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Fidelity Nasdaq Composite Index ETF ONEQ

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Market datapartial · fetched 2026-10-23T15:48:46.562Z

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 · 2026-10-23T15:47:26.632585833Z

FundamentalsAlpha Vantage · unavailable

Share price$102.72
1D+0.6%
$101.97$102.20$102.43$102.66$102.895:30 AM6:30 AM9:00 AM1:00 PMONEQ
Sold putSold call

Fidelity Nasdaq Composite Index ETF options

Live interpolated ONEQ call and put midpoint premiums by absolute delta.Fidelity Nasdaq Composite Index ETF$0.57$2.61$4.64$6.67$8.70$93.27$97.76$102.25$106.75$111.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONEQ spot · $102.72ONEQ PRICE$0.79$1.01$1.23$1.44$1.70$2.06$2.53$3.00$3.50$4.05$4.72$5.56$6.33$1.08$1.33$1.63$1.94$2.33$2.71$3.10$3.49$3.95$4.66$5.41$6.45$8.12
PutsExpensive1.11×
CallsExpensive1.12×
SkewBearish+3.36 pp
Implied moveBearish±$5.63
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.0925.8%7.9%95.6433.0%7.9%
25Δ108.7324.6%6.8%97.7430.0%6.1%
30Δ107.3623.5%5.7%99.1228.8%5.1%
35Δ105.9922.3%4.6%100.3027.6%4.3%
40Δ104.7921.6%3.7%101.2727.0%3.7%
45Δ104.0222.2%3.3%102.2526.4%3.1%
50Δ103.2122.8%2.9%103.2325.8%2.5%
55Δ102.3923.4%2.6%104.1925.2%2.0%
60Δ101.5423.8%2.3%105.0724.5%1.6%
65Δ100.6523.9%1.9%106.0924.8%1.3%
70Δ99.6724.3%1.6%107.1425.2%1.0%
75Δ98.5625.0%1.4%108.4325.8%0.7%
80Δ97.5024.6%1.1%110.3327.4%0.5%

20Δ

Calls
Pseudo strike
110.09
IV
25.8%
B/E move
7.9%
Puts
Pseudo strike
95.64
IV
33.0%
B/E move
7.9%

25Δ

Calls
Pseudo strike
108.73
IV
24.6%
B/E move
6.8%
Puts
Pseudo strike
97.74
IV
30.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
107.36
IV
23.5%
B/E move
5.7%
Puts
Pseudo strike
99.12
IV
28.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
105.99
IV
22.3%
B/E move
4.6%
Puts
Pseudo strike
100.30
IV
27.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
104.79
IV
21.6%
B/E move
3.7%
Puts
Pseudo strike
101.27
IV
27.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
104.02
IV
22.2%
B/E move
3.3%
Puts
Pseudo strike
102.25
IV
26.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
103.21
IV
22.8%
B/E move
2.9%
Puts
Pseudo strike
103.23
IV
25.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
102.39
IV
23.4%
B/E move
2.6%
Puts
Pseudo strike
104.19
IV
25.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
101.54
IV
23.8%
B/E move
2.3%
Puts
Pseudo strike
105.07
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
100.65
IV
23.9%
B/E move
1.9%
Puts
Pseudo strike
106.09
IV
24.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
99.67
IV
24.3%
B/E move
1.6%
Puts
Pseudo strike
107.14
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
98.56
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
108.43
IV
25.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
97.50
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
110.33
IV
27.4%
B/E move
0.5%

Options history

No recorded observations