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Fidelity Fundamental Large Cap Value ETF FFLV

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Market datapartial · fetched 2026-10-23T15:55:01.722Z

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 · 2026-10-23T00:00:02.703830813Z

FundamentalsAlpha Vantage · unavailable

Share price$28.79
1D+0.0%
AH$28.70$28.70$28.71$28.72$28.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFLV
Sold putSold callAH

Fidelity Fundamental Large Cap Value ETF options

Live interpolated FFLV call and put midpoint premiums by absolute delta.Fidelity Fundamental Large Cap Value ETF$0.49$1.38$2.27$3.16$4.05$25.21$26.73$28.25$29.78$31.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFLV spot · $28.79FFLV PRICE$0.58$0.62$0.66$0.69$0.73$0.73$0.74$0.75$0.76$0.77$0.77$0.59$0.62$0.66$0.70$0.75$0.81$0.87$1.31$1.80$2.30$2.80$3.30$3.79
PutsExpensive4.07×
CallsExpensive2.22×
SkewBearish+13.42 pp
Implied moveBearish±$1.59
TiltBearish44.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.2562.3%14.3%
25Δ26.1353.3%11.4%
30Δ30.9140.9%9.4%27.0244.4%8.4%
35Δ30.4136.6%7.8%27.9035.5%5.5%
40Δ29.9132.2%6.2%28.2931.9%4.3%
45Δ29.4127.9%4.6%28.6229.0%3.4%
50Δ28.9824.0%3.2%28.9626.0%2.4%
55Δ28.8722.0%2.8%29.5027.8%2.1%
60Δ28.7720.0%2.5%30.0730.3%1.8%
65Δ28.6618.0%2.1%30.6432.7%1.6%
70Δ28.5516.0%1.8%31.2135.2%1.3%
75Δ28.4414.1%1.5%31.7937.7%1.0%
80Δ28.3312.1%1.1%32.3640.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.25
IV
62.3%
B/E move
14.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.13
IV
53.3%
B/E move
11.4%

30Δ

Calls
Pseudo strike
30.91
IV
40.9%
B/E move
9.4%
Puts
Pseudo strike
27.02
IV
44.4%
B/E move
8.4%

35Δ

Calls
Pseudo strike
30.41
IV
36.6%
B/E move
7.8%
Puts
Pseudo strike
27.90
IV
35.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
29.91
IV
32.2%
B/E move
6.2%
Puts
Pseudo strike
28.29
IV
31.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
29.41
IV
27.9%
B/E move
4.6%
Puts
Pseudo strike
28.62
IV
29.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
28.98
IV
24.0%
B/E move
3.2%
Puts
Pseudo strike
28.96
IV
26.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
28.87
IV
22.0%
B/E move
2.8%
Puts
Pseudo strike
29.50
IV
27.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
28.77
IV
20.0%
B/E move
2.5%
Puts
Pseudo strike
30.07
IV
30.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
28.66
IV
18.0%
B/E move
2.1%
Puts
Pseudo strike
30.64
IV
32.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
28.55
IV
16.0%
B/E move
1.8%
Puts
Pseudo strike
31.21
IV
35.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
28.44
IV
14.1%
B/E move
1.5%
Puts
Pseudo strike
31.79
IV
37.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
28.33
IV
12.1%
B/E move
1.1%
Puts
Pseudo strike
32.36
IV
40.2%
B/E move
0.8%

Options history

FFLV24.1924.5324.872026-10-20: 24.24%2026-10-21: 24.82%Oct 20Oct 21
Table
DateIV
24.24%
24.82%