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Fidelity Fundamental Global ex-U.S. ETF FFGX

i

Market dataready · fetched 2026-10-23T16:41:59.643Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T14:46:52.513501482Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:41:57.347985+00:00

Share price$31.91
1D+0.2%
$31.84$31.86$31.88$31.90$31.935:30 AM6:30 AM9:00 AM1:00 PMFFGX
Sold putSold call

Fidelity Fundamental Global ex-U.S. ETF options

Live interpolated FFGX call and put midpoint premiums by absolute delta.Fidelity Fundamental Global ex-U.S. ETF$0.96$3.55$6.14$8.72$11.31$23.23$27.28$31.34$35.40$39.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFGX spot · $31.91FFGX PRICE$1.24$1.37$1.55$1.72$1.90$2.08$2.50$3.65$4.80$5.96$7.11$8.26$9.41$10.57
PutsExpensive1.79×
CallsExpensive1.74×
SkewBearish+5.58 pp
Implied moveBearish±$5.55
TiltBearish68.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ37.6536.2%21.9%
35Δ35.9132.0%16.8%
40Δ35.0230.1%14.6%
45Δ34.1328.2%12.4%32.5529.2%5.8%
50Δ33.2526.3%10.1%33.9530.9%5.1%
55Δ32.3624.4%7.9%35.3532.6%4.3%
60Δ36.7534.3%3.5%
65Δ38.1536.0%2.7%
70Δ39.5537.7%1.9%
75Δ40.9539.4%1.2%
80Δ42.3541.1%0.4%

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
37.65
IV
36.2%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
35.91
IV
32.0%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
35.02
IV
30.1%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
34.13
IV
28.2%
B/E move
12.4%
Puts
Pseudo strike
32.55
IV
29.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
33.25
IV
26.3%
B/E move
10.1%
Puts
Pseudo strike
33.95
IV
30.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
32.36
IV
24.4%
B/E move
7.9%
Puts
Pseudo strike
35.35
IV
32.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.75
IV
34.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.15
IV
36.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.55
IV
37.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.95
IV
39.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.35
IV
41.1%
B/E move
0.4%

Options history

FFGX25.6125.7625.922026-10-20: 25.63%2026-10-21: 25.90%Oct 20Oct 21
Table
DateIV
25.63%
25.90%