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Fidelity High Dividend ETF FDVV

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Market datapartial · fetched 2026-11-11T14:26:15.252Z

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 · 2026-11-11T13:18:01.250009348Z

FundamentalsAlpha Vantage · unavailable

Share price$62.40
1D
Price history unavailable.

Fidelity High Dividend ETF options

Live interpolated FDVV call and put midpoint premiums by absolute delta.Fidelity High Dividend ETF$0.11$1.05$1.99$2.93$3.87$55.39$58.98$62.56$66.14$69.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDVV spot · $62.40FDVV PRICE$0.21$0.33$0.47$0.61$0.76$0.86$0.89$0.92$0.94$1.02$1.10$1.19$1.27$0.54$0.71$0.87$0.98$1.06$1.10$1.15$1.32$1.89$2.46$3.03$3.60
Puts——
CallsCheap0.34×
Skew——
Implied moveBearish±$1.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.1318.9%3.1%
25Δ63.8420.2%2.8%60.5031.9%3.9%
30Δ63.6122.2%2.7%60.8134.9%3.7%
35Δ63.3824.2%2.6%61.1836.0%3.3%
40Δ63.1526.2%2.4%61.6833.9%2.7%
45Δ62.9026.5%2.2%62.1131.3%2.2%
50Δ62.6223.8%1.8%62.4428.0%1.7%
55Δ62.3321.1%1.4%62.7624.7%1.3%
60Δ62.0518.4%1.0%63.1722.8%0.9%
65Δ61.8616.9%0.8%63.8124.8%0.8%
70Δ61.6915.8%0.6%64.4626.8%0.6%
75Δ61.5214.6%0.5%65.1128.8%0.5%
80Δ61.3513.4%0.4%65.7530.8%0.4%

20Δ

Calls
Pseudo strike
64.13
IV
18.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.84
IV
20.2%
B/E move
2.8%
Puts
Pseudo strike
60.50
IV
31.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
63.61
IV
22.2%
B/E move
2.7%
Puts
Pseudo strike
60.81
IV
34.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
63.38
IV
24.2%
B/E move
2.6%
Puts
Pseudo strike
61.18
IV
36.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
63.15
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
61.68
IV
33.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
62.90
IV
26.5%
B/E move
2.2%
Puts
Pseudo strike
62.11
IV
31.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
62.62
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
62.44
IV
28.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
62.33
IV
21.1%
B/E move
1.4%
Puts
Pseudo strike
62.76
IV
24.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
62.05
IV
18.4%
B/E move
1.0%
Puts
Pseudo strike
63.17
IV
22.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
61.86
IV
16.9%
B/E move
0.8%
Puts
Pseudo strike
63.81
IV
24.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
61.69
IV
15.8%
B/E move
0.6%
Puts
Pseudo strike
64.46
IV
26.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
61.52
IV
14.6%
B/E move
0.5%
Puts
Pseudo strike
65.11
IV
28.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.35
IV
13.4%
B/E move
0.4%
Puts
Pseudo strike
65.75
IV
30.8%
B/E move
0.4%

Options history

IV · four-Friday blend15.77%
Daily close
FDVV13.0%21.9%30.7%2026-08-13: 17.41%2026-08-14: 17.28%2026-08-17: 18.23%2026-08-18: 18.41%2026-08-20: 19.52%2026-08-21: 14.41%2026-08-24: 15.67%2026-08-25: 16.53%2026-08-26: 16.06%2026-08-27: 15.07%2026-08-28: 14.64%2026-08-31: 15.58%2026-09-01: 15.44%2026-09-02: 15.12%2026-09-04: 15.63%2026-09-08: 16.46%2026-09-09: 15.90%2026-09-10: 17.42%2026-09-11: 17.25%2026-09-14: 19.27%2026-09-15: 19.44%2026-09-16: 22.83%2026-09-17: 29.47%2026-09-18: 16.54%2026-09-21: 16.05%2026-09-22: 15.66%2026-09-23: 16.93%2026-09-24: 14.29%2026-09-25: 16.03%2026-09-28: 17.16%2026-09-29: 17.57%2026-09-30: 16.44%2026-10-01: 16.89%2026-10-02: 16.54%2026-10-05: 17.52%2026-10-06: 17.80%2026-10-07: 18.81%2026-10-08: 19.25%2026-10-09: 18.22%2026-10-12: 18.70%2026-10-13: 17.65%2026-10-14: 21.54%2026-10-16: 14.44%2026-10-19: 15.71%2026-10-20: 14.24%2026-10-21: 14.83%2026-10-22: 15.87%2026-10-23: 14.49%2026-10-26: 16.12%2026-10-27: 15.48%2026-10-28: 16.00%2026-10-29: 15.36%2026-10-30: 15.77%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.41%
17.28%
18.23%
18.41%
19.52%
14.41%
15.67%
16.53%
16.06%
15.07%
14.64%
15.58%
15.44%
15.12%
15.63%
16.46%
15.90%
17.42%
17.25%
19.27%
19.44%
22.83%
29.47%
16.54%
16.05%
15.66%
16.93%
14.29%
16.03%
17.16%
17.57%
16.44%
16.89%
16.54%
17.52%
17.80%
18.81%
19.25%
18.22%
18.70%
17.65%
21.54%
14.44%
15.71%
14.24%
14.83%
15.87%
14.49%
16.12%
15.48%
16.00%
15.36%
15.77%