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Fidelity Nasdaq Composite Index ETF ONEQ

i

Market dataready · fetched 2026-11-06T17:51:27.530Z

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 · 2026-11-06T17:50:57.439061844Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:51:25.750154+00:00

Share price$96.73
1D-0.8%
$96.60$96.89$97.19$97.49$97.785:30 AM6:30 AM9:00 AM1:00 PMONEQ
Sold putSold call

Fidelity Nasdaq Composite Index ETF options

Live interpolated ONEQ call and put midpoint premiums by absolute delta.Fidelity Nasdaq Composite Index ETF$0.47$2.47$4.46$6.46$8.46$87.96$92.59$97.22$101.85$106.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONEQ spot · $96.73ONEQ PRICE$0.69$0.85$1.05$1.37$1.72$2.13$2.61$3.13$3.70$4.38$5.39$6.52$7.88$0.88$1.08$1.31$1.61$1.86$2.05$2.29$2.63$2.94$3.23$4.24$4.64$5.12
PutsCheap0.85×
CallsExpensive1.07×
SkewBullish-5.42 pp
Implied moveBullish±$4.90
TiltBullish10.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.6433.3%6.8%91.0139.7%6.8%
25Δ101.1731.0%5.5%92.5136.7%5.5%
30Δ100.1030.1%4.6%93.6635.0%4.5%
35Δ99.3831.4%4.2%94.5934.6%3.9%
40Δ98.6732.9%3.8%95.4733.2%3.2%
45Δ97.9134.4%3.4%96.3030.7%2.6%
50Δ97.1136.0%3.1%97.0329.2%2.1%
55Δ96.2437.1%2.7%97.7128.7%1.7%
60Δ95.3238.0%2.4%98.3527.8%1.4%
65Δ94.3239.2%2.0%98.9626.4%1.0%
70Δ93.0742.3%1.8%100.0729.9%0.9%
75Δ91.6644.6%1.5%100.7328.4%0.7%
80Δ90.0247.1%1.2%101.4226.7%0.4%

20Δ

Calls
Pseudo strike
102.64
IV
33.3%
B/E move
6.8%
Puts
Pseudo strike
91.01
IV
39.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
101.17
IV
31.0%
B/E move
5.5%
Puts
Pseudo strike
92.51
IV
36.7%
B/E move
5.5%

30Δ

Calls
Pseudo strike
100.10
IV
30.1%
B/E move
4.6%
Puts
Pseudo strike
93.66
IV
35.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
99.38
IV
31.4%
B/E move
4.2%
Puts
Pseudo strike
94.59
IV
34.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
98.67
IV
32.9%
B/E move
3.8%
Puts
Pseudo strike
95.47
IV
33.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
97.91
IV
34.4%
B/E move
3.4%
Puts
Pseudo strike
96.30
IV
30.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
97.11
IV
36.0%
B/E move
3.1%
Puts
Pseudo strike
97.03
IV
29.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
96.24
IV
37.1%
B/E move
2.7%
Puts
Pseudo strike
97.71
IV
28.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
95.32
IV
38.0%
B/E move
2.4%
Puts
Pseudo strike
98.35
IV
27.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
94.32
IV
39.2%
B/E move
2.0%
Puts
Pseudo strike
98.96
IV
26.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
93.07
IV
42.3%
B/E move
1.8%
Puts
Pseudo strike
100.07
IV
29.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
91.66
IV
44.6%
B/E move
1.5%
Puts
Pseudo strike
100.73
IV
28.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
90.02
IV
47.1%
B/E move
1.2%
Puts
Pseudo strike
101.42
IV
26.7%
B/E move
0.4%

Options history

IV · four-Friday blend24.23%
Daily EOD
ONEQ19.9%22.2%24.6%2026-10-19: 20.23%2026-10-20: 20.98%2026-10-21: 20.87%2026-10-22: 23.00%2026-10-23: 23.17%2026-10-26: 22.17%2026-10-27: 21.84%2026-10-28: 21.20%2026-10-29: 21.64%2026-10-30: 24.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.23%
20.98%
20.87%
23.00%
23.17%
22.17%
21.84%
21.20%
21.64%
24.23%