FTNT option chain Fortinet, Inc.
Cboe delayed options data · as of 21:50 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 ±22.7% (121.92–193.67) · ATM IV 52.6% · P/C open interest 1.15
| 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 | |
| 78.00 | 81.05 | 459 | 74.2% | 0.99 | 0.0006 | 0.000 | 80 | 0.1300 | 0.4500 | 518 | 63.2% | -0.01 | 0.0006 | -0.008 | ||
| 75.45 | 78.60 | 57 | 70.7% | 0.98 | 0.0007 | 0.000 | 82.5 | 0.0100 | 0.4600 | 476 | 58.7% | -0.02 | 0.0007 | -0.009 | ||
| 73.00 | 76.30 | 215 | 69.5% | 0.98 | 0.0009 | 0.000 | 85 | 0.2200 | 0.6000 | 191 | 61.5% | -0.02 | 0.0009 | -0.011 | ||
| 70.65 | 73.80 | 606 | 67.4% | 0.98 | 0.0010 | 0.000 | 87.5 | 0.2700 | 0.6900 | 353 | 60.6% | -0.02 | 0.0010 | -0.012 | ||
| 68.20 | 71.50 | 687 | 66.0% | 0.97 | 0.0012 | 0.000 | 90 | 0.3500 | 0.8000 | 136 | 60.0% | -0.03 | 0.0012 | -0.014 | ||
| 65.85 | 69.05 | 95 | 64.3% | 0.97 | 0.0014 | 0.000 | 92.5 | 0.4600 | 0.8900 | 223 | 59.3% | -0.03 | 0.0014 | -0.016 | ||
| 63.80 | 66.65 | 378 | 64.6% | 0.96 | 0.0016 | 0.000 | 95 | 0.5200 | 1.11 | 378 | 59.0% | -0.04 | 0.0016 | -0.018 | ||
| 61.20 | 64.15 | 50 | 60.9% | 0.96 | 0.0018 | -0.003 | 97.5 | 0.6600 | 1.07 | 149 | 57.2% | -0.04 | 0.0018 | -0.020 | ||
| 58.95 | 62.00 | 982 | 61.2% | 0.95 | 0.0020 | -0.005 | 100 | 0.8100 | 1.32 | 274 | 57.2% | -0.05 | 0.0020 | -0.022 | ||
| 54.35 | 57.40 | 497 | 59.1% | 0.94 | 0.0026 | -0.012 | 105 | 1.23 | 1.90 | 129 | 57.2% | -0.06 | 0.0026 | -0.028 | ||
| 50.45 | 52.60 | 4 | 261 | 58.3% | 0.92 | 0.0032 | -0.019 | 110 | 1.69 | 2.34 | 302 | 55.8% | -0.08 | 0.0032 | -0.033 | |
| 45.80 | 48.30 | 201 | 56.0% | 0.89 | 0.0039 | -0.027 | 115 | 2.28 | 2.95 | 50 | 54.7% | -0.11 | 0.0039 | -0.040 | ||
| 41.70 | 44.45 | 192 | 56.0% | 0.87 | 0.0046 | -0.035 | 120 | 3.15 | 3.65 | 7 | 242 | 53.9% | -0.13 | 0.0046 | -0.046 | |
| 38.20 | 40.35 | 4 | 181 | 55.9% | 0.84 | 0.0053 | -0.042 | 125 | 4.30 | 4.65 | 11 | 180 | 53.8% | -0.16 | 0.0054 | -0.052 |
| 33.85 | 36.60 | 166 | 53.9% | 0.80 | 0.0060 | -0.050 | 130 | 5.55 | 5.90 | 249 | 53.5% | -0.20 | 0.0061 | -0.059 | ||
| 30.25 | 32.85 | 72 | 52.9% | 0.77 | 0.0067 | -0.057 | 135 | 7.05 | 7.40 | 289 | 53.2% | -0.24 | 0.0068 | -0.065 | ||
| 27.80 | 29.25 | 2 | 88 | 53.6% | 0.73 | 0.0073 | -0.063 | 140 | 8.70 | 9.05 | 14 | 196 | 53.0% | -0.28 | 0.0074 | -0.070 |
| 24.40 | 26.25 | 2 | 117 | 52.8% | 0.69 | 0.0078 | -0.068 | 145 | 10.60 | 10.95 | 11 | 516 | 52.8% | -0.32 | 0.0080 | -0.074 |
| 22.10 | 23.50 | 132 | 53.4% | 0.64 | 0.0083 | -0.073 | 150 | 12.60 | 13.20 | 331 | 52.5% | -0.36 | 0.0084 | -0.077 | ||
| 18.85 | 20.90 | 1 | 155 | 52.2% | 0.60 | 0.0086 | -0.076 | 155 | 15.00 | 15.55 | 302 | 52.2% | -0.41 | 0.0088 | -0.079 | |
| 17.50 | 18.10 | 12 | 944 | 52.8% | 0.56 | 0.0088 | -0.079 | 160 | 17.80 | 18.35 | 747 | 52.4% | -0.45 | 0.0090 | -0.081 | |
| 14.40 | 16.40 | 7 | 172 | 51.8% | 0.51 | 0.0089 | -0.080 | 165 | 20.45 | 21.40 | 10 | 678 | 52.5% | -0.49 | 0.0091 | -0.081 |
| 13.50 | 14.00 | 13 | 388 | 52.4% | 0.47 | 0.0089 | -0.080 | 170 | 23.45 | 24.30 | 353 | 52.0% | -0.54 | 0.0092 | -0.080 | |
| 11.65 | 12.35 | 5 | 632 | 52.5% | 0.43 | 0.0088 | -0.079 | 175 | 26.40 | 27.90 | 882 | 51.9% | -0.58 | 0.0091 | -0.078 | |
| 10.20 | 10.85 | 1 | 723 | 52.4% | 0.39 | 0.0086 | -0.078 | 180 | 29.85 | 31.25 | 67 | 51.6% | -0.62 | 0.0089 | -0.076 | |
| 8.40 | 9.85 | 236 | 52.2% | 0.36 | 0.0083 | -0.076 | 185 | 33.45 | 34.85 | 17 | 51.4% | -0.66 | 0.0087 | -0.072 | ||
| 7.80 | 8.25 | 200 | 52.5% | 0.32 | 0.0080 | -0.073 | 190 | 37.25 | 39.70 | 53.0% | -0.69 | 0.0084 | -0.069 | |||
| 5.80 | 7.75 | 495 | 51.8% | 0.29 | 0.0076 | -0.070 | 195 | 41.25 | 42.55 | 51.1% | -0.73 | 0.0081 | -0.064 | |||
| 5.95 | 6.35 | 3 | 264 | 52.8% | 0.26 | 0.0072 | -0.067 | 200 | 45.20 | 47.85 | 1 | 53.0% | -0.76 | 0.0077 | -0.060 | |
| 3.70 | 5.25 | 617 | 52.2% | 0.21 | 0.0064 | -0.059 | 210 | 53.65 | 56.35 | 52.8% | -0.81 | 0.0069 | -0.050 | |||
| 2.67 | 4.10 | 267 | 52.6% | 0.17 | 0.0055 | -0.051 | 220 | 62.15 | 65.25 | 51.5% | -0.86 | 0.0061 | -0.040 | |||
| 2.46 | 2.71 | 41 | 53.0% | 0.13 | 0.0047 | -0.044 | 230 | 71.65 | 73.90 | 49.7% | -0.90 | 0.0054 | -0.031 | |||
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