FVAL's 30 day historical volatility is 14.74%, in the 88th percentile of readings over the past year. This is a high percentile, meaning Fidelity Value Factor ETF shares have swung far more than usual. FVAL's 30 day implied volatility sits at 15.41%, with an IV Rank of 44.64%, leaving IV roughly in line with historical volatility. This means options are priced close to what the stock has actually delivered, as of Nov 13, 2026.

Tracking FVAL historical volatility helps you see how much Fidelity Value Factor ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, FVAL's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FVAL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. FVAL's 30 day historical volatility, or FVAL HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FVAL's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Capitalizes on cheap stocks, with low prices relative to fundamentals, which have historically outperformed the market over time.

Historical Volatility

HV Percentile

88thHV Percentile

High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)14.74%

HV Percentile88th

Implied Volatility (30d)15.41%

IV Rank44.64%

IV Minus HV+0.67%

As of Nov 13, 2026