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Fidelity Fundamental Large Cap Value ETF FFLV

i

Market dataready · fetched 2026-11-13T02:09:54.055Z

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 · 2026-11-13T01:00:02.846464159Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:53.456603+00:00

Share price$29.14
1D-0.3%
AH$29.19$29.23$29.28$29.32$29.365:30 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$0.51$0.66$0.81$0.95$1.10$28.09$28.55$29.00$29.46$29.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FFLV spot · $29.14FFLV PRICE$0.53$0.53$0.53$0.57$0.63$0.69$0.75$0.81$0.87$0.93$1.00$1.06$0.53$0.53$0.53$0.54$0.56$0.58$0.63$0.69$0.74$0.80$0.85$0.91
Puts——
Calls——
Skew——
Implied moveBullish±$1.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.00102.7%12.6%
25Δ32.0988.2%11.9%27.1578.8%8.6%
30Δ30.9268.6%7.9%27.9162.1%6.0%
35Δ30.2355.5%5.5%28.3153.6%4.7%
40Δ29.8248.9%4.3%28.6646.0%3.6%
45Δ29.5545.7%3.6%29.0138.6%2.4%
50Δ29.2842.5%2.8%29.1536.4%2.1%
55Δ29.0139.3%2.1%29.3034.2%1.8%
60Δ28.8736.7%1.8%29.4532.0%1.5%
65Δ28.7334.1%1.6%29.5929.7%1.2%
70Δ28.5931.5%1.3%29.7427.5%0.9%
75Δ28.4528.9%1.1%29.8925.3%0.5%
80Δ28.3126.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.00
IV
102.7%
B/E move
12.6%

25Δ

Calls
Pseudo strike
32.09
IV
88.2%
B/E move
11.9%
Puts
Pseudo strike
27.15
IV
78.8%
B/E move
8.6%

30Δ

Calls
Pseudo strike
30.92
IV
68.6%
B/E move
7.9%
Puts
Pseudo strike
27.91
IV
62.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
30.23
IV
55.5%
B/E move
5.5%
Puts
Pseudo strike
28.31
IV
53.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
29.82
IV
48.9%
B/E move
4.3%
Puts
Pseudo strike
28.66
IV
46.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
29.55
IV
45.7%
B/E move
3.6%
Puts
Pseudo strike
29.01
IV
38.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
29.28
IV
42.5%
B/E move
2.8%
Puts
Pseudo strike
29.15
IV
36.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
29.01
IV
39.3%
B/E move
2.1%
Puts
Pseudo strike
29.30
IV
34.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
28.87
IV
36.7%
B/E move
1.8%
Puts
Pseudo strike
29.45
IV
32.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
28.73
IV
34.1%
B/E move
1.6%
Puts
Pseudo strike
29.59
IV
29.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.59
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
29.74
IV
27.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.45
IV
28.9%
B/E move
1.1%
Puts
Pseudo strike
29.89
IV
25.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
28.31
IV
26.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.67%
Daily close
FFLV21.7%38.5%55.4%2026-08-14: 28.79%2026-08-17: 31.14%2026-08-18: 35.16%2026-08-19: 38.27%2026-08-20: 43.66%2026-08-21: 23.98%2026-08-24: 24.55%2026-08-25: 24.34%2026-08-26: 25.14%2026-08-27: 24.63%2026-08-28: 25.58%2026-08-31: 26.54%2026-09-01: 26.85%2026-09-02: 26.41%2026-09-03: 26.91%2026-09-04: 27.42%2026-09-08: 29.26%2026-09-09: 30.12%2026-09-10: 31.52%2026-09-11: 31.45%2026-09-14: 35.52%2026-09-15: 39.21%2026-09-16: 42.29%2026-09-17: 53.11%2026-09-18: 26.80%2026-09-21: 24.50%2026-09-22: 24.73%2026-09-23: 24.64%2026-09-24: 24.79%2026-09-25: 24.73%2026-09-28: 25.79%2026-09-29: 26.20%2026-09-30: 27.00%2026-10-01: 27.00%2026-10-02: 27.00%2026-10-05: 26.98%2026-10-06: 27.83%2026-10-07: 28.52%2026-10-08: 29.07%2026-10-09: 29.88%2026-10-12: 34.01%2026-10-13: 36.10%2026-10-14: 39.74%2026-10-15: 46.64%2026-10-16: 24.60%2026-10-19: 25.10%2026-10-20: 24.05%2026-10-21: 24.97%2026-10-22: 25.44%2026-10-23: 25.80%2026-10-26: 26.78%2026-10-27: 27.46%2026-10-28: 27.55%2026-10-29: 26.55%2026-10-30: 27.67%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
28.79%
31.14%
35.16%
38.27%
43.66%
23.98%
24.55%
24.34%
25.14%
24.63%
25.58%
26.54%
26.85%
26.41%
26.91%
27.42%
29.26%
30.12%
31.52%
31.45%
35.52%
39.21%
42.29%
53.11%
26.80%
24.50%
24.73%
24.64%
24.79%
24.73%
25.79%
26.20%
27.00%
27.00%
27.00%
26.98%
27.83%
28.52%
29.07%
29.88%
34.01%
36.10%
39.74%
46.64%
24.60%
25.10%
24.05%
24.97%
25.44%
25.80%
26.78%
27.46%
27.55%
26.55%
27.67%