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Schwab Fundamental Emerging Markets Equity ETF FNDE

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Market datapartial · fetched 2026-10-22T23:49:10.268Z

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 · 2026-10-22T22:30:00.003659032Z

FundamentalsAlpha Vantage · unavailable

Share price$41.68
1D-0.3%
AH$41.54$41.61$41.68$41.75$41.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNDE
Sold putSold callAH

Schwab Fundamental Emerging Markets Equity ETF options

Live interpolated FNDE call and put midpoint premiums by absolute delta.Schwab Fundamental Emerging Markets Equity ETF$0.34$0.91$1.49$2.06$2.63$38.15$39.86$41.56$43.27$44.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDE spot · $41.68FNDE PRICE$0.65$0.67$0.73$0.79$0.86$0.93$1.01$1.09$1.18$1.32$1.56$1.80$0.40$0.69$0.75$0.81$0.87$0.93$0.98$1.16$1.42$1.68$1.94$2.19$2.47
PutsExpensive1.14×
CallsExpensive1.23×
SkewBearish+2.04 pp
Implied moveBearish±$1.91
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2528.7%6.8%
25Δ45.3739.4%10.4%39.1337.6%7.8%
30Δ44.0031.7%7.2%39.8533.2%6.2%
35Δ43.2727.8%5.6%40.5828.9%4.6%
40Δ42.7324.9%4.4%41.1525.3%3.4%
45Δ42.2922.6%3.5%41.5122.9%2.6%
50Δ41.9220.6%2.8%41.8620.4%1.9%
55Δ41.6619.3%2.4%42.2219.6%1.5%
60Δ41.4118.0%2.0%42.5819.9%1.2%
65Δ41.1516.8%1.6%42.9320.1%1.0%
70Δ40.8716.0%1.2%43.2920.4%0.8%
75Δ40.5516.2%1.0%43.6520.6%0.5%
80Δ40.2316.3%0.8%44.0220.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.25
IV
28.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
45.37
IV
39.4%
B/E move
10.4%
Puts
Pseudo strike
39.13
IV
37.6%
B/E move
7.8%

30Δ

Calls
Pseudo strike
44.00
IV
31.7%
B/E move
7.2%
Puts
Pseudo strike
39.85
IV
33.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
43.27
IV
27.8%
B/E move
5.6%
Puts
Pseudo strike
40.58
IV
28.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
42.73
IV
24.9%
B/E move
4.4%
Puts
Pseudo strike
41.15
IV
25.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
42.29
IV
22.6%
B/E move
3.5%
Puts
Pseudo strike
41.51
IV
22.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
41.92
IV
20.6%
B/E move
2.8%
Puts
Pseudo strike
41.86
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
41.66
IV
19.3%
B/E move
2.4%
Puts
Pseudo strike
42.22
IV
19.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
41.41
IV
18.0%
B/E move
2.0%
Puts
Pseudo strike
42.58
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
41.15
IV
16.8%
B/E move
1.6%
Puts
Pseudo strike
42.93
IV
20.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
40.87
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
43.29
IV
20.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
40.55
IV
16.2%
B/E move
1.0%
Puts
Pseudo strike
43.65
IV
20.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
40.23
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
44.02
IV
20.9%
B/E move
0.3%

Options history

No recorded observations