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Cambria Foreign Shareholder Yield ETF FYLD

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Market datapartial · fetched 2026-10-22T20:50:43.757Z

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 · 2026-10-22T20:10:03.042328167Z

FundamentalsAlpha Vantage · unavailable

Share price$39.97
1D-0.1%
AH$39.64$39.75$39.85$39.95$40.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFYLD
Sold putSold callAH

Cambria Foreign Shareholder Yield ETF options

Live interpolated FYLD call and put midpoint premiums by absolute delta.Cambria Foreign Shareholder Yield ETF$0.64$1.18$1.72$2.26$2.79$36.13$37.96$39.78$41.61$43.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYLD spot · $39.97FYLD PRICE$0.75$0.75$0.77$0.80$0.88$0.95$1.03$1.12$1.20$1.29$1.39$1.82$0.70$0.78$0.81$0.87$0.94$1.02$1.10$1.18$1.26$1.34$1.64$1.96$2.64
PutsExpensive1.66×
CallsExpensive1.81×
SkewBearish+3.37 pp
Implied moveBearish±$2.05
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.0849.9%11.5%
25Δ44.3447.8%12.8%37.0544.5%9.2%
30Δ42.6437.1%8.6%38.2036.2%6.5%
35Δ41.6630.6%6.2%38.9131.3%4.8%
40Δ40.9826.1%4.5%39.3928.3%3.8%
45Δ40.6124.2%3.8%39.8225.7%2.9%
50Δ40.2322.2%3.0%40.1623.6%2.3%
55Δ39.9120.5%2.4%40.4321.9%1.8%
60Δ39.6819.2%2.1%40.7120.2%1.3%
65Δ39.4517.9%1.7%40.9818.5%0.8%
70Δ39.2216.6%1.4%41.3619.1%0.6%
75Δ38.9915.4%1.0%41.7419.8%0.5%
80Δ38.4616.1%0.8%42.4623.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.08
IV
49.9%
B/E move
11.5%

25Δ

Calls
Pseudo strike
44.34
IV
47.8%
B/E move
12.8%
Puts
Pseudo strike
37.05
IV
44.5%
B/E move
9.2%

30Δ

Calls
Pseudo strike
42.64
IV
37.1%
B/E move
8.6%
Puts
Pseudo strike
38.20
IV
36.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
41.66
IV
30.6%
B/E move
6.2%
Puts
Pseudo strike
38.91
IV
31.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
40.98
IV
26.1%
B/E move
4.5%
Puts
Pseudo strike
39.39
IV
28.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
40.61
IV
24.2%
B/E move
3.8%
Puts
Pseudo strike
39.82
IV
25.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
40.23
IV
22.2%
B/E move
3.0%
Puts
Pseudo strike
40.16
IV
23.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
39.91
IV
20.5%
B/E move
2.4%
Puts
Pseudo strike
40.43
IV
21.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
39.68
IV
19.2%
B/E move
2.1%
Puts
Pseudo strike
40.71
IV
20.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
39.45
IV
17.9%
B/E move
1.7%
Puts
Pseudo strike
40.98
IV
18.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
39.22
IV
16.6%
B/E move
1.4%
Puts
Pseudo strike
41.36
IV
19.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
38.99
IV
15.4%
B/E move
1.0%
Puts
Pseudo strike
41.74
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
38.46
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
42.46
IV
23.0%
B/E move
0.4%

Options history

No recorded observations