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Fidelity Quality Factor ETF FQAL

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Market datapartial · fetched 2026-10-22T06:26:23.817Z

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 · 2026-10-22T00:00:00.136415887Z

FundamentalsAlpha Vantage · unavailable

Share price$85.20
1D+0.4%
AH$84.68$84.86$85.03$85.20$85.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFQAL
Sold putSold callAH

Fidelity Quality Factor ETF options

Live interpolated FQAL call and put midpoint premiums by absolute delta.Fidelity Quality Factor ETF$0.58$1.20$1.82$2.44$3.06$80.78$82.81$84.85$86.89$88.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FQAL spot · $85.20FQAL PRICE$0.65$0.73$0.81$0.92$1.07$1.22$1.44$1.73$2.03$2.41$2.80$0.67$0.74$0.81$0.89$0.96$1.08$1.25$1.43$1.67$1.93$2.28$2.88
PutsExpensive1.51×
CallsExpensive1.13×
SkewBearish+2.90 pp
Implied moveBearish±$2.32
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.9124.1%5.8%
25Δ82.3920.1%4.2%
30Δ87.4914.5%3.5%83.4017.3%3.1%
35Δ86.8313.1%2.8%84.1415.3%2.3%
40Δ86.3512.1%2.3%84.6913.7%1.7%
45Δ85.9011.3%1.9%85.1612.8%1.3%
50Δ85.5411.2%1.7%85.5312.6%1.1%
55Δ85.1911.1%1.4%85.9012.4%0.9%
60Δ84.8111.2%1.2%86.2912.4%0.7%
65Δ84.4011.7%1.1%86.7012.5%0.5%
70Δ84.0012.1%1.0%87.1812.8%0.4%
75Δ83.5012.3%0.8%87.8614.0%0.3%
80Δ83.0012.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.91
IV
24.1%
B/E move
5.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.39
IV
20.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
87.49
IV
14.5%
B/E move
3.5%
Puts
Pseudo strike
83.40
IV
17.3%
B/E move
3.1%

35Δ

Calls
Pseudo strike
86.83
IV
13.1%
B/E move
2.8%
Puts
Pseudo strike
84.14
IV
15.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
86.35
IV
12.1%
B/E move
2.3%
Puts
Pseudo strike
84.69
IV
13.7%
B/E move
1.7%

45Δ

Calls
Pseudo strike
85.90
IV
11.3%
B/E move
1.9%
Puts
Pseudo strike
85.16
IV
12.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
85.54
IV
11.2%
B/E move
1.7%
Puts
Pseudo strike
85.53
IV
12.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
85.19
IV
11.1%
B/E move
1.4%
Puts
Pseudo strike
85.90
IV
12.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
84.81
IV
11.2%
B/E move
1.2%
Puts
Pseudo strike
86.29
IV
12.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
84.40
IV
11.7%
B/E move
1.1%
Puts
Pseudo strike
86.70
IV
12.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
84.00
IV
12.1%
B/E move
1.0%
Puts
Pseudo strike
87.18
IV
12.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
83.50
IV
12.3%
B/E move
0.8%
Puts
Pseudo strike
87.86
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
83.00
IV
12.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations