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Fidelity Small-Mid Multifactor ETF FSMD

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Market dataready · fetched 2026-10-22T09:02:12.911Z

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 · 2026-10-22T00:00:00.094577272Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:02:09.925536+00:00

Share price$50.15
1D-0.3%
AH$49.91$50.01$50.12$50.22$50.335:30 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$0.60$1.30$1.99$2.69$3.38$46.15$48.02$49.89$51.76$53.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSMD spot · $50.15FSMD PRICE$0.68$0.70$0.77$0.83$0.90$0.99$1.07$1.18$1.30$1.43$1.55$1.82$0.70$0.77$0.82$0.87$0.95$1.03$1.11$1.19$1.26$1.52$1.80$2.14$3.18
PutsExpensive1.61×
CallsExpensive1.33×
SkewBearish+3.64 pp
Implied moveBearish±$2.10
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.8841.6%9.9%
25Δ53.9033.3%8.8%47.3234.5%7.2%
30Δ52.6027.2%6.3%48.3329.0%5.3%
35Δ51.8223.9%4.9%49.0924.9%3.8%
40Δ51.2321.2%3.8%49.5722.7%3.0%
45Δ50.8019.3%3.1%50.0420.7%2.3%
50Δ50.4518.0%2.6%50.3419.1%1.8%
55Δ50.1116.7%2.1%50.6517.6%1.4%
60Δ49.8315.8%1.7%50.9616.0%0.9%
65Δ49.5715.1%1.4%51.3116.2%0.7%
70Δ49.3114.4%1.2%51.6716.7%0.5%
75Δ49.0613.7%0.9%52.0917.6%0.4%
80Δ48.7113.5%0.7%53.1622.3%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.88
IV
41.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
53.90
IV
33.3%
B/E move
8.8%
Puts
Pseudo strike
47.32
IV
34.5%
B/E move
7.2%

30Δ

Calls
Pseudo strike
52.60
IV
27.2%
B/E move
6.3%
Puts
Pseudo strike
48.33
IV
29.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
51.82
IV
23.9%
B/E move
4.9%
Puts
Pseudo strike
49.09
IV
24.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
51.23
IV
21.2%
B/E move
3.8%
Puts
Pseudo strike
49.57
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
50.80
IV
19.3%
B/E move
3.1%
Puts
Pseudo strike
50.04
IV
20.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
50.45
IV
18.0%
B/E move
2.6%
Puts
Pseudo strike
50.34
IV
19.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
50.11
IV
16.7%
B/E move
2.1%
Puts
Pseudo strike
50.65
IV
17.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
49.83
IV
15.8%
B/E move
1.7%
Puts
Pseudo strike
50.96
IV
16.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
49.57
IV
15.1%
B/E move
1.4%
Puts
Pseudo strike
51.31
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
49.31
IV
14.4%
B/E move
1.2%
Puts
Pseudo strike
51.67
IV
16.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
49.06
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
52.09
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
48.71
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
53.16
IV
22.3%
B/E move
0.3%

Options history

No recorded observations