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Fidelity Fundamental Developed International ETF FFDI

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Market dataready · fetched 2026-10-23T13:31:46.542Z

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 · ready · fetched 2026-10-23T13:31:46.249748+00:00

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$0.47$1.69$2.91$4.14$5.36$26.62$28.48$30.34$32.20$34.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFDI spot · $30.52FFDI PRICE$0.60$0.60$0.60$0.61$0.66$0.70$0.77$0.83$0.89$0.95$0.60$0.66$0.70$0.77$0.84$0.94$1.03$1.13$1.39$1.64$1.99$3.04$5.01
PutsExpensive2.04×
CallsExpensive2.86×
SkewBearish+4.29 pp
Implied moveBearish±$1.80
TiltBearish46.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.7169.2%22.2%27.0558.7%13.4%
25Δ34.0350.7%13.5%28.1848.8%9.8%
30Δ32.6939.6%9.1%29.0341.0%7.2%
35Δ31.8732.4%6.4%29.5536.7%5.7%
40Δ31.4228.9%5.1%30.0432.8%4.3%
45Δ30.9925.5%3.8%30.3730.9%3.6%
50Δ30.7623.8%3.3%30.6929.0%2.8%
55Δ30.5322.1%2.8%31.0127.2%2.1%
60Δ30.3120.5%2.2%31.3628.0%1.8%
65Δ30.0818.8%1.7%31.7128.7%1.5%
70Δ32.1430.6%1.2%
75Δ33.1939.7%1.2%
80Δ35.1654.4%1.2%

20Δ

Calls
Pseudo strike
36.71
IV
69.2%
B/E move
22.2%
Puts
Pseudo strike
27.05
IV
58.7%
B/E move
13.4%

25Δ

Calls
Pseudo strike
34.03
IV
50.7%
B/E move
13.5%
Puts
Pseudo strike
28.18
IV
48.8%
B/E move
9.8%

30Δ

Calls
Pseudo strike
32.69
IV
39.6%
B/E move
9.1%
Puts
Pseudo strike
29.03
IV
41.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
31.87
IV
32.4%
B/E move
6.4%
Puts
Pseudo strike
29.55
IV
36.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
31.42
IV
28.9%
B/E move
5.1%
Puts
Pseudo strike
30.04
IV
32.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
30.99
IV
25.5%
B/E move
3.8%
Puts
Pseudo strike
30.37
IV
30.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
30.76
IV
23.8%
B/E move
3.3%
Puts
Pseudo strike
30.69
IV
29.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
30.53
IV
22.1%
B/E move
2.8%
Puts
Pseudo strike
31.01
IV
27.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
30.31
IV
20.5%
B/E move
2.2%
Puts
Pseudo strike
31.36
IV
28.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
30.08
IV
18.8%
B/E move
1.7%
Puts
Pseudo strike
31.71
IV
28.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.14
IV
30.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.19
IV
39.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.16
IV
54.4%
B/E move
1.2%

Options history

No recorded observations