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Schwab Fundamental U.S. Large Company ETF FNDX

i

Market dataready · fetched 2026-10-22T09:59:48.522Z

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 · 2026-10-22T00:00:00.136370848Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:51:35.237427+00:00

Share price$32.71
1D+0.2%
AH$32.58$32.63$32.67$32.72$32.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNDX
Sold putSold callAH

Schwab Fundamental U.S. Large Company ETF options

Live interpolated FNDX call and put midpoint premiums by absolute delta.Schwab Fundamental U.S. Large Company ETF$0.47$0.77$1.08$1.38$1.69$29.90$31.31$32.71$34.12$35.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDX spot · $32.71FNDX PRICE$0.50$0.50$0.52$0.56$0.62$0.67$0.73$0.80$0.87$0.94$1.01$1.19$1.51$0.51$0.54$0.58$0.62$0.68$0.74$0.80$0.87$0.97$1.07$1.17$1.27$1.60
PutsExpensive1.60×
CallsExpensive1.62×
SkewNeutral-0.10 pp
Implied moveBearish±$1.53
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.5751.7%16.4%29.5946.9%11.1%
25Δ35.5738.3%10.3%30.7037.5%7.8%
30Δ34.5731.2%7.3%31.3931.8%5.8%
35Δ33.9326.8%5.4%31.9527.3%4.2%
40Δ33.5624.6%4.5%32.2725.0%3.4%
45Δ33.2022.3%3.5%32.5622.9%2.7%
50Δ32.9120.5%2.8%32.8520.9%2.0%
55Δ32.7119.4%2.4%33.0919.4%1.5%
60Δ32.5118.2%2.1%33.2818.5%1.2%
65Δ32.3117.0%1.7%33.4717.7%0.9%
70Δ32.1115.9%1.3%33.6616.8%0.7%
75Δ31.8415.8%1.0%33.8516.0%0.4%
80Δ31.4817.0%0.8%34.2516.8%0.2%

20Δ

Calls
Pseudo strike
37.57
IV
51.7%
B/E move
16.4%
Puts
Pseudo strike
29.59
IV
46.9%
B/E move
11.1%

25Δ

Calls
Pseudo strike
35.57
IV
38.3%
B/E move
10.3%
Puts
Pseudo strike
30.70
IV
37.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
34.57
IV
31.2%
B/E move
7.3%
Puts
Pseudo strike
31.39
IV
31.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
33.93
IV
26.8%
B/E move
5.4%
Puts
Pseudo strike
31.95
IV
27.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
33.56
IV
24.6%
B/E move
4.5%
Puts
Pseudo strike
32.27
IV
25.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
33.20
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
32.56
IV
22.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
32.91
IV
20.5%
B/E move
2.8%
Puts
Pseudo strike
32.85
IV
20.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
32.71
IV
19.4%
B/E move
2.4%
Puts
Pseudo strike
33.09
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
32.51
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
33.28
IV
18.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
32.31
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
33.47
IV
17.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
32.11
IV
15.9%
B/E move
1.3%
Puts
Pseudo strike
33.66
IV
16.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
31.84
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
33.85
IV
16.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
31.48
IV
17.0%
B/E move
0.8%
Puts
Pseudo strike
34.25
IV
16.8%
B/E move
0.2%

Options history

No recorded observations