Share price$174.07
1D+4.3%
Sold putSold call
Fortinet Inc FTNT
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-21T17:00:17.956Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:00:13.273065268Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:16.849702+00:00
Fortinet Inc options
PutsCheap0.78×
CallsCheap0.77×
SkewBearish+3.66 pp
Implied moveBearish±$5.71
TiltBearish8.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 180.19 | 53.6% | 4.0% | 168.17 | 56.5% | 3.9% |
| 25Δ | 179.04 | 53.5% | 3.4% | 169.36 | 56.5% | 3.4% |
| 30Δ | 177.94 | 53.5% | 3.0% | 170.46 | 56.3% | 2.9% |
| 35Δ | 176.95 | 53.7% | 2.6% | 171.45 | 55.9% | 2.5% |
| 40Δ | 176.04 | 53.9% | 2.3% | 172.44 | 55.6% | 2.1% |
| 45Δ | 175.13 | 54.2% | 1.9% | 173.34 | 55.1% | 1.9% |
| 50Δ | 174.23 | 54.8% | 1.7% | 174.24 | 54.7% | 1.6% |
| 55Δ | 173.33 | 55.5% | 1.5% | 175.14 | 54.3% | 1.3% |
| 60Δ | 172.43 | 56.2% | 1.2% | 176.05 | 54.0% | 1.1% |
| 65Δ | 171.43 | 56.5% | 1.0% | 176.96 | 53.8% | 0.9% |
| 70Δ | 170.43 | 56.9% | 0.8% | 178.16 | 56.0% | 0.7% |
| 75Δ | 169.62 | 54.3% | 0.7% | 179.78 | 61.8% | 0.6% |
| 80Δ | 168.95 | 49.7% | 0.5% | 184.07 | 83.6% | 0.6% |
20Δ
- Pseudo strike
- 180.19
- IV
- 53.6%
- B/E move
- 4.0%
- Pseudo strike
- 168.17
- IV
- 56.5%
- B/E move
- 3.9%
25Δ
- Pseudo strike
- 179.04
- IV
- 53.5%
- B/E move
- 3.4%
- Pseudo strike
- 169.36
- IV
- 56.5%
- B/E move
- 3.4%
30Δ
- Pseudo strike
- 177.94
- IV
- 53.5%
- B/E move
- 3.0%
- Pseudo strike
- 170.46
- IV
- 56.3%
- B/E move
- 2.9%
35Δ
- Pseudo strike
- 176.95
- IV
- 53.7%
- B/E move
- 2.6%
- Pseudo strike
- 171.45
- IV
- 55.9%
- B/E move
- 2.5%
40Δ
- Pseudo strike
- 176.04
- IV
- 53.9%
- B/E move
- 2.3%
- Pseudo strike
- 172.44
- IV
- 55.6%
- B/E move
- 2.1%
45Δ
- Pseudo strike
- 175.13
- IV
- 54.2%
- B/E move
- 1.9%
- Pseudo strike
- 173.34
- IV
- 55.1%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 174.23
- IV
- 54.8%
- B/E move
- 1.7%
- Pseudo strike
- 174.24
- IV
- 54.7%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 173.33
- IV
- 55.5%
- B/E move
- 1.5%
- Pseudo strike
- 175.14
- IV
- 54.3%
- B/E move
- 1.3%
60Δ
- Pseudo strike
- 172.43
- IV
- 56.2%
- B/E move
- 1.2%
- Pseudo strike
- 176.05
- IV
- 54.0%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 171.43
- IV
- 56.5%
- B/E move
- 1.0%
- Pseudo strike
- 176.96
- IV
- 53.8%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 170.43
- IV
- 56.9%
- B/E move
- 0.8%
- Pseudo strike
- 178.16
- IV
- 56.0%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 169.62
- IV
- 54.3%
- B/E move
- 0.7%
- Pseudo strike
- 179.78
- IV
- 61.8%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 168.95
- IV
- 49.7%
- B/E move
- 0.5%
- Pseudo strike
- 184.07
- IV
- 83.6%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 70.92% | |
| 71.19% |