FTNT option chain Fortinet, Inc.
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 ±13.4% (136.69–178.90) · ATM IV 44.9% · P/C open interest —
| 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 | |
| 72.10 | 75.50 | 96.3% | 0.99 | 0.0005 | 0.000 | 85 | 0 | 2.13 | 106.0% | -0.01 | 0.0005 | -0.009 | ||||
| 67.15 | 70.50 | 88.4% | 0.99 | 0.0007 | 0.000 | 90 | 0 | 2.14 | 97.8% | -0.01 | 0.0007 | -0.011 | ||||
| 62.20 | 65.55 | 81.5% | 0.99 | 0.0009 | 0.000 | 95 | 0 | 2.16 | 90.0% | -0.01 | 0.0009 | -0.013 | ||||
| 57.25 | 60.65 | 75.4% | 0.98 | 0.0012 | 0.000 | 100 | 0 | 2.19 | 82.6% | -0.02 | 0.0012 | -0.016 | ||||
| 52.35 | 55.70 | 69.5% | 0.97 | 0.0017 | 0.000 | 105 | 0 | 2.24 | 75.8% | -0.03 | 0.0017 | -0.020 | ||||
| 47.45 | 50.85 | 64.5% | 0.96 | 0.0022 | 0.000 | 110 | 0 | 2.33 | 69.4% | -0.03 | 0.0023 | -0.025 | ||||
| 42.60 | 46.05 | 60.2% | 0.95 | 0.0030 | -0.005 | 115 | 0 | 2.48 | 63.5% | -0.05 | 0.0031 | -0.030 | ||||
| 37.90 | 41.30 | 56.8% | 0.93 | 0.0041 | -0.015 | 120 | 0 | 2.70 | 58.1% | -0.06 | 0.0041 | -0.038 | ||||
| 33.25 | 36.70 | 53.8% | 0.91 | 0.0054 | -0.026 | 125 | 0 | 3.05 | 53.2% | -0.09 | 0.0054 | -0.046 | ||||
| 28.80 | 32.25 | 51.6% | 0.88 | 0.0069 | -0.039 | 130 | 0.0500 | 3.55 | 49.0% | -0.12 | 0.0069 | -0.056 | ||||
| 24.60 | 28.05 | 50.1% | 0.84 | 0.0087 | -0.052 | 135 | 0.6400 | 4.30 | 47.3% | -0.16 | 0.0087 | -0.067 | ||||
| 21.30 | 23.70 | 49.5% | 0.79 | 0.0105 | -0.066 | 140 | 1.58 | 5.30 | 46.1% | -0.21 | 0.0106 | -0.077 | ||||
| 16.95 | 20.40 | 47.4% | 0.73 | 0.0123 | -0.078 | 145 | 4.25 | 5.35 | 45.5% | -0.27 | 0.0124 | -0.087 | ||||
| 13.65 | 17.20 | 46.8% | 0.66 | 0.0137 | -0.088 | 150 | 5.75 | 7.05 | 44.5% | -0.34 | 0.0138 | -0.094 | ||||
| 11.10 | 13.65 | 45.5% | 0.59 | 0.0146 | -0.096 | 155 | 8.15 | 9.10 | 44.6% | -0.41 | 0.0148 | -0.099 | ||||
| 9.20 | 10.65 | 45.3% | 0.51 | 0.0150 | -0.100 | 160 | 10.50 | 11.85 | 2 | 44.5% | -0.49 | 0.0152 | -0.100 | |||
| 7.20 | 8.90 | 46.0% | 0.44 | 0.0148 | -0.100 | 165 | 13.35 | 15.15 | 45.0% | -0.56 | 0.0150 | -0.098 | ||||
| 5.55 | 6.85 | 45.4% | 0.37 | 0.0141 | -0.097 | 170 | 16.10 | 18.45 | 43.6% | -0.63 | 0.0144 | -0.093 | ||||
| 4.05 | 5.55 | 45.3% | 0.31 | 0.0131 | -0.092 | 175 | 19.50 | 22.45 | 43.9% | -0.69 | 0.0134 | -0.085 | ||||
| 3.05 | 4.50 | 1 | 45.9% | 0.26 | 0.0119 | -0.086 | 180 | 23.05 | 26.35 | 42.8% | -0.75 | 0.0122 | -0.076 | |||
| 0.7700 | 4.50 | 44.4% | 0.22 | 0.0106 | -0.078 | 185 | 27.20 | 30.50 | 42.5% | -0.79 | 0.0110 | -0.065 | ||||
| 0.2200 | 3.85 | 45.0% | 0.18 | 0.0093 | -0.070 | 190 | 31.60 | 34.85 | 42.2% | -0.83 | 0.0097 | -0.055 | ||||
| 0 | 3.65 | 47.6% | 0.14 | 0.0080 | -0.062 | 195 | 36.15 | 39.35 | 41.6% | -0.87 | 0.0085 | -0.044 | ||||
| 0 | 3.30 | 50.0% | 0.12 | 0.0069 | -0.055 | 200 | 40.85 | 44.00 | 40.7% | -0.90 | 0.0074 | -0.034 | ||||
| 0 | 2.99 | 52.3% | 0.10 | 0.0059 | -0.048 | 205 | 45.70 | 48.75 | 38.2% | -0.92 | 0.0064 | -0.024 | ||||
| 0 | 2.74 | 54.5% | 0.08 | 0.0050 | -0.042 | 210 | 50.55 | 53.55 | -0.94 | 0.0054 | -0.015 | |||||
| 0 | 2.59 | 57.0% | 0.06 | 0.0042 | -0.036 | 215 | 55.25 | 58.65 | -0.95 | 0.0048 | -0.005 | |||||
| 0 | 2.49 | 59.6% | 0.05 | 0.0036 | -0.031 | 220 | 60.15 | 63.80 | -0.97 | 0.0046 | 0.000 | |||||
| 0 | 2.39 | 62.0% | 0.04 | 0.0030 | -0.027 | 225 | 65.05 | 68.85 | -0.98 | 0.0039 | 0.000 | |||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.