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 ±26.5% (126.72–217.88) · ATM IV 52.2% · P/C open interest 1.29
| 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 | |
| 82.75 | 85.25 | 142 | 59.1% | 0.97 | 0.0010 | -0.001 | 90 | 0.3000 | 1.44 | 171 | 60.8% | -0.03 | 0.0010 | -0.014 | ||
| 78.25 | 81.15 | 138 | 62.0% | 0.96 | 0.0012 | -0.004 | 95 | 0.5800 | 1.43 | 493 | 58.1% | -0.04 | 0.0012 | -0.017 | ||
| 73.35 | 76.60 | 305 | 59.2% | 0.95 | 0.0015 | -0.009 | 100 | 0.9000 | 1.75 | 87 | 57.2% | -0.05 | 0.0015 | -0.020 | ||
| 69.00 | 71.30 | 71 | 55.5% | 0.94 | 0.0018 | -0.013 | 105 | 0.9000 | 2.30 | 82 | 55.4% | -0.06 | 0.0019 | -0.024 | ||
| 64.05 | 67.75 | 104 | 56.0% | 0.93 | 0.0022 | -0.018 | 110 | 1.43 | 2.67 | 86 | 54.5% | -0.07 | 0.0022 | -0.028 | ||
| 60.25 | 63.30 | 231 | 56.3% | 0.91 | 0.0026 | -0.023 | 115 | 2.25 | 3.45 | 66 | 55.1% | -0.09 | 0.0026 | -0.032 | ||
| 55.70 | 59.35 | 74 | 55.2% | 0.89 | 0.0030 | -0.028 | 120 | 2.86 | 4.50 | 210 | 55.0% | -0.11 | 0.0031 | -0.037 | ||
| 52.20 | 55.30 | 1 | 36 | 55.7% | 0.87 | 0.0035 | -0.033 | 125 | 4.05 | 4.75 | 468 | 53.8% | -0.13 | 0.0036 | -0.041 | |
| 48.40 | 50.75 | 328 | 53.9% | 0.85 | 0.0040 | -0.038 | 130 | 5.00 | 5.75 | 1 | 467 | 53.1% | -0.15 | 0.0040 | -0.046 | |
| 45.25 | 47.10 | 30 | 54.6% | 0.82 | 0.0044 | -0.044 | 135 | 6.25 | 7.40 | 199 | 53.7% | -0.18 | 0.0045 | -0.051 | ||
| 41.25 | 43.55 | 1 | 197 | 53.5% | 0.79 | 0.0048 | -0.049 | 140 | 7.65 | 8.50 | 11 | 509 | 52.9% | -0.21 | 0.0050 | -0.055 |
| 37.75 | 40.20 | 80 | 53.0% | 0.77 | 0.0053 | -0.053 | 145 | 9.15 | 10.15 | 4 | 319 | 52.7% | -0.24 | 0.0054 | -0.059 | |
| 34.60 | 37.05 | 2 | 163 | 52.8% | 0.73 | 0.0057 | -0.058 | 150 | 10.85 | 11.90 | 1 | 1,019 | 52.4% | -0.27 | 0.0058 | -0.063 |
| 31.60 | 34.15 | 25 | 52.7% | 0.70 | 0.0060 | -0.061 | 155 | 12.70 | 14.55 | 651 | 53.0% | -0.30 | 0.0062 | -0.066 | ||
| 29.35 | 31.30 | 176 | 53.1% | 0.67 | 0.0063 | -0.065 | 160 | 15.05 | 15.70 | 6 | 624 | 51.8% | -0.34 | 0.0065 | -0.069 | |
| 26.85 | 28.60 | 7 | 69 | 53.0% | 0.63 | 0.0066 | -0.067 | 165 | 17.45 | 18.00 | 2 | 699 | 51.7% | -0.37 | 0.0068 | -0.071 |
| 24.25 | 26.15 | 785 | 52.6% | 0.60 | 0.0068 | -0.069 | 170 | 20.20 | 20.55 | 196 | 51.8% | -0.41 | 0.0070 | -0.073 | ||
| 21.80 | 23.85 | 5 | 365 | 52.2% | 0.57 | 0.0069 | -0.071 | 175 | 22.85 | 23.25 | 2 | 141 | 51.7% | -0.44 | 0.0071 | -0.074 |
| 20.00 | 20.70 | 16 | 111 | 51.2% | 0.53 | 0.0070 | -0.072 | 180 | 25.75 | 26.05 | 117 | 51.5% | -0.48 | 0.0073 | -0.074 | |
| 18.40 | 18.75 | 58 | 124 | 51.4% | 0.50 | 0.0070 | -0.072 | 185 | 28.10 | 29.15 | 41 | 117 | 50.7% | -0.51 | 0.0073 | -0.074 |
| 16.65 | 17.05 | 240 | 51.5% | 0.47 | 0.0070 | -0.072 | 190 | 30.95 | 32.90 | 48 | 50.8% | -0.55 | 0.0073 | -0.074 | ||
| 15.00 | 15.35 | 4 | 162 | 51.3% | 0.44 | 0.0069 | -0.072 | 195 | 34.35 | 36.30 | 55 | 50.9% | -0.58 | 0.0073 | -0.073 | |
| 13.55 | 13.90 | 12 | 1,271 | 51.3% | 0.41 | 0.0068 | -0.071 | 200 | 37.90 | 39.80 | 18 | 50.8% | -0.61 | 0.0072 | -0.071 | |
| 10.15 | 11.25 | 34 | 325 | 50.1% | 0.35 | 0.0065 | -0.068 | 210 | 45.25 | 47.15 | 2 | 50.5% | -0.67 | 0.0070 | -0.068 | |
| 8.45 | 9.25 | 1 | 752 | 50.7% | 0.30 | 0.0061 | -0.064 | 220 | 53.45 | 55.05 | 50.8% | -0.72 | 0.0067 | -0.063 | ||
| 7.00 | 8.00 | 650 | 51.7% | 0.26 | 0.0056 | -0.059 | 230 | 61.40 | 64.05 | 51.2% | -0.77 | 0.0063 | -0.057 | |||
| 5.25 | 6.30 | 72 | 50.8% | 0.22 | 0.0052 | -0.054 | 240 | 70.45 | 73.05 | 52.5% | -0.82 | 0.0059 | -0.051 | |||
| 4.45 | 6.05 | 3 | 345 | 53.0% | 0.18 | 0.0046 | -0.049 | 250 | 79.00 | 82.45 | 52.6% | -0.86 | 0.0055 | -0.046 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.