Options WhaleEarnings volatility research

FTNT · Expected-Move

Fortinet, Inc. (FTNT) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$184.13
Expected move
$25.23
Expected move %
13.7%
Lower boundary
$158.91
Upper boundary
$209.36
Median historical move
9.1%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-11-02Realized move 12.3459%Implied move UnavailableSigned actual 12.3459% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
12.3459%UnavailableSigned actual 12.3459% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.7789%UnavailableSigned actual 3.7789% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.6933%UnavailableSigned actual 9.6933% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
25.3001%UnavailableSigned actual 25.3001% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.9904%UnavailableSigned actual 9.9904% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.8075%UnavailableSigned actual 2.8075% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.4145%UnavailableSigned actual 8.4145% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
22.0335%UnavailableSigned actual 22.0335% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.3379%UnavailableSigned actual 6.3379% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.8524%UnavailableSigned actual 4.8524% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
20.0334%UnavailableSigned actual 20.0334% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.6722%UnavailableSigned actual 0.6722% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

Data provenance

Figures are from published, reviewed research as of Oct 5, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.