FTNT option chain Fortinet, Inc.
Cboe delayed options data · as of 12:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±15.5% (144.88–197.94) · ATM IV 63.3% · P/C open interest 1.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 68.25 | 70.80 | 5 | 67 | 0.99 | 0.0007 | -0.015 | 100 | 0 | 0.3500 | 12 | 80 | 79.5% | -0.01 | 0.0007 | -0.015 | |
| 62.80 | 66.15 | 6 | 0.98 | 0.0010 | -0.020 | 105 | 0 | 2.18 | 4 | 100.8% | -0.01 | 0.0010 | -0.020 | |||
| 58.35 | 61.30 | 10 | 63.1% | 0.98 | 0.0014 | -0.028 | 110 | 0 | 2.17 | 3 | 15 | 92.5% | -0.02 | 0.0014 | -0.028 | |
| 53.05 | 56.65 | 2 | 57.5% | 0.97 | 0.0019 | -0.037 | 115 | 0 | 1.15 | 101 | 74.1% | -0.03 | 0.0019 | -0.037 | ||
| 48.40 | 51.70 | 11 | 59.6% | 0.96 | 0.0025 | -0.049 | 120 | 0.4200 | 0.9100 | 8 | 90 | 69.2% | -0.04 | 0.0026 | -0.049 | |
| 43.70 | 47.30 | 10 | 63.6% | 0.94 | 0.0034 | -0.062 | 125 | 0.5400 | 1.22 | 7 | 107 | 66.3% | -0.06 | 0.0034 | -0.063 | |
| 39.25 | 42.90 | 10 | 65.2% | 0.91 | 0.0044 | -0.078 | 130 | 1.25 | 1.78 | 25 | 109 | 68.2% | -0.09 | 0.0044 | -0.079 | |
| 34.85 | 38.50 | 8 | 19 | 64.5% | 0.89 | 0.0054 | -0.096 | 135 | 1.85 | 2.69 | 4 | 93 | 68.6% | -0.11 | 0.0055 | -0.096 |
| 30.60 | 34.35 | 26 | 64.0% | 0.85 | 0.0066 | -0.114 | 140 | 2.52 | 3.10 | 255 | 488 | 65.4% | -0.15 | 0.0067 | -0.115 | |
| 26.80 | 30.45 | 13 | 64.4% | 0.81 | 0.0078 | -0.132 | 145 | 3.20 | 4.20 | 20 | 110 | 63.8% | -0.19 | 0.0079 | -0.133 | |
| 23.55 | 26.25 | 4 | 183 | 63.8% | 0.76 | 0.0090 | -0.150 | 150 | 4.85 | 5.50 | 577 | 2,394 | 64.7% | -0.24 | 0.0091 | -0.151 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 19.95 | 23.25 | 1 | 24 | 64.1% | 0.71 | 0.0101 | -0.165 | 155 | 5.90 | 7.80 | 134 | 1,842 | 64.8% | -0.29 | 0.0101 | -0.166 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 17.00 | 20.10 | 3 | 37 | 64.0% | 0.66 | 0.0109 | -0.177 | 160 | 8.05 | 9.50 | 37 | 208 | 64.6% | -0.34 | 0.0110 | -0.178 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.85 | 17.25 | 1 | 34 | 62.8% | 0.60 | 0.0116 | -0.185 | 165 | 9.55 | 11.65 | 19 | 196 | 62.5% | -0.40 | 0.0116 | -0.187 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.60 | 14.50 | 21 | 183 | 62.5% | 0.54 | 0.0119 | -0.189 | 170 | 12.10 | 14.85 | 102 | 463 | 64.1% | -0.46 | 0.0120 | -0.191 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.50 | 12.35 | 8 | 123 | 62.6% | 0.48 | 0.0120 | -0.189 | 175 | 15.05 | 17.75 | 35 | 171 | 64.5% | -0.52 | 0.0121 | -0.191 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.55 | 10.40 | 59 | 149 | 62.2% | 0.42 | 0.0118 | -0.185 | 180 | 18.00 | 20.95 | 103 | 253 | 64.2% | -0.58 | 0.0120 | -0.188 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.95 | 8.75 | 82 | 758 | 62.1% | 0.37 | 0.0114 | -0.178 | 185 | 21.80 | 24.15 | 6 | 386 | 64.8% | -0.64 | 0.0116 | -0.181 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.55 | 7.35 | 26 | 244 | 61.8% | 0.32 | 0.0108 | -0.168 | 190 | 25.00 | 28.05 | 3 | 460 | 64.4% | -0.69 | 0.0110 | -0.171 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.40 | 6.10 | 38 | 484 | 61.5% | 0.27 | 0.0101 | -0.156 | 195 | 28.75 | 31.85 | 22 | 64.1% | -0.73 | 0.0103 | -0.159 | |
| 3.50 | 4.30 | 369 | 555 | 62.1% | 0.23 | 0.0092 | -0.142 | 200 | 32.55 | 35.95 | 7 | 63.6% | -0.78 | 0.0095 | -0.146 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.35 | 3.20 | 137 | 634 | 64.4% | 0.16 | 0.0074 | -0.114 | 210 | 41.05 | 44.75 | 3 | 64.2% | -0.85 | 0.0077 | -0.119 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6800 | 1.72 | 225 | 374 | 58.4% | 0.11 | 0.0057 | -0.087 | 220 | 50.55 | 53.75 | 66.3% | -0.90 | 0.0060 | -0.093 | ||
| 0.7300 | 1.07 | 119 | 285 | 61.6% | 0.07 | 0.0042 | -0.064 | 230 | 60.05 | 62.90 | 66.0% | -0.94 | 0.0046 | -0.070 | ||
| 0.2100 | 0.9700 | 22 | 1,084 | 62.8% | 0.05 | 0.0030 | -0.046 | 240 | 69.75 | 73.05 | 17 | 71.7% | -0.97 | 0.0032 | -0.050 | |
| 0 | 0.6800 | 4 | 308 | 62.5% | 0.03 | 0.0021 | -0.032 | 250 | 79.55 | 82.95 | 75.3% | -0.99 | 0.0020 | -0.030 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs