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Schwab Fundamental U.S. Large Company ETF FNDX

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Market datapartial · fetched 2026-10-22T20:51:32.145Z

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 · 2026-10-22T20:10:00.003503698Z

FundamentalsAlpha Vantage · unavailable

Share price$32.81
1D+0.7%
AH$32.52$32.60$32.68$32.75$32.835:30 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$0.45$0.87$1.29$1.70$2.12$29.90$31.32$32.74$34.16$35.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNDX spot · $32.81FNDX PRICE$0.50$0.50$0.52$0.55$0.60$0.65$0.71$0.78$0.86$0.93$1.01$1.08$1.35$0.52$0.55$0.59$0.63$0.70$0.76$0.82$0.92$1.03$1.13$1.24$1.42$2.00
PutsExpensive1.64×
CallsExpensive1.59×
SkewBearish+1.42 pp
Implied moveBearish±$1.53
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6752.0%16.3%29.6847.3%11.1%
25Δ35.6738.5%10.2%30.8037.7%7.8%
30Δ34.6531.1%7.2%31.4832.3%5.8%
35Δ33.9826.4%5.3%32.0427.9%4.3%
40Δ33.6524.2%4.4%32.3525.7%3.5%
45Δ33.3122.0%3.5%32.6723.6%2.7%
50Δ32.9819.8%2.7%32.9821.5%2.0%
55Δ32.8018.8%2.3%33.2020.5%1.6%
60Δ32.6117.8%2.0%33.4119.6%1.3%
65Δ32.4216.7%1.7%33.6218.8%1.0%
70Δ32.2315.7%1.3%33.8317.9%0.7%
75Δ32.0414.7%1.0%34.1017.7%0.4%
80Δ31.6915.2%0.7%34.7121.1%0.3%

20Δ

Calls
Pseudo strike
37.67
IV
52.0%
B/E move
16.3%
Puts
Pseudo strike
29.68
IV
47.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
35.67
IV
38.5%
B/E move
10.2%
Puts
Pseudo strike
30.80
IV
37.7%
B/E move
7.8%

30Δ

Calls
Pseudo strike
34.65
IV
31.1%
B/E move
7.2%
Puts
Pseudo strike
31.48
IV
32.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
33.98
IV
26.4%
B/E move
5.3%
Puts
Pseudo strike
32.04
IV
27.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
33.65
IV
24.2%
B/E move
4.4%
Puts
Pseudo strike
32.35
IV
25.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
33.31
IV
22.0%
B/E move
3.5%
Puts
Pseudo strike
32.67
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
32.98
IV
19.8%
B/E move
2.7%
Puts
Pseudo strike
32.98
IV
21.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
32.80
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
33.20
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
32.61
IV
17.8%
B/E move
2.0%
Puts
Pseudo strike
33.41
IV
19.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
32.42
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
33.62
IV
18.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
32.23
IV
15.7%
B/E move
1.3%
Puts
Pseudo strike
33.83
IV
17.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
32.04
IV
14.7%
B/E move
1.0%
Puts
Pseudo strike
34.10
IV
17.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
31.69
IV
15.2%
B/E move
0.7%
Puts
Pseudo strike
34.71
IV
21.1%
B/E move
0.3%

Options history

No recorded observations