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Fidelity Fundamental Global ex-U.S. ETF FFGX

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Market dataready · fetched 2026-11-13T01:27:41.966Z

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 · 2026-11-13T01:00:02.784152825Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:41.592542+00:00

Share price$32.21
1D+0.0%
AH$32.27$32.28$32.29$32.29$32.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFGX
Sold putSold callAH

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$0.65$0.85$1.05$1.25$1.44$30.60$31.84$33.07$34.31$35.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FFGX spot · $32.21FFGX PRICE$0.68$0.68$0.68$0.70$0.74$0.81$0.89$0.96$1.05$1.13$1.22$1.30$1.39$0.68$0.68$0.70$0.74$0.79$0.83$0.91$0.99$1.06$1.14
Puts——
CallsExpensive1.99×
Skew——
Implied moveBalanced±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.19141.1%23.8%28.27118.4%14.3%
25Δ36.13103.5%14.3%29.7390.4%9.8%
30Δ34.5780.5%9.4%30.5875.0%7.2%
35Δ33.6967.0%6.8%31.1964.4%5.5%
40Δ33.0858.3%5.0%31.6256.9%4.3%
45Δ32.7153.8%4.1%32.0249.9%3.2%
50Δ32.3849.9%3.3%32.2646.8%2.7%
55Δ32.0546.0%2.5%32.5043.7%2.2%
60Δ31.8343.1%2.1%32.7340.6%1.7%
65Δ31.6340.3%1.7%32.9737.5%1.2%
70Δ31.4337.6%1.4%
75Δ31.2334.8%1.0%
80Δ31.0332.1%0.7%

20Δ

Calls
Pseudo strike
39.19
IV
141.1%
B/E move
23.8%
Puts
Pseudo strike
28.27
IV
118.4%
B/E move
14.3%

25Δ

Calls
Pseudo strike
36.13
IV
103.5%
B/E move
14.3%
Puts
Pseudo strike
29.73
IV
90.4%
B/E move
9.8%

30Δ

Calls
Pseudo strike
34.57
IV
80.5%
B/E move
9.4%
Puts
Pseudo strike
30.58
IV
75.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
33.69
IV
67.0%
B/E move
6.8%
Puts
Pseudo strike
31.19
IV
64.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
33.08
IV
58.3%
B/E move
5.0%
Puts
Pseudo strike
31.62
IV
56.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
32.71
IV
53.8%
B/E move
4.1%
Puts
Pseudo strike
32.02
IV
49.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
32.38
IV
49.9%
B/E move
3.3%
Puts
Pseudo strike
32.26
IV
46.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
32.05
IV
46.0%
B/E move
2.5%
Puts
Pseudo strike
32.50
IV
43.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
31.83
IV
43.1%
B/E move
2.1%
Puts
Pseudo strike
32.73
IV
40.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
31.63
IV
40.3%
B/E move
1.7%
Puts
Pseudo strike
32.97
IV
37.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
31.43
IV
37.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.23
IV
34.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.03
IV
32.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.56%
Daily close
FFGX20.3%36.2%52.1%2026-08-14: 26.29%2026-08-17: 29.58%2026-08-18: 32.58%2026-08-19: 37.33%2026-08-20: 43.98%2026-08-21: 22.69%2026-08-24: 23.07%2026-08-25: 22.94%2026-08-26: 22.74%2026-08-27: 23.25%2026-08-28: 22.45%2026-08-31: 24.01%2026-09-01: 24.62%2026-09-02: 24.78%2026-09-03: 24.17%2026-09-04: 24.26%2026-09-08: 26.36%2026-09-09: 27.28%2026-09-10: 29.13%2026-09-11: 28.73%2026-09-14: 32.41%2026-09-15: 38.61%2026-09-16: 40.32%2026-09-17: 49.90%2026-09-18: 25.99%2026-09-21: 25.47%2026-09-22: 25.43%2026-09-23: 26.02%2026-09-24: 25.95%2026-09-25: 25.23%2026-09-28: 25.73%2026-09-29: 26.50%2026-09-30: 26.51%2026-10-01: 27.43%2026-10-02: 27.68%2026-10-05: 28.43%2026-10-06: 28.68%2026-10-07: 29.40%2026-10-08: 29.95%2026-10-09: 30.16%2026-10-12: 34.23%2026-10-13: 35.97%2026-10-14: 38.55%2026-10-15: 45.42%2026-10-16: 25.49%2026-10-19: 25.77%2026-10-20: 25.63%2026-10-21: 25.89%2026-10-22: 26.88%2026-10-23: 27.24%2026-10-26: 27.02%2026-10-27: 27.36%2026-10-28: 26.64%2026-10-29: 26.64%2026-10-30: 27.56%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.29%
29.58%
32.58%
37.33%
43.98%
22.69%
23.07%
22.94%
22.74%
23.25%
22.45%
24.01%
24.62%
24.78%
24.17%
24.26%
26.36%
27.28%
29.13%
28.73%
32.41%
38.61%
40.32%
49.90%
25.99%
25.47%
25.43%
26.02%
25.95%
25.23%
25.73%
26.50%
26.51%
27.43%
27.68%
28.43%
28.68%
29.40%
29.95%
30.16%
34.23%
35.97%
38.55%
45.42%
25.49%
25.77%
25.63%
25.89%
26.88%
27.24%
27.02%
27.36%
26.64%
26.64%
27.56%