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Fidelity National Financial, Inc. FNF

i

Market dataready · fetched 2026-11-03T18:49:34.671Z

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 · 2026-11-03T18:49:32.73476079Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T18:49:34.186073+00:00

Share price$41.55
1D-1.0%
$41.51$41.65$41.79$41.93$42.075:30 AM6:30 AM9:00 AM1:00 PMFNF
Sold putSold call

Fidelity National Financial, Inc. options

Live interpolated FNF call and put midpoint premiums by absolute delta.Fidelity National Financial, Inc.$0.43$2.41$4.39$6.37$8.35$37.87$39.77$41.67$43.57$45.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNF spot · $41.55FNF PRICE$0.64$0.95$1.25$1.56$1.87$2.17$2.48$2.78$3.25$4.76$6.27$7.78$0.68$0.88$1.08$1.28$1.57$1.85$2.14$2.42$2.71$3.00$3.28$3.57
Puts——
Calls——
Skew——
Implied moveBalanced±$4.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3057.1%11.9%
25Δ44.8247.3%9.4%38.2156.9%10.2%
30Δ44.2149.1%8.7%39.1156.7%8.5%
35Δ43.5950.8%7.9%40.0156.5%6.8%
40Δ42.9852.6%7.2%40.5854.9%6.1%
45Δ42.3754.3%6.5%41.1453.3%5.4%
50Δ41.7656.1%5.7%41.7151.7%4.8%
55Δ41.1457.8%5.0%42.2850.1%4.1%
60Δ40.5359.6%4.3%42.8448.5%3.4%
65Δ39.7862.1%3.5%43.4146.9%2.7%
70Δ38.0770.1%3.1%43.9845.2%2.1%
75Δ36.3678.1%2.6%44.5443.6%1.4%
80Δ34.6586.1%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.30
IV
57.1%
B/E move
11.9%

25Δ

Calls
Pseudo strike
44.82
IV
47.3%
B/E move
9.4%
Puts
Pseudo strike
38.21
IV
56.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
44.21
IV
49.1%
B/E move
8.7%
Puts
Pseudo strike
39.11
IV
56.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
43.59
IV
50.8%
B/E move
7.9%
Puts
Pseudo strike
40.01
IV
56.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
42.98
IV
52.6%
B/E move
7.2%
Puts
Pseudo strike
40.58
IV
54.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
42.37
IV
54.3%
B/E move
6.5%
Puts
Pseudo strike
41.14
IV
53.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
41.76
IV
56.1%
B/E move
5.7%
Puts
Pseudo strike
41.71
IV
51.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
41.14
IV
57.8%
B/E move
5.0%
Puts
Pseudo strike
42.28
IV
50.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
40.53
IV
59.6%
B/E move
4.3%
Puts
Pseudo strike
42.84
IV
48.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
39.78
IV
62.1%
B/E move
3.5%
Puts
Pseudo strike
43.41
IV
46.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
38.07
IV
70.1%
B/E move
3.1%
Puts
Pseudo strike
43.98
IV
45.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
36.36
IV
78.1%
B/E move
2.6%
Puts
Pseudo strike
44.54
IV
43.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
34.65
IV
86.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.53%
Daily close
FNF30.6%36.7%42.8%2026-08-05: 34.08%2026-09-04: 34.79%2026-09-08: 31.49%2026-10-02: 33.42%2026-10-08: 34.45%2026-10-14: 41.80%2026-10-15: 41.97%2026-10-16: 38.12%2026-10-19: 35.50%2026-10-20: 34.63%2026-10-21: 37.11%2026-10-22: 34.72%2026-10-23: 35.72%2026-10-27: 36.80%2026-10-28: 41.88%2026-10-29: 39.42%2026-10-30: 39.53%Aug 5Oct 19Oct 30
17 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.08%
34.79%
31.49%
33.42%
34.45%
41.80%
41.97%
38.12%
35.50%
34.63%
37.11%
34.72%
35.72%
36.80%
41.88%
39.42%
39.53%