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Fidelity Momentum Factor ETF FDMO

i

Market dataready · fetched 2026-11-11T15:53:17.317Z

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 · 2026-11-11T15:32:55.649290282Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:16.927831+00:00

Share price$89.18
1D+0.4%
$88.72$88.86$89.01$89.16$89.305:30 AM6:30 AM9:00 AM1:00 PMFDMO
Sold putSold call

Fidelity Momentum Factor ETF options

Live interpolated FDMO call and put midpoint premiums by absolute delta.Fidelity Momentum Factor ETF$0.76$1.44$2.12$2.80$3.49$-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 —OPTION PRICEFDMO PRICE$2.33$2.74$3.29$0.83$0.97$1.10$1.32$1.55$1.79$2.03$2.28$2.67$3.07
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
35Δ88.0224.4%2.2%
40Δ88.4723.5%1.9%
45Δ88.9222.6%1.5%
50Δ89.3322.7%1.3%
55Δ89.7423.0%1.1%
60Δ90.1523.0%0.9%
65Δ90.5622.6%0.7%
70Δ87.5823.6%0.8%90.9622.1%0.6%
75Δ87.0424.5%0.7%91.4822.2%0.4%
80Δ86.3825.2%0.5%92.0022.3%0.3%

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
88.02
IV
24.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.47
IV
23.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.92
IV
22.6%
B/E move
1.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.33
IV
22.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.74
IV
23.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.15
IV
23.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
90.56
IV
22.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
87.58
IV
23.6%
B/E move
0.8%
Puts
Pseudo strike
90.96
IV
22.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
87.04
IV
24.5%
B/E move
0.7%
Puts
Pseudo strike
91.48
IV
22.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
86.38
IV
25.2%
B/E move
0.5%
Puts
Pseudo strike
92.00
IV
22.3%
B/E move
0.3%

Options history

IV · four-Friday blend21.81%
Daily close
FDMO15.3%19.0%22.6%2026-08-13: 17.32%2026-08-14: 17.23%2026-08-17: 17.97%2026-08-18: 18.73%2026-08-20: 21.07%2026-08-21: 18.01%2026-08-24: 17.72%2026-08-25: 17.63%2026-08-26: 17.37%2026-08-27: 16.76%2026-08-28: 16.29%2026-08-31: 16.06%2026-09-01: 16.32%2026-09-02: 16.30%2026-09-03: 15.88%2026-09-04: 15.83%2026-09-08: 16.88%2026-09-09: 17.47%2026-09-10: 18.29%2026-09-11: 17.09%2026-09-14: 18.22%2026-09-15: 19.30%2026-09-16: 19.99%2026-09-17: 20.63%2026-09-18: 16.57%2026-09-21: 16.86%2026-09-22: 16.66%2026-09-23: 17.00%2026-09-24: 17.35%2026-09-25: 17.39%2026-09-28: 17.53%2026-09-29: 17.55%2026-09-30: 17.77%2026-10-01: 17.62%2026-10-02: 17.45%2026-10-05: 17.05%2026-10-06: 17.35%2026-10-07: 17.14%2026-10-08: 17.12%2026-10-09: 17.09%2026-10-12: 18.10%2026-10-13: 18.48%2026-10-14: 20.39%2026-10-15: 22.10%2026-10-16: 19.45%2026-10-19: 18.11%2026-10-20: 18.49%2026-10-21: 18.30%2026-10-22: 20.36%2026-10-23: 20.37%2026-10-26: 19.63%2026-10-27: 18.73%2026-10-28: 18.63%2026-10-29: 18.75%2026-10-30: 21.81%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.32%
17.23%
17.97%
18.73%
21.07%
18.01%
17.72%
17.63%
17.37%
16.76%
16.29%
16.06%
16.32%
16.30%
15.88%
15.83%
16.88%
17.47%
18.29%
17.09%
18.22%
19.30%
19.99%
20.63%
16.57%
16.86%
16.66%
17.00%
17.35%
17.39%
17.53%
17.55%
17.77%
17.62%
17.45%
17.05%
17.35%
17.14%
17.12%
17.09%
18.10%
18.48%
20.39%
22.10%
19.45%
18.11%
18.49%
18.30%
20.36%
20.37%
19.63%
18.73%
18.63%
18.75%
21.81%