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Fidelity Fundamental Developed International ETF FFDI

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Market datapartial · fetched 2026-10-23T12:33:09.486Z

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 · 2026-10-23T00:00:02.705595971Z

FundamentalsAlpha Vantage · unavailable

Share price$30.52
1D+0.2%
AH$30.47$30.50$30.53$30.55$30.585:30 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$0.58$0.79$1.01$1.23$1.45$27.37$29.09$30.80$32.52$34.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFDI spot · $30.52FFDI PRICE$0.60$0.60$0.61$0.64$0.69$0.75$0.83$0.91$1.00$0.60$0.63$0.66$0.71$0.77$0.83$0.89$0.96$1.04$1.12$1.21$1.30$1.38
PutsExpensive1.60×
CallsExpensive3.11×
SkewBullish-6.65 pp
Implied moveBearish±$1.72
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.7169.1%22.2%27.0558.5%13.3%
25Δ34.0350.7%13.5%28.2647.0%9.5%
30Δ32.7140.0%9.2%29.1038.7%6.8%
35Δ31.9133.5%6.6%29.6134.2%5.3%
40Δ31.4630.3%5.3%30.0730.2%4.0%
45Δ31.0127.1%4.1%30.3627.9%3.3%
50Δ30.7525.6%3.5%30.6425.6%2.5%
55Δ30.5024.2%2.9%30.9323.3%1.8%
60Δ30.2422.8%2.3%31.1321.7%1.4%
65Δ31.3020.4%1.1%
70Δ31.4719.0%0.9%
75Δ31.6417.7%0.6%
80Δ31.8216.3%0.3%

20Δ

Calls
Pseudo strike
36.71
IV
69.1%
B/E move
22.2%
Puts
Pseudo strike
27.05
IV
58.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
34.03
IV
50.7%
B/E move
13.5%
Puts
Pseudo strike
28.26
IV
47.0%
B/E move
9.5%

30Δ

Calls
Pseudo strike
32.71
IV
40.0%
B/E move
9.2%
Puts
Pseudo strike
29.10
IV
38.7%
B/E move
6.8%

35Δ

Calls
Pseudo strike
31.91
IV
33.5%
B/E move
6.6%
Puts
Pseudo strike
29.61
IV
34.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
31.46
IV
30.3%
B/E move
5.3%
Puts
Pseudo strike
30.07
IV
30.2%
B/E move
4.0%

45Δ

Calls
Pseudo strike
31.01
IV
27.1%
B/E move
4.1%
Puts
Pseudo strike
30.36
IV
27.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
30.75
IV
25.6%
B/E move
3.5%
Puts
Pseudo strike
30.64
IV
25.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
30.50
IV
24.2%
B/E move
2.9%
Puts
Pseudo strike
30.93
IV
23.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
30.24
IV
22.8%
B/E move
2.3%
Puts
Pseudo strike
31.13
IV
21.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.30
IV
20.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.47
IV
19.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.64
IV
17.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.82
IV
16.3%
B/E move
0.3%

Options history

No recorded observations