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Fortinet, Inc. Common Stock FTNT

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Market dataready · fetched 2026-11-10T22:23:09.510Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:58:41.310848683Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:23:09.005201+00:00

Share price$123.57
1D+2.7%
AH$120$121$123$124$1255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTNT
Sold putSold callAH

Fortinet, Inc. Common Stock options

Live interpolated FTNT call and put midpoint premiums by absolute delta.Fortinet, Inc. Common Stock$0.46$1.94$3.43$4.91$6.40$116.04$119.81$123.59$127.37$131.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTNT spot · $123.57FTNT PRICE$0.62$0.82$1.05$1.32$1.63$1.92$2.25$2.67$3.24$3.63$4.08$4.67$5.07$0.66$0.90$1.17$1.43$1.71$2.06$2.48$2.87$3.29$3.79$4.64$5.32$5.97
PutsExpensive1.24×
CallsCheap0.94×
SkewBearish+1.34 pp
Implied moveBearish±$4.73
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.6250.5%4.6%118.9451.9%4.3%
25Δ127.6250.4%3.9%119.8352.6%3.8%
30Δ126.7350.2%3.4%120.6553.4%3.3%
35Δ125.9851.3%3.0%121.4852.8%2.9%
40Δ125.2552.4%2.7%122.2852.0%2.4%
45Δ124.4951.9%2.3%123.0152.7%2.1%
50Δ123.7451.6%2.0%123.7653.6%1.9%
55Δ123.0152.8%1.7%124.5153.3%1.6%
60Δ122.1955.3%1.5%125.2652.7%1.3%
65Δ121.4554.0%1.2%126.0552.6%1.1%
70Δ120.6852.6%1.0%127.1055.7%0.9%
75Δ119.8552.4%0.8%128.0355.4%0.7%
80Δ119.1749.2%0.5%128.9253.6%0.5%

20Δ

Calls
Pseudo strike
128.62
IV
50.5%
B/E move
4.6%
Puts
Pseudo strike
118.94
IV
51.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
127.62
IV
50.4%
B/E move
3.9%
Puts
Pseudo strike
119.83
IV
52.6%
B/E move
3.8%

30Δ

Calls
Pseudo strike
126.73
IV
50.2%
B/E move
3.4%
Puts
Pseudo strike
120.65
IV
53.4%
B/E move
3.3%

35Δ

Calls
Pseudo strike
125.98
IV
51.3%
B/E move
3.0%
Puts
Pseudo strike
121.48
IV
52.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
125.25
IV
52.4%
B/E move
2.7%
Puts
Pseudo strike
122.28
IV
52.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
124.49
IV
51.9%
B/E move
2.3%
Puts
Pseudo strike
123.01
IV
52.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
123.74
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
123.76
IV
53.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
123.01
IV
52.8%
B/E move
1.7%
Puts
Pseudo strike
124.51
IV
53.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
122.19
IV
55.3%
B/E move
1.5%
Puts
Pseudo strike
125.26
IV
52.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
121.45
IV
54.0%
B/E move
1.2%
Puts
Pseudo strike
126.05
IV
52.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
120.68
IV
52.6%
B/E move
1.0%
Puts
Pseudo strike
127.10
IV
55.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
119.85
IV
52.4%
B/E move
0.8%
Puts
Pseudo strike
128.03
IV
55.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
119.17
IV
49.2%
B/E move
0.5%
Puts
Pseudo strike
128.92
IV
53.6%
B/E move
0.5%

Options history

IV · four-Friday blend51.04%
Daily close
FTNT35.0%77.2%119.4%2026-08-12: 44.26%2026-08-13: 46.70%2026-08-14: 40.86%2026-08-17: 44.00%2026-08-18: 44.75%2026-08-19: 43.86%2026-08-20: 44.72%2026-08-21: 40.92%2026-08-24: 45.11%2026-08-25: 44.97%2026-08-26: 45.04%2026-08-27: 46.15%2026-08-28: 41.70%2026-08-31: 45.27%2026-09-01: 48.66%2026-09-02: 46.55%2026-09-03: 45.38%2026-09-04: 41.78%2026-09-08: 48.54%2026-09-09: 47.77%2026-09-10: 46.78%2026-09-11: 42.76%2026-09-14: 48.81%2026-09-15: 49.29%2026-09-16: 47.64%2026-09-17: 44.40%2026-09-18: 42.53%2026-09-21: 45.30%2026-09-22: 46.01%2026-09-23: 46.18%2026-09-24: 42.72%2026-09-25: 42.88%2026-09-28: 47.29%2026-09-29: 47.64%2026-09-30: 46.16%2026-10-01: 43.24%2026-10-02: 45.98%2026-10-05: 48.01%2026-10-06: 48.94%2026-10-07: 49.56%2026-10-08: 51.16%2026-10-09: 52.93%2026-10-12: 55.28%2026-10-13: 55.65%2026-10-14: 59.10%2026-10-15: 59.63%2026-10-16: 68.55%2026-10-19: 70.93%2026-10-20: 71.20%2026-10-21: 72.19%2026-10-22: 76.78%2026-10-23: 83.47%2026-10-26: 91.82%2026-10-27: 99.63%2026-10-28: 113.55%2026-10-29: 62.89%2026-10-30: 51.04%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
44.26%
46.70%
40.86%
44.00%
44.75%
43.86%
44.72%
40.92%
45.11%
44.97%
45.04%
46.15%
41.70%
45.27%
48.66%
46.55%
45.38%
41.78%
48.54%
47.77%
46.78%
42.76%
48.81%
49.29%
47.64%
44.40%
42.53%
45.30%
46.01%
46.18%
42.72%
42.88%
47.29%
47.64%
46.16%
43.24%
45.98%
48.01%
48.94%
49.56%
51.16%
52.93%
55.28%
55.65%
59.10%
59.63%
68.55%
70.93%
71.20%
72.19%
76.78%
83.47%
91.82%
99.63%
113.55%
62.89%
51.04%