IntraAlpha
Create free account Start free

Freedom 100 Emerging Markets ETF FRDM

i

Market datapartial · fetched 2026-10-23T16:48:07.311Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T16:46:43.512371841Z

FundamentalsAlpha Vantage · unavailable

Share price$63.64
1D+0.4%
$63.23$63.40$63.56$63.73$63.895:30 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$2.29$3.16$4.03$4.90$5.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFRDM PRICE$2.38$3.37$4.09$4.81$5.52
PutsCheap0.77×
CallsCheap0.84×
SkewBearish+2.92 pp
Implied move——
TiltBearish76.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ70.3027.5%14.2%61.0931.0%9.3%
40Δ62.6730.6%7.9%
45Δ64.2630.2%6.6%
50Δ65.8429.8%5.2%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
70.30
IV
27.5%
B/E move
14.2%
Puts
Pseudo strike
61.09
IV
31.0%
B/E move
9.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.67
IV
30.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.26
IV
30.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.84
IV
29.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations