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Schwab Fundamental Emerging Markets Equity ETF FNDE

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Market dataready · fetched 2026-11-12T02:28:51.965Z

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: 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 · 2026-11-12T01:00:00.094891282Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:28:51.496846+00:00

Share price$40.69
1D+0.1%
AH$40.56$40.62$40.69$40.76$40.825:30 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$0.17$0.80$1.43$2.06$2.69$38.52$39.68$40.83$41.98$43.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FNDE spot · $40.69FNDE PRICE$0.68$0.68$0.68$0.74$0.80$0.88$0.96$1.04$1.13$1.25$1.39$1.53$0.24$0.28$0.42$0.56$0.70$0.83$1.00$1.30$1.60$1.91$2.21$2.51
Puts——
Calls——
Skew——
Implied moveBullish±$1.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ44.4576.3%10.9%39.6025.9%3.3%
30Δ42.9359.1%7.2%40.0421.8%2.3%
35Δ42.0247.3%4.9%40.2423.9%2.1%
40Δ41.5843.1%4.0%40.4426.0%2.0%
45Δ41.1539.1%3.1%40.6428.2%1.8%
50Δ40.8336.3%2.5%40.8330.3%1.7%
55Δ40.5834.1%2.1%41.0632.1%1.5%
60Δ40.3331.9%1.7%41.4432.1%1.3%
65Δ40.0829.7%1.3%41.8332.1%1.2%
70Δ39.8528.0%1.0%42.2132.1%1.0%
75Δ39.6326.6%0.8%42.5932.1%0.8%
80Δ39.4125.1%0.6%42.9732.1%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
44.45
IV
76.3%
B/E move
10.9%
Puts
Pseudo strike
39.60
IV
25.9%
B/E move
3.3%

30Δ

Calls
Pseudo strike
42.93
IV
59.1%
B/E move
7.2%
Puts
Pseudo strike
40.04
IV
21.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
42.02
IV
47.3%
B/E move
4.9%
Puts
Pseudo strike
40.24
IV
23.9%
B/E move
2.1%

40Δ

Calls
Pseudo strike
41.58
IV
43.1%
B/E move
4.0%
Puts
Pseudo strike
40.44
IV
26.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
41.15
IV
39.1%
B/E move
3.1%
Puts
Pseudo strike
40.64
IV
28.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
40.83
IV
36.3%
B/E move
2.5%
Puts
Pseudo strike
40.83
IV
30.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
40.58
IV
34.1%
B/E move
2.1%
Puts
Pseudo strike
41.06
IV
32.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
40.33
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
41.44
IV
32.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
40.08
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
41.83
IV
32.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
39.85
IV
28.0%
B/E move
1.0%
Puts
Pseudo strike
42.21
IV
32.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
39.63
IV
26.6%
B/E move
0.8%
Puts
Pseudo strike
42.59
IV
32.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
39.41
IV
25.1%
B/E move
0.6%
Puts
Pseudo strike
42.97
IV
32.1%
B/E move
0.6%

Options history

IV · four-Friday blend26.67%
Daily close
FNDE14.7%31.8%49.0%2026-08-13: 35.76%2026-08-14: 36.21%2026-08-17: 40.74%2026-08-18: 43.15%2026-08-19: 44.70%2026-08-20: 46.60%2026-08-21: 25.44%2026-08-24: 23.54%2026-08-25: 22.79%2026-08-26: 23.95%2026-08-27: 23.74%2026-08-28: 23.43%2026-08-31: 22.64%2026-09-01: 22.92%2026-09-02: 22.41%2026-09-03: 20.74%2026-09-04: 23.51%2026-09-08: 25.31%2026-09-09: 25.54%2026-09-10: 26.91%2026-09-11: 26.60%2026-09-14: 30.53%2026-09-15: 33.14%2026-09-16: 35.13%2026-09-17: 41.61%2026-09-18: 23.03%2026-09-21: 22.75%2026-09-22: 21.72%2026-09-23: 21.84%2026-09-24: 22.48%2026-09-25: 21.09%2026-09-28: 22.31%2026-09-29: 22.58%2026-09-30: 21.50%2026-10-01: 22.72%2026-10-02: 22.64%2026-10-05: 22.70%2026-10-06: 21.94%2026-10-07: 23.31%2026-10-08: 17.03%2026-10-09: 25.23%2026-10-12: 27.81%2026-10-13: 28.82%2026-10-14: 31.53%2026-10-15: 42.07%2026-10-16: 21.83%2026-10-19: 22.16%2026-10-20: 21.95%2026-10-21: 22.22%2026-10-22: 23.77%2026-10-23: 23.79%2026-10-26: 26.55%2026-10-27: 26.76%2026-10-28: 26.70%2026-10-29: 27.42%2026-10-30: 26.67%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.76%
36.21%
40.74%
43.15%
44.70%
46.60%
25.44%
23.54%
22.79%
23.95%
23.74%
23.43%
22.64%
22.92%
22.41%
20.74%
23.51%
25.31%
25.54%
26.91%
26.60%
30.53%
33.14%
35.13%
41.61%
23.03%
22.75%
21.72%
21.84%
22.48%
21.09%
22.31%
22.58%
21.50%
22.72%
22.64%
22.70%
21.94%
23.31%
17.03%
25.23%
27.81%
28.82%
31.53%
42.07%
21.83%
22.16%
21.95%
22.22%
23.77%
23.79%
26.55%
26.76%
26.70%
27.42%
26.67%