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Fidelity Fundamental Large Cap Value ETF FFLV

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Market datapartial · fetched 2026-10-23T03:01:48.414Z

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$0.55$0.74$0.93$1.11$1.30$25.90$27.29$28.67$30.05$31.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFLV spot · $28.79FFLV PRICE$0.57$0.58$0.60$0.65$0.70$0.75$0.78$0.81$0.84$0.87$0.90$0.92$0.57$0.59$0.63$0.67$0.73$0.79$0.84$0.91$0.98$1.04$1.11$1.18$1.25
PutsExpensive3.19×
CallsExpensive2.42×
SkewBearish+3.11 pp
Implied moveBearish±$1.60
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4559.3%13.6%
25Δ32.1951.3%13.8%26.6646.4%9.4%
30Δ30.8740.1%9.2%27.3939.2%7.0%
35Δ30.0933.2%6.6%27.9833.6%5.1%
40Δ29.6829.9%5.3%28.3130.7%4.2%
45Δ29.3127.2%4.3%28.6327.9%3.3%
50Δ28.9824.6%3.3%28.9525.1%2.4%
55Δ28.8422.6%2.9%29.1423.3%1.9%
60Δ28.7020.6%2.5%29.3121.8%1.6%
65Δ28.5618.7%2.1%29.4820.2%1.2%
70Δ28.4116.7%1.7%29.6518.6%0.9%
75Δ28.2714.7%1.3%29.8217.1%0.5%
80Δ28.1312.8%0.9%29.9915.5%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.45
IV
59.3%
B/E move
13.6%

25Δ

Calls
Pseudo strike
32.19
IV
51.3%
B/E move
13.8%
Puts
Pseudo strike
26.66
IV
46.4%
B/E move
9.4%

30Δ

Calls
Pseudo strike
30.87
IV
40.1%
B/E move
9.2%
Puts
Pseudo strike
27.39
IV
39.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
30.09
IV
33.2%
B/E move
6.6%
Puts
Pseudo strike
27.98
IV
33.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
29.68
IV
29.9%
B/E move
5.3%
Puts
Pseudo strike
28.31
IV
30.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
29.31
IV
27.2%
B/E move
4.3%
Puts
Pseudo strike
28.63
IV
27.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
28.98
IV
24.6%
B/E move
3.3%
Puts
Pseudo strike
28.95
IV
25.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
28.84
IV
22.6%
B/E move
2.9%
Puts
Pseudo strike
29.14
IV
23.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
28.70
IV
20.6%
B/E move
2.5%
Puts
Pseudo strike
29.31
IV
21.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
28.56
IV
18.7%
B/E move
2.1%
Puts
Pseudo strike
29.48
IV
20.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.41
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
29.65
IV
18.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.27
IV
14.7%
B/E move
1.3%
Puts
Pseudo strike
29.82
IV
17.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
28.13
IV
12.8%
B/E move
0.9%
Puts
Pseudo strike
29.99
IV
15.5%
B/E move
0.2%

Options history

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