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Schwab Fundamental International Equity ETF FNDF

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Market dataready · fetched 2026-10-22T07:13:37.819Z

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 · 2026-10-22T00:00:00.12975836Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:13:36.031289+00:00

Share price$54.13
1D-0.1%
AH$53.95$54.03$54.10$54.18$54.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNDF
Sold putSold callAH

Schwab Fundamental International Equity ETF options

Live interpolated FNDF call and put midpoint premiums by absolute delta.Schwab Fundamental International Equity ETF$0.45$1.12$1.78$2.45$3.11$50.14$52.04$53.95$55.85$57.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDF spot · $54.13FNDF PRICE$0.63$0.63$0.53$0.65$0.78$0.88$0.96$1.05$1.20$1.39$1.57$1.80$2.09$0.67$0.73$0.80$0.86$0.93$1.01$1.11$1.21$1.31$1.58$1.89$2.29$2.92
PutsExpensive1.18×
CallsExpensive1.11×
SkewBearish+2.38 pp
Implied moveBearish±$2.07
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.9138.3%11.8%49.9737.3%8.9%
25Δ57.6428.9%7.7%51.4030.6%6.4%
30Δ55.9218.3%4.3%52.3426.4%4.8%
35Δ55.5218.3%3.8%53.0823.0%3.5%
40Δ55.1318.3%3.3%53.5620.8%2.8%
45Δ54.7817.5%2.8%54.0318.7%2.0%
50Δ54.4416.3%2.4%54.3417.6%1.7%
55Δ54.1015.1%1.9%54.6416.5%1.3%
60Δ53.7914.7%1.6%54.9415.4%0.9%
65Δ53.4814.7%1.4%55.3315.8%0.7%
70Δ53.1714.7%1.1%55.7216.4%0.5%
75Δ52.8414.6%0.9%56.2117.3%0.4%
80Δ52.4614.5%0.8%56.9119.1%0.3%

20Δ

Calls
Pseudo strike
59.91
IV
38.3%
B/E move
11.8%
Puts
Pseudo strike
49.97
IV
37.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
57.64
IV
28.9%
B/E move
7.7%
Puts
Pseudo strike
51.40
IV
30.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
55.92
IV
18.3%
B/E move
4.3%
Puts
Pseudo strike
52.34
IV
26.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
55.52
IV
18.3%
B/E move
3.8%
Puts
Pseudo strike
53.08
IV
23.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
55.13
IV
18.3%
B/E move
3.3%
Puts
Pseudo strike
53.56
IV
20.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
54.78
IV
17.5%
B/E move
2.8%
Puts
Pseudo strike
54.03
IV
18.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
54.44
IV
16.3%
B/E move
2.4%
Puts
Pseudo strike
54.34
IV
17.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
54.10
IV
15.1%
B/E move
1.9%
Puts
Pseudo strike
54.64
IV
16.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
53.79
IV
14.7%
B/E move
1.6%
Puts
Pseudo strike
54.94
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
53.48
IV
14.7%
B/E move
1.4%
Puts
Pseudo strike
55.33
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
53.17
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
55.72
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
52.84
IV
14.6%
B/E move
0.9%
Puts
Pseudo strike
56.21
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
52.46
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
56.91
IV
19.1%
B/E move
0.3%

Options history

No recorded observations