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Schwab Fundamental International Small Equity ETF FNDC

i

Market dataready · fetched 2026-11-11T14:57:04.954Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T14:51:05.460364278Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:03.583984+00:00

Share price$49.06
1D-0.1%
$48.99$49.02$49.05$49.08$49.125:30 AM6:30 AM9:00 AM1:00 PMFNDC
Sold putSold call

Schwab Fundamental International Small Equity ETF options

Live interpolated FNDC call and put midpoint premiums by absolute delta.Schwab Fundamental International Small Equity ETF$0.90$1.57$2.24$2.90$3.57$44.76$47.01$49.27$51.53$53.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 FNDC spot · $49.06FNDC PRICE$0.98$1.17$1.36$1.55$1.75$1.94$2.13$2.37$2.87$3.38$1.58$1.87$2.22
Puts——
Calls——
Skew——
Implied moveBearish±$3.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ51.6516.5%7.3%
40Δ51.1216.1%6.6%48.5720.2%4.2%
45Δ50.5915.6%5.9%49.2420.1%3.5%
50Δ50.0615.2%5.2%49.8920.2%2.8%
55Δ49.5314.7%4.5%
60Δ48.9914.3%3.8%
65Δ48.4613.8%3.1%
70Δ47.9213.5%2.5%
75Δ47.2814.3%2.2%
80Δ46.6414.6%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
51.65
IV
16.5%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
51.12
IV
16.1%
B/E move
6.6%
Puts
Pseudo strike
48.57
IV
20.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
50.59
IV
15.6%
B/E move
5.9%
Puts
Pseudo strike
49.24
IV
20.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
50.06
IV
15.2%
B/E move
5.2%
Puts
Pseudo strike
49.89
IV
20.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
49.53
IV
14.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.99
IV
14.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
48.46
IV
13.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.92
IV
13.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
47.28
IV
14.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.64
IV
14.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.62%
Daily close
FNDC12.9%20.8%28.7%2026-08-13: 15.84%2026-08-14: 16.42%2026-08-18: 19.21%2026-08-20: 22.21%2026-08-21: 15.13%2026-08-24: 14.97%2026-08-25: 14.79%2026-08-26: 14.57%2026-08-27: 14.29%2026-08-28: 14.26%2026-08-31: 14.77%2026-09-01: 15.00%2026-09-02: 15.22%2026-09-03: 14.28%2026-09-04: 14.03%2026-09-08: 15.29%2026-09-09: 15.91%2026-09-10: 17.02%2026-09-11: 16.36%2026-09-14: 18.42%2026-09-15: 19.83%2026-09-16: 21.11%2026-09-17: 22.66%2026-09-18: 16.09%2026-09-21: 15.78%2026-09-22: 15.41%2026-09-23: 16.04%2026-09-24: 16.19%2026-09-25: 15.97%2026-09-28: 15.80%2026-09-29: 15.89%2026-09-30: 16.09%2026-10-01: 17.40%2026-10-02: 16.69%2026-10-05: 17.02%2026-10-06: 16.26%2026-10-07: 17.40%2026-10-08: 18.09%2026-10-09: 17.15%2026-10-12: 19.32%2026-10-13: 19.42%2026-10-15: 27.66%2026-10-16: 15.43%2026-10-19: 15.92%2026-10-20: 15.92%2026-10-21: 15.96%2026-10-22: 16.16%2026-10-23: 16.66%2026-10-26: 16.66%2026-10-27: 16.66%2026-10-28: 16.18%2026-10-29: 16.24%2026-10-30: 16.62%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.84%
16.42%
19.21%
22.21%
15.13%
14.97%
14.79%
14.57%
14.29%
14.26%
14.77%
15.00%
15.22%
14.28%
14.03%
15.29%
15.91%
17.02%
16.36%
18.42%
19.83%
21.11%
22.66%
16.09%
15.78%
15.41%
16.04%
16.19%
15.97%
15.80%
15.89%
16.09%
17.40%
16.69%
17.02%
16.26%
17.40%
18.09%
17.15%
19.32%
19.42%
27.66%
15.43%
15.92%
15.92%
15.96%
16.16%
16.66%
16.66%
16.66%
16.18%
16.24%
16.62%