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Fidelity International Value Factor ETF FIVA

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Market datapartial · fetched 2026-10-23T03:01:32.188Z

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 · 2026-10-23T00:00:00.177531581Z

FundamentalsAlpha Vantage · unavailable

Share price$38.11
1D+0.3%
AH$37.94$38.02$38.10$38.18$38.265:30 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$0.53$0.92$1.30$1.68$2.07$34.82$36.47$38.11$39.76$41.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIVA spot · $38.11FIVA PRICE$0.57$0.58$0.60$0.65$0.70$0.77$0.84$0.91$1.03$1.17$1.30$1.43$1.85$0.59$0.64$0.69$0.75$0.80$0.85$0.93$1.00$1.07$1.14$1.40$1.68$1.96
PutsExpensive1.81×
CallsExpensive1.72×
SkewNeutral-0.02 pp
Implied moveBearish±$1.77
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6751.6%16.1%34.5446.5%10.9%
25Δ41.5339.2%10.5%35.7738.1%7.8%
30Δ40.2331.0%7.1%36.5632.7%5.9%
35Δ39.5427.0%5.5%37.1728.6%4.4%
40Δ38.9923.9%4.2%37.6025.6%3.4%
45Δ38.6822.3%3.5%38.0122.7%2.5%
50Δ38.3720.7%2.9%38.2521.2%2.1%
55Δ38.0619.0%2.3%38.5019.7%1.6%
60Δ37.8018.3%1.9%38.7418.2%1.2%
65Δ37.5617.8%1.6%38.9816.7%0.7%
70Δ37.3217.2%1.3%39.3017.1%0.5%
75Δ37.0716.7%1.0%39.6417.6%0.4%
80Δ36.6018.4%0.9%39.9818.2%0.2%

20Δ

Calls
Pseudo strike
43.67
IV
51.6%
B/E move
16.1%
Puts
Pseudo strike
34.54
IV
46.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
41.53
IV
39.2%
B/E move
10.5%
Puts
Pseudo strike
35.77
IV
38.1%
B/E move
7.8%

30Δ

Calls
Pseudo strike
40.23
IV
31.0%
B/E move
7.1%
Puts
Pseudo strike
36.56
IV
32.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
39.54
IV
27.0%
B/E move
5.5%
Puts
Pseudo strike
37.17
IV
28.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
38.99
IV
23.9%
B/E move
4.2%
Puts
Pseudo strike
37.60
IV
25.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
38.68
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
38.01
IV
22.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
38.37
IV
20.7%
B/E move
2.9%
Puts
Pseudo strike
38.25
IV
21.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
38.06
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
38.50
IV
19.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
37.80
IV
18.3%
B/E move
1.9%
Puts
Pseudo strike
38.74
IV
18.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
37.56
IV
17.8%
B/E move
1.6%
Puts
Pseudo strike
38.98
IV
16.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
37.32
IV
17.2%
B/E move
1.3%
Puts
Pseudo strike
39.30
IV
17.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
37.07
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
39.64
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
36.60
IV
18.4%
B/E move
0.9%
Puts
Pseudo strike
39.98
IV
18.2%
B/E move
0.2%

Options history

No recorded observations