# FSLY: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/FSLY
Data through: 2026-10-16 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 22.47 |
| Delta neutral (USD/share) | 21.84 |
| Gamma neutral (USD/share) | 23.71 |
| Gamma max (USD/share) | 30.79 |
| Open interest (contracts) | 184,677 |
| Nearest-expiration max pain (USD/share) | 25.50 (2026-10-23) |
| All-expiration max pain (USD/share) | 20.00 |
| Net gamma exposure | -805,415 |
| Confirmed GEX flip (USD/share) | 23.71 |
| Call wall (USD/share) | 30.00 |
| Put wall (USD/share) | 17.50 |
| Put/call open-interest ratio | 1.04 |
| Options catalyst-intensity score (0–100) | 58.6 |
| Options directional score (-100 to +100) | -31.9 |
| IV rank | 92.9 |
| Front-minus-back IV | 7.0 pp |
| Front 25-delta risk reversal | 18.6 pp |
| Call OI change, 1 session | -26,084 contracts · -22.4% |
| Put OI change, 1 session | -14,734 contracts · -13.5% |
| Call minus put OI growth, 1 session | -8.9 pp |
| Call OI change, 5 sessions | -20,830 contracts · -18.7% |
| Put OI change, 5 sessions | -8,301 contracts · -8.1% |
| Call minus put OI growth, 5 sessions | -10.6 pp |
| Daily call OI change surprise | -2.91σ (252 prior changes) |
| Daily put OI change surprise | -2.88σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.32σ (252 prior changes) |
| Daily open interest change (contracts) | -40,818 |
| Daily open interest change z-score (prior 252) | -3.07σ (252 prior changes) |
| Gamma max distance from close | +37.0% |
| Delta neutral distance from close | -2.8% |
| Prior-year sessions closer to gamma max | 93.7% of 252 |
| Prior-year sessions closer to delta neutral | 6.3% 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 | 45 | -6.8% | -13.7% to +6.6% | 40% | -9.7% to +0.1% | 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 | 47 | -1.6% | -11.2% to +8.1% | 45% | -6.1% 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)
- [Public aggregate analysis](https://halfonadouble.com/api/v1/analysis/FSLY.json?date=2026-10-16&public_schema=4)

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).