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Fidelity Emerging Markets Multifactor ETF FDEM

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Market dataready · fetched 2026-10-15T20:32:45.153Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:02.473068461Z

FundamentalsAlpha Vantage · ready

Share price$34.50
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$0.95$1.38$1.80$2.22$31.64$33.03$34.42$35.81$37.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $34.50OPTION PRICELive FDEM spot · $34.50FDEM PRICE$0.57$0.57$0.57$0.57$0.57$0.60$0.63$0.67$0.70$0.73$0.77$0.80$0.83$0.57$0.57$0.58$0.59$0.61$0.68$0.74$0.81$0.88$1.07$1.33$1.58$2.10
PutsExpensive8.31×
CallsExpensive4.61×
SkewBearish+8.94 pp
Implied moveBearish±$1.38
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.02310.8%17.7%30.98269.7%11.9%
25Δ37.68230.1%10.9%32.26206.8%8.2%
30Δ36.42179.3%7.2%33.10164.0%5.7%
35Δ35.68145.6%5.1%33.59138.6%4.4%
40Δ35.14118.6%3.5%34.03116.1%3.1%
45Δ34.86104.8%2.8%34.26109.2%2.7%
50Δ34.6795.9%2.3%34.48102.4%2.2%
55Δ34.4886.9%1.9%34.7095.6%1.8%
60Δ34.2978.0%1.4%34.9388.8%1.3%
65Δ34.1069.1%1.0%35.2189.8%1.1%
70Δ33.9160.1%0.5%35.5294.6%0.9%
75Δ33.7251.2%0.1%35.8299.4%0.7%
80Δ33.5342.3%0.4%36.38113.9%0.6%

20Δ

Calls
Pseudo strike
40.02
IV
310.8%
B/E move
17.7%
Puts
Pseudo strike
30.98
IV
269.7%
B/E move
11.9%

25Δ

Calls
Pseudo strike
37.68
IV
230.1%
B/E move
10.9%
Puts
Pseudo strike
32.26
IV
206.8%
B/E move
8.2%

30Δ

Calls
Pseudo strike
36.42
IV
179.3%
B/E move
7.2%
Puts
Pseudo strike
33.10
IV
164.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
35.68
IV
145.6%
B/E move
5.1%
Puts
Pseudo strike
33.59
IV
138.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
35.14
IV
118.6%
B/E move
3.5%
Puts
Pseudo strike
34.03
IV
116.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
34.86
IV
104.8%
B/E move
2.8%
Puts
Pseudo strike
34.26
IV
109.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
34.67
IV
95.9%
B/E move
2.3%
Puts
Pseudo strike
34.48
IV
102.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.48
IV
86.9%
B/E move
1.9%
Puts
Pseudo strike
34.70
IV
95.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
34.29
IV
78.0%
B/E move
1.4%
Puts
Pseudo strike
34.93
IV
88.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
34.10
IV
69.1%
B/E move
1.0%
Puts
Pseudo strike
35.21
IV
89.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.91
IV
60.1%
B/E move
0.5%
Puts
Pseudo strike
35.52
IV
94.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.72
IV
51.2%
B/E move
0.1%
Puts
Pseudo strike
35.82
IV
99.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.53
IV
42.3%
B/E move
0.4%
Puts
Pseudo strike
36.38
IV
113.9%
B/E move
0.6%