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Fidelity International Value Factor ETF FIVA

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Market datapartial · fetched 2026-10-22T19:33:01.351Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T19:31:34.988952703Z

FundamentalsAlpha Vantage · unavailable

Share price$38.12
1D-0.1%
$37.94$38.00$38.07$38.13$38.195:30 AM6:30 AM9:00 AM1:00 PMFIVA
Sold putSold call

Fidelity International Value Factor ETF options

Live interpolated FIVA call and put midpoint premiums by absolute delta.Fidelity International Value Factor ETF$1.22$2.36$3.50$4.64$5.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFIVA PRICE$1.34$1.85$2.37$2.88$3.40$3.91$4.43$4.94$5.46
PutsCheap0.81×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ37.0623.8%6.3%
40Δ37.8424.0%5.6%
45Δ38.6324.1%4.9%
50Δ39.4124.3%4.2%
55Δ40.1924.5%3.5%
60Δ40.9724.7%2.8%
65Δ41.7624.9%2.1%
70Δ42.5425.1%1.4%
75Δ43.3225.3%0.7%
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.06
IV
23.8%
B/E move
6.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.84
IV
24.0%
B/E move
5.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.63
IV
24.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.41
IV
24.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.19
IV
24.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.97
IV
24.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.76
IV
24.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.54
IV
25.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.32
IV
25.3%
B/E move
0.7%

80Δ

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

Options history

No recorded observations