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Fidelity National Financial, Inc. FNF

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-11-06T21:12:44.188Z

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 · 2026-11-06T21:10:00.002012582Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:08:12.700296+00:00

Share price$43.84
1D+2.3%
AH$42.60$43.45$44.30$45.15$45.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNF
Sold putSold callAH

Fidelity National Financial, Inc. options

Live interpolated FNF call and put midpoint premiums by absolute delta.Fidelity National Financial, Inc.$0.67$1.30$1.93$2.56$3.19$37.56$40.43$43.30$46.17$49.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FNF spot · $43.84FNF PRICE$0.74$1.01$1.24$0.93$1.27$1.60$2.05$2.48$2.49$2.49$2.75$0.95$1.03$1.42$1.77$1.97$2.17$2.37$2.58$2.79$3.01
Puts——
Calls——
Skew——
Implied moveBearish±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ47.5957.3%10.2%40.7464.9%9.2%
30Δ47.2063.8%10.0%
35Δ46.5565.7%9.0%
40Δ44.8138.1%4.3%43.2938.3%3.6%
45Δ44.4443.6%4.3%43.6944.2%3.6%
50Δ44.0849.0%4.2%44.1048.5%3.4%
55Δ43.5354.2%4.0%44.5746.4%2.8%
60Δ42.9657.9%3.6%45.0444.2%2.2%
65Δ42.5850.9%2.8%45.4541.9%1.7%
70Δ42.2143.9%2.0%45.8539.5%1.3%
75Δ41.7040.9%1.4%46.2237.0%0.9%
80Δ46.5734.4%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
47.59
IV
57.3%
B/E move
10.2%
Puts
Pseudo strike
40.74
IV
64.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
47.20
IV
63.8%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
46.55
IV
65.7%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
44.81
IV
38.1%
B/E move
4.3%
Puts
Pseudo strike
43.29
IV
38.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
44.44
IV
43.6%
B/E move
4.3%
Puts
Pseudo strike
43.69
IV
44.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
44.08
IV
49.0%
B/E move
4.2%
Puts
Pseudo strike
44.10
IV
48.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
43.53
IV
54.2%
B/E move
4.0%
Puts
Pseudo strike
44.57
IV
46.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
42.96
IV
57.9%
B/E move
3.6%
Puts
Pseudo strike
45.04
IV
44.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
42.58
IV
50.9%
B/E move
2.8%
Puts
Pseudo strike
45.45
IV
41.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
42.21
IV
43.9%
B/E move
2.0%
Puts
Pseudo strike
45.85
IV
39.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
41.70
IV
40.9%
B/E move
1.4%
Puts
Pseudo strike
46.22
IV
37.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.57
IV
34.4%
B/E move
0.6%

Options history

IV · four-Friday blend39.53%
Daily close
FNF30.6%36.7%42.8%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%Sep 4Oct 19Oct 30
16 observations2026-09-04 — 2026-10-30
Table
DateIV (%)
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%