IntraAlpha
Create free account Start free

Schwab Fundamental International Small Equity ETF FNDC

i

Market dataready · fetched 2026-10-22T09:18:26.491Z

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 · 2026-10-22T00:00:00.147849103Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:18:24.986688+00:00

Share price$49.60
1D-0.3%
AH$49.42$49.52$49.61$49.70$49.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNDC
Sold putSold callAH

Schwab Fundamental International Small Equity ETF options

Live interpolated FNDC call and put midpoint premiums by absolute delta.Schwab Fundamental International Small Equity ETF$0.32$0.91$1.49$2.08$2.66$46.49$48.03$49.57$51.11$52.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDC spot · $49.60FNDC PRICE$0.40$0.45$0.39$0.50$0.61$0.72$0.88$1.05$1.22$1.42$1.68$1.95$2.49$0.46$0.52$0.58$0.63$0.71$0.81$0.90$1.02$1.18$1.34$1.50$1.84$2.33
PutsExpensive1.12×
CallsExpensive1.28×
SkewBearish+0.42 pp
Implied moveBalanced±$1.78
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1526.1%8.0%46.6628.2%6.8%
25Δ52.0322.0%5.8%47.6124.1%5.1%
30Δ50.9114.5%3.4%48.2821.1%3.8%
35Δ50.6314.8%3.1%48.8118.6%2.9%
40Δ50.3515.1%2.7%49.1917.3%2.3%
45Δ50.0815.4%2.4%49.4916.5%1.9%
50Δ49.7915.8%2.1%49.7815.7%1.5%
55Δ49.5016.1%1.9%50.0715.1%1.1%
60Δ49.2116.5%1.7%50.3414.9%0.9%
65Δ48.9016.8%1.5%50.6014.6%0.7%
70Δ48.5417.1%1.3%50.8714.4%0.5%
75Δ48.1817.3%1.1%51.2915.1%0.3%
80Δ47.5619.3%0.9%51.8416.6%0.2%

20Δ

Calls
Pseudo strike
53.15
IV
26.1%
B/E move
8.0%
Puts
Pseudo strike
46.66
IV
28.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
52.03
IV
22.0%
B/E move
5.8%
Puts
Pseudo strike
47.61
IV
24.1%
B/E move
5.1%

30Δ

Calls
Pseudo strike
50.91
IV
14.5%
B/E move
3.4%
Puts
Pseudo strike
48.28
IV
21.1%
B/E move
3.8%

35Δ

Calls
Pseudo strike
50.63
IV
14.8%
B/E move
3.1%
Puts
Pseudo strike
48.81
IV
18.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
50.35
IV
15.1%
B/E move
2.7%
Puts
Pseudo strike
49.19
IV
17.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
50.08
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
49.49
IV
16.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
49.79
IV
15.8%
B/E move
2.1%
Puts
Pseudo strike
49.78
IV
15.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
49.50
IV
16.1%
B/E move
1.9%
Puts
Pseudo strike
50.07
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
49.21
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
50.34
IV
14.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
48.90
IV
16.8%
B/E move
1.5%
Puts
Pseudo strike
50.60
IV
14.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
48.54
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
50.87
IV
14.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.18
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
51.29
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
47.56
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
51.84
IV
16.6%
B/E move
0.2%

Options history

No recorded observations