Quantchabot has detected a new Bear Call Spread trade opportunity for FASTLY INC. CLASS A (FSLY) for the 1-May-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
FSLY was recently trading at $21.38 and has an implied volatility of 96.50% for this period. Based on an analysis of the options available for FSLY expiring on 1-May-2026, there is a 34.25% likelihood that the underlying will close within the analyzed range of $17.33-$21.42 at expiration. In this scenario, the average linear return for the trade would be 35.63%.
Big -12.27% Change: After closing the last trading session at $24.37, FASTLY INC. CLASS A opened today at $24.52 and has reached a low of $21.13.
Trade approach: A movement as big as -12.27% is a significantly bearish indicator, so this trade is designed to be profitable if FSLY maintains its current direction and does not revert back to pricing on the bullish side of $21.38 on 1-May-2026. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if FASTLY INC. CLASS A closes at or below $21.45 on 1-May-2026. Based on our risk-neutral analysis, there is a 50.28% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
Leave a Reply
You must be logged in to post a comment.