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Fidelity Value Factor ETF FVAL

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Market dataready · fetched 2026-10-22T09:03:23.675Z

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 · 2026-10-22T00:00:00.126732801Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:03:21.745754+00:00

Share price$83.15
1D+0.4%
AH$82.66$82.80$82.95$83.09$83.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFVAL
Sold putSold callAH

Fidelity Value Factor ETF options

Live interpolated FVAL call and put midpoint premiums by absolute delta.Fidelity Value Factor ETF$0.64$1.42$2.21$2.99$3.77$77.96$80.36$82.76$85.16$87.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FVAL spot · $83.15FVAL PRICE$0.72$0.81$0.87$0.98$1.09$1.22$1.34$1.58$1.86$2.18$2.59$3.03$0.76$0.85$0.92$1.02$1.13$1.27$1.54$1.81$2.08$2.36$2.88$3.55
PutsExpensive1.85×
CallsExpensive1.47×
SkewBearish+3.28 pp
Implied moveBearish±$2.76
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3227.7%6.7%
25Δ87.0621.1%5.6%79.9823.3%4.8%
30Δ85.9118.5%4.3%81.1419.8%3.5%
35Δ85.0316.1%3.3%81.9417.8%2.7%
40Δ84.4715.0%2.8%82.5316.4%2.1%
45Δ83.9414.0%2.3%83.0815.3%1.6%
50Δ83.5213.3%1.9%83.5415.4%1.4%
55Δ83.1112.6%1.6%84.0015.5%1.2%
60Δ82.6912.7%1.4%84.4615.5%0.9%
65Δ82.2813.0%1.2%84.9315.6%0.7%
70Δ81.8313.3%1.0%85.5816.4%0.5%
75Δ81.3013.7%0.9%86.3717.5%0.4%
80Δ80.7513.9%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.32
IV
27.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
87.06
IV
21.1%
B/E move
5.6%
Puts
Pseudo strike
79.98
IV
23.3%
B/E move
4.8%

30Δ

Calls
Pseudo strike
85.91
IV
18.5%
B/E move
4.3%
Puts
Pseudo strike
81.14
IV
19.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
85.03
IV
16.1%
B/E move
3.3%
Puts
Pseudo strike
81.94
IV
17.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
84.47
IV
15.0%
B/E move
2.8%
Puts
Pseudo strike
82.53
IV
16.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
83.94
IV
14.0%
B/E move
2.3%
Puts
Pseudo strike
83.08
IV
15.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
83.52
IV
13.3%
B/E move
1.9%
Puts
Pseudo strike
83.54
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
83.11
IV
12.6%
B/E move
1.6%
Puts
Pseudo strike
84.00
IV
15.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
82.69
IV
12.7%
B/E move
1.4%
Puts
Pseudo strike
84.46
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
82.28
IV
13.0%
B/E move
1.2%
Puts
Pseudo strike
84.93
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.83
IV
13.3%
B/E move
1.0%
Puts
Pseudo strike
85.58
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
81.30
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
86.37
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
80.75
IV
13.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations