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Fidelity Low Volatility Factor ETF FDLO

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Market datapartial · fetched 2026-10-22T23:57:33.670Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.003743185Z

FundamentalsAlpha Vantage · unavailable

Share price$74.31
1D+0.4%
AH$73.72$73.88$74.04$74.20$74.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDLO
Sold putSold callAH

Fidelity Low Volatility Factor ETF options

Live interpolated FDLO call and put midpoint premiums by absolute delta.Fidelity Low Volatility Factor ETF$0.44$1.22$2.01$2.80$3.59$69.74$71.78$73.81$75.84$77.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDLO spot · $74.31FDLO PRICE$0.78$0.79$0.66$0.52$0.65$0.84$1.02$1.21$1.42$1.64$1.85$3.36$0.81$0.88$0.90$0.97$1.06$1.08$1.04$1.01$1.03$1.58$2.13$2.68
PutsExpensive1.53×
CallsExpensive1.07×
SkewBearish+3.72 pp
Implied moveBearish±$1.88
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.2433.1%7.9%
25Δ78.5525.9%6.8%71.0527.0%5.6%
30Δ76.9720.4%4.6%72.3122.0%3.9%
35Δ76.0815.0%3.3%73.1319.2%2.9%
40Δ75.159.2%1.8%73.7117.4%2.2%
45Δ74.798.8%1.5%74.1515.3%1.7%
50Δ74.539.5%1.4%74.4413.0%1.2%
55Δ74.2810.2%1.3%74.7410.7%0.8%
60Δ74.0310.9%1.2%75.068.8%0.4%
65Δ73.7011.0%1.1%75.6410.8%0.3%
70Δ73.3711.0%0.9%76.2212.7%0.3%
75Δ73.0411.0%0.8%76.8014.6%0.3%
80Δ71.5717.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.24
IV
33.1%
B/E move
7.9%

25Δ

Calls
Pseudo strike
78.55
IV
25.9%
B/E move
6.8%
Puts
Pseudo strike
71.05
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
76.97
IV
20.4%
B/E move
4.6%
Puts
Pseudo strike
72.31
IV
22.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
76.08
IV
15.0%
B/E move
3.3%
Puts
Pseudo strike
73.13
IV
19.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
75.15
IV
9.2%
B/E move
1.8%
Puts
Pseudo strike
73.71
IV
17.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
74.79
IV
8.8%
B/E move
1.5%
Puts
Pseudo strike
74.15
IV
15.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
74.53
IV
9.5%
B/E move
1.4%
Puts
Pseudo strike
74.44
IV
13.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
74.28
IV
10.2%
B/E move
1.3%
Puts
Pseudo strike
74.74
IV
10.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
74.03
IV
10.9%
B/E move
1.2%
Puts
Pseudo strike
75.06
IV
8.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
73.70
IV
11.0%
B/E move
1.1%
Puts
Pseudo strike
75.64
IV
10.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
73.37
IV
11.0%
B/E move
0.9%
Puts
Pseudo strike
76.22
IV
12.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
73.04
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
76.80
IV
14.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
71.57
IV
17.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

FDLO10.5611.7012.852026-10-20: 10.72%2026-10-21: 12.69%Oct 20Oct 21
Table
DateIV
10.72%
12.69%