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Fidelity Small-Mid Multifactor ETF FSMD

i

Market dataready · fetched 2026-11-11T13:48:36.248Z

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 · 2026-11-11T01:00:00.083513774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:35.859474+00:00

Share price$50.24
1D+0.7%
AH$49.81$49.96$50.11$50.25$50.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSMD
Sold putSold callAH

Fidelity Small-Mid Multifactor ETF options

Live interpolated FSMD call and put midpoint premiums by absolute delta.Fidelity Small-Mid Multifactor ETF$0.61$0.97$1.32$1.68$2.03$46.94$48.40$49.85$51.30$52.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FSMD spot · $50.24FSMD PRICE$0.65$0.65$0.69$0.74$0.80$0.87$0.93$1.00$1.07$1.14$1.22$1.29$0.65$0.68$0.70$0.74$0.79$0.84$0.91$0.99$1.06$1.15$1.41$1.67$1.93
PutsExpensive1.68×
Calls——
Skew——
Implied moveBearish±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.1069.2%9.5%
25Δ53.7357.1%8.2%47.5954.4%6.6%
30Δ52.3744.5%5.5%48.5344.8%4.8%
35Δ51.6338.0%4.1%49.1838.4%3.6%
40Δ51.0733.6%3.1%49.6334.0%2.8%
45Δ50.7330.8%2.6%50.0430.0%2.1%
50Δ50.4228.3%2.1%50.2928.0%1.7%
55Δ50.1125.7%1.6%50.5326.1%1.4%
60Δ49.8923.8%1.3%50.7824.1%1.0%
65Δ49.7222.2%1.1%51.0422.5%0.7%
70Δ49.5520.6%0.9%51.3623.2%0.6%
75Δ49.3819.0%0.7%51.6824.0%0.5%
80Δ49.2017.4%0.5%52.0124.8%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.10
IV
69.2%
B/E move
9.5%

25Δ

Calls
Pseudo strike
53.73
IV
57.1%
B/E move
8.2%
Puts
Pseudo strike
47.59
IV
54.4%
B/E move
6.6%

30Δ

Calls
Pseudo strike
52.37
IV
44.5%
B/E move
5.5%
Puts
Pseudo strike
48.53
IV
44.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
51.63
IV
38.0%
B/E move
4.1%
Puts
Pseudo strike
49.18
IV
38.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
51.07
IV
33.6%
B/E move
3.1%
Puts
Pseudo strike
49.63
IV
34.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
50.73
IV
30.8%
B/E move
2.6%
Puts
Pseudo strike
50.04
IV
30.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
50.42
IV
28.3%
B/E move
2.1%
Puts
Pseudo strike
50.29
IV
28.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
50.11
IV
25.7%
B/E move
1.6%
Puts
Pseudo strike
50.53
IV
26.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
49.89
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
50.78
IV
24.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
49.72
IV
22.2%
B/E move
1.1%
Puts
Pseudo strike
51.04
IV
22.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
49.55
IV
20.6%
B/E move
0.9%
Puts
Pseudo strike
51.36
IV
23.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
49.38
IV
19.0%
B/E move
0.7%
Puts
Pseudo strike
51.68
IV
24.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
49.20
IV
17.4%
B/E move
0.5%
Puts
Pseudo strike
52.01
IV
24.8%
B/E move
0.3%

Options history

IV · four-Friday blend17.58%
Daily close
FSMD16.4%25.2%34.0%2026-08-13: 21.35%2026-08-14: 21.86%2026-08-17: 24.34%2026-08-18: 25.80%2026-08-19: 27.38%2026-08-20: 32.71%2026-08-21: 19.05%2026-08-24: 19.67%2026-08-25: 19.77%2026-08-26: 19.65%2026-08-27: 19.19%2026-08-28: 18.71%2026-08-31: 19.39%2026-09-01: 19.83%2026-09-02: 19.86%2026-09-03: 19.83%2026-09-04: 20.02%2026-09-08: 21.19%2026-09-09: 21.41%2026-09-10: 22.80%2026-09-11: 22.04%2026-09-14: 25.30%2026-09-15: 27.18%2026-09-16: 27.66%2026-09-17: 32.18%2026-09-18: 17.95%2026-09-21: 18.35%2026-09-22: 18.91%2026-09-23: 18.94%2026-09-24: 19.06%2026-09-25: 18.99%2026-09-28: 19.75%2026-09-29: 20.00%2026-09-30: 20.41%2026-10-01: 19.93%2026-10-02: 20.34%2026-10-05: 20.43%2026-10-06: 21.21%2026-10-07: 21.64%2026-10-08: 21.51%2026-10-09: 22.31%2026-10-12: 24.43%2026-10-13: 25.47%2026-10-14: 27.56%2026-10-15: 32.83%2026-10-16: 18.03%2026-10-19: 18.42%2026-10-20: 18.62%2026-10-21: 19.13%2026-10-22: 19.33%2026-10-23: 18.83%2026-10-26: 18.43%2026-10-27: 19.19%2026-10-28: 18.43%2026-10-29: 18.44%2026-10-30: 17.58%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.35%
21.86%
24.34%
25.80%
27.38%
32.71%
19.05%
19.67%
19.77%
19.65%
19.19%
18.71%
19.39%
19.83%
19.86%
19.83%
20.02%
21.19%
21.41%
22.80%
22.04%
25.30%
27.18%
27.66%
32.18%
17.95%
18.35%
18.91%
18.94%
19.06%
18.99%
19.75%
20.00%
20.41%
19.93%
20.34%
20.43%
21.21%
21.64%
21.51%
22.31%
24.43%
25.47%
27.56%
32.83%
18.03%
18.42%
18.62%
19.13%
19.33%
18.83%
18.43%
19.19%
18.43%
18.44%
17.58%