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Federated Hermes U.S. Strategic Dividend ETF FDV

i

Market dataready · fetched 2026-10-24T19:16:07.254Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-24T00:00:00.165575428Z

FundamentalsFederated Hermes · ready · fetched 2026-10-24T19:16:06.570606+00:00

Share price$34.09
1D+0.0%
AH$33.88$33.97$34.06$34.14$34.235:30 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$0.46$1.74$3.01$4.29$5.56$30.14$31.91$33.69$35.46$37.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDV spot · $34.09FDV PRICE$0.60$0.60$0.60$0.63$0.66$0.71$0.77$0.82$0.88$0.94$1.00$1.06$1.12$0.63$0.64$0.69$0.76$0.85$0.94$1.06$1.17$1.29$1.67$2.31$3.20$5.20
PutsExpensive2.29×
CallsExpensive1.73×
SkewBearish+8.64 pp
Implied moveBearish±$1.82
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.0762.6%19.3%30.4056.3%12.7%
25Δ37.5646.3%11.9%31.7544.0%8.7%
30Δ36.2035.9%7.9%32.5537.5%6.5%
35Δ35.4930.4%5.9%33.1533.1%5.0%
40Δ34.9426.2%4.4%33.5630.8%4.1%
45Δ34.6324.0%3.7%33.9728.6%3.1%
50Δ34.3321.8%3.0%34.2727.2%2.6%
55Δ34.0319.7%2.2%34.5625.9%2.1%
60Δ33.8518.3%1.9%34.8524.6%1.6%
65Δ33.6817.0%1.5%35.3226.8%1.3%
70Δ33.5115.6%1.2%35.9632.4%1.3%
75Δ33.3414.3%0.9%36.8938.3%1.2%
80Δ33.1713.0%0.6%38.9051.9%1.1%

20Δ

Calls
Pseudo strike
40.07
IV
62.6%
B/E move
19.3%
Puts
Pseudo strike
30.40
IV
56.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
37.56
IV
46.3%
B/E move
11.9%
Puts
Pseudo strike
31.75
IV
44.0%
B/E move
8.7%

30Δ

Calls
Pseudo strike
36.20
IV
35.9%
B/E move
7.9%
Puts
Pseudo strike
32.55
IV
37.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
35.49
IV
30.4%
B/E move
5.9%
Puts
Pseudo strike
33.15
IV
33.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
34.94
IV
26.2%
B/E move
4.4%
Puts
Pseudo strike
33.56
IV
30.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
34.63
IV
24.0%
B/E move
3.7%
Puts
Pseudo strike
33.97
IV
28.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
34.33
IV
21.8%
B/E move
3.0%
Puts
Pseudo strike
34.27
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
34.03
IV
19.7%
B/E move
2.2%
Puts
Pseudo strike
34.56
IV
25.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
33.85
IV
18.3%
B/E move
1.9%
Puts
Pseudo strike
34.85
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
33.68
IV
17.0%
B/E move
1.5%
Puts
Pseudo strike
35.32
IV
26.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
33.51
IV
15.6%
B/E move
1.2%
Puts
Pseudo strike
35.96
IV
32.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
33.34
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
36.89
IV
38.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
33.17
IV
13.0%
B/E move
0.6%
Puts
Pseudo strike
38.90
IV
51.9%
B/E move
1.1%

Options history

FDV23.5023.5223.552026-10-20: 23.52%Oct 20Oct 20
Table
DateIV
23.52%