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Fidelity International High Dividend ETF FIDI

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Market datapartial · fetched 2026-10-22T13:04:07.454Z

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 · 2026-10-22T00:00:00.105387927Z

FundamentalsAlpha Vantage · unavailable

Share price$28.76
1D-0.3%
AH$28.71$28.75$28.79$28.83$28.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIDI
Sold putSold callAH

Fidelity International High Dividend ETF options

Live interpolated FIDI call and put midpoint premiums by absolute delta.Fidelity International High Dividend ETF$0.32$0.67$1.02$1.37$1.73$24.15$26.38$28.62$30.86$33.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIDI spot · $28.76FIDI PRICE$0.61$0.63$0.63$0.66$0.70$0.74$0.79$0.88$0.96$1.04$1.12$1.34$1.62$0.63$0.35$0.67$0.71$0.75$0.80$0.84$0.90$0.96$1.03$1.10$1.16$1.23
PutsCheap0.62×
CallsCheap0.77×
SkewBullish-4.34 pp
Implied moveBearish±$1.63
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.0372.4%23.9%25.2163.2%14.5%
25Δ32.5355.7%15.3%27.6226.1%5.2%
30Δ31.0042.9%9.9%27.2142.0%7.7%
35Δ30.4738.4%8.2%27.6337.8%6.4%
40Δ29.9433.9%6.6%28.0433.5%5.1%
45Δ29.4129.3%4.9%28.4629.3%3.8%
50Δ28.9525.5%3.4%28.8825.1%2.5%
55Δ28.7324.1%2.9%29.1222.9%1.9%
60Δ28.5122.8%2.5%29.2821.3%1.5%
65Δ28.2921.4%2.0%29.4519.8%1.2%
70Δ28.0820.1%1.5%29.6218.3%0.8%
75Δ27.7720.2%1.2%29.7816.8%0.5%
80Δ27.4321.1%1.0%29.9515.3%0.1%

20Δ

Calls
Pseudo strike
35.03
IV
72.4%
B/E move
23.9%
Puts
Pseudo strike
25.21
IV
63.2%
B/E move
14.5%

25Δ

Calls
Pseudo strike
32.53
IV
55.7%
B/E move
15.3%
Puts
Pseudo strike
27.62
IV
26.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
31.00
IV
42.9%
B/E move
9.9%
Puts
Pseudo strike
27.21
IV
42.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
30.47
IV
38.4%
B/E move
8.2%
Puts
Pseudo strike
27.63
IV
37.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
29.94
IV
33.9%
B/E move
6.6%
Puts
Pseudo strike
28.04
IV
33.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
29.41
IV
29.3%
B/E move
4.9%
Puts
Pseudo strike
28.46
IV
29.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
28.95
IV
25.5%
B/E move
3.4%
Puts
Pseudo strike
28.88
IV
25.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.73
IV
24.1%
B/E move
2.9%
Puts
Pseudo strike
29.12
IV
22.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
28.51
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
29.28
IV
21.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
28.29
IV
21.4%
B/E move
2.0%
Puts
Pseudo strike
29.45
IV
19.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.08
IV
20.1%
B/E move
1.5%
Puts
Pseudo strike
29.62
IV
18.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.77
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
29.78
IV
16.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
27.43
IV
21.1%
B/E move
1.0%
Puts
Pseudo strike
29.95
IV
15.3%
B/E move
0.1%

Options history

No recorded observations