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Fidelity Small-Mid Multifactor ETF FSMD

i

Market dataready · fetched 2026-11-03T20:49:45.868Z

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 · 2026-11-03T20:49:44.916980142Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:49:45.683498+00:00

Share price$50.56
1D+0.2%
$50.33$50.48$50.64$50.79$50.945:30 AM6:30 AM9:00 AM1:00 PMFSMD
Sold putSold call

Fidelity Small-Mid Multifactor ETF options

Live interpolated FSMD call and put midpoint premiums by absolute delta.Fidelity Small-Mid Multifactor ETF$0.67$0.68$0.69$0.70$0.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEFSMD PRICE$0.68$0.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.6257.6%11.1%
25Δ47.8541.5%6.7%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.62
IV
57.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.85
IV
41.5%
B/E move
6.7%

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 blend17.58%
Daily close
FSMD16.4%25.2%34.0%2026-08-05: 18.98%2026-08-06: 19.23%2026-08-07: 19.47%2026-08-10: 20.38%2026-08-11: 19.93%2026-08-12: 21.45%2026-08-13: 21.35%2026-08-14: 21.86%2026-08-17: 24.34%2026-08-18: 25.80%2026-08-19: 27.38%2026-08-20: 32.71%2026-08-21: 19.05%2026-08-24: 19.67%2026-08-25: 19.77%2026-08-26: 19.65%2026-08-27: 19.19%2026-08-28: 18.71%2026-08-31: 19.39%2026-09-01: 19.83%2026-09-02: 19.86%2026-09-03: 19.83%2026-09-04: 20.02%2026-09-08: 21.19%2026-09-09: 21.41%2026-09-10: 22.80%2026-09-11: 22.04%2026-09-14: 25.30%2026-09-15: 27.18%2026-09-16: 27.66%2026-09-17: 32.18%2026-09-18: 17.95%2026-09-21: 18.35%2026-09-22: 18.91%2026-09-23: 18.94%2026-09-24: 19.06%2026-09-25: 18.99%2026-09-28: 19.75%2026-09-29: 20.00%2026-09-30: 20.41%2026-10-01: 19.93%2026-10-02: 20.34%2026-10-05: 20.43%2026-10-06: 21.21%2026-10-07: 21.64%2026-10-08: 21.51%2026-10-09: 22.31%2026-10-12: 24.43%2026-10-13: 25.47%2026-10-14: 27.56%2026-10-15: 32.83%2026-10-16: 18.03%2026-10-19: 18.42%2026-10-20: 18.62%2026-10-21: 19.13%2026-10-22: 19.33%2026-10-23: 18.83%2026-10-26: 18.43%2026-10-27: 19.19%2026-10-28: 18.43%2026-10-29: 18.44%2026-10-30: 17.58%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
18.98%
19.23%
19.47%
20.38%
19.93%
21.45%
21.35%
21.86%
24.34%
25.80%
27.38%
32.71%
19.05%
19.67%
19.77%
19.65%
19.19%
18.71%
19.39%
19.83%
19.86%
19.83%
20.02%
21.19%
21.41%
22.80%
22.04%
25.30%
27.18%
27.66%
32.18%
17.95%
18.35%
18.91%
18.94%
19.06%
18.99%
19.75%
20.00%
20.41%
19.93%
20.34%
20.43%
21.21%
21.64%
21.51%
22.31%
24.43%
25.47%
27.56%
32.83%
18.03%
18.42%
18.62%
19.13%
19.33%
18.83%
18.43%
19.19%
18.43%
18.44%
17.58%