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Fidelity Nasdaq Composite Index ETF ONEQ

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Market datapartial · fetched 2026-10-23T21:55:51.896Z

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 · 2026-10-23T20:00:00.342452983Z

FundamentalsAlpha Vantage · unavailable

Share price$102.26
1D+0.2%
AH$101.96$102.20$102.44$102.68$102.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONEQ
Sold putSold callAH

Fidelity Nasdaq Composite Index ETF options

Live interpolated ONEQ call and put midpoint premiums by absolute delta.Fidelity Nasdaq Composite Index ETF$0.54$2.53$4.51$6.50$8.48$93.59$98.02$102.45$106.89$111.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONEQ spot · $102.26ONEQ PRICE$0.76$0.95$1.17$1.48$1.93$2.41$2.75$3.28$3.86$4.50$5.45$6.33$7.91$0.95$1.28$1.56$1.82$2.19$2.54$2.89$3.24$3.60$4.02$4.56$5.29$6.00
PutsFair1.02×
CallsExpensive1.23×
SkewBullish-1.38 pp
Implied moveBearish±$5.65
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.9524.7%7.3%96.2228.7%6.8%
25Δ107.3923.3%5.9%97.4529.1%6.0%
30Δ106.1622.3%5.0%98.8127.7%4.9%
35Δ105.3122.8%4.4%100.0026.3%4.0%
40Δ104.5624.6%4.1%100.9726.0%3.4%
45Δ103.7926.2%3.9%101.9225.4%2.8%
50Δ102.8225.4%3.2%102.8024.5%2.3%
55Δ101.9026.1%2.9%103.6223.5%1.8%
60Δ100.9426.6%2.5%104.4022.6%1.4%
65Δ99.9327.0%2.1%105.1821.8%1.1%
70Δ98.7128.5%1.9%106.0121.5%0.8%
75Δ97.4928.8%1.5%106.9821.6%0.6%
80Δ95.6731.4%1.3%107.9321.1%0.3%

20Δ

Calls
Pseudo strike
108.95
IV
24.7%
B/E move
7.3%
Puts
Pseudo strike
96.22
IV
28.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
107.39
IV
23.3%
B/E move
5.9%
Puts
Pseudo strike
97.45
IV
29.1%
B/E move
6.0%

30Δ

Calls
Pseudo strike
106.16
IV
22.3%
B/E move
5.0%
Puts
Pseudo strike
98.81
IV
27.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
105.31
IV
22.8%
B/E move
4.4%
Puts
Pseudo strike
100.00
IV
26.3%
B/E move
4.0%

40Δ

Calls
Pseudo strike
104.56
IV
24.6%
B/E move
4.1%
Puts
Pseudo strike
100.97
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
103.79
IV
26.2%
B/E move
3.9%
Puts
Pseudo strike
101.92
IV
25.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
102.82
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
102.80
IV
24.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
101.90
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
103.62
IV
23.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
100.94
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
104.40
IV
22.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
99.93
IV
27.0%
B/E move
2.1%
Puts
Pseudo strike
105.18
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
98.71
IV
28.5%
B/E move
1.9%
Puts
Pseudo strike
106.01
IV
21.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
97.49
IV
28.8%
B/E move
1.5%
Puts
Pseudo strike
106.98
IV
21.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
95.67
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
107.93
IV
21.1%
B/E move
0.3%

Options history

No recorded observations