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Fidelity International Value Factor ETF FIVA

i

Market datapartial · fetched 2026-11-04T06:30:19.104Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T01:00:00.150247517Z

FundamentalsAlpha Vantage · unavailable

Share price$37.95
1D-0.6%
AH$37.87$37.95$38.04$38.13$38.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIVA
Sold putSold callAH

Fidelity International Value Factor ETF options

Live interpolated FIVA call and put midpoint premiums by absolute delta.Fidelity International Value Factor ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFIVA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend20.82%
Daily close
FIVA17.5%29.3%41.2%2026-08-06: 20.18%2026-08-07: 20.26%2026-08-10: 21.32%2026-08-11: 20.09%2026-08-12: 22.06%2026-08-13: 22.70%2026-08-14: 22.58%2026-08-17: 26.07%2026-08-18: 26.87%2026-08-19: 29.43%2026-08-20: 30.51%2026-08-21: 19.86%2026-08-24: 20.49%2026-08-25: 20.71%2026-08-26: 20.51%2026-08-27: 21.15%2026-08-28: 19.84%2026-08-31: 20.49%2026-09-01: 20.53%2026-09-02: 20.92%2026-09-03: 20.52%2026-09-04: 21.07%2026-09-08: 22.27%2026-09-09: 22.83%2026-09-10: 24.25%2026-09-11: 24.15%2026-09-14: 27.27%2026-09-15: 30.52%2026-09-16: 31.10%2026-09-17: 39.09%2026-09-18: 20.87%2026-09-21: 20.99%2026-09-22: 20.16%2026-09-23: 20.03%2026-09-24: 21.15%2026-09-25: 20.58%2026-09-28: 21.55%2026-09-29: 21.93%2026-09-30: 22.13%2026-10-01: 22.28%2026-10-02: 22.61%2026-10-05: 22.99%2026-10-06: 23.31%2026-10-07: 24.51%2026-10-08: 25.04%2026-10-09: 24.32%2026-10-12: 27.43%2026-10-13: 27.10%2026-10-14: 30.96%2026-10-15: 39.52%2026-10-16: 19.13%2026-10-19: 19.66%2026-10-20: 19.43%2026-10-21: 19.42%2026-10-22: 20.09%2026-10-23: 20.16%2026-10-26: 20.69%2026-10-27: 20.73%2026-10-28: 20.49%2026-10-29: 20.36%2026-10-30: 20.82%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
20.18%
20.26%
21.32%
20.09%
22.06%
22.70%
22.58%
26.07%
26.87%
29.43%
30.51%
19.86%
20.49%
20.71%
20.51%
21.15%
19.84%
20.49%
20.53%
20.92%
20.52%
21.07%
22.27%
22.83%
24.25%
24.15%
27.27%
30.52%
31.10%
39.09%
20.87%
20.99%
20.16%
20.03%
21.15%
20.58%
21.55%
21.93%
22.13%
22.28%
22.61%
22.99%
23.31%
24.51%
25.04%
24.32%
27.43%
27.10%
30.96%
39.52%
19.13%
19.66%
19.43%
19.42%
20.09%
20.16%
20.69%
20.73%
20.49%
20.36%
20.82%