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Fidelity Fundamental Global ex-U.S. ETF FFGX

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Market datapartial · fetched 2026-10-22T23:57:39.295Z

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 · 2026-10-22T22:30:02.732637938Z

FundamentalsAlpha Vantage · unavailable

Share price$32.00
1D-0.2%
AH$31.98$32.02$32.05$32.09$32.125:30 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$0.61$1.00$1.39$1.77$2.16$28.23$30.22$32.21$34.20$36.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFGX spot · $32.00FFGX PRICE$0.65$0.65$0.68$0.74$0.82$0.91$1.01$1.13$1.28$1.44$0.68$0.74$0.80$0.87$0.94$1.00$1.08$1.16$1.24$1.31$1.54$1.80$2.05
PutsExpensive1.75×
CallsExpensive3.15×
SkewBullish-4.69 pp
Implied moveBearish±$2.09
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7671.0%23.2%28.1362.4%14.2%
25Δ35.8552.1%14.1%29.3951.8%10.5%
30Δ34.4542.3%9.8%30.2944.2%7.9%
35Δ33.6637.3%7.5%30.9738.7%5.9%
40Δ33.0533.7%5.8%31.4235.0%4.7%
45Δ32.6531.6%4.9%31.8631.4%3.6%
50Δ32.2629.7%4.0%32.1828.8%2.8%
55Δ31.9028.2%3.2%32.4426.7%2.2%
60Δ31.5927.5%2.7%32.7024.6%1.7%
65Δ31.2826.8%2.2%32.9622.5%1.1%
70Δ33.2822.3%0.8%
75Δ33.6122.4%0.6%
80Δ33.9422.4%0.4%

20Δ

Calls
Pseudo strike
38.76
IV
71.0%
B/E move
23.2%
Puts
Pseudo strike
28.13
IV
62.4%
B/E move
14.2%

25Δ

Calls
Pseudo strike
35.85
IV
52.1%
B/E move
14.1%
Puts
Pseudo strike
29.39
IV
51.8%
B/E move
10.5%

30Δ

Calls
Pseudo strike
34.45
IV
42.3%
B/E move
9.8%
Puts
Pseudo strike
30.29
IV
44.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
33.66
IV
37.3%
B/E move
7.5%
Puts
Pseudo strike
30.97
IV
38.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
33.05
IV
33.7%
B/E move
5.8%
Puts
Pseudo strike
31.42
IV
35.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
32.65
IV
31.6%
B/E move
4.9%
Puts
Pseudo strike
31.86
IV
31.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
32.26
IV
29.7%
B/E move
4.0%
Puts
Pseudo strike
32.18
IV
28.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
31.90
IV
28.2%
B/E move
3.2%
Puts
Pseudo strike
32.44
IV
26.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
31.59
IV
27.5%
B/E move
2.7%
Puts
Pseudo strike
32.70
IV
24.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
31.28
IV
26.8%
B/E move
2.2%
Puts
Pseudo strike
32.96
IV
22.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.28
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.61
IV
22.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.94
IV
22.4%
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%