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Fidelity International High Dividend ETF FIDI

i

Market dataready · fetched 2026-11-11T14:31:08.291Z

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 · 2026-11-11T14:30:00.901815186Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:31:07.670734+00:00

Share price$28.65
1D+0.0%
$28.64$28.64$28.65$28.66$28.665:30 AM6:30 AM9:00 AM1:00 PMFIDI
Sold putSold call

Fidelity International High Dividend ETF options

Live interpolated FIDI call and put midpoint premiums by absolute delta.Fidelity International High Dividend ETF$2.37$3.13$3.89$4.65$5.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFIDI PRICE$2.45$2.47$2.55$5.03$5.03$5.03$2.45$2.45$2.45$2.45$2.45$2.45$5.03$5.03$5.03$5.03$5.03$5.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.90356.0%35.6%
25Δ23.42282.0%26.8%
30Δ25.30229.7%20.3%
35Δ26.70191.2%15.4%
40Δ27.75161.7%11.7%
45Δ28.54138.8%8.9%
50Δ
55Δ28.61132.4%8.4%31.18194.7%8.7%
60Δ27.88113.6%5.9%31.78171.4%6.6%
65Δ27.37101.9%4.4%32.24151.8%5.0%
70Δ25.67194.2%7.1%32.61134.2%3.7%
75Δ24.94164.9%4.6%32.99116.6%2.4%
80Δ24.54141.6%3.2%33.34104.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.90
IV
356.0%
B/E move
35.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.42
IV
282.0%
B/E move
26.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.30
IV
229.7%
B/E move
20.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.70
IV
191.2%
B/E move
15.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.75
IV
161.7%
B/E move
11.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.54
IV
138.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
28.61
IV
132.4%
B/E move
8.4%
Puts
Pseudo strike
31.18
IV
194.7%
B/E move
8.7%

60Δ

Calls
Pseudo strike
27.88
IV
113.6%
B/E move
5.9%
Puts
Pseudo strike
31.78
IV
171.4%
B/E move
6.6%

65Δ

Calls
Pseudo strike
27.37
IV
101.9%
B/E move
4.4%
Puts
Pseudo strike
32.24
IV
151.8%
B/E move
5.0%

70Δ

Calls
Pseudo strike
25.67
IV
194.2%
B/E move
7.1%
Puts
Pseudo strike
32.61
IV
134.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
24.94
IV
164.9%
B/E move
4.6%
Puts
Pseudo strike
32.99
IV
116.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
24.54
IV
141.6%
B/E move
3.2%
Puts
Pseudo strike
33.34
IV
104.7%
B/E move
1.7%

Options history

IV · four-Friday blend26.71%
Daily close
FIDI21.3%41.2%61.2%2026-08-13: 30.99%2026-08-14: 32.62%2026-08-17: 35.83%2026-08-18: 39.36%2026-08-19: 42.57%2026-08-20: 50.74%2026-08-21: 25.35%2026-08-24: 25.66%2026-08-25: 26.11%2026-08-26: 26.08%2026-08-27: 26.52%2026-08-28: 26.60%2026-08-31: 28.05%2026-09-01: 26.84%2026-09-02: 28.62%2026-09-03: 27.93%2026-09-04: 28.97%2026-09-08: 30.73%2026-09-09: 31.84%2026-09-10: 32.92%2026-09-11: 33.46%2026-09-14: 37.62%2026-09-15: 41.05%2026-09-16: 40.90%2026-09-17: 55.93%2026-09-18: 27.04%2026-09-21: 25.55%2026-09-22: 26.48%2026-09-23: 27.52%2026-09-24: 26.63%2026-09-25: 27.46%2026-09-28: 27.95%2026-09-29: 28.79%2026-09-30: 28.75%2026-10-01: 29.81%2026-10-02: 29.72%2026-10-05: 30.94%2026-10-06: 31.83%2026-10-07: 32.22%2026-10-08: 31.93%2026-10-09: 32.79%2026-10-12: 36.29%2026-10-13: 37.28%2026-10-14: 40.95%2026-10-15: 58.43%2026-10-16: 24.06%2026-10-19: 24.77%2026-10-20: 24.22%2026-10-21: 24.43%2026-10-22: 24.48%2026-10-23: 24.97%2026-10-26: 25.83%2026-10-27: 26.07%2026-10-28: 25.94%2026-10-29: 26.07%2026-10-30: 26.71%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.99%
32.62%
35.83%
39.36%
42.57%
50.74%
25.35%
25.66%
26.11%
26.08%
26.52%
26.60%
28.05%
26.84%
28.62%
27.93%
28.97%
30.73%
31.84%
32.92%
33.46%
37.62%
41.05%
40.90%
55.93%
27.04%
25.55%
26.48%
27.52%
26.63%
27.46%
27.95%
28.79%
28.75%
29.81%
29.72%
30.94%
31.83%
32.22%
31.93%
32.79%
36.29%
37.28%
40.95%
58.43%
24.06%
24.77%
24.22%
24.43%
24.48%
24.97%
25.83%
26.07%
25.94%
26.07%
26.71%