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Fortinet Inc FTNT

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-21T17:52:12.536Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:02.411450184Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:11.941587+00:00

Share price$174.36
1D+4.4%
$164$167$170$173$1765:30 AM6:30 AM9:00 AM1:00 PMFTNT
Sold putSold call

Fortinet Inc options

Live interpolated FTNT call and put midpoint premiums by absolute delta.Fortinet Inc$0.56$2.39$4.22$6.05$7.88$162.22$168.11$174.00$179.89$185.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTNT spot · $174.36FTNT PRICE$0.76$1.03$1.33$1.64$1.99$2.33$2.75$3.23$3.71$4.32$4.98$5.79$7.36$0.80$1.05$1.38$1.71$2.05$2.44$2.82$3.29$3.86$4.43$5.18$6.00$6.89
PutsCheap0.72×
CallsCheap0.79×
SkewBullish-1.36 pp
Implied moveBalanced±$5.58
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.5153.5%4.0%168.6654.1%3.7%
25Δ179.3053.5%3.4%169.9253.6%3.2%
30Δ178.2954.2%3.0%170.8853.8%2.8%
35Δ177.3054.7%2.6%171.8354.2%2.4%
40Δ176.3754.5%2.3%172.7654.2%2.1%
45Δ175.4454.2%2.0%173.6453.7%1.8%
50Δ174.5354.2%1.7%174.5253.1%1.5%
55Δ173.6454.4%1.4%175.4152.9%1.3%
60Δ172.7554.6%1.2%176.3253.1%1.1%
65Δ171.8054.8%1.0%177.2353.4%0.9%
70Δ170.8254.9%0.8%178.2753.7%0.7%
75Δ169.7055.9%0.6%179.3754.0%0.6%
80Δ167.9461.6%0.5%180.5153.5%0.4%

20Δ

Calls
Pseudo strike
180.51
IV
53.5%
B/E move
4.0%
Puts
Pseudo strike
168.66
IV
54.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
179.30
IV
53.5%
B/E move
3.4%
Puts
Pseudo strike
169.92
IV
53.6%
B/E move
3.2%

30Δ

Calls
Pseudo strike
178.29
IV
54.2%
B/E move
3.0%
Puts
Pseudo strike
170.88
IV
53.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
177.30
IV
54.7%
B/E move
2.6%
Puts
Pseudo strike
171.83
IV
54.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
176.37
IV
54.5%
B/E move
2.3%
Puts
Pseudo strike
172.76
IV
54.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
175.44
IV
54.2%
B/E move
2.0%
Puts
Pseudo strike
173.64
IV
53.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
174.53
IV
54.2%
B/E move
1.7%
Puts
Pseudo strike
174.52
IV
53.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
173.64
IV
54.4%
B/E move
1.4%
Puts
Pseudo strike
175.41
IV
52.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
172.75
IV
54.6%
B/E move
1.2%
Puts
Pseudo strike
176.32
IV
53.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
171.80
IV
54.8%
B/E move
1.0%
Puts
Pseudo strike
177.23
IV
53.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
170.82
IV
54.9%
B/E move
0.8%
Puts
Pseudo strike
178.27
IV
53.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
169.70
IV
55.9%
B/E move
0.6%
Puts
Pseudo strike
179.37
IV
54.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
167.94
IV
61.6%
B/E move
0.5%
Puts
Pseudo strike
180.51
IV
53.5%
B/E move
0.4%

Options history

FTNT70.8571.0571.262026-10-19: 70.92%2026-10-20: 71.19%Oct 19Oct 20
Table
DateIV
70.92%
71.19%