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Fidelity U.S. Multifactor ETF FLRG

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Market datapartial · fetched 2026-10-22T23:45:34.110Z

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 · 2026-10-22T22:30:00.00334656Z

FundamentalsAlpha Vantage · unavailable

Share price$42.14
1D+0.3%
AH$41.96$42.01$42.06$42.11$42.165:30 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$0.39$0.75$1.10$1.46$1.82$39.34$40.67$41.99$43.31$44.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLRG spot · $42.14FLRG PRICE$0.42$0.42$0.45$0.48$0.53$0.58$0.63$0.69$0.77$0.92$1.08$1.23$1.39$0.46$0.49$0.55$0.59$0.64$0.70$0.79$0.88$0.96$1.05$1.34$1.72
PutsExpensive2.17×
CallsExpensive1.82×
SkewBearish+2.58 pp
Implied moveBearish±$1.42
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9933.6%10.2%39.2433.2%8.0%
25Δ44.5125.2%6.6%40.2527.2%5.7%
30Δ43.7220.7%4.8%40.9323.4%4.2%
35Δ43.2218.0%3.7%41.3521.0%3.3%
40Δ42.8716.2%3.0%41.7418.7%2.5%
45Δ42.6415.1%2.6%42.0717.0%1.8%
50Δ42.4014.0%2.1%42.2916.2%1.5%
55Δ42.1712.9%1.7%42.5015.4%1.2%
60Δ41.9412.1%1.3%42.7214.6%0.9%
65Δ41.7212.2%1.2%42.9313.8%0.6%
70Δ41.5012.3%1.0%43.2914.7%0.4%
75Δ41.2712.4%0.9%43.7216.4%0.3%
80Δ41.0512.5%0.7%

20Δ

Calls
Pseudo strike
45.99
IV
33.6%
B/E move
10.2%
Puts
Pseudo strike
39.24
IV
33.2%
B/E move
8.0%

25Δ

Calls
Pseudo strike
44.51
IV
25.2%
B/E move
6.6%
Puts
Pseudo strike
40.25
IV
27.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
43.72
IV
20.7%
B/E move
4.8%
Puts
Pseudo strike
40.93
IV
23.4%
B/E move
4.2%

35Δ

Calls
Pseudo strike
43.22
IV
18.0%
B/E move
3.7%
Puts
Pseudo strike
41.35
IV
21.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
42.87
IV
16.2%
B/E move
3.0%
Puts
Pseudo strike
41.74
IV
18.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
42.64
IV
15.1%
B/E move
2.6%
Puts
Pseudo strike
42.07
IV
17.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
42.40
IV
14.0%
B/E move
2.1%
Puts
Pseudo strike
42.29
IV
16.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
42.17
IV
12.9%
B/E move
1.7%
Puts
Pseudo strike
42.50
IV
15.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
41.94
IV
12.1%
B/E move
1.3%
Puts
Pseudo strike
42.72
IV
14.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
41.72
IV
12.2%
B/E move
1.2%
Puts
Pseudo strike
42.93
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
41.50
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
43.29
IV
14.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
41.27
IV
12.4%
B/E move
0.9%
Puts
Pseudo strike
43.72
IV
16.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
41.05
IV
12.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations