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Fidelity International Multifactor ETF FDEV

i

Market dataready · fetched 2026-11-11T13:44:36.528Z

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 · 2026-11-11T01:00:02.737914479Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:36.217458+00:00

Share price$37.22
1D+0.0%
AH$37.19$37.26$37.34$37.42$37.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDEV
Sold putSold callAH

Fidelity International Multifactor ETF options

Live interpolated FDEV call and put midpoint premiums by absolute delta.Fidelity International Multifactor ETF$0.59$0.89$1.18$1.48$1.77$35.05$36.40$37.76$39.11$40.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDEV spot · $37.22FDEV PRICE$0.63$0.63$0.63$0.66$0.70$0.77$0.84$0.91$1.02$1.15$1.27$1.40$1.69$0.63$0.63$0.64$0.66$0.68$0.72$0.78$0.85$0.91$0.98
Puts——
CallsExpensive1.76×
Skew——
Implied moveBullish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.30101.7%18.0%33.4088.5%11.9%
25Δ40.7175.1%11.1%34.8567.1%8.0%
30Δ39.3358.4%7.4%35.6954.9%5.8%
35Δ38.5949.5%5.4%36.2646.5%4.4%
40Δ38.0143.0%4.0%36.6839.9%3.3%
45Δ37.7040.0%3.3%37.0534.4%2.4%
50Δ37.3937.0%2.7%37.2532.3%2.0%
55Δ37.0834.1%2.1%37.4530.2%1.7%
60Δ36.8332.6%1.7%37.6528.0%1.3%
65Δ36.6031.7%1.4%37.8625.9%0.9%
70Δ36.3730.7%1.1%
75Δ36.1429.7%0.9%
80Δ35.7730.9%0.6%

20Δ

Calls
Pseudo strike
43.30
IV
101.7%
B/E move
18.0%
Puts
Pseudo strike
33.40
IV
88.5%
B/E move
11.9%

25Δ

Calls
Pseudo strike
40.71
IV
75.1%
B/E move
11.1%
Puts
Pseudo strike
34.85
IV
67.1%
B/E move
8.0%

30Δ

Calls
Pseudo strike
39.33
IV
58.4%
B/E move
7.4%
Puts
Pseudo strike
35.69
IV
54.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
38.59
IV
49.5%
B/E move
5.4%
Puts
Pseudo strike
36.26
IV
46.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
38.01
IV
43.0%
B/E move
4.0%
Puts
Pseudo strike
36.68
IV
39.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
37.70
IV
40.0%
B/E move
3.3%
Puts
Pseudo strike
37.05
IV
34.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
37.39
IV
37.0%
B/E move
2.7%
Puts
Pseudo strike
37.25
IV
32.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
37.08
IV
34.1%
B/E move
2.1%
Puts
Pseudo strike
37.45
IV
30.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
36.83
IV
32.6%
B/E move
1.7%
Puts
Pseudo strike
37.65
IV
28.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
36.60
IV
31.7%
B/E move
1.4%
Puts
Pseudo strike
37.86
IV
25.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
36.37
IV
30.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.14
IV
29.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.77
IV
30.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.50%
Daily close
FDEV17.2%31.5%45.7%2026-08-13: 25.66%2026-08-14: 26.01%2026-08-17: 29.75%2026-08-18: 30.82%2026-08-19: 33.68%2026-08-20: 42.07%2026-08-21: 20.51%2026-08-24: 20.63%2026-08-25: 20.52%2026-08-26: 20.30%2026-08-27: 20.26%2026-08-28: 20.35%2026-08-31: 21.69%2026-09-01: 21.85%2026-09-02: 22.30%2026-09-03: 22.12%2026-09-04: 22.22%2026-09-08: 23.88%2026-09-09: 23.64%2026-09-10: 25.52%2026-09-11: 25.88%2026-09-14: 29.03%2026-09-15: 31.78%2026-09-16: 34.84%2026-09-17: 43.76%2026-09-18: 20.75%2026-09-21: 20.83%2026-09-22: 20.58%2026-09-23: 20.45%2026-09-24: 20.44%2026-09-25: 19.30%2026-09-28: 20.51%2026-09-29: 20.81%2026-09-30: 21.29%2026-10-01: 21.48%2026-10-02: 21.94%2026-10-05: 22.87%2026-10-06: 22.96%2026-10-07: 23.74%2026-10-08: 24.02%2026-10-09: 24.40%2026-10-12: 27.97%2026-10-13: 29.20%2026-10-14: 32.65%2026-10-15: 39.27%2026-10-16: 19.21%2026-10-19: 19.50%2026-10-20: 19.43%2026-10-21: 19.60%2026-10-22: 19.82%2026-10-23: 19.89%2026-10-26: 21.04%2026-10-27: 21.07%2026-10-28: 21.31%2026-10-29: 21.08%2026-10-30: 21.50%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.66%
26.01%
29.75%
30.82%
33.68%
42.07%
20.51%
20.63%
20.52%
20.30%
20.26%
20.35%
21.69%
21.85%
22.30%
22.12%
22.22%
23.88%
23.64%
25.52%
25.88%
29.03%
31.78%
34.84%
43.76%
20.75%
20.83%
20.58%
20.45%
20.44%
19.30%
20.51%
20.81%
21.29%
21.48%
21.94%
22.87%
22.96%
23.74%
24.02%
24.40%
27.97%
29.20%
32.65%
39.27%
19.21%
19.50%
19.43%
19.60%
19.82%
19.89%
21.04%
21.07%
21.31%
21.08%
21.50%