Earnings volatility research · Nov 4, 2026
FSLY · Fastly, Inc.
$25.28 · Earnings in 27 days — After close (AMC) · Updated after Oct 7, 2026 market close
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
Setup summary
A snapshot exists but has not cleared research review for publication.
Why this matters
Event-relative volatility comparison is unavailable for this snapshot. The ATM straddle implies a ±23.6% move — 1.00x the historical median actual move.
No current candidate is available for this ticker.
Unknown event volatility; acceptable liquidity. Historical evidence quality is low (fewer than 4 reconstructed events.) and the sample covers exact-contract reconstructions, not live published recommendations.
Current implied volatility versus prior earnings cycles
No matched historical checkpoint is available for this snapshot.
Updated Oct 7, 2026, 4:00 PM EDT
Loading graph — the exact table is available below.
Event / reference markers
- Earnings: 0
Exact data table
| Observation | Current IV (%) | Historical median (%) | Historical p25 (%) | Historical p75 (%) | Context | Updated |
|---|---|---|---|---|---|---|
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| 103.305% | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT | |
| Unavailable | Unavailable | Unavailable | Unavailable | 0 historical events; absent values remain unavailable. | Updated Oct 7, 2026, 4:00 PM EDT |
Expected move and historical earnings behavior
ATM_STRADDLE_MIDPOINT · event expiration Nov 6, 2026 · Oct 7, 2026 market close
Updated Oct 7, 2026, 4:00 PM EDT
Loading graph — the exact table is available below.
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 15.5789% | Unavailable | Signed actual 15.5789% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 30.5862% | Unavailable | Signed actual 30.5862% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 32.0186% | Unavailable | Signed actual 32.0186% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 14.3275% | Unavailable | Signed actual 14.3275% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 0.1225% | Unavailable | Signed actual 0.1225% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 20.854% | Unavailable | Signed actual 20.854% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 26.3682% | Unavailable | Signed actual 26.3682% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 14.4172% | Unavailable | Signed actual 14.4172% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 35.9356% | Unavailable | Signed actual 35.9356% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 72.2879% | Unavailable | Signed actual 72.2879% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 38.2325% | Unavailable | Signed actual 38.2325% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT | |
| 12.8698% | Unavailable | Signed actual 12.8698% · Reconstruction status unavailable · 0 IV checkpoints | Updated Oct 7, 2026, 4:00 PM EDT |
Implied observations come from the earnings expiration at the stored snapshot; realized moves use the absolute post-earnings session return. Missing implied quotes remain gaps — they are never treated as zero moves, and exceedance counts use only paired observations.
Volatility term structure
The earnings expiration trades 5.9 volatility points above the next expiration. Classification: Event Spike.
Updated Oct 7, 2026, 4:00 PM EDT
Loading graph — the exact table is available below.
Event / reference markers
- Earnings expiry 2026-11-06: 30
Exact data table
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 73.815% | 23 DTE · ATM strike $25.50 · No stored earnings marker | Updated Oct 7, 2026, 4:00 PM EDT | |
| 103.305% | 30 DTE · ATM strike $25.50 · Contains earnings | Updated Oct 7, 2026, 4:00 PM EDT | |
| 103.675% | 37 DTE · ATM strike $25.00 · No stored earnings marker | Updated Oct 7, 2026, 4:00 PM EDT | |
| 97.39% | 44 DTE · ATM strike $25.00 · No stored earnings marker | Updated Oct 7, 2026, 4:00 PM EDT |
Eligible candidates
Only structures that passed every applicable gate are shown.
No current candidate is available for this ticker. Verified event facts and observed history remain below.
No attractive setup detected
The event was evaluated and no candidate cleared every filter. That is a valid research outcome.
- The implied move is close to realized historical norms.
- Directional confirmation is missing for directional structures.
Comparable FSLY earnings events
Rebuilt from observed quotes after each event — reconstruction evidence, not proof of a live historical publication.
Scroll horizontally to see every column.
| Earnings date | Actual move | Implied move | Reconstruction basis | Strategy outcomes |
|---|---|---|---|---|
| Nov 1, 2023 | 15.6% | Unavailable | Same Ticker Reconstruction | — |
| Feb 14, 2024 | -30.6% | Unavailable | Same Ticker Reconstruction | — |
| May 1, 2024 | -32.0% | Unavailable | Same Ticker Reconstruction | — |
| Aug 7, 2024 | -14.3% | Unavailable | Same Ticker Reconstruction | — |
| Nov 6, 2024 | 0.1% | Unavailable | Same Ticker Reconstruction | — |
| Feb 12, 2025 | -20.9% | Unavailable | Same Ticker Reconstruction | — |
| May 7, 2025 | 26.4% | Unavailable | Same Ticker Reconstruction | — |
| Aug 6, 2025 | 14.4% | Unavailable | Same Ticker Reconstruction | — |
| Nov 5, 2025 | 35.9% | Unavailable | Same Ticker Reconstruction | — |
| Feb 11, 2026 | 72.3% | Unavailable | Same Ticker Reconstruction | — |
| May 6, 2026 | -38.2% | Unavailable | Same Ticker Reconstruction | — |
| Aug 5, 2026 | -12.9% | Unavailable | Same Ticker Reconstruction | — |
How this was generated
Inputs, assumptions, and versions that produced the numbers above.
Research methodology details
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Research methodology details
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Risk record
- Earnings dates can move after this snapshot was captured.
- Bid/ask midpoint fills may not be achievable in live trading.
- Historical reconstruction uses current methodology and is not proof of a live historical publication.
Research methodology and definitions
Primary candidate construction
Exact legs, exposure and payoff for the primary eligible structure.
No current candidate is available for this ticker. Browse available research.
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