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Fidelity Dividend ETF for Rising Rates FDRR

i

Market dataready · fetched 2026-11-12T02:47:21.978Z

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 · 2026-11-12T01:00:00.103272025Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:21.608362+00:00

Share price$68.17
1D+0.4%
AH$67.78$67.93$68.09$68.24$68.395:30 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$0.69$0.98$1.27$1.56$1.84$64.49$66.27$68.05$69.83$71.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FDRR spot · $68.17FDRR PRICE$0.72$0.72$0.76$0.82$0.89$0.96$1.03$1.10$1.17$1.25$1.32$1.39$0.72$0.75$0.77$0.83$0.88$0.94$1.02$1.10$1.19$1.29$1.44$1.60$1.76
PutsExpensive1.66×
Calls——
Skew——
Implied moveBearish±$1.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4459.1%8.0%
25Δ71.9447.8%6.6%65.1846.1%5.5%
30Δ70.5037.5%4.5%66.2837.5%3.9%
35Δ69.6731.6%3.3%67.0232.4%2.9%
40Δ69.0727.9%2.5%67.4829.1%2.3%
45Δ68.6925.6%2.1%67.9425.8%1.7%
50Δ68.3423.5%1.7%68.2423.9%1.4%
55Δ68.0021.4%1.3%68.5122.2%1.1%
60Δ67.8019.9%1.1%68.7920.6%0.8%
65Δ67.6118.4%0.9%69.0519.1%0.6%
70Δ67.4117.0%0.7%69.3018.3%0.5%
75Δ67.2215.5%0.5%69.5417.4%0.3%
80Δ67.0214.1%0.4%69.7816.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.44
IV
59.1%
B/E move
8.0%

25Δ

Calls
Pseudo strike
71.94
IV
47.8%
B/E move
6.6%
Puts
Pseudo strike
65.18
IV
46.1%
B/E move
5.5%

30Δ

Calls
Pseudo strike
70.50
IV
37.5%
B/E move
4.5%
Puts
Pseudo strike
66.28
IV
37.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
69.67
IV
31.6%
B/E move
3.3%
Puts
Pseudo strike
67.02
IV
32.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
69.07
IV
27.9%
B/E move
2.5%
Puts
Pseudo strike
67.48
IV
29.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
68.69
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
67.94
IV
25.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
68.34
IV
23.5%
B/E move
1.7%
Puts
Pseudo strike
68.24
IV
23.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
68.00
IV
21.4%
B/E move
1.3%
Puts
Pseudo strike
68.51
IV
22.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
67.80
IV
19.9%
B/E move
1.1%
Puts
Pseudo strike
68.79
IV
20.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
67.61
IV
18.4%
B/E move
0.9%
Puts
Pseudo strike
69.05
IV
19.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
67.41
IV
17.0%
B/E move
0.7%
Puts
Pseudo strike
69.30
IV
18.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
67.22
IV
15.5%
B/E move
0.5%
Puts
Pseudo strike
69.54
IV
17.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
67.02
IV
14.1%
B/E move
0.4%
Puts
Pseudo strike
69.78
IV
16.6%
B/E move
0.2%

Options history

IV · four-Friday blend16.49%
Daily close
FDRR13.6%21.8%30.0%2026-08-13: 17.43%2026-08-14: 17.86%2026-08-17: 20.93%2026-08-18: 22.04%2026-08-19: 23.27%2026-08-20: 26.77%2026-08-21: 15.79%2026-08-24: 16.44%2026-08-25: 16.28%2026-08-26: 15.96%2026-08-27: 15.78%2026-08-28: 15.33%2026-08-31: 16.36%2026-09-01: 16.41%2026-09-02: 16.06%2026-09-03: 16.34%2026-09-04: 16.88%2026-09-08: 17.35%2026-09-09: 18.52%2026-09-10: 19.45%2026-09-11: 18.93%2026-09-14: 20.94%2026-09-15: 22.78%2026-09-16: 24.04%2026-09-17: 28.91%2026-09-18: 15.84%2026-09-21: 15.36%2026-09-22: 15.01%2026-09-23: 15.45%2026-09-24: 15.31%2026-09-25: 15.26%2026-09-28: 15.50%2026-09-29: 15.90%2026-09-30: 15.78%2026-10-01: 16.12%2026-10-02: 15.88%2026-10-05: 15.82%2026-10-06: 16.49%2026-10-07: 17.24%2026-10-08: 17.34%2026-10-09: 17.67%2026-10-12: 17.60%2026-10-13: 17.96%2026-10-14: 20.60%2026-10-15: 25.43%2026-10-16: 14.77%2026-10-19: 15.00%2026-10-20: 15.39%2026-10-21: 15.07%2026-10-22: 15.63%2026-10-23: 15.42%2026-10-26: 17.22%2026-10-27: 17.04%2026-10-28: 16.82%2026-10-29: 16.94%2026-10-30: 16.49%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.43%
17.86%
20.93%
22.04%
23.27%
26.77%
15.79%
16.44%
16.28%
15.96%
15.78%
15.33%
16.36%
16.41%
16.06%
16.34%
16.88%
17.35%
18.52%
19.45%
18.93%
20.94%
22.78%
24.04%
28.91%
15.84%
15.36%
15.01%
15.45%
15.31%
15.26%
15.50%
15.90%
15.78%
16.12%
15.88%
15.82%
16.49%
17.24%
17.34%
17.67%
17.60%
17.96%
20.60%
25.43%
14.77%
15.00%
15.39%
15.07%
15.63%
15.42%
17.22%
17.04%
16.82%
16.94%
16.49%