Fortinet, Inc. (FTNT) Options History
Historical options analytics archive for FTNT with monthly max pain, implied volatility, gamma exposure, and put/call data.
202 months of complete options data available.
FTNT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FTNT. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 47.1% | 42.1% | $170.00 | $11.3M | -$806.8M | 0.79 |
| 2026-08 | 20 | 44.4% | 36.9% | $145.00 | $5.3M | -$834.7M | 0.81 |
| 2026-07 | 17 | 74.4% | 97.6% | $155.00 | -$307.1K | -$512.4M | 1.04 |
| 2026-06 | 19 | 47.6% | 59.3% | $115.00 | $11.9M | -$835.6M | 0.91 |
| 2026-05 | 17 | 43.7% | 49.6% | $105.00 | $30.0M | -$1.08B | 1.00 |
| 2026-04 | 18 | 55.2% | 71.3% | $85.00 | $1.2M | -$24.6M | 1.65 |
This archive aggregates FTNT's daily end-of-day options snapshots into monthly summaries, spanning 2009-12 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how FTNT option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 47.1%, a month-end max-pain strike around $170.00, an average put/call ratio of 0.79.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
Frequently asked FTNT history questions
- How much options history is available for FTNT?
- This archive holds 202 months of FTNT options analytics, spanning 2009-12 through 2026-09. Each entry is a monthly rollup of FTNT's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the FTNT archive.
- What data does each monthly FTNT aggregate contain?
- Every monthly row summarizes that month of FTNT option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 47.1%, an average IV rank of 42.1%, a month-end max-pain strike around $170.00, an average put/call ratio of 0.79.
- How is the FTNT options-history archive built and how often does it update?
- The archive is derived from FTNT's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how FTNT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.