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Schwab Fundamental International Small Equity ETF FNDC

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Market datapartial · fetched 2026-10-22T21:34:11.754Z

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 · 2026-10-22T20:10:00.004045069Z

FundamentalsAlpha Vantage · unavailable

Share price$49.22
1D-0.2%
AH$49.05$49.13$49.22$49.30$49.395:30 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$0.30$0.86$1.43$1.99$2.55$46.12$47.63$49.14$50.64$52.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDC spot · $49.22FNDC PRICE$0.38$0.36$0.43$0.53$0.62$0.73$0.84$0.96$1.12$1.35$1.59$1.90$2.39$0.46$0.52$0.57$0.63$0.70$0.80$0.93$1.05$1.18$1.39$1.60$1.82$2.31
PutsExpensive1.35×
CallsExpensive1.24×
SkewBearish+1.22 pp
Implied moveBearish±$1.77
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6725.8%7.8%46.2528.9%7.0%
25Δ51.2018.0%4.8%47.2424.4%5.1%
30Δ50.7016.5%3.9%47.9621.0%3.7%
35Δ50.3616.3%3.4%48.4019.1%3.0%
40Δ50.0216.1%2.9%48.8217.3%2.2%
45Δ49.7315.8%2.5%49.1516.3%1.8%
50Δ49.4515.5%2.2%49.4216.0%1.5%
55Δ49.1715.2%1.8%49.6915.7%1.2%
60Δ48.8715.2%1.6%49.9615.3%0.9%
65Δ48.5515.7%1.4%50.2715.3%0.7%
70Δ48.2216.2%1.2%50.5815.2%0.5%
75Δ47.8316.8%1.0%50.8915.2%0.3%
80Δ47.2617.5%0.9%51.4416.5%0.2%

20Δ

Calls
Pseudo strike
52.67
IV
25.8%
B/E move
7.8%
Puts
Pseudo strike
46.25
IV
28.9%
B/E move
7.0%

25Δ

Calls
Pseudo strike
51.20
IV
18.0%
B/E move
4.8%
Puts
Pseudo strike
47.24
IV
24.4%
B/E move
5.1%

30Δ

Calls
Pseudo strike
50.70
IV
16.5%
B/E move
3.9%
Puts
Pseudo strike
47.96
IV
21.0%
B/E move
3.7%

35Δ

Calls
Pseudo strike
50.36
IV
16.3%
B/E move
3.4%
Puts
Pseudo strike
48.40
IV
19.1%
B/E move
3.0%

40Δ

Calls
Pseudo strike
50.02
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
48.82
IV
17.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
49.73
IV
15.8%
B/E move
2.5%
Puts
Pseudo strike
49.15
IV
16.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
49.45
IV
15.5%
B/E move
2.2%
Puts
Pseudo strike
49.42
IV
16.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
49.17
IV
15.2%
B/E move
1.8%
Puts
Pseudo strike
49.69
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
48.87
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
49.96
IV
15.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
48.55
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
50.27
IV
15.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
48.22
IV
16.2%
B/E move
1.2%
Puts
Pseudo strike
50.58
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
47.83
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
50.89
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
47.26
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
51.44
IV
16.5%
B/E move
0.2%

Options history

No recorded observations