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Cambria Foreign Shareholder Yield ETF FYLD

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Market datapartial · fetched 2026-11-11T15:55:37.104Z

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 · 2026-11-11T15:52:16.665815187Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:35.530730+00:00

Share price$39.47
1D+0.5%
$39.27$39.34$39.41$39.48$39.545:30 AM6:30 AM9:00 AM1:00 PMFYLD
Sold putSold call

Cambria Foreign Shareholder Yield ETF options

Live interpolated FYLD call and put midpoint premiums by absolute delta.Cambria Foreign Shareholder Yield ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFYLD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

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

IV · four-Friday blend21.08%
Daily close
FYLD18.1%32.1%46.0%2026-08-13: 23.86%2026-08-14: 25.65%2026-08-17: 32.11%2026-08-18: 32.66%2026-08-19: 38.47%2026-08-20: 44.11%2026-08-21: 21.85%2026-08-24: 22.35%2026-08-25: 22.24%2026-08-26: 22.29%2026-08-27: 22.76%2026-08-28: 22.69%2026-08-31: 23.85%2026-09-01: 23.49%2026-09-02: 23.56%2026-09-03: 24.25%2026-09-04: 24.24%2026-09-08: 25.39%2026-09-09: 25.19%2026-09-10: 26.89%2026-09-11: 25.97%2026-09-14: 28.37%2026-09-15: 31.66%2026-09-16: 32.25%2026-09-17: 42.29%2026-09-18: 22.72%2026-09-21: 22.17%2026-09-22: 20.76%2026-09-23: 21.26%2026-09-24: 21.48%2026-09-25: 21.00%2026-09-28: 22.08%2026-09-29: 22.68%2026-09-30: 22.57%2026-10-01: 23.48%2026-10-02: 23.15%2026-10-05: 23.93%2026-10-06: 24.41%2026-10-07: 24.12%2026-10-08: 26.05%2026-10-09: 26.49%2026-10-12: 29.84%2026-10-13: 30.40%2026-10-14: 33.89%2026-10-15: 39.69%2026-10-16: 20.62%2026-10-19: 21.12%2026-10-20: 20.05%2026-10-21: 21.13%2026-10-22: 21.15%2026-10-23: 22.49%2026-10-26: 20.75%2026-10-27: 20.58%2026-10-28: 20.35%2026-10-29: 20.38%2026-10-30: 21.08%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.86%
25.65%
32.11%
32.66%
38.47%
44.11%
21.85%
22.35%
22.24%
22.29%
22.76%
22.69%
23.85%
23.49%
23.56%
24.25%
24.24%
25.39%
25.19%
26.89%
25.97%
28.37%
31.66%
32.25%
42.29%
22.72%
22.17%
20.76%
21.26%
21.48%
21.00%
22.08%
22.68%
22.57%
23.48%
23.15%
23.93%
24.41%
24.12%
26.05%
26.49%
29.84%
30.40%
33.89%
39.69%
20.62%
21.12%
20.05%
21.13%
21.15%
22.49%
20.75%
20.58%
20.35%
20.38%
21.08%