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Fidelity Dividend ETF for Rising Rates FDRR

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Market datapartial · fetched 2026-10-22T21:25:11.905Z

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 · 2026-10-22T20:10:00.001464908Z

FundamentalsAlpha Vantage · unavailable

Share price$69.26
1D+0.2%
AH$68.78$68.90$69.02$69.13$69.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDRR
Sold putSold callAH

Fidelity Dividend ETF for Rising Rates options

Live interpolated FDRR call and put midpoint premiums by absolute delta.Fidelity Dividend ETF for Rising Rates$1.25$1.71$2.17$2.63$3.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFDRR PRICE$1.30$1.55$1.81$2.09$2.39$1.80$2.16$2.55$2.96
PutsExpensive1.32×
CallsFair0.96×
SkewBearish+4.16 pp
Implied move——
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ68.8912.5%1.3%70.4016.3%1.0%
65Δ68.5312.8%1.2%70.8817.1%0.8%
70Δ68.1713.1%1.0%71.4017.4%0.6%
75Δ67.7913.2%0.9%71.9417.6%0.4%
80Δ67.3813.0%0.7%

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
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
68.89
IV
12.5%
B/E move
1.3%
Puts
Pseudo strike
70.40
IV
16.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
68.53
IV
12.8%
B/E move
1.2%
Puts
Pseudo strike
70.88
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
68.17
IV
13.1%
B/E move
1.0%
Puts
Pseudo strike
71.40
IV
17.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
67.79
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
71.94
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
67.38
IV
13.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

FDRR15.0615.2315.412026-10-20: 15.38%2026-10-21: 15.08%Oct 20Oct 21
Table
DateIV
15.38%
15.08%