FTNT cadeia de opções Fortinet, Inc.
Cboe delayed options data · em 12:36 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±20.4% (136.46–206.36) · IV ATM 51.8% · P/C open interest 0.99
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 81.40 | 84.45 | 110 | 63.1% | 0.99 | 0.0005 | -0.007 | 87.5 | 0 | 2.18 | 210 | 82.9% | -0.01 | 0.0005 | -0.007 | ||
| 78.95 | 82.05 | 978 | 62.4% | 0.99 | 0.0006 | -0.009 | 90 | 0.0400 | 2.20 | 1,660 | 80.3% | -0.01 | 0.0006 | -0.009 | ||
| 76.40 | 79.20 | 899 | 46.8% | 0.99 | 0.0007 | -0.010 | 92.5 | 0 | 2.22 | 1,009 | 77.2% | -0.01 | 0.0007 | -0.010 | ||
| 73.80 | 76.90 | 176 | 47.2% | 0.98 | 0.0008 | -0.011 | 95 | 0 | 1.66 | 1 | 1,145 | 70.1% | -0.02 | 0.0008 | -0.011 | |
| 72.05 | 74.10 | 206 | 54.9% | 0.98 | 0.0010 | -0.013 | 97.5 | 0 | 2.06 | 180 | 70.4% | -0.02 | 0.0010 | -0.013 | ||
| 69.65 | 71.75 | 12 | 8,220 | 55.5% | 0.98 | 0.0011 | -0.015 | 100 | 0.2000 | 1.50 | 323 | 65.1% | -0.02 | 0.0012 | -0.015 | |
| 64.35 | 67.05 | 484 | 49.5% | 0.97 | 0.0015 | -0.019 | 105 | 0 | 1.28 | 1,100 | 56.7% | -0.03 | 0.0015 | -0.019 | ||
| 60.20 | 62.65 | 823 | 56.6% | 0.96 | 0.0020 | -0.025 | 110 | 0.3200 | 1.66 | 1 | 275 | 57.0% | -0.05 | 0.0020 | -0.025 | |
| 55.65 | 58.00 | 171 | 55.6% | 0.94 | 0.0025 | -0.030 | 115 | 0.3800 | 1.56 | 5 | 552 | 51.9% | -0.06 | 0.0025 | -0.031 | |
| 50.90 | 53.30 | 4 | 1,146 | 52.7% | 0.92 | 0.0031 | -0.037 | 120 | 1.03 | 2.19 | 1 | 76 | 53.5% | -0.08 | 0.0031 | -0.037 |
| 46.60 | 49.25 | 113 | 547 | 53.7% | 0.90 | 0.0038 | -0.044 | 125 | 1.12 | 2.82 | 683 | 51.3% | -0.10 | 0.0038 | -0.045 | |
| 42.45 | 44.60 | 17 | 860 | 52.0% | 0.87 | 0.0045 | -0.052 | 130 | 3.00 | 3.50 | 13 | 276 | 54.3% | -0.13 | 0.0045 | -0.052 |
| 38.80 | 40.75 | 570 | 53.1% | 0.84 | 0.0052 | -0.059 | 135 | 3.80 | 4.40 | 7 | 974 | 53.4% | -0.16 | 0.0053 | -0.060 | |
| 34.75 | 37.05 | 1 | 191 | 52.5% | 0.81 | 0.0060 | -0.067 | 140 | 5.20 | 5.60 | 6 | 240 | 53.7% | -0.19 | 0.0060 | -0.068 |
| 31.15 | 33.55 | 328 | 52.4% | 0.78 | 0.0066 | -0.074 | 145 | 6.60 | 7.05 | 6 | 613 | 53.6% | -0.23 | 0.0067 | -0.075 | |
| 27.95 | 30.50 | 15 | 517 | 53.1% | 0.74 | 0.0073 | -0.080 | 150 | 8.05 | 8.70 | 44 | 472 | 53.1% | -0.27 | 0.0074 | -0.082 |
| 24.95 | 27.20 | 6 | 176 | 52.8% | 0.69 | 0.0078 | -0.086 | 155 | 9.90 | 10.65 | 3 | 312 | 53.1% | -0.31 | 0.0080 | -0.087 |
| 22.40 | 23.75 | 4 | 546 | 52.2% | 0.65 | 0.0083 | -0.090 | 160 | 11.95 | 12.70 | 31 | 569 | 52.8% | -0.35 | 0.0084 | -0.092 |
| 19.60 | 21.35 | 4 | 221 | 52.2% | 0.61 | 0.0086 | -0.094 | 165 | 13.35 | 15.30 | 1 | 231 | 51.6% | -0.40 | 0.0088 | -0.096 |
| 17.15 | 18.55 | 13 | 384 | 51.5% | 0.56 | 0.0089 | -0.096 | 170 | 16.40 | 17.80 | 8 | 695 | 52.2% | -0.44 | 0.0091 | -0.098 |
| 15.00 | 16.60 | 4 | 418 | 51.8% | 0.52 | 0.0090 | -0.097 | 175 | 19.60 | 20.50 | 81 | 240 | 52.6% | -0.49 | 0.0092 | -0.099 |
| 13.50 | 14.65 | 4 | 701 | 52.5% | 0.48 | 0.0090 | -0.097 | 180 | 22.50 | 23.65 | 3 | 214 | 52.5% | -0.53 | 0.0092 | -0.100 |
| 11.55 | 12.50 | 63 | 192 | 51.6% | 0.44 | 0.0089 | -0.096 | 185 | 25.05 | 26.95 | 46 | 51.6% | -0.57 | 0.0092 | -0.099 | |
| 9.90 | 10.90 | 33 | 420 | 51.4% | 0.40 | 0.0087 | -0.093 | 190 | 29.05 | 31.15 | 41 | 53.6% | -0.62 | 0.0090 | -0.097 | |
| 8.20 | 9.50 | 4 | 349 | 50.8% | 0.36 | 0.0084 | -0.090 | 195 | 32.60 | 35.05 | 1 | 21 | 54.0% | -0.65 | 0.0088 | -0.094 |
| 7.60 | 8.20 | 39 | 473 | 51.7% | 0.32 | 0.0081 | -0.087 | 200 | 36.40 | 38.25 | 13 | 17 | 53.2% | -0.69 | 0.0085 | -0.091 |
| 4.65 | 6.30 | 40 | 320 | 50.2% | 0.26 | 0.0073 | -0.079 | 210 | 44.35 | 46.85 | 130 | 54.3% | -0.76 | 0.0078 | -0.083 | |
| 3.35 | 4.60 | 108 | 486 | 50.2% | 0.21 | 0.0064 | -0.069 | 220 | 52.35 | 55.60 | 281 | 54.1% | -0.82 | 0.0069 | -0.075 | |
| 2.75 | 3.70 | 39 | 470 | 52.0% | 0.16 | 0.0055 | -0.059 | 230 | 61.90 | 64.60 | 4 | 56.3% | -0.86 | 0.0061 | -0.066 | |
| 1.78 | 3.30 | 381 | 53.1% | 0.13 | 0.0046 | -0.050 | 240 | 71.25 | 73.55 | 56.7% | -0.90 | 0.0054 | -0.058 | |||
| 1.58 | 2.06 | 40 | 72 | 52.9% | 0.10 | 0.0038 | -0.042 | 250 | 80.80 | 83.05 | 58.1% | -0.94 | 0.0046 | -0.051 | ||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Jan 15, 2027
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs