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Freedom 100 Emerging Markets ETF FRDM

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Market datapartial · fetched 2026-10-22T16:25:46.760Z

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 · 2026-10-22T16:25:18.086324299Z

FundamentalsAlpha Vantage · unavailable

Share price$63.62
1D-0.9%
$63.38$63.63$63.88$64.13$64.385:30 AM6:30 AM9:00 AM1:00 PMFRDM
Sold putSold call

Freedom 100 Emerging Markets ETF options

Live interpolated FRDM call and put midpoint premiums by absolute delta.Freedom 100 Emerging Markets ETF$0.73$1.77$2.82$3.87$4.92$55.80$60.39$64.98$69.58$74.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRDM spot · $63.62FRDM PRICE$0.84$0.95$1.11$1.39$1.66$1.79$2.14$2.57$3.05$3.62$4.32$1.16$1.31$1.55$1.82$2.11$2.44$2.80$3.20$3.59$4.02$4.61
PutsCheap0.83×
CallsExpensive1.34×
SkewBullish-7.05 pp
Implied moveBalanced±$4.25
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.6244.6%13.9%
25Δ68.9637.4%9.9%
30Δ67.5034.2%7.9%61.1032.4%5.8%
35Δ66.5634.2%6.8%62.0229.5%4.6%
40Δ65.7434.3%5.9%62.7128.9%3.9%
45Δ64.7630.9%4.6%63.3828.4%3.2%
50Δ64.0731.6%4.1%64.0228.0%2.7%
55Δ63.3432.5%3.6%64.6427.7%2.2%
60Δ62.5833.5%3.2%65.2827.4%1.8%
65Δ61.7434.7%2.7%65.9327.2%1.4%
70Δ60.8036.3%2.4%66.5426.3%1.1%
75Δ67.1825.6%0.7%
80Δ67.9525.4%0.4%

20Δ

Calls
Pseudo strike
71.62
IV
44.6%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
68.96
IV
37.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
67.50
IV
34.2%
B/E move
7.9%
Puts
Pseudo strike
61.10
IV
32.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
66.56
IV
34.2%
B/E move
6.8%
Puts
Pseudo strike
62.02
IV
29.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
65.74
IV
34.3%
B/E move
5.9%
Puts
Pseudo strike
62.71
IV
28.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
64.76
IV
30.9%
B/E move
4.6%
Puts
Pseudo strike
63.38
IV
28.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
64.07
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
64.02
IV
28.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
63.34
IV
32.5%
B/E move
3.6%
Puts
Pseudo strike
64.64
IV
27.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
62.58
IV
33.5%
B/E move
3.2%
Puts
Pseudo strike
65.28
IV
27.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
61.74
IV
34.7%
B/E move
2.7%
Puts
Pseudo strike
65.93
IV
27.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
60.80
IV
36.3%
B/E move
2.4%
Puts
Pseudo strike
66.54
IV
26.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.18
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.95
IV
25.4%
B/E move
0.4%

Options history

No recorded observations