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Schwab Fundamental U.S. Small Company ETF FNDA

i

Market dataready · fetched 2026-10-22T23:26:40.693Z

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 · 2026-10-22T22:30:00.003433666Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:20:22.531490+00:00

Share price$35.84
1D+1.1%
AH$35.42$35.53$35.65$35.76$35.875:30 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$0.30$0.96$1.61$2.26$2.91$32.76$34.18$35.60$37.02$38.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDA spot · $35.84FNDA PRICE$0.38$0.40$0.45$0.51$0.56$0.62$0.67$0.78$0.89$1.00$1.11$1.30$1.73$0.43$0.50$0.56$0.62$0.71$0.79$0.89$1.07$1.24$1.42$1.76$2.20$2.72
PutsExpensive1.73×
CallsExpensive1.39×
SkewBearish+4.82 pp
Implied moveBearish±$1.56
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2935.0%10.7%33.1236.9%8.8%
25Δ38.0227.6%7.2%34.0031.8%6.5%
30Δ37.4524.8%5.8%34.5728.2%5.1%
35Δ36.9422.3%4.5%35.0725.1%3.9%
40Δ36.6320.6%3.8%35.3923.8%3.2%
45Δ36.3218.9%3.1%35.7022.4%2.6%
50Δ36.0117.2%2.4%36.0221.1%2.0%
55Δ35.8016.8%2.1%36.3021.2%1.7%
60Δ35.5916.4%1.8%36.5921.4%1.4%
65Δ35.3816.1%1.5%36.8821.5%1.1%
70Δ35.1615.7%1.2%37.2922.7%0.8%
75Δ34.8915.6%1.0%37.8024.7%0.7%
80Δ34.3716.8%0.7%38.4026.1%0.5%

20Δ

Calls
Pseudo strike
39.29
IV
35.0%
B/E move
10.7%
Puts
Pseudo strike
33.12
IV
36.9%
B/E move
8.8%

25Δ

Calls
Pseudo strike
38.02
IV
27.6%
B/E move
7.2%
Puts
Pseudo strike
34.00
IV
31.8%
B/E move
6.5%

30Δ

Calls
Pseudo strike
37.45
IV
24.8%
B/E move
5.8%
Puts
Pseudo strike
34.57
IV
28.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
36.94
IV
22.3%
B/E move
4.5%
Puts
Pseudo strike
35.07
IV
25.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
36.63
IV
20.6%
B/E move
3.8%
Puts
Pseudo strike
35.39
IV
23.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
36.32
IV
18.9%
B/E move
3.1%
Puts
Pseudo strike
35.70
IV
22.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
36.01
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
36.02
IV
21.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
35.80
IV
16.8%
B/E move
2.1%
Puts
Pseudo strike
36.30
IV
21.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.59
IV
16.4%
B/E move
1.8%
Puts
Pseudo strike
36.59
IV
21.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
35.38
IV
16.1%
B/E move
1.5%
Puts
Pseudo strike
36.88
IV
21.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
35.16
IV
15.7%
B/E move
1.2%
Puts
Pseudo strike
37.29
IV
22.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
34.89
IV
15.6%
B/E move
1.0%
Puts
Pseudo strike
37.80
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
34.37
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
38.40
IV
26.1%
B/E move
0.5%

Options history

No recorded observations