IntraAlpha
Create free account Start free

Schwab Fundamental U.S. Large Company ETF FNDX

i

Market datapartial · fetched 2026-10-23T20:18:36.374Z

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 · 2026-10-23T20:10:00.003798002Z

FundamentalsAlpha Vantage · unavailable

Share price$32.60
1D-0.1%
AH$32.48$32.54$32.61$32.67$32.735:30 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$0.78$1.10$1.42$1.73$29.79$31.22$32.65$34.07$35.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDX spot · $32.60FNDX PRICE$0.50$0.50$0.53$0.57$0.63$0.69$0.76$0.83$0.91$0.98$1.12$1.38$1.64$0.51$0.54$0.58$0.63$0.68$0.74$0.79$0.85$0.96$1.08$1.20$1.32$1.44
PutsExpensive1.58×
CallsExpensive1.71×
SkewBullish-1.03 pp
Implied moveBalanced±$1.55
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.4653.2%16.4%29.4848.0%11.1%
25Δ35.4539.4%10.3%30.5938.4%7.8%
30Δ34.4732.4%7.4%31.2932.5%5.8%
35Δ33.8528.3%5.6%31.7928.6%4.4%
40Δ33.4625.9%4.6%32.1625.8%3.4%
45Δ33.0723.5%3.5%32.4323.7%2.8%
50Δ32.8122.0%3.0%32.7021.6%2.1%
55Δ32.5920.7%2.5%32.9819.5%1.4%
60Δ32.3719.4%2.1%33.1818.7%1.2%
65Δ32.1518.1%1.6%33.3818.0%0.9%
70Δ31.8917.6%1.2%33.5817.4%0.7%
75Δ31.5718.4%1.1%33.7816.7%0.4%
80Δ31.2519.3%0.9%33.9816.0%0.2%

20Δ

Calls
Pseudo strike
37.46
IV
53.2%
B/E move
16.4%
Puts
Pseudo strike
29.48
IV
48.0%
B/E move
11.1%

25Δ

Calls
Pseudo strike
35.45
IV
39.4%
B/E move
10.3%
Puts
Pseudo strike
30.59
IV
38.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
34.47
IV
32.4%
B/E move
7.4%
Puts
Pseudo strike
31.29
IV
32.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
33.85
IV
28.3%
B/E move
5.6%
Puts
Pseudo strike
31.79
IV
28.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
33.46
IV
25.9%
B/E move
4.6%
Puts
Pseudo strike
32.16
IV
25.8%
B/E move
3.4%

45Δ

Calls
Pseudo strike
33.07
IV
23.5%
B/E move
3.5%
Puts
Pseudo strike
32.43
IV
23.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
32.81
IV
22.0%
B/E move
3.0%
Puts
Pseudo strike
32.70
IV
21.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
32.59
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
32.98
IV
19.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
32.37
IV
19.4%
B/E move
2.1%
Puts
Pseudo strike
33.18
IV
18.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
32.15
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
33.38
IV
18.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
31.89
IV
17.6%
B/E move
1.2%
Puts
Pseudo strike
33.58
IV
17.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
31.57
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
33.78
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
31.25
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
33.98
IV
16.0%
B/E move
0.2%

Options history

No recorded observations