
| Call wall (USD/share) | 30.00 |
| Put wall (USD/share) | 17.50 |
| Put/call open-interest ratio | 0.92 |
| Options catalyst-intensity score (0–100) | 46.7 |
| Options directional score (-100 to +100) | 4.1 |
| IV rank | 99.4 |
| Front ATM IV | +87.6% |
| Front-minus-back IV | -16.2 pp |
| Front expected move | +12.1% |
| Front ATM straddle / spot | +8.8% |
| Front 25-delta risk reversal | -11.2 pp |
| 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) |
| Daily open interest change (contracts) | -27,368 |
| Daily open interest change z-score (prior 252) | -2.10σ (252 prior changes) |
| Gamma max distance from close | +6.4% |
| Delta neutral distance from close | -15.4% |
| Prior-year sessions closer to gamma max | 29.4% of 252 |
| Prior-year sessions closer to delta neutral | 67.9% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 45 | -1.4% | -3.3% to +2.0% | 40% | -2.7% to +0.8% | 0.0% |
| above | Day +3 | 45 | -2.3% | -4.7% to +2.7% | 38% | -3.2% to +1.0% | 0.0% |
| above | Day +5 | 45 | -2.9% | -9.1% to +6.7% | 44% | -4.3% to +2.8% | 0.0% |
| above | Day +10 | 43 | -6.8% | -13.0% to +6.7% | 42% | -9.7% to +0.2% | 0.0% |
| below | Day +1 | 47 | -1.2% | -3.1% to +1.6% | 34% | -2.0% to -0.4% | -0.4% |
| below | Day +3 | 47 | -0.1% | -4.4% to +5.7% | 49% | -2.0% to +3.4% | 0.0% |
| below | Day +5 | 47 | -1.1% | -7.6% to +4.8% | 49% | -2.6% to +2.7% | 0.0% |
| below | Day +10 | 45 | -0.4% | -11.3% to +8.2% | 47% | -6.4% to +4.5% | 0.0% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/FSLY.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/FSLY.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/FSLY.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).