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Fidelity National Financial, Inc. FNF

i

Market dataready · fetched 2026-11-11T13:59:22.707Z

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 · 2026-11-11T12:18:16.865003885Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:52:48.144968+00:00

Share price$44.00
1D
Price history unavailable.

Fidelity National Financial, Inc. options

Live interpolated FNF call and put midpoint premiums by absolute delta.Fidelity National Financial, Inc.$0.67$1.58$2.48$3.39$4.30$39.61$41.93$44.25$46.57$48.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNF spot · $44.00FNF PRICE$1.07$0.86$0.90$1.20$1.51$1.78$2.02$2.22$2.38$4.04$0.90$0.77$0.93$1.00$1.00$1.11$1.38$1.65$1.85$2.03$2.20
Puts——
Calls——
Skew——
Implied moveBullish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.15155.0%30.1%
25Δ40.7579.8%9.4%
30Δ42.2354.7%5.8%
35Δ45.7755.2%6.0%42.7753.5%4.9%
40Δ45.0147.7%4.3%43.2648.7%4.0%
45Δ44.6052.2%4.1%43.7241.2%2.9%
50Δ44.1957.0%3.9%44.1537.5%2.2%
55Δ43.7358.5%3.4%44.5239.7%1.9%
60Δ43.2357.4%2.8%44.9042.0%1.7%
65Δ42.7854.9%2.3%45.2341.0%1.4%
70Δ42.3951.2%1.8%45.5538.9%1.1%
75Δ45.8636.8%0.8%
80Δ40.5766.6%1.4%

20Δ

Calls
Pseudo strike
56.15
IV
155.0%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.75
IV
79.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.23
IV
54.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
45.77
IV
55.2%
B/E move
6.0%
Puts
Pseudo strike
42.77
IV
53.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
45.01
IV
47.7%
B/E move
4.3%
Puts
Pseudo strike
43.26
IV
48.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
44.60
IV
52.2%
B/E move
4.1%
Puts
Pseudo strike
43.72
IV
41.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
44.19
IV
57.0%
B/E move
3.9%
Puts
Pseudo strike
44.15
IV
37.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
43.73
IV
58.5%
B/E move
3.4%
Puts
Pseudo strike
44.52
IV
39.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
43.23
IV
57.4%
B/E move
2.8%
Puts
Pseudo strike
44.90
IV
42.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
42.78
IV
54.9%
B/E move
2.3%
Puts
Pseudo strike
45.23
IV
41.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
42.39
IV
51.2%
B/E move
1.8%
Puts
Pseudo strike
45.55
IV
38.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.86
IV
36.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
40.57
IV
66.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.53%
Daily close
FNF30.6%36.7%42.8%2026-09-04: 34.79%2026-09-08: 31.49%2026-10-02: 33.42%2026-10-08: 34.45%2026-10-14: 41.80%2026-10-15: 41.97%2026-10-16: 38.12%2026-10-19: 35.50%2026-10-20: 34.63%2026-10-21: 37.11%2026-10-22: 34.72%2026-10-23: 35.72%2026-10-27: 36.80%2026-10-28: 41.88%2026-10-29: 39.42%2026-10-30: 39.53%Sep 4Oct 19Oct 30
16 observations2026-09-04 — 2026-10-30
Table
DateIV (%)
34.79%
31.49%
33.42%
34.45%
41.80%
41.97%
38.12%
35.50%
34.63%
37.11%
34.72%
35.72%
36.80%
41.88%
39.42%
39.53%