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Fidelity Fundamental Developed International ETF FFDI

i

Market datapartial · fetched 2026-11-12T14:56:09.028Z

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 · 2026-11-12T01:00:02.659747793Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:07.147820+00:00

Share price$31.12
1D+0.5%
AH$30.94$30.99$31.04$31.09$31.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFDI
Sold putSold callAH

Fidelity Fundamental Developed International ETF options

Live interpolated FFDI call and put midpoint premiums by absolute delta.Fidelity Fundamental Developed International ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFFDI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
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
60Δ
65Δ
70Δ
75Δ
80Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend22.86%
Daily close
FFDI19.0%33.1%47.2%2026-08-14: 26.43%2026-08-17: 29.73%2026-08-18: 31.96%2026-08-19: 34.50%2026-08-20: 40.63%2026-08-21: 21.12%2026-08-24: 22.00%2026-08-25: 22.07%2026-08-26: 21.59%2026-08-27: 22.03%2026-08-28: 21.46%2026-08-31: 23.06%2026-09-01: 23.70%2026-09-02: 24.17%2026-09-03: 23.45%2026-09-04: 23.38%2026-09-08: 25.07%2026-09-09: 26.69%2026-09-10: 27.96%2026-09-11: 27.84%2026-09-14: 30.87%2026-09-15: 33.98%2026-09-16: 34.97%2026-09-17: 45.30%2026-09-18: 22.42%2026-09-21: 22.17%2026-09-22: 20.95%2026-09-23: 21.16%2026-09-24: 21.66%2026-09-25: 21.39%2026-09-28: 21.96%2026-09-29: 22.47%2026-09-30: 22.53%2026-10-01: 23.42%2026-10-02: 23.50%2026-10-05: 24.15%2026-10-06: 24.36%2026-10-07: 25.49%2026-10-08: 26.22%2026-10-09: 26.80%2026-10-12: 30.45%2026-10-13: 31.84%2026-10-14: 35.02%2026-10-15: 42.05%2026-10-16: 21.05%2026-10-19: 21.80%2026-10-20: 21.16%2026-10-21: 21.54%2026-10-22: 22.54%2026-10-23: 22.71%2026-10-26: 22.45%2026-10-27: 21.99%2026-10-28: 21.91%2026-10-29: 22.00%2026-10-30: 22.86%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.43%
29.73%
31.96%
34.50%
40.63%
21.12%
22.00%
22.07%
21.59%
22.03%
21.46%
23.06%
23.70%
24.17%
23.45%
23.38%
25.07%
26.69%
27.96%
27.84%
30.87%
33.98%
34.97%
45.30%
22.42%
22.17%
20.95%
21.16%
21.66%
21.39%
21.96%
22.47%
22.53%
23.42%
23.50%
24.15%
24.36%
25.49%
26.22%
26.80%
30.45%
31.84%
35.02%
42.05%
21.05%
21.80%
21.16%
21.54%
22.54%
22.71%
22.45%
21.99%
21.91%
22.00%
22.86%