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Freedom 100 Emerging Markets ETF FRDM

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Market datapartial · fetched 2026-10-22T16:54:21.078Z

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 · 2026-10-22T16:52:47.924780296Z

FundamentalsAlpha Vantage · unavailable

Share price$63.27
1D-1.5%
$63.18$63.49$63.79$64.09$64.405:30 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$0.71$1.98$3.25$4.51$5.78$55.44$60.13$64.82$69.51$74.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRDM spot · $63.27FRDM PRICE$0.85$0.97$1.13$1.45$1.64$1.92$2.32$2.79$3.34$3.92$4.79$1.29$1.46$1.70$2.00$2.11$2.29$2.57$3.33$4.02$4.58$5.42
PutsCheap0.89×
CallsExpensive1.43×
SkewBullish-7.40 pp
Implied moveBullish±$4.43
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.4145.5%14.2%
25Δ68.7338.4%10.2%
30Δ67.1934.8%8.0%60.4935.9%6.4%
35Δ66.3636.2%7.2%61.4933.0%5.1%
40Δ65.3634.2%5.9%62.2931.6%4.2%
45Δ64.4933.3%5.0%63.0131.3%3.6%
50Δ63.7534.5%4.4%63.6328.3%2.8%
55Δ62.9835.9%4.0%64.2226.2%2.1%
60Δ62.1337.2%3.5%64.7925.4%1.7%
65Δ61.2438.1%3.0%65.6728.2%1.5%
70Δ60.1440.8%2.6%66.5329.5%1.2%
75Δ67.3129.1%0.8%
80Δ68.3429.1%0.5%

20Δ

Calls
Pseudo strike
71.41
IV
45.5%
B/E move
14.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
68.73
IV
38.4%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
67.19
IV
34.8%
B/E move
8.0%
Puts
Pseudo strike
60.49
IV
35.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
66.36
IV
36.2%
B/E move
7.2%
Puts
Pseudo strike
61.49
IV
33.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
65.36
IV
34.2%
B/E move
5.9%
Puts
Pseudo strike
62.29
IV
31.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
64.49
IV
33.3%
B/E move
5.0%
Puts
Pseudo strike
63.01
IV
31.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
63.75
IV
34.5%
B/E move
4.4%
Puts
Pseudo strike
63.63
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
62.98
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
64.22
IV
26.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
62.13
IV
37.2%
B/E move
3.5%
Puts
Pseudo strike
64.79
IV
25.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
61.24
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
65.67
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
60.14
IV
40.8%
B/E move
2.6%
Puts
Pseudo strike
66.53
IV
29.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.31
IV
29.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.34
IV
29.1%
B/E move
0.5%

Options history

No recorded observations