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Fidelity Momentum Factor ETF FDMO

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Market datapartial · fetched 2026-10-22T21:20:52.102Z

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 · 2026-10-22T20:10:00.003386699Z

FundamentalsAlpha Vantage · unavailable

Share price$90.73
1D-1.4%
AH$90.15$90.67$91.19$91.70$92.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDMO
Sold putSold callAH

Fidelity Momentum Factor ETF options

Live interpolated FDMO call and put midpoint premiums by absolute delta.Fidelity Momentum Factor ETF$0.51$1.93$3.35$4.77$6.19$83.56$87.33$91.09$94.86$98.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDMO spot · $90.73FDMO PRICE$0.67$0.80$0.93$1.16$1.42$1.72$2.06$2.45$2.93$3.59$4.09$4.41$5.78$0.86$0.98$1.23$1.49$1.72$2.02$2.34$2.59$2.92$3.32$3.84$4.27$5.46
PutsExpensive1.23×
CallsExpensive1.53×
SkewBearish+0.52 pp
Implied moveBearish±$4.40
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6624.2%7.3%85.2928.9%6.9%
25Δ95.0421.5%5.6%87.0324.8%5.2%
30Δ93.8919.7%4.5%88.0124.3%4.4%
35Δ93.1419.8%3.9%88.8823.8%3.7%
40Δ92.4720.0%3.5%89.7222.8%3.0%
45Δ91.8220.4%3.1%90.4722.4%2.5%
50Δ91.1720.9%2.8%91.1822.1%2.1%
55Δ90.4921.3%2.4%91.8421.0%1.6%
60Δ89.7522.1%2.1%92.5020.3%1.3%
65Δ88.9023.7%1.9%93.1720.0%1.0%
70Δ88.1023.4%1.6%93.9120.1%0.7%
75Δ87.4722.0%1.3%94.5619.3%0.5%
80Δ85.9625.1%1.1%95.9121.1%0.3%

20Δ

Calls
Pseudo strike
96.66
IV
24.2%
B/E move
7.3%
Puts
Pseudo strike
85.29
IV
28.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
95.04
IV
21.5%
B/E move
5.6%
Puts
Pseudo strike
87.03
IV
24.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
93.89
IV
19.7%
B/E move
4.5%
Puts
Pseudo strike
88.01
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
93.14
IV
19.8%
B/E move
3.9%
Puts
Pseudo strike
88.88
IV
23.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
92.47
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
89.72
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
91.82
IV
20.4%
B/E move
3.1%
Puts
Pseudo strike
90.47
IV
22.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
91.17
IV
20.9%
B/E move
2.8%
Puts
Pseudo strike
91.18
IV
22.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
90.49
IV
21.3%
B/E move
2.4%
Puts
Pseudo strike
91.84
IV
21.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
89.75
IV
22.1%
B/E move
2.1%
Puts
Pseudo strike
92.50
IV
20.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
88.90
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
93.17
IV
20.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
88.10
IV
23.4%
B/E move
1.6%
Puts
Pseudo strike
93.91
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
87.47
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
94.56
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
85.96
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
95.91
IV
21.1%
B/E move
0.3%

Options history

FDMO20.1021.7423.382026-10-20: 20.33%2026-10-21: 23.15%Oct 20Oct 21
Table
DateIV
20.33%
23.15%