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Fidelity U.S. Multifactor ETF FLRG

i

Market dataready · fetched 2026-10-23T04:43:08.463Z

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 · 2026-10-23T00:00:00.080547753Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:43:08.154526+00:00

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$0.74$1.10$1.45$1.81$39.34$40.66$41.99$43.31$44.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLRG spot · $42.14FLRG PRICE$0.42$0.42$0.45$0.48$0.53$0.58$0.63$0.69$0.77$0.93$1.08$1.24$1.40$0.46$0.49$0.54$0.59$0.64$0.70$0.79$0.87$0.96$1.05$1.32$1.70
PutsExpensive2.17×
CallsExpensive1.82×
SkewBearish+2.57 pp
Implied moveBearish±$1.42
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9933.7%10.2%39.2433.3%8.0%
25Δ44.5125.3%6.6%40.2527.2%5.7%
30Δ43.7220.8%4.8%40.9323.5%4.2%
35Δ43.2218.1%3.7%41.3521.1%3.3%
40Δ42.8716.3%3.0%41.7418.8%2.5%
45Δ42.6415.2%2.6%42.0717.0%1.8%
50Δ42.4014.1%2.1%42.2816.3%1.5%
55Δ42.1712.9%1.7%42.5015.5%1.2%
60Δ41.9412.2%1.3%42.7114.8%0.9%
65Δ41.7112.3%1.2%42.9314.0%0.6%
70Δ41.4912.5%1.0%43.2714.8%0.4%
75Δ41.2612.7%0.9%43.7016.5%0.3%
80Δ41.0412.9%0.7%

20Δ

Calls
Pseudo strike
45.99
IV
33.7%
B/E move
10.2%
Puts
Pseudo strike
39.24
IV
33.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
44.51
IV
25.3%
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
20.8%
B/E move
4.8%
Puts
Pseudo strike
40.93
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
43.22
IV
18.1%
B/E move
3.7%
Puts
Pseudo strike
41.35
IV
21.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
42.87
IV
16.3%
B/E move
3.0%
Puts
Pseudo strike
41.74
IV
18.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
42.64
IV
15.2%
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
14.1%
B/E move
2.1%
Puts
Pseudo strike
42.28
IV
16.3%
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
15.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
41.94
IV
12.2%
B/E move
1.3%
Puts
Pseudo strike
42.71
IV
14.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
41.71
IV
12.3%
B/E move
1.2%
Puts
Pseudo strike
42.93
IV
14.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
41.49
IV
12.5%
B/E move
1.0%
Puts
Pseudo strike
43.27
IV
14.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
41.26
IV
12.7%
B/E move
0.9%
Puts
Pseudo strike
43.70
IV
16.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
41.04
IV
12.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations