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Fidelity International Multifactor ETF FDEV

i

Market dataready · fetched 2026-11-03T15:43:34.033Z

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 · 2026-11-03T15:28:30.718238264Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:43:33.539232+00:00

Share price$37.14
1D-0.1%
$37.11$37.16$37.21$37.26$37.315:30 AM6:30 AM9:00 AM1:00 PMFDEV
Sold putSold call

Fidelity International Multifactor ETF options

Live interpolated FDEV call and put midpoint premiums by absolute delta.Fidelity International Multifactor ETF$0.66$1.00$1.33$1.66$2.00$35.51$36.80$38.09$39.38$40.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDEV spot · $37.14FDEV PRICE$0.70$0.70$0.70$0.72$0.77$0.86$0.96$1.05$1.14$1.23$1.32$1.41$1.90$0.70$0.70$0.72$0.76$0.81$0.85$0.93$1.01$1.08$1.16
Puts——
CallsExpensive2.82×
Skew——
Implied moveBalanced±$1.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.1984.6%20.9%33.0372.0%13.0%
25Δ41.1662.2%12.7%34.5555.2%8.9%
30Δ39.5848.5%8.5%35.4845.3%6.4%
35Δ38.6940.3%6.1%36.1338.7%4.8%
40Δ38.0735.1%4.6%36.5634.3%3.7%
45Δ37.6932.9%3.8%36.9929.8%2.7%
50Δ37.3431.0%3.1%37.2428.0%2.2%
55Δ37.0029.2%2.4%37.4826.1%1.8%
60Δ36.7727.4%2.1%37.7224.3%1.4%
65Δ36.5525.6%1.7%37.9622.4%0.9%
70Δ36.3223.8%1.4%
75Δ36.1022.1%1.0%
80Δ35.5425.5%0.8%

20Δ

Calls
Pseudo strike
44.19
IV
84.6%
B/E move
20.9%
Puts
Pseudo strike
33.03
IV
72.0%
B/E move
13.0%

25Δ

Calls
Pseudo strike
41.16
IV
62.2%
B/E move
12.7%
Puts
Pseudo strike
34.55
IV
55.2%
B/E move
8.9%

30Δ

Calls
Pseudo strike
39.58
IV
48.5%
B/E move
8.5%
Puts
Pseudo strike
35.48
IV
45.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
38.69
IV
40.3%
B/E move
6.1%
Puts
Pseudo strike
36.13
IV
38.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
38.07
IV
35.1%
B/E move
4.6%
Puts
Pseudo strike
36.56
IV
34.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
37.69
IV
32.9%
B/E move
3.8%
Puts
Pseudo strike
36.99
IV
29.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
37.34
IV
31.0%
B/E move
3.1%
Puts
Pseudo strike
37.24
IV
28.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
37.00
IV
29.2%
B/E move
2.4%
Puts
Pseudo strike
37.48
IV
26.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
36.77
IV
27.4%
B/E move
2.1%
Puts
Pseudo strike
37.72
IV
24.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
36.55
IV
25.6%
B/E move
1.7%
Puts
Pseudo strike
37.96
IV
22.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
36.32
IV
23.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.10
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.54
IV
25.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.50%
Daily close
FDEV17.2%31.5%45.7%2026-08-05: 21.91%2026-08-06: 21.99%2026-08-07: 21.52%2026-08-10: 22.69%2026-08-11: 21.62%2026-08-12: 24.64%2026-08-13: 25.66%2026-08-14: 26.01%2026-08-17: 29.75%2026-08-18: 30.82%2026-08-19: 33.68%2026-08-20: 42.07%2026-08-21: 20.51%2026-08-24: 20.63%2026-08-25: 20.52%2026-08-26: 20.30%2026-08-27: 20.26%2026-08-28: 20.35%2026-08-31: 21.69%2026-09-01: 21.85%2026-09-02: 22.30%2026-09-03: 22.12%2026-09-04: 22.22%2026-09-08: 23.88%2026-09-09: 23.64%2026-09-10: 25.52%2026-09-11: 25.88%2026-09-14: 29.03%2026-09-15: 31.78%2026-09-16: 34.84%2026-09-17: 43.76%2026-09-18: 20.75%2026-09-21: 20.83%2026-09-22: 20.58%2026-09-23: 20.45%2026-09-24: 20.44%2026-09-25: 19.30%2026-09-28: 20.51%2026-09-29: 20.81%2026-09-30: 21.29%2026-10-01: 21.48%2026-10-02: 21.94%2026-10-05: 22.87%2026-10-06: 22.96%2026-10-07: 23.74%2026-10-08: 24.02%2026-10-09: 24.40%2026-10-12: 27.97%2026-10-13: 29.20%2026-10-14: 32.65%2026-10-15: 39.27%2026-10-16: 19.21%2026-10-19: 19.50%2026-10-20: 19.43%2026-10-21: 19.60%2026-10-22: 19.82%2026-10-23: 19.89%2026-10-26: 21.04%2026-10-27: 21.07%2026-10-28: 21.31%2026-10-29: 21.08%2026-10-30: 21.50%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.91%
21.99%
21.52%
22.69%
21.62%
24.64%
25.66%
26.01%
29.75%
30.82%
33.68%
42.07%
20.51%
20.63%
20.52%
20.30%
20.26%
20.35%
21.69%
21.85%
22.30%
22.12%
22.22%
23.88%
23.64%
25.52%
25.88%
29.03%
31.78%
34.84%
43.76%
20.75%
20.83%
20.58%
20.45%
20.44%
19.30%
20.51%
20.81%
21.29%
21.48%
21.94%
22.87%
22.96%
23.74%
24.02%
24.40%
27.97%
29.20%
32.65%
39.27%
19.21%
19.50%
19.43%
19.60%
19.82%
19.89%
21.04%
21.07%
21.31%
21.08%
21.50%