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Fidelity U.S. Multifactor ETF FLRG

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Market datapartial · fetched 2026-11-12T01:43:15.541Z

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: 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 · 2026-11-12T01:00:00.060263379Z

FundamentalsAlpha Vantage · unavailable

Share price$41.56
1D+0.7%
AH$41.24$41.35$41.46$41.56$41.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLRG
Sold putSold callAH

Fidelity U.S. Multifactor ETF options

Live interpolated FLRG call and put midpoint premiums by absolute delta.Fidelity U.S. Multifactor ETF$1.00$2.20$3.41$4.61$5.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFLRG PRICE$1.56$2.34$3.13$3.91$4.69$5.47$1.13$1.27$1.41$1.55$1.69$2.12
Puts——
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
35Δ
40Δ41.2317.3%3.5%
45Δ41.6416.4%2.8%
50Δ42.0615.5%2.2%
55Δ41.5014.0%3.6%42.4714.6%1.5%
60Δ40.5516.1%3.2%42.8913.7%0.9%
65Δ39.6018.2%2.8%43.4514.6%0.5%
70Δ38.6420.3%2.4%
75Δ37.6922.4%2.0%
80Δ36.7424.5%1.6%

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
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.23
IV
17.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.64
IV
16.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.06
IV
15.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
41.50
IV
14.0%
B/E move
3.6%
Puts
Pseudo strike
42.47
IV
14.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
40.55
IV
16.1%
B/E move
3.2%
Puts
Pseudo strike
42.89
IV
13.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
39.60
IV
18.2%
B/E move
2.8%
Puts
Pseudo strike
43.45
IV
14.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
38.64
IV
20.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.69
IV
22.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.74
IV
24.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.82%
Daily close
FLRG12.6%19.0%25.5%2026-08-13: 15.48%2026-08-14: 15.74%2026-08-17: 17.07%2026-08-18: 18.09%2026-08-19: 19.33%2026-08-21: 13.77%2026-08-24: 13.58%2026-08-25: 13.95%2026-08-26: 13.99%2026-08-27: 13.47%2026-08-28: 13.69%2026-08-31: 14.28%2026-09-01: 14.40%2026-09-02: 14.09%2026-09-04: 14.45%2026-09-08: 15.27%2026-09-09: 15.70%2026-09-10: 16.54%2026-09-11: 16.34%2026-09-14: 18.31%2026-09-15: 19.76%2026-09-16: 19.64%2026-09-18: 14.55%2026-09-21: 14.53%2026-09-22: 15.36%2026-09-23: 15.14%2026-09-24: 15.48%2026-09-25: 15.58%2026-09-28: 15.89%2026-09-29: 16.20%2026-09-30: 16.16%2026-10-01: 16.15%2026-10-02: 16.22%2026-10-05: 16.06%2026-10-06: 16.66%2026-10-07: 16.52%2026-10-08: 16.90%2026-10-09: 17.14%2026-10-12: 19.52%2026-10-13: 19.68%2026-10-14: 21.38%2026-10-15: 24.59%2026-10-16: 13.92%2026-10-19: 14.24%2026-10-20: 14.66%2026-10-21: 14.18%2026-10-22: 14.73%2026-10-23: 14.94%2026-10-26: 16.27%2026-10-27: 16.28%2026-10-28: 16.41%2026-10-29: 16.38%2026-10-30: 16.82%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.48%
15.74%
17.07%
18.09%
19.33%
13.77%
13.58%
13.95%
13.99%
13.47%
13.69%
14.28%
14.40%
14.09%
14.45%
15.27%
15.70%
16.54%
16.34%
18.31%
19.76%
19.64%
14.55%
14.53%
15.36%
15.14%
15.48%
15.58%
15.89%
16.20%
16.16%
16.15%
16.22%
16.06%
16.66%
16.52%
16.90%
17.14%
19.52%
19.68%
21.38%
24.59%
13.92%
14.24%
14.66%
14.18%
14.73%
14.94%
16.27%
16.28%
16.41%
16.38%
16.82%