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Fidelity High Dividend ETF FDVV

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Market datapartial · fetched 2026-10-22T08:42:15.496Z

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 · 2026-10-22T00:00:00.147238555Z

FundamentalsAlpha Vantage · unavailable

Share price$61.97
1D-0.8%
AH$61.53$61.68$61.83$61.98$62.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDVV
Sold putSold callAH

Fidelity High Dividend ETF options

Live interpolated FDVV call and put midpoint premiums by absolute delta.Fidelity High Dividend ETF$0.37$1.69$3.01$4.33$5.65$57.47$59.54$61.61$63.68$65.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDVV spot · $61.97FDVV PRICE$0.51$0.62$0.68$0.75$0.80$0.84$0.89$0.97$1.15$1.32$1.50$1.81$2.17$0.65$0.70$0.77$0.82$0.86$0.89$1.10$1.39$1.68$1.97$2.25$4.66$5.27
PutsExpensive1.35×
CallsFair0.96×
SkewBearish+4.76 pp
Implied moveBearish±$1.99
TiltBearish24.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.3425.9%7.9%57.8831.7%7.6%
25Δ65.3624.4%6.5%59.3325.8%5.4%
30Δ64.3321.1%4.9%60.2522.3%4.0%
35Δ63.7319.2%4.1%60.9919.3%2.9%
40Δ63.2717.3%3.4%61.4317.0%2.3%
45Δ62.8115.4%2.7%61.8614.8%1.6%
50Δ62.3513.5%2.0%62.2614.9%1.3%
55Δ61.9312.1%1.5%62.6316.1%1.2%
60Δ61.6512.2%1.3%63.0117.3%1.0%
65Δ61.3612.2%1.2%63.4317.3%0.8%
70Δ61.0812.3%1.0%63.8617.3%0.6%
75Δ60.6912.6%0.8%66.0830.2%0.9%
80Δ60.2513.2%0.7%66.9029.4%0.6%

20Δ

Calls
Pseudo strike
66.34
IV
25.9%
B/E move
7.9%
Puts
Pseudo strike
57.88
IV
31.7%
B/E move
7.6%

25Δ

Calls
Pseudo strike
65.36
IV
24.4%
B/E move
6.5%
Puts
Pseudo strike
59.33
IV
25.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
64.33
IV
21.1%
B/E move
4.9%
Puts
Pseudo strike
60.25
IV
22.3%
B/E move
4.0%

35Δ

Calls
Pseudo strike
63.73
IV
19.2%
B/E move
4.1%
Puts
Pseudo strike
60.99
IV
19.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
63.27
IV
17.3%
B/E move
3.4%
Puts
Pseudo strike
61.43
IV
17.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
62.81
IV
15.4%
B/E move
2.7%
Puts
Pseudo strike
61.86
IV
14.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
62.35
IV
13.5%
B/E move
2.0%
Puts
Pseudo strike
62.26
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
61.93
IV
12.1%
B/E move
1.5%
Puts
Pseudo strike
62.63
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
61.65
IV
12.2%
B/E move
1.3%
Puts
Pseudo strike
63.01
IV
17.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
61.36
IV
12.2%
B/E move
1.2%
Puts
Pseudo strike
63.43
IV
17.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
61.08
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
63.86
IV
17.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
60.69
IV
12.6%
B/E move
0.8%
Puts
Pseudo strike
66.08
IV
30.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
60.25
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
66.90
IV
29.4%
B/E move
0.6%

Options history

No recorded observations