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Fidelity National Financial Inc FNF

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-24T04:22:55.524Z

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 · 2026-10-23T23:00:00.003941802Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:22:53.887901+00:00

Share price$40.44
1D-2.6%
AH$40.30$40.63$40.96$41.29$41.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNF
Sold putSold callAH

Fidelity National Financial Inc options

Live interpolated FNF call and put midpoint premiums by absolute delta.Fidelity National Financial Inc$0.12$3.39$6.65$9.92$13.19$33.80$36.80$39.79$42.79$45.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNF spot · $40.44FNF PRICE$0.47$0.65$0.83$1.01$1.19$1.37$1.55$1.73$2.12$2.74$3.36$3.98$4.60$0.56$0.71$0.87$1.02$1.18$2.03$3.49$4.95$6.41$7.87$9.33$10.79$12.24
PutsExpensive1.21×
CallsFair1.04×
SkewBearish+11.61 pp
Implied moveBearish±$5.04
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6738.2%11.6%36.5341.7%11.0%
25Δ44.0537.8%10.5%37.3140.1%9.5%
30Δ43.4337.4%9.4%38.0938.5%8.0%
35Δ42.8137.0%8.4%38.8637.0%6.4%
40Δ42.1936.6%7.3%39.6435.4%4.9%
45Δ41.5736.2%6.2%40.8737.5%4.0%
50Δ40.9535.8%5.1%42.4742.8%3.6%
55Δ40.3335.4%4.0%44.0848.1%3.2%
60Δ39.6335.9%3.2%45.6953.3%2.9%
65Δ38.8537.5%2.8%47.3058.6%2.5%
70Δ38.0739.0%2.4%48.9163.9%2.1%
75Δ37.2940.6%2.0%50.5269.1%1.8%
80Δ36.5142.1%1.7%52.1374.4%1.4%

20Δ

Calls
Pseudo strike
44.67
IV
38.2%
B/E move
11.6%
Puts
Pseudo strike
36.53
IV
41.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
44.05
IV
37.8%
B/E move
10.5%
Puts
Pseudo strike
37.31
IV
40.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
43.43
IV
37.4%
B/E move
9.4%
Puts
Pseudo strike
38.09
IV
38.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
42.81
IV
37.0%
B/E move
8.4%
Puts
Pseudo strike
38.86
IV
37.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
42.19
IV
36.6%
B/E move
7.3%
Puts
Pseudo strike
39.64
IV
35.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
41.57
IV
36.2%
B/E move
6.2%
Puts
Pseudo strike
40.87
IV
37.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
40.95
IV
35.8%
B/E move
5.1%
Puts
Pseudo strike
42.47
IV
42.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
40.33
IV
35.4%
B/E move
4.0%
Puts
Pseudo strike
44.08
IV
48.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
39.63
IV
35.9%
B/E move
3.2%
Puts
Pseudo strike
45.69
IV
53.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
38.85
IV
37.5%
B/E move
2.8%
Puts
Pseudo strike
47.30
IV
58.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
38.07
IV
39.0%
B/E move
2.4%
Puts
Pseudo strike
48.91
IV
63.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
37.29
IV
40.6%
B/E move
2.0%
Puts
Pseudo strike
50.52
IV
69.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
36.51
IV
42.1%
B/E move
1.7%
Puts
Pseudo strike
52.13
IV
74.4%
B/E move
1.4%

Options history

No recorded observations