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Cambria Foreign Shareholder Yield ETF FYLD

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Market datapartial · fetched 2026-10-22T14:52:35.642Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:45:20.726505026Z

FundamentalsAlpha Vantage · unavailable

Share price$39.76
1D-0.7%
$39.74$39.82$39.89$39.97$40.055:30 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$1.21$1.60$1.99$2.39$2.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFYLD PRICE$1.25$1.39$1.53$1.66$1.80$1.94$2.08$2.22$1.78$1.99$2.21$2.66
PutsCheap0.95×
CallsExpensive1.45×
SkewBullish-3.57 pp
Implied move——
TiltBullish23.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ40.8024.9%5.7%
50Δ40.4123.5%5.1%
55Δ40.0222.2%4.5%
60Δ39.6420.9%3.9%
65Δ39.2519.6%3.2%41.1717.2%0.9%
70Δ38.8618.2%2.6%41.5116.7%0.6%
75Δ38.4816.9%2.0%41.8516.1%0.3%
80Δ38.0915.6%1.4%42.4116.6%0.0%

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
40.80
IV
24.9%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
40.41
IV
23.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
40.02
IV
22.2%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
39.64
IV
20.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.25
IV
19.6%
B/E move
3.2%
Puts
Pseudo strike
41.17
IV
17.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
38.86
IV
18.2%
B/E move
2.6%
Puts
Pseudo strike
41.51
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
38.48
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
41.85
IV
16.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
38.09
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
42.41
IV
16.6%
B/E move
0.0%

Options history

No recorded observations