FDMO Volatility Skew

The at-the-money implied volatility for Fidelity Momentum Factor ETF (FDMO) options expiring Dec 18, 2026 (35 DTE) is 21.3%.

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Implied Volatility Stats

Showing results for 2026-12-18(m), calls & puts

Expiration Date Avg IV
2026-12-18(m) calls 20.85%
2026-12-18(m) puts 20.78%

FDMO Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is FDMO's one-year implied volatility range?

Over the past year, FDMO 30-day implied volatility ranged from 13.9% on Dec 23, 2025 to 163.3% on Jul 17, 2026.

How has FDMO implied volatility changed recently?

FDMO 30-day implied volatility went from 18.5% on Oct 14, 2026 to 21.2% on Nov 11, 2026. See the FDMO implied volatility history for a longer view.

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