FTNT option chain Fortinet, Inc.
Cboe delayed options data · as of 18:34 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 ±8.6% (144.19–171.40) · ATM IV 43.2% · P/C open interest 2.49
| 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 | |
| 71.80 | 75.20 | 138.2% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.13 | 159.0% | -0.00 | 0.0001 | -0.001 | ||||
| 66.80 | 70.20 | 126.3% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.14 | 146.5% | -0.00 | 0.0001 | -0.002 | ||||
| 61.85 | 65.25 | 117.2% | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.15 | 134.7% | -0.00 | 0.0002 | -0.003 | ||||
| 56.85 | 60.25 | 2 | 106.4% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 2.15 | 123.3% | -0.00 | 0.0003 | -0.004 | |||
| 51.90 | 55.30 | 17 | 97.9% | 1.00 | 0.0004 | 0.000 | 105 | 0 | 2.17 | 112.6% | -0.00 | 0.0004 | -0.005 | |||
| 46.95 | 50.30 | 88.8% | 0.99 | 0.0007 | 0.000 | 110 | 0 | 2.20 | 102.4% | -0.01 | 0.0007 | -0.008 | ||||
| 42.00 | 45.40 | 81.3% | 0.99 | 0.0012 | 0.000 | 115 | 0 | 2.23 | 92.5% | -0.01 | 0.0012 | -0.012 | ||||
| 37.05 | 40.45 | 17 | 73.1% | 0.98 | 0.0020 | -0.001 | 120 | 0 | 0.8500 | 15 | 66.6% | -0.02 | 0.0020 | -0.018 | ||
| 32.20 | 35.35 | 64.5% | 0.97 | 0.0032 | -0.013 | 125 | 0.0200 | 0.4700 | 6 | 7 | 52.6% | -0.03 | 0.0032 | -0.028 | ||
| 27.30 | 30.45 | 57.5% | 0.95 | 0.0051 | -0.028 | 130 | 0 | 1.55 | 16 | 57.7% | -0.05 | 0.0051 | -0.041 | |||
| 22.55 | 25.95 | 54.3% | 0.92 | 0.0080 | -0.049 | 135 | 0.4200 | 1.33 | 72 | 50.6% | -0.08 | 0.0080 | -0.059 | |||
| 18.00 | 21.10 | 2 | 48.5% | 0.87 | 0.0117 | -0.074 | 140 | 0.8900 | 1.34 | 169 | 44.9% | -0.13 | 0.0118 | -0.082 | ||
| 13.75 | 16.70 | 2 | 45.1% | 0.80 | 0.0161 | -0.102 | 145 | 1.78 | 2.06 | 121 | 43.6% | -0.20 | 0.0162 | -0.108 | ||
| 11.10 | 12.10 | 7 | 44.7% | 0.71 | 0.0202 | -0.127 | 150 | 3.05 | 3.35 | 6 | 66 | 42.9% | -0.29 | 0.0204 | -0.131 | |
| 8.10 | 8.65 | 11 | 33 | 43.4% | 0.60 | 0.0230 | -0.144 | 155 | 4.95 | 5.45 | 8 | 1,215 | 43.3% | -0.41 | 0.0232 | -0.147 |
| 5.70 | 6.10 | 10 | 56 | 43.4% | 0.48 | 0.0237 | -0.149 | 160 | 7.45 | 7.95 | 142 | 43.1% | -0.52 | 0.0239 | -0.150 | |
| 3.80 | 4.20 | 36 | 43.3% | 0.37 | 0.0223 | -0.143 | 165 | 10.55 | 11.05 | 67 | 43.0% | -0.64 | 0.0226 | -0.141 | ||
| 2.44 | 2.79 | 6 | 30 | 43.4% | 0.27 | 0.0194 | -0.127 | 170 | 13.30 | 15.00 | 25 | 40.8% | -0.73 | 0.0197 | -0.124 | |
| 1.54 | 1.81 | 1 | 86 | 43.7% | 0.20 | 0.0158 | -0.107 | 175 | 16.85 | 19.85 | 83 | 41.6% | -0.81 | 0.0162 | -0.102 | |
| 0.7800 | 1.42 | 23 | 44.7% | 0.14 | 0.0124 | -0.086 | 180 | 21.30 | 24.25 | 41.6% | -0.87 | 0.0127 | -0.079 | |||
| 0.4700 | 1.38 | 1 | 174 | 48.8% | 0.10 | 0.0094 | -0.067 | 185 | 25.70 | 28.70 | -0.91 | 0.0096 | -0.057 | |||
| 0.2800 | 1.07 | 43 | 50.6% | 0.07 | 0.0069 | -0.051 | 190 | 30.50 | 33.65 | -0.95 | 0.0071 | -0.038 | ||||
| 0 | 2.41 | 152 | 64.3% | 0.04 | 0.0050 | -0.038 | 195 | 35.60 | 38.60 | -0.97 | 0.0061 | -0.022 | ||||
| 0 | 2.32 | 104 | 69.2% | 0.03 | 0.0036 | -0.028 | 200 | 40.35 | 43.90 | -0.99 | 0.0049 | -0.020 | ||||
| 0 | 2.26 | 73.9% | 0.02 | 0.0026 | -0.021 | 205 | 45.30 | 48.80 | -1.00 | 0.0021 | -0.035 | |||||
| 0 | 2.22 | 20 | 78.5% | 0.01 | 0.0018 | -0.015 | 210 | 50.20 | 53.75 | -1.00 | 0.0004 | -0.050 | ||||
| 0 | 2.19 | 83.1% | 0.01 | 0.0013 | -0.011 | 215 | 55.35 | 58.80 | -1.00 | 0.0000 | -0.058 | |||||
| 0 | 2.17 | 87.5% | 0.01 | 0.0009 | -0.008 | 220 | 60.35 | 63.80 | -1.00 | 0.0000 | -0.062 | |||||
| 0 | 2.16 | 91.8% | 0.00 | 0.0006 | -0.006 | 225 | 65.30 | 68.85 | -1.00 | 0.0000 | -0.064 | |||||
| 0 | 2.15 | 96.0% | 0.00 | 0.0005 | -0.004 | 230 | 70.30 | 73.80 | -1.00 | 0.0000 | -0.064 | |||||
| 0 | 2.14 | 100.0% | 0.00 | 0.0003 | -0.003 | 235 | 75.35 | 78.75 | -1.00 | 0.0000 | -0.064 | |||||
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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs