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Fidelity Value Factor ETF FVAL

i

Market dataready · fetched 2026-11-04T06:58:14.386Z

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 · 2026-11-04T01:00:00.185296255Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:58:13.673684+00:00

Share price$81.76
1D-0.1%
AH$81.63$81.74$81.85$81.97$82.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFVAL
Sold putSold callAH

Fidelity Value Factor ETF options

Live interpolated FVAL call and put midpoint premiums by absolute delta.Fidelity Value Factor ETF$0.84$1.50$2.16$2.82$3.48$76.86$78.74$80.62$82.49$84.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FVAL spot · $81.76FVAL PRICE$0.91$0.96$1.06$1.16$1.30$1.45$1.62$1.79$2.03$2.30$2.70$3.29$0.97$1.02$1.09$1.18$1.29$1.37$1.45$1.58$1.71$1.85$2.01$2.17$2.33
PutsExpensive1.86×
Calls——
Skew——
Implied moveBalanced±$2.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.6347.4%8.7%
25Δ86.6136.4%7.0%77.8437.8%6.0%
30Δ84.9029.9%5.0%79.2231.9%4.4%
35Δ83.9026.8%3.9%80.1927.9%3.4%
40Δ83.1224.1%3.1%80.9325.2%2.6%
45Δ82.5522.6%2.6%81.4822.7%2.0%
50Δ82.0121.4%2.1%82.0020.3%1.5%
55Δ81.5820.5%1.8%82.3819.1%1.2%
60Δ81.1419.6%1.4%82.7517.8%0.9%
65Δ80.7019.3%1.2%83.1016.7%0.6%
70Δ80.2519.1%1.0%83.3915.8%0.5%
75Δ79.7019.6%0.8%83.6814.9%0.3%
80Δ79.0120.9%0.7%83.9713.9%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.63
IV
47.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
86.61
IV
36.4%
B/E move
7.0%
Puts
Pseudo strike
77.84
IV
37.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
84.90
IV
29.9%
B/E move
5.0%
Puts
Pseudo strike
79.22
IV
31.9%
B/E move
4.4%

35Δ

Calls
Pseudo strike
83.90
IV
26.8%
B/E move
3.9%
Puts
Pseudo strike
80.19
IV
27.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
83.12
IV
24.1%
B/E move
3.1%
Puts
Pseudo strike
80.93
IV
25.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
82.55
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
81.48
IV
22.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
82.01
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
82.00
IV
20.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
81.58
IV
20.5%
B/E move
1.8%
Puts
Pseudo strike
82.38
IV
19.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
81.14
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
82.75
IV
17.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
80.70
IV
19.3%
B/E move
1.2%
Puts
Pseudo strike
83.10
IV
16.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
80.25
IV
19.1%
B/E move
1.0%
Puts
Pseudo strike
83.39
IV
15.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
79.70
IV
19.6%
B/E move
0.8%
Puts
Pseudo strike
83.68
IV
14.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
79.01
IV
20.9%
B/E move
0.7%
Puts
Pseudo strike
83.97
IV
13.9%
B/E move
0.1%

Options history

IV · four-Friday blend14.92%
Daily close
FVAL12.2%18.8%25.4%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 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
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%