FTNT · Expected Move

Fortinet, Inc.

The expected move for FTNT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

FTNT straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current FTNT Expected Move
30-Day Straddle
$24.62
7-Day Straddle
$20.05
30-Day ATM IV
62.3%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to FTNT's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
FTNT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $24.62 $20.05 62.3% 60%
20261020 $24.95 $20.35 62.9% 62%
20261019 $25.38 $7.53 63.2% 62%
20261016 $25.32 $9.43 65.9% 70%
20261015 $25.48 $8.98 61.9% 59%
20261014 $26.57 $10.05 63.1% 62%
20261013 $27.75 $10.38 63.2% 62%
20261012 $27.77 $7.04 61.1% 57%
20261009 $27.80 $8.05 63.6% 63%
20261008 $27.73 $8.93 64.6% 66%
20261007 $26.77 $10.18 61.8% 58%
20261006 $27.42 $10.50 62.0% 59%
20261005 $26.32 $6.51 61.5% 58%
20261002 $25.77 $7.47 63.6% 63%
20261001 $25.17 $8.70 62.5% 60%
20260930 $26.52 $9.82 64.8% 67%
20260929 $27.10 $10.60 64.0% 65%
20260928 $22.25 $7.85 51.7% 33%
20260925 $16.15 $8.69 44.0% 12%
20260924 $18.33 $8.96 46.2% 23%
20260923 $18.68 $10.12 45.2% 20%
20260922 $18.43 $10.20 45.3% 20%
20260921 $18.83 $7.22 45.4% 23%
20260918 $16.50 $7.78 44.6% 21%
20260917 $17.18 $8.65 43.7% 19%
20260916 $18.80 $10.03 47.2% 30%
20260915 $19.50 $10.88 47.7% 31%
20260914 $19.40 $7.55 47.8% 31%
20260911 $15.12 $7.18 43.5% 21%
20260910 $16.77 $8.12 46.2% 28%
20260909 $16.38 $9.25 45.5% 26%
20260908 $17.23 $9.82 46.1% 27%
20260904 $14.93 $6.87 43.1% 20%
20260903 $15.28 $7.61 43.2% 21%
20260902 $15.57 $8.38 44.1% 23%
20260901 $16.62 $9.75 43.7% 22%
20260831 $17.80 $7.15 44.0% 23%
20260828 $15.62 $7.29 42.4% 19%
20260827 $16.85 $9.50 43.1% 20%
20260826 $15.85 $9.05 43.5% 21%
20260825 $15.85 $9.20 43.2% 21%
20260824 $15.93 $6.21 43.4% 21%
20260821 $13.68 $7.04 40.3% 14%
20260820 $13.68 $7.95 40.7% 15%
20260819 $14.25 $8.57 40.4% 14%
20260818 $15.50 $9.40 41.8% 17%
20260817 $15.98 $5.89 42.7% 19%
20260814 $14.50 $6.84 41.2% 16%
20260813 $16.30 $8.82 44.3% 23%
20260812 $16.12 $8.70 43.6% 21%
20260811 $16.52 $8.82 43.6% 22%
20260810 $17.98 $6.86 46.6% 28%
20260807 — — 46.3% 28%
20260806 $17.18 $9.55 47.7% 31%
20260805 $18.40 $10.72 48.8% 34%
20260804 $19.70 $11.85 50.0% 36%
20260803 $20.05 $8.10 52.0% 41%
20260731 $18.90 $9.07 52.0% 41%
20260730 $19.40 $11.03 55.3% 49%
20260729 $27.10 $22.02 76.7% 99%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.