FDLO · Fidelity Low Volatility Factor ETF ETF

Alerts for FDLO

$72.35 -0.65 (-0.89%) At close · Sep 4

Options Chain

Underlying $72.35 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 50 contracts · mixed daily-bar sessions · Aug 5, 2026; 49 unknown

Put / call OI

—

open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

dated and unknown daily-bar sessions

ATM implied vol

19%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Nov 20 75d Feb 19 166d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	81.7%	0.942	$13.00	$16.40	—		—	$0.00	$0.75	—	—	—	—
Call · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.566 UTC Last — Breakeven — Implied vol 81.7% Delta 0.942 ≈94% ITM Gamma 0.011 Theta -0.057 Vega 0.015 Open interest — OI effective date — Model this call Put · $58 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	76.6%	0.939	$12.00	$15.40	—		—	$0.00	$0.75	—	—	—	—
Call · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.486 UTC Last — Breakeven — Implied vol 76.6% Delta 0.939 ≈94% ITM Gamma 0.012 Theta -0.056 Vega 0.016 Open interest — OI effective date — Model this call Put · $59 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	71.5%	0.935	$11.00	$14.40	—		—	$0.00	$0.75	—	—	—	—
Call · $60 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.393 UTC Last — Breakeven — Implied vol 71.5% Delta 0.935 ≈94% ITM Gamma 0.013 Theta -0.055 Vega 0.017 Open interest — OI effective date — Model this call Put · $60 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	66.5%	0.931	$10.00	$13.40	—		—	$0.00	$0.75	—	—	—	—
Call · $61 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.372 UTC Last — Breakeven — Implied vol 66.5% Delta 0.931 ≈93% ITM Gamma 0.015 Theta -0.054 Vega 0.017 Open interest — OI effective date — Model this call Put · $61 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	55.4%	0.945	$8.80	$12.40	—		—	$0.00	$0.75	—	—	—	—
Call · $62 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.289 UTC Last — Breakeven — Implied vol 55.4% Delta 0.945 ≈95% ITM Gamma 0.015 Theta -0.039 Vega 0.015 Open interest — OI effective date — Model this call Put · $62 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	56.5%	0.921	$8.00	$11.40	—		—	$0.00	$0.75	—	—	—	—
Call · $63 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.241 UTC Last — Breakeven — Implied vol 56.5% Delta 0.921 ≈92% ITM Gamma 0.02 Theta -0.051 Vega 0.019 Open interest — OI effective date — Model this call Put · $63 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	51.5%	0.915	$7.00	$10.40	—		—	$0.00	$0.75	—	—	—	—
Call · $64 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.166 UTC Last — Breakeven — Implied vol 51.5% Delta 0.915 ≈92% ITM Gamma 0.023 Theta -0.05 Vega 0.02 Open interest — OI effective date — Model this call Put · $64 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	46.5%	0.908	$6.00	$9.40	—		—	$0.00	$0.75	—	—	—	—
Call · $65 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.083 UTC Last — Breakeven — Implied vol 46.5% Delta 0.908 ≈91% ITM Gamma 0.027 Theta -0.048 Vega 0.022 Open interest — OI effective date — Model this call Put · $65 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.5%	0.899	$5.00	$8.40	—		—	$0.00	$0.75	—	—	—	—
Call · $66 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.044 UTC Last — Breakeven — Implied vol 41.5% Delta 0.899 ≈90% ITM Gamma 0.033 Theta -0.046 Vega 0.023 Open interest — OI effective date — Model this call Put · $66 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	36.5%	0.887	$4.00	$7.40	—		—	$0.00	$1.90	—	—	—	—
Call · $67 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.910 UTC Last — Breakeven — Implied vol 36.5% Delta 0.887 ≈89% ITM Gamma 0.04 Theta -0.044 Vega 0.025 Open interest — OI effective date — Model this call Put · $67 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.279 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	31.4%	0.873	$3.00	$6.40	$5.23		—	$0.00	$1.75	—	—	—	—
Call · $68 In the money Daily-bar session Aug 5, 2026 Quote as of 2026-09-04 19:59:31.864 UTC Last $5.23 Breakeven $73.23 Implied vol 31.4% Delta 0.873 ≈87% ITM Gamma 0.051 Theta -0.042 Vega 0.027 Open interest — OI effective date — Model this call Put · $68 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.188 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	26.2%	0.853	$2.00	$5.40	—		—	$0.00	$0.75	—	—	—	—
Call · $69 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.779 UTC Last — Breakeven — Implied vol 26.2% Delta 0.853 ≈85% ITM Gamma 0.067 Theta -0.039 Vega 0.03 Open interest — OI effective date — Model this call Put · $69 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20.8%	0.823	$1.00	$4.40	—		—	$0.00	$0.75	—	—	—	—
Call · $70 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.690 UTC Last — Breakeven — Implied vol 20.8% Delta 0.823 ≈82% ITM Gamma 0.095 Theta -0.035 Vega 0.034 Open interest — OI effective date — Model this call Put · $70 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.1%	0.735	$0.05	$3.60	—		—	$0.00	$0.75	—	—	—	—
Call · $71 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.655 UTC Last — Breakeven — Implied vol 18.1% Delta 0.735 ≈73% ITM Gamma 0.138 Theta -0.038 Vega 0.043 Open interest — OI effective date — Model this call Put · $71 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.437 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19%	0.576	$0.05	$2.40	—		—	$0.00	$1.75	—	—	—	—
Call · $72 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.579 UTC Last — Breakeven — Implied vol 19% Delta 0.576 ≈58% ITM Gamma 0.157 Theta -0.045 Vega 0.051 Open interest — OI effective date — Model this call Put · $72 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.571 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $72.35
—	—	—	—	$0.00	$1.75	—		—	$0.00	$2.00	—	—	—	—
Call · $73 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.583 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $73 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$0.05	$2.75	—	—	—	—
Call · $74 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.921 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $74 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.682 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.75	—		—	$1.00	$4.00	—	—	—	—
Call · $75 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.006 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $75 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.768 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$1.70	$5.50	-0.952	15.8%	—	—
Call · $76 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $76 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.877 UTC Last — Breakeven — Implied vol 15.8% Delta -0.952 ≈95% ITM Gamma 0.048 Theta -0.001 Vega 0.013 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$2.70	$6.00	—	—	—	—
Call · $77 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $77 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.424 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$3.60	$7.00	—	—	—	—
Call · $78 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $78 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.411 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.75	—		—	$4.60	$8.00	—	—	—	—
Call · $79 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.403 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $79 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.394 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$5.60	$9.00	—	—	—	—
Call · $80 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $80 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.171 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$6.60	$10.00	—	—	—	—
Call · $81 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $81 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.182 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$7.60	$11.00	—	—	—	—
Call · $82 Daily-bar session Unknown Quote as of 2026-09-04 13:30:29.436 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $82 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.085 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Aug 5, 2026; 49 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.