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Fidelity National Financial Inc FNF

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-22T21:10:38.750Z

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 · 2026-10-22T20:10:00.002063525Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:37.197421+00:00

Share price$41.38
1D+2.3%
AH$40.01$40.57$41.13$41.69$42.245:30 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$0.26$1.69$3.13$4.56$6.00$35.19$38.16$41.13$44.09$47.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNF spot · $41.38FNF PRICE$0.41$0.67$0.92$1.18$1.43$1.69$1.94$2.20$2.45$2.73$3.68$4.63$5.58$1.10$1.10$1.10$1.13$1.40$1.67$1.93$2.20$2.47$2.74$3.01$3.28$3.55
PutsExpensive1.08×
CallsExpensive1.08×
SkewBearish+4.37 pp
Implied moveBalanced±$3.88
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9231.6%9.6%33.2195.0%22.4%
25Δ44.3732.6%8.8%35.5675.5%16.7%
30Δ43.8233.6%8.1%37.9056.0%11.1%
35Δ43.2834.6%7.4%40.0538.4%5.9%
40Δ42.7335.6%6.7%40.5637.3%5.4%
45Δ42.1836.6%6.0%41.0736.3%4.8%
50Δ41.6337.6%5.3%41.5835.2%4.2%
55Δ41.0838.6%4.6%42.0834.1%3.6%
60Δ40.5339.6%3.9%42.5933.0%3.1%
65Δ39.9740.7%3.2%43.1032.0%2.5%
70Δ38.8544.4%2.8%43.6030.9%1.9%
75Δ37.7348.2%2.4%44.1129.8%1.3%
80Δ36.6152.0%2.0%44.6228.8%0.7%

20Δ

Calls
Pseudo strike
44.92
IV
31.6%
B/E move
9.6%
Puts
Pseudo strike
33.21
IV
95.0%
B/E move
22.4%

25Δ

Calls
Pseudo strike
44.37
IV
32.6%
B/E move
8.8%
Puts
Pseudo strike
35.56
IV
75.5%
B/E move
16.7%

30Δ

Calls
Pseudo strike
43.82
IV
33.6%
B/E move
8.1%
Puts
Pseudo strike
37.90
IV
56.0%
B/E move
11.1%

35Δ

Calls
Pseudo strike
43.28
IV
34.6%
B/E move
7.4%
Puts
Pseudo strike
40.05
IV
38.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
42.73
IV
35.6%
B/E move
6.7%
Puts
Pseudo strike
40.56
IV
37.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
42.18
IV
36.6%
B/E move
6.0%
Puts
Pseudo strike
41.07
IV
36.3%
B/E move
4.8%

50Δ

Calls
Pseudo strike
41.63
IV
37.6%
B/E move
5.3%
Puts
Pseudo strike
41.58
IV
35.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
41.08
IV
38.6%
B/E move
4.6%
Puts
Pseudo strike
42.08
IV
34.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
40.53
IV
39.6%
B/E move
3.9%
Puts
Pseudo strike
42.59
IV
33.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
39.97
IV
40.7%
B/E move
3.2%
Puts
Pseudo strike
43.10
IV
32.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
38.85
IV
44.4%
B/E move
2.8%
Puts
Pseudo strike
43.60
IV
30.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
37.73
IV
48.2%
B/E move
2.4%
Puts
Pseudo strike
44.11
IV
29.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.61
IV
52.0%
B/E move
2.0%
Puts
Pseudo strike
44.62
IV
28.8%
B/E move
0.7%

Options history

No recorded observations