IntraAlpha
Create free account Start free

Fidelity Momentum Factor ETF FDMO

i

Market datapartial · fetched 2026-10-22T14:49:58.991Z

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 · 2026-10-22T14:49:52.725192198Z

FundamentalsAlpha Vantage · unavailable

Share price$91.02
1D-1.1%
$90.91$91.23$91.54$91.85$92.165:30 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$0.50$1.98$3.46$4.94$6.42$83.90$87.58$91.25$94.92$98.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDMO spot · $91.02FDMO PRICE$0.66$0.81$0.96$1.16$1.42$1.72$2.09$2.50$2.98$3.59$4.18$4.94$6.00$0.88$1.03$1.22$1.46$1.71$1.99$2.28$2.60$2.94$3.32$3.73$4.23$4.89
PutsExpensive1.21×
CallsExpensive1.58×
SkewNeutral-0.10 pp
Implied moveBearish±$4.37
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.8923.7%7.2%85.4329.5%7.1%
25Δ95.4221.7%5.7%87.1825.8%5.4%
30Δ94.2920.1%4.6%88.2924.1%4.3%
35Δ93.4619.7%4.0%89.2023.3%3.6%
40Δ92.7519.9%3.5%90.0322.5%3.0%
45Δ92.1220.4%3.1%90.7621.9%2.5%
50Δ91.4521.0%2.8%91.4621.4%2.0%
55Δ90.7621.7%2.5%92.1420.9%1.6%
60Δ90.0322.5%2.2%92.8020.4%1.3%
65Δ89.1823.6%1.9%93.4520.0%1.0%
70Δ88.3323.9%1.6%94.1219.5%0.7%
75Δ87.3324.6%1.4%94.8319.1%0.5%
80Δ86.0626.0%1.1%95.6719.0%0.3%

20Δ

Calls
Pseudo strike
96.89
IV
23.7%
B/E move
7.2%
Puts
Pseudo strike
85.43
IV
29.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
95.42
IV
21.7%
B/E move
5.7%
Puts
Pseudo strike
87.18
IV
25.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
94.29
IV
20.1%
B/E move
4.6%
Puts
Pseudo strike
88.29
IV
24.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
93.46
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
89.20
IV
23.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
92.75
IV
19.9%
B/E move
3.5%
Puts
Pseudo strike
90.03
IV
22.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
92.12
IV
20.4%
B/E move
3.1%
Puts
Pseudo strike
90.76
IV
21.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
91.45
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
91.46
IV
21.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
90.76
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
92.14
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
90.03
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
92.80
IV
20.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
89.18
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
93.45
IV
20.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
88.33
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
94.12
IV
19.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
87.33
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
94.83
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
86.06
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
95.67
IV
19.0%
B/E move
0.3%

Options history

No recorded observations