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Freedom 100 Emerging Markets ETF FRDM

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Market dataready · fetched 2026-11-12T00:52:45.968Z

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 · 2026-11-11T23:30:03.180123035Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:45.506250+00:00

Share price$62.63
1D+0.9%
AH$62.02$62.32$62.62$62.92$63.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRDM
Sold putSold callAH

Freedom 100 Emerging Markets ETF options

Live interpolated FRDM call and put midpoint premiums by absolute delta.Freedom 100 Emerging Markets ETF$0.59$1.48$2.38$3.27$4.17$54.37$58.59$62.80$67.02$71.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRDM spot · $62.63FRDM PRICE$0.68$0.75$0.82$0.93$1.05$1.18$1.38$1.64$1.93$2.30$2.70$3.17$3.91$0.76$0.82$0.90$0.99$1.08$1.23$1.41$1.62$1.86$2.11$2.44$2.77$3.13
PutsCheap0.83×
CallsCheap0.60×
SkewBullish-3.22 pp
Implied moveBalanced±$2.78
TiltBullish3.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.7265.9%10.8%57.7566.8%9.0%
25Δ66.6154.0%7.5%59.4154.3%6.4%
30Δ65.2946.1%5.6%60.4846.8%4.9%
35Δ64.4742.1%4.4%61.2541.7%3.8%
40Δ63.8139.0%3.6%61.8637.7%2.9%
45Δ63.2836.8%2.9%62.3435.9%2.4%
50Δ62.7836.0%2.4%62.7734.7%2.0%
55Δ62.3336.7%2.1%63.2033.9%1.7%
60Δ61.8637.6%1.8%63.6333.6%1.4%
65Δ61.3338.9%1.6%64.0533.2%1.1%
70Δ60.7640.0%1.3%64.5233.0%0.9%
75Δ60.1441.0%1.1%64.9932.8%0.7%
80Δ59.2743.9%0.9%65.4731.6%0.5%

20Δ

Calls
Pseudo strike
68.72
IV
65.9%
B/E move
10.8%
Puts
Pseudo strike
57.75
IV
66.8%
B/E move
9.0%

25Δ

Calls
Pseudo strike
66.61
IV
54.0%
B/E move
7.5%
Puts
Pseudo strike
59.41
IV
54.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
65.29
IV
46.1%
B/E move
5.6%
Puts
Pseudo strike
60.48
IV
46.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
64.47
IV
42.1%
B/E move
4.4%
Puts
Pseudo strike
61.25
IV
41.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
63.81
IV
39.0%
B/E move
3.6%
Puts
Pseudo strike
61.86
IV
37.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
63.28
IV
36.8%
B/E move
2.9%
Puts
Pseudo strike
62.34
IV
35.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
62.78
IV
36.0%
B/E move
2.4%
Puts
Pseudo strike
62.77
IV
34.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
62.33
IV
36.7%
B/E move
2.1%
Puts
Pseudo strike
63.20
IV
33.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
61.86
IV
37.6%
B/E move
1.8%
Puts
Pseudo strike
63.63
IV
33.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
61.33
IV
38.9%
B/E move
1.6%
Puts
Pseudo strike
64.05
IV
33.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
60.76
IV
40.0%
B/E move
1.3%
Puts
Pseudo strike
64.52
IV
33.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
60.14
IV
41.0%
B/E move
1.1%
Puts
Pseudo strike
64.99
IV
32.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
59.27
IV
43.9%
B/E move
0.9%
Puts
Pseudo strike
65.47
IV
31.6%
B/E move
0.5%

Options history

IV · four-Friday blend30.59%
Daily close
FRDM23.2%32.0%40.8%2026-08-13: 32.36%2026-08-14: 31.23%2026-08-17: 32.49%2026-08-18: 35.20%2026-08-19: 35.85%2026-08-20: 39.58%2026-08-21: 28.50%2026-08-24: 28.49%2026-08-25: 27.80%2026-08-26: 27.16%2026-08-27: 26.16%2026-08-28: 26.31%2026-08-31: 25.99%2026-09-01: 24.39%2026-09-02: 25.27%2026-09-03: 24.45%2026-09-04: 24.39%2026-09-09: 28.10%2026-09-10: 26.83%2026-09-11: 26.03%2026-09-14: 30.37%2026-09-15: 32.23%2026-09-16: 32.82%2026-09-17: 35.41%2026-09-18: 26.65%2026-09-21: 26.57%2026-09-23: 26.88%2026-09-24: 27.22%2026-09-25: 26.28%2026-09-28: 27.40%2026-09-29: 27.39%2026-09-30: 27.49%2026-10-01: 27.38%2026-10-02: 26.18%2026-10-05: 26.12%2026-10-06: 25.58%2026-10-07: 26.42%2026-10-08: 26.59%2026-10-09: 26.73%2026-10-12: 28.63%2026-10-13: 29.44%2026-10-14: 32.26%2026-10-15: 36.90%2026-10-16: 27.55%2026-10-19: 27.66%2026-10-20: 27.41%2026-10-21: 26.65%2026-10-22: 29.17%2026-10-23: 29.45%2026-10-26: 29.43%2026-10-27: 28.81%2026-10-28: 28.35%2026-10-29: 28.98%2026-10-30: 30.59%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.36%
31.23%
32.49%
35.20%
35.85%
39.58%
28.50%
28.49%
27.80%
27.16%
26.16%
26.31%
25.99%
24.39%
25.27%
24.45%
24.39%
28.10%
26.83%
26.03%
30.37%
32.23%
32.82%
35.41%
26.65%
26.57%
26.88%
27.22%
26.28%
27.40%
27.39%
27.49%
27.38%
26.18%
26.12%
25.58%
26.42%
26.59%
26.73%
28.63%
29.44%
32.26%
36.90%
27.55%
27.66%
27.41%
26.65%
29.17%
29.45%
29.43%
28.81%
28.35%
28.98%
30.59%