FTNT option chain Fortinet, Inc.
Cboe delayed options data · as of 15:38 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 ±14.5% (145.87–195.37) · ATM IV 69.3% · P/C open interest 0.61
| 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 | |
| 79.55 | 83.10 | 2 | 130.2% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.13 | 150.8% | -0.00 | 0.0002 | -0.008 | |||
| 74.60 | 78.15 | 121.8% | 0.99 | 0.0003 | 0.000 | 95 | 0 | 2.14 | 139.9% | -0.00 | 0.0003 | -0.011 | ||||
| 69.60 | 73.20 | 2 | 112.8% | 0.99 | 0.0005 | -0.004 | 100 | 0 | 1.55 | 1 | 121.2% | -0.01 | 0.0005 | -0.014 | ||
| 64.65 | 68.25 | 105.0% | 0.99 | 0.0007 | -0.009 | 105 | 0 | 2.20 | 120.2% | -0.01 | 0.0007 | -0.019 | ||||
| 59.75 | 63.30 | 98.1% | 0.98 | 0.0010 | -0.017 | 110 | 0 | 2.26 | 111.2% | -0.02 | 0.0010 | -0.026 | ||||
| 54.85 | 58.20 | 1 | 89.2% | 0.98 | 0.0015 | -0.027 | 115 | 0 | 2.36 | 102.9% | -0.02 | 0.0015 | -0.036 | |||
| 50.05 | 53.60 | 87.9% | 0.97 | 0.0021 | -0.040 | 120 | 0.0500 | 1.50 | 85.4% | -0.03 | 0.0021 | -0.048 | ||||
| 45.30 | 48.85 | 84.0% | 0.95 | 0.0029 | -0.056 | 125 | 0.1000 | 2.75 | 89.2% | -0.05 | 0.0029 | -0.063 | ||||
| 40.65 | 44.25 | 81.2% | 0.93 | 0.0038 | -0.075 | 130 | 0.4400 | 1.59 | 1 | 73.8% | -0.07 | 0.0038 | -0.082 | |||
| 36.20 | 39.60 | 78.1% | 0.91 | 0.0050 | -0.097 | 135 | 0.8700 | 2.05 | 72.3% | -0.09 | 0.0050 | -0.103 | ||||
| 31.85 | 34.85 | 2 | 73.9% | 0.88 | 0.0063 | -0.122 | 140 | 1.14 | 2.96 | 4 | 70.7% | -0.12 | 0.0064 | -0.127 | ||
| 27.70 | 30.60 | 6 | 72.0% | 0.84 | 0.0078 | -0.148 | 145 | 2.54 | 4.45 | 13 | 75.2% | -0.16 | 0.0078 | -0.153 | ||
| 23.80 | 26.15 | 68.8% | 0.79 | 0.0092 | -0.174 | 150 | 3.70 | 4.20 | 7 | 32 | 68.9% | -0.21 | 0.0092 | -0.178 | ||
| 20.40 | 22.55 | 69.0% | 0.74 | 0.0105 | -0.198 | 155 | 5.05 | 5.60 | 7 | 24 | 68.3% | -0.26 | 0.0105 | -0.201 | ||
| 17.85 | 18.90 | 1 | 2 | 69.6% | 0.68 | 0.0116 | -0.217 | 160 | 6.80 | 7.30 | 5 | 25 | 67.9% | -0.32 | 0.0116 | -0.220 |
| 15.00 | 15.70 | 6 | 68.7% | 0.61 | 0.0124 | -0.232 | 165 | 8.80 | 9.35 | 4 | 17 | 67.5% | -0.39 | 0.0124 | -0.234 | |
| 12.40 | 14.05 | 1 | 10 | 71.1% | 0.55 | 0.0128 | -0.240 | 170 | 11.20 | 11.85 | 12 | 67.5% | -0.45 | 0.0129 | -0.242 | |
| 10.15 | 10.60 | 1 | 8 | 67.5% | 0.49 | 0.0129 | -0.242 | 175 | 13.95 | 14.70 | 20 | 67.7% | -0.51 | 0.0130 | -0.243 | |
| 8.20 | 9.90 | 6 | 70.9% | 0.43 | 0.0127 | -0.239 | 180 | 17.00 | 18.40 | 7 | 69.4% | -0.58 | 0.0128 | -0.239 | ||
| 6.65 | 7.30 | 18 | 68.4% | 0.37 | 0.0122 | -0.230 | 185 | 20.45 | 21.60 | 7 | 69.2% | -0.63 | 0.0123 | -0.230 | ||
| 5.05 | 6.90 | 47 | 70.7% | 0.31 | 0.0114 | -0.217 | 190 | 23.60 | 25.60 | 1 | 68.9% | -0.69 | 0.0116 | -0.217 | ||
| 4.20 | 4.85 | 1 | 90 | 68.8% | 0.27 | 0.0105 | -0.201 | 195 | 27.10 | 29.10 | 3 | 66.4% | -0.74 | 0.0107 | -0.201 | |
| 3.25 | 3.65 | 7 | 14 | 67.8% | 0.22 | 0.0096 | -0.184 | 200 | 31.30 | 33.65 | 68.5% | -0.78 | 0.0097 | -0.182 | ||
| 2.56 | 2.87 | 13 | 9 | 68.0% | 0.19 | 0.0086 | -0.166 | 205 | 35.10 | 37.75 | 65.9% | -0.82 | 0.0087 | -0.164 | ||
| 1.81 | 3.15 | 25 | 71.5% | 0.16 | 0.0076 | -0.147 | 210 | 39.60 | 42.55 | 68.1% | -0.85 | 0.0077 | -0.145 | |||
| 1.42 | 3.20 | 3 | 75.1% | 0.13 | 0.0066 | -0.130 | 215 | 43.95 | 47.40 | 68.9% | -0.88 | 0.0068 | -0.127 | |||
| 0.8500 | 2.12 | 1 | 71.0% | 0.11 | 0.0057 | -0.113 | 220 | 48.45 | 52.05 | 68.2% | -0.90 | 0.0059 | -0.110 | |||
| 0.6200 | 2.06 | 73.7% | 0.09 | 0.0049 | -0.098 | 225 | 53.20 | 56.85 | 69.1% | -0.92 | 0.0051 | -0.094 | ||||
| 0.4500 | 1.65 | 5 | 73.7% | 0.07 | 0.0042 | -0.084 | 230 | 58.05 | 61.75 | 71.0% | -0.94 | 0.0044 | -0.080 | |||
| 0.1000 | 2.34 | 11 | 80.3% | 0.06 | 0.0036 | -0.071 | 235 | 62.75 | 66.25 | 64.3% | -0.95 | 0.0038 | -0.067 | |||
| 0.1000 | 1.58 | 2 | 77.8% | 0.05 | 0.0030 | -0.061 | 240 | 67.70 | 71.20 | 65.3% | -0.96 | 0.0032 | -0.056 | |||
| 0.0300 | 2.47 | 6 | 88.5% | 0.04 | 0.0025 | -0.051 | 245 | 72.70 | 76.30 | 71.2% | -0.97 | 0.0028 | -0.046 | |||
| 0 | 2.39 | 91.3% | 0.03 | 0.0021 | -0.043 | 250 | 77.70 | 81.30 | 74.5% | -0.98 | 0.0024 | -0.035 | ||||
| 0 | 2.33 | 94.3% | 0.02 | 0.0018 | -0.036 | 255 | 82.30 | 86.35 | -0.99 | 0.0020 | -0.029 | |||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs