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Fidelity International Multifactor ETF FDEV

i

Market dataready · fetched 2026-11-07T04:35:06.362Z

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 · 2026-11-07T01:00:02.741554281Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T04:35:05.974520+00:00

Share price$36.80
1D+1.0%
AH$36.40$36.57$36.74$36.90$37.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDEV
Sold putSold callAH

Fidelity International Multifactor ETF options

Live interpolated FDEV call and put midpoint premiums by absolute delta.Fidelity International Multifactor ETF$0.65$0.89$1.12$1.36$1.60$33.52$35.20$36.89$38.58$40.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDEV spot · $36.80FDEV PRICE$0.68$0.68$0.68$0.69$0.74$0.80$0.87$0.94$1.01$1.09$1.16$1.34$1.53$0.68$0.69$0.73$0.76$0.80$0.84$0.89$0.95$1.03$1.10$1.17$1.25$1.43
PutsExpensive1.59×
CallsExpensive1.87×
SkewBullish-2.53 pp
Implied moveBalanced±$1.75
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.5592.2%20.2%32.7879.0%12.8%
25Δ40.6668.0%12.3%34.2561.3%8.8%
30Δ39.1052.6%8.1%35.1451.5%6.5%
35Δ38.2543.6%5.8%35.7743.9%4.9%
40Δ37.7238.5%4.5%36.2238.5%3.8%
45Δ37.3234.9%3.6%36.5634.4%3.0%
50Δ36.9531.7%2.8%36.9030.4%2.1%
55Δ36.7229.7%2.3%37.1327.9%1.7%
60Δ36.4927.7%1.9%37.3226.1%1.4%
65Δ36.2725.7%1.5%37.5024.3%1.1%
70Δ36.0423.7%1.1%37.6922.5%0.8%
75Δ35.7822.8%0.9%37.8720.7%0.5%
80Δ35.5222.1%0.7%38.1419.9%0.2%

20Δ

Calls
Pseudo strike
43.55
IV
92.2%
B/E move
20.2%
Puts
Pseudo strike
32.78
IV
79.0%
B/E move
12.8%

25Δ

Calls
Pseudo strike
40.66
IV
68.0%
B/E move
12.3%
Puts
Pseudo strike
34.25
IV
61.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
39.10
IV
52.6%
B/E move
8.1%
Puts
Pseudo strike
35.14
IV
51.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
38.25
IV
43.6%
B/E move
5.8%
Puts
Pseudo strike
35.77
IV
43.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
37.72
IV
38.5%
B/E move
4.5%
Puts
Pseudo strike
36.22
IV
38.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
37.32
IV
34.9%
B/E move
3.6%
Puts
Pseudo strike
36.56
IV
34.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
36.95
IV
31.7%
B/E move
2.8%
Puts
Pseudo strike
36.90
IV
30.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
36.72
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
37.13
IV
27.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
36.49
IV
27.7%
B/E move
1.9%
Puts
Pseudo strike
37.32
IV
26.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
36.27
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
37.50
IV
24.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
36.04
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
37.69
IV
22.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
35.78
IV
22.8%
B/E move
0.9%
Puts
Pseudo strike
37.87
IV
20.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
35.52
IV
22.1%
B/E move
0.7%
Puts
Pseudo strike
38.14
IV
19.9%
B/E move
0.2%

Options history

IV · four-Friday blend21.50%
Daily close
FDEV17.2%31.5%45.7%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%