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Schwab Fundamental U.S. Small Company ETF FNDA

i

Market dataready · fetched 2026-11-04T03:00:09.871Z

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 · 2026-11-04T01:00:00.10165175Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:00:08.977279+00:00

Share price$36.26
1D-0.1%
AH$36.22$36.32$36.42$36.51$36.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNDA
Sold putSold callAH

Schwab Fundamental U.S. Small Company ETF options

Live interpolated FNDA call and put midpoint premiums by absolute delta.Schwab Fundamental U.S. Small Company ETF$0.19$0.83$1.47$2.11$2.76$34.65$35.51$36.37$37.22$38.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNDA spot · $36.26FNDA PRICE$0.26$0.32$0.39$0.49$0.59$0.70$0.81$0.96$1.21$1.47$1.81$2.57$0.41$0.44$0.47$0.51$0.56$0.61$0.66$0.71$0.76$0.81$0.86
Puts——
Calls——
Skew——
Implied moveBullish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5846.0%8.5%
25Δ37.5821.6%4.3%34.5137.0%6.0%
30Δ37.3121.7%3.8%35.1430.9%4.4%
35Δ37.0421.8%3.2%35.5027.8%3.5%
40Δ36.8121.9%2.9%35.8724.8%2.6%
45Δ36.5922.1%2.5%36.1122.7%2.1%
50Δ36.3722.3%2.2%36.2821.2%1.8%
55Δ36.1522.4%1.9%36.4519.7%1.4%
60Δ35.8923.1%1.6%36.6218.1%1.1%
65Δ35.5824.8%1.5%36.7816.6%0.8%
70Δ35.2626.5%1.3%36.9515.1%0.5%
75Δ34.8629.2%1.1%
80Δ34.0836.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.58
IV
46.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
37.58
IV
21.6%
B/E move
4.3%
Puts
Pseudo strike
34.51
IV
37.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
37.31
IV
21.7%
B/E move
3.8%
Puts
Pseudo strike
35.14
IV
30.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
37.04
IV
21.8%
B/E move
3.2%
Puts
Pseudo strike
35.50
IV
27.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
36.81
IV
21.9%
B/E move
2.9%
Puts
Pseudo strike
35.87
IV
24.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
36.59
IV
22.1%
B/E move
2.5%
Puts
Pseudo strike
36.11
IV
22.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
36.37
IV
22.3%
B/E move
2.2%
Puts
Pseudo strike
36.28
IV
21.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
36.15
IV
22.4%
B/E move
1.9%
Puts
Pseudo strike
36.45
IV
19.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
35.89
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
36.62
IV
18.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
35.58
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
36.78
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
35.26
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
36.95
IV
15.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
34.86
IV
29.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.08
IV
36.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.81%
Daily close
FNDA15.5%22.4%29.2%2026-08-05: 21.90%2026-08-06: 21.37%2026-08-07: 21.62%2026-08-10: 23.31%2026-08-11: 19.10%2026-08-12: 18.87%2026-08-13: 18.81%2026-08-14: 19.03%2026-08-17: 21.14%2026-08-18: 23.03%2026-08-19: 23.78%2026-08-20: 28.28%2026-08-21: 17.82%2026-08-24: 17.23%2026-08-25: 17.47%2026-08-26: 17.10%2026-08-27: 17.07%2026-08-28: 16.97%2026-08-31: 17.12%2026-09-01: 17.88%2026-09-02: 16.44%2026-09-03: 17.72%2026-09-04: 17.25%2026-09-08: 18.55%2026-09-09: 19.32%2026-09-10: 20.22%2026-09-11: 20.64%2026-09-15: 23.37%2026-09-16: 23.87%2026-09-17: 27.49%2026-09-18: 17.57%2026-09-21: 17.53%2026-09-22: 17.48%2026-09-23: 17.56%2026-09-24: 17.95%2026-09-25: 18.01%2026-09-28: 18.39%2026-09-29: 18.50%2026-09-30: 18.69%2026-10-01: 19.33%2026-10-02: 18.60%2026-10-05: 18.27%2026-10-06: 18.76%2026-10-07: 19.60%2026-10-09: 20.28%2026-10-12: 22.15%2026-10-16: 17.51%2026-10-19: 17.63%2026-10-20: 17.91%2026-10-21: 17.70%2026-10-22: 18.58%2026-10-23: 18.71%2026-10-26: 18.31%2026-10-27: 18.10%2026-10-28: 18.04%2026-10-29: 17.79%2026-10-30: 18.81%Aug 5Sep 16Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.90%
21.37%
21.62%
23.31%
19.10%
18.87%
18.81%
19.03%
21.14%
23.03%
23.78%
28.28%
17.82%
17.23%
17.47%
17.10%
17.07%
16.97%
17.12%
17.88%
16.44%
17.72%
17.25%
18.55%
19.32%
20.22%
20.64%
23.37%
23.87%
27.49%
17.57%
17.53%
17.48%
17.56%
17.95%
18.01%
18.39%
18.50%
18.69%
19.33%
18.60%
18.27%
18.76%
19.60%
20.28%
22.15%
17.51%
17.63%
17.91%
17.70%
18.58%
18.71%
18.31%
18.10%
18.04%
17.79%
18.81%