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Fidelity Value Factor ETF FVAL

i

Market dataready · fetched 2026-11-03T15:44:43.750Z

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 · 2026-11-03T15:41:50.658181082Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:44:41.496508+00:00

Share price$81.84
1D+0.0%
$81.63$81.69$81.76$81.82$81.885:30 AM6:30 AM9:00 AM1:00 PMFVAL
Sold putSold call

Fidelity Value Factor ETF options

Live interpolated FVAL call and put midpoint premiums by absolute delta.Fidelity Value Factor ETF$1.13$1.65$2.17$2.69$3.21$-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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFVAL PRICE$1.19$1.30$1.41$1.53$1.64$1.76$1.97$2.23$2.52$3.06
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
35Δ80.2227.7%3.4%
40Δ80.8625.4%2.8%
45Δ81.5023.1%2.1%
50Δ82.0920.9%1.6%
55Δ82.4819.5%1.2%
60Δ82.8818.0%0.9%
65Δ83.2717.3%0.7%
70Δ83.6616.9%0.5%
75Δ84.0816.7%0.3%
80Δ84.7217.4%0.2%

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
80.22
IV
27.7%
B/E move
3.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.86
IV
25.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.50
IV
23.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.09
IV
20.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.48
IV
19.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.88
IV
18.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.27
IV
17.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.66
IV
16.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.08
IV
16.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.72
IV
17.4%
B/E move
0.2%

Options history

IV · four-Friday blend14.92%
Daily close
FVAL12.2%18.8%25.4%2026-08-05: 16.02%2026-08-06: 15.40%2026-08-07: 15.72%2026-08-10: 16.15%2026-08-11: 16.27%2026-08-12: 15.31%2026-08-13: 16.77%2026-08-14: 17.31%2026-08-17: 19.64%2026-08-18: 20.33%2026-08-19: 20.81%2026-08-20: 23.50%2026-08-21: 14.61%2026-08-24: 14.90%2026-08-25: 14.91%2026-08-26: 14.59%2026-08-27: 14.51%2026-08-28: 14.28%2026-08-31: 14.76%2026-09-01: 14.88%2026-09-02: 14.87%2026-09-03: 14.57%2026-09-04: 14.87%2026-09-08: 15.81%2026-09-09: 16.65%2026-09-10: 17.09%2026-09-11: 17.28%2026-09-14: 18.77%2026-09-15: 19.89%2026-09-16: 21.95%2026-09-17: 24.48%2026-09-18: 14.85%2026-09-21: 15.14%2026-09-22: 15.09%2026-09-23: 14.58%2026-09-24: 13.16%2026-09-25: 13.24%2026-09-28: 15.20%2026-09-29: 15.49%2026-09-30: 15.43%2026-10-01: 15.93%2026-10-02: 14.84%2026-10-05: 15.84%2026-10-06: 16.05%2026-10-07: 16.23%2026-10-08: 16.50%2026-10-09: 16.62%2026-10-12: 16.21%2026-10-13: 18.12%2026-10-14: 19.32%2026-10-15: 22.18%2026-10-16: 13.34%2026-10-19: 13.26%2026-10-20: 13.35%2026-10-21: 13.15%2026-10-22: 13.70%2026-10-23: 13.97%2026-10-26: 14.83%2026-10-27: 14.76%2026-10-28: 14.69%2026-10-29: 14.64%2026-10-30: 14.92%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
16.02%
15.40%
15.72%
16.15%
16.27%
15.31%
16.77%
17.31%
19.64%
20.33%
20.81%
23.50%
14.61%
14.90%
14.91%
14.59%
14.51%
14.28%
14.76%
14.88%
14.87%
14.57%
14.87%
15.81%
16.65%
17.09%
17.28%
18.77%
19.89%
21.95%
24.48%
14.85%
15.14%
15.09%
14.58%
13.16%
13.24%
15.20%
15.49%
15.43%
15.93%
14.84%
15.84%
16.05%
16.23%
16.50%
16.62%
16.21%
18.12%
19.32%
22.18%
13.34%
13.26%
13.35%
13.15%
13.70%
13.97%
14.83%
14.76%
14.69%
14.64%
14.92%