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Fidelity Quality Factor ETF FQAL

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Market dataready · fetched 2026-11-11T14:49:49.596Z

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 · 2026-11-11T14:49:25.508781307Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:49:49.027483+00:00

Share price$83.40
1D-0.1%
$83.32$83.37$83.42$83.47$83.525:30 AM6:30 AM9:00 AM1:00 PMFQAL
Sold putSold call

Fidelity Quality Factor ETF options

Live interpolated FQAL call and put midpoint premiums by absolute delta.Fidelity Quality Factor ETF$0.57$1.16$1.75$2.34$2.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFQAL PRICE$1.16$1.56$1.96$2.36$2.77$0.63$0.65$0.70$0.82$0.99$1.15$1.32$1.49$1.66$1.82$1.99$2.16$2.32
PutsExpensive1.51×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.7959.3%9.9%
25Δ80.2234.9%4.6%
30Δ81.6627.3%2.9%
35Δ82.2025.0%2.4%
40Δ82.5524.1%2.2%
45Δ82.9023.2%2.0%
50Δ83.2622.3%1.8%
55Δ83.6121.4%1.5%
60Δ82.9616.3%0.9%83.9620.5%1.3%
65Δ82.4717.1%0.8%84.3119.6%1.1%
70Δ81.9817.8%0.7%84.6618.7%0.9%
75Δ81.5018.6%0.6%85.0117.8%0.6%
80Δ81.0119.4%0.5%85.3616.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.79
IV
59.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.22
IV
34.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.66
IV
27.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.20
IV
25.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.55
IV
24.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.90
IV
23.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.26
IV
22.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.61
IV
21.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
82.96
IV
16.3%
B/E move
0.9%
Puts
Pseudo strike
83.96
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
82.47
IV
17.1%
B/E move
0.8%
Puts
Pseudo strike
84.31
IV
19.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
81.98
IV
17.8%
B/E move
0.7%
Puts
Pseudo strike
84.66
IV
18.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
81.50
IV
18.6%
B/E move
0.6%
Puts
Pseudo strike
85.01
IV
17.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
81.01
IV
19.4%
B/E move
0.5%
Puts
Pseudo strike
85.36
IV
16.9%
B/E move
0.4%

Options history

IV · four-Friday blend14.54%
Daily close
FQAL11.0%14.8%18.6%2026-08-13: 12.65%2026-08-14: 13.15%2026-08-17: 13.76%2026-08-18: 14.79%2026-08-19: 15.21%2026-08-21: 12.09%2026-08-24: 12.29%2026-08-25: 12.32%2026-08-26: 12.12%2026-08-27: 11.85%2026-08-28: 11.49%2026-08-31: 12.10%2026-09-01: 12.15%2026-09-02: 12.36%2026-09-03: 11.88%2026-09-04: 11.72%2026-09-08: 12.70%2026-09-09: 12.90%2026-09-10: 14.07%2026-09-11: 13.25%2026-09-14: 14.60%2026-09-15: 16.34%2026-09-16: 15.92%2026-09-17: 17.92%2026-09-18: 12.70%2026-09-21: 12.36%2026-09-22: 13.01%2026-09-23: 13.00%2026-09-24: 12.81%2026-09-25: 13.18%2026-09-28: 13.13%2026-09-29: 13.03%2026-09-30: 13.43%2026-10-01: 13.52%2026-10-02: 13.29%2026-10-05: 13.38%2026-10-06: 13.27%2026-10-07: 13.39%2026-10-08: 13.62%2026-10-09: 13.48%2026-10-12: 14.76%2026-10-13: 15.24%2026-10-14: 16.93%2026-10-15: 18.03%2026-10-16: 13.27%2026-10-19: 13.18%2026-10-20: 12.91%2026-10-21: 12.61%2026-10-22: 13.73%2026-10-23: 13.72%2026-10-26: 13.16%2026-10-27: 12.74%2026-10-28: 12.67%2026-10-29: 12.49%2026-10-30: 14.54%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
12.65%
13.15%
13.76%
14.79%
15.21%
12.09%
12.29%
12.32%
12.12%
11.85%
11.49%
12.10%
12.15%
12.36%
11.88%
11.72%
12.70%
12.90%
14.07%
13.25%
14.60%
16.34%
15.92%
17.92%
12.70%
12.36%
13.01%
13.00%
12.81%
13.18%
13.13%
13.03%
13.43%
13.52%
13.29%
13.38%
13.27%
13.39%
13.62%
13.48%
14.76%
15.24%
16.93%
18.03%
13.27%
13.18%
12.91%
12.61%
13.73%
13.72%
13.16%
12.74%
12.67%
12.49%
14.54%