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Fidelity International Value Factor ETF FIVA

i

Market dataready · fetched 2026-11-12T03:08:15.924Z

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 · 2026-11-12T01:00:00.066283727Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:15.584497+00:00

Share price$38.56
1D+0.6%
AH$38.30$38.38$38.46$38.54$38.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIVA
Sold putSold callAH

Fidelity International Value Factor ETF options

Live interpolated FIVA call and put midpoint premiums by absolute delta.Fidelity International Value Factor ETF$0.54$0.84$1.13$1.43$1.72$35.61$37.09$38.58$40.06$41.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIVA spot · $38.56FIVA PRICE$0.57$0.57$0.59$0.61$0.65$0.69$0.74$0.80$0.85$0.91$1.10$1.37$1.64$0.58$0.61$0.63$0.66$0.69$0.75$0.80$0.86$0.95$1.09$1.23$1.37$1.51
PutsExpensive2.05×
CallsExpensive1.68×
SkewBullish-0.52 pp
Implied moveBearish±$1.55
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9892.2%15.5%35.0081.2%10.7%
25Δ41.7168.4%9.7%36.2265.2%7.6%
30Δ40.5354.5%6.6%37.0853.3%5.5%
35Δ39.8145.9%4.8%37.6045.7%4.2%
40Δ39.3540.2%3.7%38.0639.3%3.1%
45Δ38.9535.3%2.8%38.3236.4%2.6%
50Δ38.7332.8%2.4%38.5733.4%2.1%
55Δ38.5130.3%1.9%38.8330.5%1.5%
60Δ38.3027.8%1.5%39.0728.3%1.1%
65Δ38.0825.3%1.1%39.2927.5%0.9%
70Δ37.7924.3%0.9%39.5026.7%0.7%
75Δ37.4624.1%0.7%39.7225.8%0.5%
80Δ37.1323.9%0.6%39.9325.0%0.3%

20Δ

Calls
Pseudo strike
43.98
IV
92.2%
B/E move
15.5%
Puts
Pseudo strike
35.00
IV
81.2%
B/E move
10.7%

25Δ

Calls
Pseudo strike
41.71
IV
68.4%
B/E move
9.7%
Puts
Pseudo strike
36.22
IV
65.2%
B/E move
7.6%

30Δ

Calls
Pseudo strike
40.53
IV
54.5%
B/E move
6.6%
Puts
Pseudo strike
37.08
IV
53.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
39.81
IV
45.9%
B/E move
4.8%
Puts
Pseudo strike
37.60
IV
45.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
39.35
IV
40.2%
B/E move
3.7%
Puts
Pseudo strike
38.06
IV
39.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
38.95
IV
35.3%
B/E move
2.8%
Puts
Pseudo strike
38.32
IV
36.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
38.73
IV
32.8%
B/E move
2.4%
Puts
Pseudo strike
38.57
IV
33.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
38.51
IV
30.3%
B/E move
1.9%
Puts
Pseudo strike
38.83
IV
30.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
38.30
IV
27.8%
B/E move
1.5%
Puts
Pseudo strike
39.07
IV
28.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
38.08
IV
25.3%
B/E move
1.1%
Puts
Pseudo strike
39.29
IV
27.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
37.79
IV
24.3%
B/E move
0.9%
Puts
Pseudo strike
39.50
IV
26.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
37.46
IV
24.1%
B/E move
0.7%
Puts
Pseudo strike
39.72
IV
25.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
37.13
IV
23.9%
B/E move
0.6%
Puts
Pseudo strike
39.93
IV
25.0%
B/E move
0.3%

Options history

IV · four-Friday blend20.82%
Daily close
FIVA17.5%29.3%41.2%2026-08-13: 22.70%2026-08-14: 22.58%2026-08-17: 26.07%2026-08-18: 26.87%2026-08-19: 29.43%2026-08-20: 30.51%2026-08-21: 19.86%2026-08-24: 20.49%2026-08-25: 20.71%2026-08-26: 20.51%2026-08-27: 21.15%2026-08-28: 19.84%2026-08-31: 20.49%2026-09-01: 20.53%2026-09-02: 20.92%2026-09-03: 20.52%2026-09-04: 21.07%2026-09-08: 22.27%2026-09-09: 22.83%2026-09-10: 24.25%2026-09-11: 24.15%2026-09-14: 27.27%2026-09-15: 30.52%2026-09-16: 31.10%2026-09-17: 39.09%2026-09-18: 20.87%2026-09-21: 20.99%2026-09-22: 20.16%2026-09-23: 20.03%2026-09-24: 21.15%2026-09-25: 20.58%2026-09-28: 21.55%2026-09-29: 21.93%2026-09-30: 22.13%2026-10-01: 22.28%2026-10-02: 22.61%2026-10-05: 22.99%2026-10-06: 23.31%2026-10-07: 24.51%2026-10-08: 25.04%2026-10-09: 24.32%2026-10-12: 27.43%2026-10-13: 27.10%2026-10-14: 30.96%2026-10-15: 39.52%2026-10-16: 19.13%2026-10-19: 19.66%2026-10-20: 19.43%2026-10-21: 19.42%2026-10-22: 20.09%2026-10-23: 20.16%2026-10-26: 20.69%2026-10-27: 20.73%2026-10-28: 20.49%2026-10-29: 20.36%2026-10-30: 20.82%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.70%
22.58%
26.07%
26.87%
29.43%
30.51%
19.86%
20.49%
20.71%
20.51%
21.15%
19.84%
20.49%
20.53%
20.92%
20.52%
21.07%
22.27%
22.83%
24.25%
24.15%
27.27%
30.52%
31.10%
39.09%
20.87%
20.99%
20.16%
20.03%
21.15%
20.58%
21.55%
21.93%
22.13%
22.28%
22.61%
22.99%
23.31%
24.51%
25.04%
24.32%
27.43%
27.10%
30.96%
39.52%
19.13%
19.66%
19.43%
19.42%
20.09%
20.16%
20.69%
20.73%
20.49%
20.36%
20.82%