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Fidelity Momentum Factor ETF FDMO

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Market datapartial · fetched 2026-10-22T16:51:32.582Z

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 · 2026-10-22T16:49:56.409510517Z

FundamentalsAlpha Vantage · unavailable

Share price$90.60
1D-1.5%
$90.48$90.91$91.34$91.77$92.195:30 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$0.53$1.85$3.18$4.51$5.84$83.84$87.53$91.22$94.91$98.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDMO spot · $90.60FDMO PRICE$0.67$0.81$0.98$1.21$1.49$1.79$2.08$2.47$3.05$3.77$4.52$5.45$5.32$0.85$0.96$1.17$1.39$1.63$1.90$2.19$2.41$2.68$3.00$3.42$3.86$4.21
PutsExpensive1.13×
CallsExpensive1.61×
SkewBullish-1.98 pp
Implied moveBearish±$4.27
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.5824.3%7.3%85.1828.8%6.9%
25Δ94.9621.8%5.7%87.0324.2%5.0%
30Δ93.9120.6%4.7%87.9923.3%4.2%
35Δ93.1320.8%4.1%88.8722.4%3.4%
40Δ92.4321.1%3.7%89.6421.6%2.9%
45Δ91.7421.3%3.2%90.3621.1%2.4%
50Δ91.0521.2%2.8%91.0320.7%1.9%
55Δ90.3521.6%2.5%91.6419.6%1.5%
60Δ89.5623.0%2.2%92.2318.7%1.2%
65Δ88.6624.9%2.0%92.8218.2%0.9%
70Δ87.6725.9%1.7%93.4517.9%0.6%
75Δ86.5027.3%1.5%94.0917.6%0.4%
80Δ86.2122.8%1.0%94.6316.5%0.2%

20Δ

Calls
Pseudo strike
96.58
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
85.18
IV
28.8%
B/E move
6.9%

25Δ

Calls
Pseudo strike
94.96
IV
21.8%
B/E move
5.7%
Puts
Pseudo strike
87.03
IV
24.2%
B/E move
5.0%

30Δ

Calls
Pseudo strike
93.91
IV
20.6%
B/E move
4.7%
Puts
Pseudo strike
87.99
IV
23.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
93.13
IV
20.8%
B/E move
4.1%
Puts
Pseudo strike
88.87
IV
22.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
92.43
IV
21.1%
B/E move
3.7%
Puts
Pseudo strike
89.64
IV
21.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
91.74
IV
21.3%
B/E move
3.2%
Puts
Pseudo strike
90.36
IV
21.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
91.05
IV
21.2%
B/E move
2.8%
Puts
Pseudo strike
91.03
IV
20.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
90.35
IV
21.6%
B/E move
2.5%
Puts
Pseudo strike
91.64
IV
19.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
89.56
IV
23.0%
B/E move
2.2%
Puts
Pseudo strike
92.23
IV
18.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
88.66
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
92.82
IV
18.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
87.67
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
93.45
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
86.50
IV
27.3%
B/E move
1.5%
Puts
Pseudo strike
94.09
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
86.21
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
94.63
IV
16.5%
B/E move
0.2%

Options history

No recorded observations