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 ±17.6% (140.59–200.64) · ATM IV 54.5% · P/C open interest 1.11
| 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 | |
| 82.40 | 85.80 | 606 | 90.3% | 0.99 | 0.0003 | 0.000 | 87.5 | 0 | 0.5700 | 353 | 80.8% | -0.01 | 0.0003 | -0.006 | ||
| 79.95 | 83.10 | 684 | 84.2% | 0.99 | 0.0004 | 0.000 | 90 | 0 | 0.5900 | 123 | 78.1% | -0.01 | 0.0004 | -0.007 | ||
| 77.30 | 81.10 | 95 | 85.2% | 0.99 | 0.0005 | 0.000 | 92.5 | 0 | 0.4100 | 193 | 71.2% | -0.01 | 0.0005 | -0.008 | ||
| 75.10 | 78.20 | 389 | 80.3% | 0.99 | 0.0006 | 0.000 | 95 | 0 | 0.6700 | 379 | 73.7% | -0.01 | 0.0006 | -0.009 | ||
| 72.45 | 76.00 | 48 | 78.5% | 0.99 | 0.0007 | -0.002 | 97.5 | 0 | 0.7200 | 156 | 71.6% | -0.01 | 0.0007 | -0.011 | ||
| 70.20 | 73.15 | 981 | 73.8% | 0.98 | 0.0008 | -0.004 | 100 | 0.0400 | 0.3500 | 283 | 62.6% | -0.01 | 0.0008 | -0.013 | ||
| 65.35 | 68.65 | 499 | 73.8% | 0.98 | 0.0011 | -0.009 | 105 | 0 | 0.7100 | 134 | 63.1% | -0.02 | 0.0011 | -0.017 | ||
| 60.50 | 63.45 | 256 | 66.7% | 0.97 | 0.0015 | -0.015 | 110 | 0.0700 | 0.5000 | 326 | 55.9% | -0.03 | 0.0015 | -0.023 | ||
| 55.80 | 58.95 | 186 | 66.4% | 0.96 | 0.0020 | -0.022 | 115 | 0.2500 | 0.9800 | 72 | 58.4% | -0.04 | 0.0021 | -0.029 | ||
| 51.40 | 54.40 | 192 | 66.2% | 0.94 | 0.0027 | -0.031 | 120 | 0.7500 | 1.24 | 263 | 58.9% | -0.06 | 0.0027 | -0.037 | ||
| 46.70 | 49.45 | 181 | 61.5% | 0.92 | 0.0034 | -0.041 | 125 | 0.8900 | 1.73 | 403 | 57.0% | -0.07 | 0.0034 | -0.047 | ||
| 42.20 | 44.90 | 168 | 59.3% | 0.90 | 0.0043 | -0.051 | 130 | 1.49 | 2.40 | 10 | 248 | 57.3% | -0.10 | 0.0043 | -0.057 | |
| 38.00 | 40.65 | 50 | 58.5% | 0.87 | 0.0052 | -0.063 | 135 | 2.59 | 2.96 | 318 | 57.5% | -0.13 | 0.0052 | -0.068 | ||
| 33.90 | 36.60 | 79 | 57.7% | 0.84 | 0.0061 | -0.074 | 140 | 3.55 | 3.80 | 1 | 417 | 56.8% | -0.16 | 0.0062 | -0.079 | |
| 30.00 | 32.90 | 117 | 57.3% | 0.80 | 0.0071 | -0.086 | 145 | 4.65 | 4.95 | 4 | 604 | 56.3% | -0.20 | 0.0071 | -0.090 | |
| 26.50 | 28.95 | 132 | 56.2% | 0.76 | 0.0080 | -0.096 | 150 | 6.05 | 6.30 | 374 | 56.0% | -0.24 | 0.0080 | -0.100 | ||
| 23.85 | 25.65 | 4 | 151 | 57.4% | 0.71 | 0.0088 | -0.105 | 155 | 7.45 | 7.95 | 8 | 523 | 55.2% | -0.29 | 0.0089 | -0.108 |
| 20.70 | 22.65 | 857 | 57.0% | 0.66 | 0.0095 | -0.113 | 160 | 9.15 | 9.85 | 1 | 804 | 54.5% | -0.34 | 0.0096 | -0.116 | |
| 17.90 | 19.55 | 2 | 149 | 56.1% | 0.61 | 0.0100 | -0.119 | 165 | 11.35 | 12.25 | 1 | 752 | 54.8% | -0.39 | 0.0101 | -0.121 |
| 15.35 | 16.65 | 3 | 499 | 55.2% | 0.56 | 0.0103 | -0.123 | 170 | 13.60 | 14.45 | 1 | 768 | 53.8% | -0.44 | 0.0104 | -0.124 |
| 13.30 | 13.85 | 12 | 689 | 54.5% | 0.51 | 0.0104 | -0.124 | 175 | 16.50 | 17.05 | 1 | 902 | 53.8% | -0.49 | 0.0106 | -0.126 |
| 11.40 | 11.80 | 1 | 895 | 54.5% | 0.46 | 0.0104 | -0.123 | 180 | 19.30 | 20.20 | 21 | 155 | 53.6% | -0.54 | 0.0106 | -0.124 |
| 9.65 | 10.35 | 2 | 458 | 54.9% | 0.41 | 0.0102 | -0.121 | 185 | 22.35 | 24.50 | 68 | 55.2% | -0.59 | 0.0104 | -0.122 | |
| 7.85 | 8.60 | 7 | 397 | 54.0% | 0.37 | 0.0099 | -0.117 | 190 | 25.95 | 28.10 | 555 | 55.7% | -0.64 | 0.0101 | -0.117 | |
| 6.75 | 7.55 | 2 | 700 | 54.9% | 0.32 | 0.0094 | -0.112 | 195 | 29.35 | 31.75 | 61 | 55.1% | -0.68 | 0.0097 | -0.112 | |
| 5.65 | 6.35 | 2 | 1,176 | 54.9% | 0.28 | 0.0089 | -0.105 | 200 | 33.25 | 35.65 | 72 | 55.3% | -0.72 | 0.0092 | -0.105 | |
| 3.90 | 4.45 | 4 | 741 | 54.9% | 0.22 | 0.0077 | -0.091 | 210 | 41.55 | 43.90 | 9 | 55.8% | -0.79 | 0.0080 | -0.090 | |
| 2.75 | 3.15 | 2 | 431 | 55.4% | 0.16 | 0.0064 | -0.076 | 220 | 50.30 | 52.60 | 2 | 55.9% | -0.85 | 0.0068 | -0.074 | |
| 1.87 | 2.05 | 2 | 269 | 55.0% | 0.12 | 0.0051 | -0.061 | 230 | 59.45 | 61.95 | 3 | 57.0% | -0.90 | 0.0056 | -0.059 | |
| 1.00 | 1.50 | 196 | 54.4% | 0.08 | 0.0040 | -0.048 | 240 | 68.60 | 71.45 | 56.5% | -0.93 | 0.0046 | -0.046 | |||
| 0.7000 | 1.04 | 1 | 46 | 55.0% | 0.06 | 0.0031 | -0.037 | 250 | 78.40 | 81.10 | 58.1% | -0.96 | 0.0037 | -0.035 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs