IntraAlpha
Create free account Start free

Schwab Fundamental U.S. Small Company ETF FNDA

i

Market dataready · fetched 2026-11-12T00:48:08.067Z

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 · 2026-11-11T23:30:00.003675803Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:07.597420+00:00

Share price$36.58
1D+0.2%
AH$36.35$36.42$36.49$36.55$36.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNDA
Sold putSold callAH

Schwab Fundamental U.S. Small Company ETF options

Live interpolated FNDA call and put midpoint premiums by absolute delta.Schwab Fundamental U.S. Small Company ETF$0.21$0.54$0.88$1.21$1.55$34.36$35.39$36.43$37.46$38.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FNDA spot · $36.58FNDA PRICE$0.40$0.24$0.31$0.37$0.43$0.48$0.53$0.57$0.61$0.66$0.70$0.74$0.40$0.42$0.46$0.49$0.53$0.57$0.61$0.65$0.69$0.84$1.04$1.25$1.45
PutsExpensive1.31×
Calls——
Skew——
Implied moveBearish±$1.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.1666.2%10.9%33.9960.2%8.2%
25Δ37.8228.9%4.1%34.9048.2%5.7%
30Δ37.5728.4%3.5%35.4141.7%4.4%
35Δ37.3127.9%3.0%35.8735.9%3.3%
40Δ37.0627.3%2.5%36.1432.4%2.6%
45Δ36.8926.0%2.2%36.3429.8%2.2%
50Δ36.7524.4%1.9%36.5427.3%1.8%
55Δ36.6022.7%1.6%36.7424.7%1.3%
60Δ36.4621.1%1.3%36.9422.1%0.9%
65Δ36.3119.5%1.1%37.1722.0%0.7%
70Δ36.1717.8%0.8%37.4223.0%0.6%
75Δ36.0216.2%0.5%37.6624.0%0.4%
80Δ37.9125.0%0.3%

20Δ

Calls
Pseudo strike
40.16
IV
66.2%
B/E move
10.9%
Puts
Pseudo strike
33.99
IV
60.2%
B/E move
8.2%

25Δ

Calls
Pseudo strike
37.82
IV
28.9%
B/E move
4.1%
Puts
Pseudo strike
34.90
IV
48.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
37.57
IV
28.4%
B/E move
3.5%
Puts
Pseudo strike
35.41
IV
41.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
37.31
IV
27.9%
B/E move
3.0%
Puts
Pseudo strike
35.87
IV
35.9%
B/E move
3.3%

40Δ

Calls
Pseudo strike
37.06
IV
27.3%
B/E move
2.5%
Puts
Pseudo strike
36.14
IV
32.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
36.89
IV
26.0%
B/E move
2.2%
Puts
Pseudo strike
36.34
IV
29.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
36.75
IV
24.4%
B/E move
1.9%
Puts
Pseudo strike
36.54
IV
27.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
36.60
IV
22.7%
B/E move
1.6%
Puts
Pseudo strike
36.74
IV
24.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
36.46
IV
21.1%
B/E move
1.3%
Puts
Pseudo strike
36.94
IV
22.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
36.31
IV
19.5%
B/E move
1.1%
Puts
Pseudo strike
37.17
IV
22.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
36.17
IV
17.8%
B/E move
0.8%
Puts
Pseudo strike
37.42
IV
23.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
36.02
IV
16.2%
B/E move
0.5%
Puts
Pseudo strike
37.66
IV
24.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.91
IV
25.0%
B/E move
0.3%

Options history

IV · four-Friday blend18.81%
Daily close
FNDA15.5%22.4%29.2%2026-08-13: 18.81%2026-08-14: 19.03%2026-08-17: 21.14%2026-08-18: 23.03%2026-08-19: 23.78%2026-08-20: 28.28%2026-08-21: 17.82%2026-08-24: 17.23%2026-08-25: 17.47%2026-08-26: 17.10%2026-08-27: 17.07%2026-08-28: 16.97%2026-08-31: 17.12%2026-09-01: 17.88%2026-09-02: 16.44%2026-09-03: 17.72%2026-09-04: 17.25%2026-09-08: 18.55%2026-09-09: 19.32%2026-09-10: 20.22%2026-09-11: 20.64%2026-09-15: 23.37%2026-09-16: 23.87%2026-09-17: 27.49%2026-09-18: 17.57%2026-09-21: 17.53%2026-09-22: 17.48%2026-09-23: 17.56%2026-09-24: 17.95%2026-09-25: 18.01%2026-09-28: 18.39%2026-09-29: 18.50%2026-09-30: 18.69%2026-10-01: 19.33%2026-10-02: 18.60%2026-10-05: 18.27%2026-10-06: 18.76%2026-10-07: 19.60%2026-10-09: 20.28%2026-10-12: 22.15%2026-10-16: 17.51%2026-10-19: 17.63%2026-10-20: 17.91%2026-10-21: 17.70%2026-10-22: 18.58%2026-10-23: 18.71%2026-10-26: 18.31%2026-10-27: 18.10%2026-10-28: 18.04%2026-10-29: 17.79%2026-10-30: 18.81%Aug 13Sep 21Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.81%
19.03%
21.14%
23.03%
23.78%
28.28%
17.82%
17.23%
17.47%
17.10%
17.07%
16.97%
17.12%
17.88%
16.44%
17.72%
17.25%
18.55%
19.32%
20.22%
20.64%
23.37%
23.87%
27.49%
17.57%
17.53%
17.48%
17.56%
17.95%
18.01%
18.39%
18.50%
18.69%
19.33%
18.60%
18.27%
18.76%
19.60%
20.28%
22.15%
17.51%
17.63%
17.91%
17.70%
18.58%
18.71%
18.31%
18.10%
18.04%
17.79%
18.81%