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Federated Hermes U.S. Strategic Dividend ETF FDV

i

Market dataready · fetched 2026-11-13T00:47:35.817Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T23:30:00.003334135Z

FundamentalsFederated Hermes · ready · fetched 2026-11-13T00:47:35.111206+00:00

Share price$34.24
1D-1.2%
AH$34.18$34.31$34.44$34.57$34.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDV
Sold putSold callAH

Federated Hermes U.S. Strategic Dividend ETF options

Live interpolated FDV call and put midpoint premiums by absolute delta.Federated Hermes U.S. Strategic Dividend ETF$0.56$0.73$0.89$1.06$1.23$32.64$33.74$34.84$35.93$37.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDV spot · $34.24FDV PRICE$0.57$0.57$0.57$0.59$0.61$0.67$0.74$0.80$0.87$0.95$1.02$1.10$1.18$0.57$0.57$0.57$0.60$0.63$0.67$0.73$0.79$0.85$0.92
Puts——
CallsExpensive2.78×
Skew——
Implied moveBalanced±$1.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.82110.7%18.0%30.7296.3%11.9%
25Δ37.4681.9%11.1%32.0673.0%8.0%
30Δ36.1663.5%7.3%32.8857.9%5.6%
35Δ35.4752.8%5.3%33.3450.1%4.4%
40Δ34.9444.7%3.8%33.7443.5%3.3%
45Δ34.6741.6%3.2%34.0638.3%2.5%
50Δ34.4038.6%2.6%34.2535.9%2.1%
55Δ34.1335.5%2.0%34.4433.5%1.7%
60Δ33.9233.0%1.6%34.6331.2%1.4%
65Δ33.7630.9%1.4%34.8228.8%1.0%
70Δ33.6028.9%1.1%
75Δ33.4426.8%0.9%
80Δ33.2924.7%0.7%

20Δ

Calls
Pseudo strike
39.82
IV
110.7%
B/E move
18.0%
Puts
Pseudo strike
30.72
IV
96.3%
B/E move
11.9%

25Δ

Calls
Pseudo strike
37.46
IV
81.9%
B/E move
11.1%
Puts
Pseudo strike
32.06
IV
73.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
36.16
IV
63.5%
B/E move
7.3%
Puts
Pseudo strike
32.88
IV
57.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
35.47
IV
52.8%
B/E move
5.3%
Puts
Pseudo strike
33.34
IV
50.1%
B/E move
4.4%

40Δ

Calls
Pseudo strike
34.94
IV
44.7%
B/E move
3.8%
Puts
Pseudo strike
33.74
IV
43.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
34.67
IV
41.6%
B/E move
3.2%
Puts
Pseudo strike
34.06
IV
38.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
34.40
IV
38.6%
B/E move
2.6%
Puts
Pseudo strike
34.25
IV
35.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
34.13
IV
35.5%
B/E move
2.0%
Puts
Pseudo strike
34.44
IV
33.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
33.92
IV
33.0%
B/E move
1.6%
Puts
Pseudo strike
34.63
IV
31.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
33.76
IV
30.9%
B/E move
1.4%
Puts
Pseudo strike
34.82
IV
28.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
33.60
IV
28.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.44
IV
26.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.29
IV
24.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.46%
Daily EOD
FDV21.3%22.5%23.7%2026-10-19: 23.18%2026-10-20: 23.52%2026-10-22: 23.51%2026-10-23: 21.43%2026-10-26: 21.80%2026-10-27: 21.91%2026-10-29: 22.69%2026-10-30: 21.46%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.18%
23.52%
23.51%
21.43%
21.80%
21.91%
22.69%
21.46%