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Fidelity Emerging Markets Multifactor ETF FDEM

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Market dataready · fetched 2026-10-15T20:02:18.391Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.482246321Z

FundamentalsAlpha Vantage · ready

Share price$34.48
1D+0.9%
AH$34.03$34.18$34.34$34.50$34.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDEM
Sold putSold callAH

Fidelity Emerging Markets Multifactor ETF options

Live interpolated FDEM call and put midpoint premiums by absolute delta.Fidelity Emerging Markets Multifactor ETF$0.53$0.91$1.28$1.65$2.03$31.66$33.04$34.41$35.79$37.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $34.48OPTION PRICELive FDEM spot · $34.48FDEM PRICE$0.57$0.57$0.57$0.57$0.57$0.60$0.64$0.67$0.70$0.74$0.77$0.81$0.84$0.57$0.57$0.58$0.59$0.61$0.67$0.74$0.80$0.87$1.03$1.28$1.53$1.92
PutsExpensive8.21×
CallsExpensive4.61×
SkewBearish+7.22 pp
Implied moveBearish±$1.37
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.00307.6%17.7%30.96267.1%11.9%
25Δ37.66227.8%10.9%32.24204.6%8.2%
30Δ36.40177.5%7.2%33.08162.1%5.7%
35Δ35.66144.1%5.1%33.56137.2%4.4%
40Δ35.12117.1%3.5%34.02114.1%3.1%
45Δ34.85104.3%2.8%34.24107.3%2.6%
50Δ34.6595.3%2.3%34.46100.6%2.2%
55Δ34.4586.4%1.9%34.6893.9%1.8%
60Δ34.2677.4%1.4%34.8987.1%1.3%
65Δ34.0668.5%0.9%35.1686.2%1.0%
70Δ33.8759.6%0.5%35.4690.9%0.9%
75Δ33.6750.6%0.0%35.7695.6%0.7%
80Δ33.4841.7%0.5%36.20105.1%0.6%

20Δ

Calls
Pseudo strike
40.00
IV
307.6%
B/E move
17.7%
Puts
Pseudo strike
30.96
IV
267.1%
B/E move
11.9%

25Δ

Calls
Pseudo strike
37.66
IV
227.8%
B/E move
10.9%
Puts
Pseudo strike
32.24
IV
204.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
36.40
IV
177.5%
B/E move
7.2%
Puts
Pseudo strike
33.08
IV
162.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
35.66
IV
144.1%
B/E move
5.1%
Puts
Pseudo strike
33.56
IV
137.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
35.12
IV
117.1%
B/E move
3.5%
Puts
Pseudo strike
34.02
IV
114.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
34.85
IV
104.3%
B/E move
2.8%
Puts
Pseudo strike
34.24
IV
107.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
34.65
IV
95.3%
B/E move
2.3%
Puts
Pseudo strike
34.46
IV
100.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.45
IV
86.4%
B/E move
1.9%
Puts
Pseudo strike
34.68
IV
93.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
34.26
IV
77.4%
B/E move
1.4%
Puts
Pseudo strike
34.89
IV
87.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
34.06
IV
68.5%
B/E move
0.9%
Puts
Pseudo strike
35.16
IV
86.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
33.87
IV
59.6%
B/E move
0.5%
Puts
Pseudo strike
35.46
IV
90.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.67
IV
50.6%
B/E move
0.0%
Puts
Pseudo strike
35.76
IV
95.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.48
IV
41.7%
B/E move
0.5%
Puts
Pseudo strike
36.20
IV
105.1%
B/E move
0.6%