IntraAlpha
Create free account Start free

Schwab Fundamental International Equity ETF FNDF

i

Market dataready · fetched 2026-11-11T13:45:03.045Z

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 · 2026-11-11T13:13:44.882847138Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:45:02.540926+00:00

Share price$54.00
1D
Price history unavailable.

Schwab Fundamental International Equity ETF options

Live interpolated FNDF call and put midpoint premiums by absolute delta.Schwab Fundamental International Equity ETF$0.56$1.66$2.76$3.86$4.96$51.84$53.18$54.51$55.84$57.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNDF spot · $54.00FNDF PRICE$0.68$0.68$0.68$0.70$0.74$0.79$0.83$0.87$0.89$0.92$0.94$0.97$1.00$0.69$0.71$0.77$0.83$0.91$0.98$1.08$1.22$1.37$3.40$4.64
Puts——
CallsExpensive1.26×
Skew——
Implied moveBearish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.1574.2%12.6%49.6068.3%9.4%
25Δ57.6855.5%8.1%51.2253.2%6.5%
30Δ56.2243.0%5.4%52.1745.2%4.8%
35Δ55.4236.2%3.9%52.8439.8%3.7%
40Δ54.8631.4%3.0%53.3236.1%2.9%
45Δ54.5028.2%2.4%53.7432.8%2.3%
50Δ54.1425.1%1.8%54.1230.4%1.8%
55Δ53.9322.7%1.5%54.4229.5%1.5%
60Δ53.8120.8%1.3%54.7228.7%1.2%
65Δ53.7018.9%1.1%
70Δ53.5817.0%1.0%
75Δ53.4615.1%0.8%56.9045.8%0.9%
80Δ53.3513.2%0.6%58.2153.2%0.8%

20Δ

Calls
Pseudo strike
60.15
IV
74.2%
B/E move
12.6%
Puts
Pseudo strike
49.60
IV
68.3%
B/E move
9.4%

25Δ

Calls
Pseudo strike
57.68
IV
55.5%
B/E move
8.1%
Puts
Pseudo strike
51.22
IV
53.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
56.22
IV
43.0%
B/E move
5.4%
Puts
Pseudo strike
52.17
IV
45.2%
B/E move
4.8%

35Δ

Calls
Pseudo strike
55.42
IV
36.2%
B/E move
3.9%
Puts
Pseudo strike
52.84
IV
39.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
54.86
IV
31.4%
B/E move
3.0%
Puts
Pseudo strike
53.32
IV
36.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
54.50
IV
28.2%
B/E move
2.4%
Puts
Pseudo strike
53.74
IV
32.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
54.14
IV
25.1%
B/E move
1.8%
Puts
Pseudo strike
54.12
IV
30.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
53.93
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
54.42
IV
29.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
53.81
IV
20.8%
B/E move
1.3%
Puts
Pseudo strike
54.72
IV
28.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
53.70
IV
18.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
53.58
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
53.46
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
56.90
IV
45.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
53.35
IV
13.2%
B/E move
0.6%
Puts
Pseudo strike
58.21
IV
53.2%
B/E move
0.8%

Options history

IV · four-Friday blend17.98%
Daily close
FNDF14.3%22.4%30.4%2026-08-13: 18.18%2026-08-14: 18.20%2026-08-17: 20.17%2026-08-18: 20.39%2026-08-19: 25.36%2026-08-20: 29.32%2026-08-21: 16.39%2026-08-24: 16.64%2026-08-25: 16.29%2026-08-26: 15.42%2026-08-27: 15.94%2026-08-28: 15.69%2026-08-31: 16.37%2026-09-01: 16.45%2026-09-02: 16.15%2026-09-03: 16.27%2026-09-04: 16.41%2026-09-08: 17.14%2026-09-09: 18.12%2026-09-10: 19.15%2026-09-11: 16.74%2026-09-14: 21.41%2026-09-15: 22.91%2026-09-16: 24.21%2026-09-17: 28.98%2026-09-18: 16.23%2026-09-21: 16.19%2026-09-22: 15.65%2026-09-23: 15.85%2026-09-24: 16.20%2026-09-25: 16.05%2026-09-28: 16.58%2026-09-29: 17.03%2026-09-30: 16.93%2026-10-01: 17.81%2026-10-02: 17.77%2026-10-05: 18.38%2026-10-06: 17.89%2026-10-07: 17.78%2026-10-08: 18.38%2026-10-09: 19.10%2026-10-12: 21.63%2026-10-13: 22.33%2026-10-14: 23.11%2026-10-15: 24.48%2026-10-16: 16.25%2026-10-19: 16.56%2026-10-20: 16.79%2026-10-21: 16.57%2026-10-22: 16.91%2026-10-23: 17.04%2026-10-26: 17.71%2026-10-27: 17.53%2026-10-28: 17.36%2026-10-29: 17.46%2026-10-30: 17.98%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.18%
18.20%
20.17%
20.39%
25.36%
29.32%
16.39%
16.64%
16.29%
15.42%
15.94%
15.69%
16.37%
16.45%
16.15%
16.27%
16.41%
17.14%
18.12%
19.15%
16.74%
21.41%
22.91%
24.21%
28.98%
16.23%
16.19%
15.65%
15.85%
16.20%
16.05%
16.58%
17.03%
16.93%
17.81%
17.77%
18.38%
17.89%
17.78%
18.38%
19.10%
21.63%
22.33%
23.11%
24.48%
16.25%
16.56%
16.79%
16.57%
16.91%
17.04%
17.71%
17.53%
17.36%
17.46%
17.98%