FTNT option chain Fortinet, Inc.
Cboe delayed options data · as of 03:37 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 ±45.4% (94.08–250.53) · ATM IV 52.3% · 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 | |
| 90.00 | 94.00 | 28 | 56.3% | 0.93 | 0.0013 | -0.005 | 90 | 3.70 | 4.75 | 21 | 19 | 53.8% | -0.07 | 0.0014 | -0.016 | |
| 85.85 | 89.90 | 33 | 54.7% | 0.92 | 0.0015 | -0.008 | 95 | 4.60 | 6.40 | 99 | 54.7% | -0.09 | 0.0015 | -0.018 | ||
| 82.15 | 86.35 | 82 | 54.6% | 0.90 | 0.0016 | -0.010 | 100 | 5.85 | 7.15 | 58 | 54.3% | -0.10 | 0.0017 | -0.020 | ||
| 78.50 | 82.00 | 30 | 53.1% | 0.89 | 0.0018 | -0.012 | 105 | 6.85 | 8.40 | 1 | 4 | 54.0% | -0.12 | 0.0019 | -0.022 | |
| 75.00 | 79.50 | 53 | 54.1% | 0.87 | 0.0020 | -0.015 | 110 | 8.05 | 10.10 | 40 | 54.2% | -0.13 | 0.0021 | -0.024 | ||
| 72.00 | 75.10 | 115 | 53.0% | 0.86 | 0.0022 | -0.017 | 115 | 8.35 | 11.55 | 86 | 52.8% | -0.15 | 0.0023 | -0.025 | ||
| 68.50 | 73.00 | 274 | 53.8% | 0.84 | 0.0023 | -0.019 | 120 | 10.85 | 12.70 | 1 | 17 | 53.3% | -0.16 | 0.0025 | -0.027 | |
| 65.50 | 69.50 | 210 | 53.3% | 0.83 | 0.0025 | -0.021 | 125 | 11.50 | 14.85 | 571 | 52.6% | -0.18 | 0.0026 | -0.029 | ||
| 62.50 | 66.50 | 91 | 53.1% | 0.81 | 0.0027 | -0.023 | 130 | 13.20 | 16.70 | 64 | 52.5% | -0.20 | 0.0028 | -0.031 | ||
| 59.50 | 63.60 | 7 | 52.9% | 0.79 | 0.0028 | -0.025 | 135 | 16.25 | 17.75 | 2 | 627 | 52.7% | -0.22 | 0.0030 | -0.032 | |
| 57.45 | 60.75 | 2 | 57 | 53.3% | 0.77 | 0.0030 | -0.027 | 140 | 18.15 | 19.90 | 45 | 52.6% | -0.24 | 0.0032 | -0.034 | |
| 54.00 | 57.85 | 2 | 14 | 52.3% | 0.76 | 0.0031 | -0.028 | 145 | 20.25 | 22.30 | 11 | 52.7% | -0.26 | 0.0033 | -0.035 | |
| 51.50 | 55.40 | 48 | 52.3% | 0.74 | 0.0032 | -0.030 | 150 | 21.95 | 25.05 | 23 | 52.6% | -0.28 | 0.0035 | -0.036 | ||
| 50.00 | 52.35 | 122 | 52.4% | 0.72 | 0.0033 | -0.031 | 155 | 24.85 | 27.45 | 85 | 52.9% | -0.30 | 0.0036 | -0.037 | ||
| 46.75 | 50.75 | 141 | 52.2% | 0.70 | 0.0034 | -0.033 | 160 | 26.75 | 30.00 | 139 | 52.4% | -0.32 | 0.0038 | -0.038 | ||
| 45.00 | 47.80 | 139 | 52.0% | 0.68 | 0.0036 | -0.034 | 165 | 29.75 | 32.45 | 6 | 52.5% | -0.34 | 0.0039 | -0.039 | ||
| 43.00 | 45.95 | 34 | 52.2% | 0.66 | 0.0036 | -0.035 | 170 | 32.40 | 35.10 | 4 | 126 | 52.4% | -0.36 | 0.0040 | -0.040 | |
| 41.00 | 43.50 | 170 | 51.8% | 0.65 | 0.0037 | -0.036 | 175 | 35.10 | 37.90 | 138 | 52.3% | -0.38 | 0.0041 | -0.041 | ||
| 39.00 | 41.50 | 1 | 43 | 51.7% | 0.63 | 0.0038 | -0.037 | 180 | 38.00 | 41.00 | 15 | 52.4% | -0.40 | 0.0042 | -0.042 | |
| 37.10 | 39.65 | 18 | 51.6% | 0.61 | 0.0038 | -0.037 | 185 | 40.90 | 43.75 | 26 | 52.1% | -0.42 | 0.0043 | -0.042 | ||
| 35.25 | 38.15 | 85 | 51.7% | 0.59 | 0.0039 | -0.038 | 190 | 43.50 | 46.85 | 51.7% | -0.44 | 0.0044 | -0.043 | |||
| 33.55 | 37.00 | 20 | 52.0% | 0.57 | 0.0039 | -0.038 | 195 | 47.15 | 49.90 | 10 | 51.9% | -0.46 | 0.0045 | -0.043 | ||
| 31.90 | 35.00 | 139 | 51.7% | 0.56 | 0.0040 | -0.039 | 200 | 50.35 | 52.70 | 24 | 571 | 51.4% | -0.48 | 0.0046 | -0.043 | |
| 28.90 | 32.00 | 538 | 51.6% | 0.52 | 0.0040 | -0.040 | 210 | 57.35 | 58.80 | 29 | 51.0% | -0.52 | 0.0047 | -0.043 | ||
| 25.50 | 28.65 | 188 | 50.7% | 0.49 | 0.0040 | -0.040 | 220 | 63.00 | 67.00 | 559 | 50.7% | -0.56 | 0.0048 | -0.043 | ||
| 23.20 | 26.15 | 524 | 50.7% | 0.46 | 0.0040 | -0.040 | 230 | 70.90 | 74.50 | 51.0% | -0.59 | 0.0048 | -0.043 | |||
| 21.50 | 24.35 | 103 | 51.3% | 0.43 | 0.0040 | -0.039 | 240 | 78.85 | 82.00 | 1 | 50.9% | -0.63 | 0.0049 | -0.042 | ||
| 19.60 | 21.60 | 1 | 227 | 50.9% | 0.40 | 0.0039 | -0.039 | 250 | 86.50 | 90.00 | 7 | 50.7% | -0.67 | 0.0049 | -0.041 | |
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs