IntraAlpha
Create free account Start free

Fidelity Emerging Markets Multifactor ETF FDEM

i

Market dataready · fetched 2026-10-16T00:14:19.809Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:02.578684443Z

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$0.50$1.30$2.10$2.89$3.69$30.47$32.39$34.31$36.23$38.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDEM spot · $34.50FDEM PRICE$0.59$0.62$0.66$0.74$0.81$0.88$0.95$1.03$1.10$1.21$1.42$1.62$1.83$0.67$0.70$0.79$0.86$0.93$1.03$1.14$1.27$1.52$1.76$2.10$2.53$3.46
PutsExpensive1.23×
CallsExpensive1.43×
SkewBearish+3.48 pp
Implied moveBearish±$2.09
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.4052.8%18.8%30.6551.3%13.1%
25Δ38.1341.1%12.3%32.0440.9%9.2%
30Δ36.8834.1%8.8%32.8536.0%7.1%
35Δ36.1430.5%6.9%33.4632.2%5.5%
40Δ35.6127.8%5.6%34.0128.6%4.1%
45Δ35.1325.2%4.4%34.3626.9%3.4%
50Δ34.7923.3%3.6%34.7125.2%2.7%
55Δ34.5021.5%3.0%35.0623.8%2.0%
60Δ34.2119.8%2.3%35.4324.2%1.7%
65Δ33.9118.6%1.8%35.8024.5%1.3%
70Δ33.6218.5%1.6%36.2425.2%1.0%
75Δ33.3318.5%1.3%36.7726.3%0.8%
80Δ33.0318.5%1.0%37.7530.6%0.6%

20Δ

Calls
Pseudo strike
40.40
IV
52.8%
B/E move
18.8%
Puts
Pseudo strike
30.65
IV
51.3%
B/E move
13.1%

25Δ

Calls
Pseudo strike
38.13
IV
41.1%
B/E move
12.3%
Puts
Pseudo strike
32.04
IV
40.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
36.88
IV
34.1%
B/E move
8.8%
Puts
Pseudo strike
32.85
IV
36.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
36.14
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
33.46
IV
32.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
35.61
IV
27.8%
B/E move
5.6%
Puts
Pseudo strike
34.01
IV
28.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
35.13
IV
25.2%
B/E move
4.4%
Puts
Pseudo strike
34.36
IV
26.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
34.79
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
34.71
IV
25.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
34.50
IV
21.5%
B/E move
3.0%
Puts
Pseudo strike
35.06
IV
23.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
34.21
IV
19.8%
B/E move
2.3%
Puts
Pseudo strike
35.43
IV
24.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
33.91
IV
18.6%
B/E move
1.8%
Puts
Pseudo strike
35.80
IV
24.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
33.62
IV
18.5%
B/E move
1.6%
Puts
Pseudo strike
36.24
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
33.33
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
36.77
IV
26.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
33.03
IV
18.5%
B/E move
1.0%
Puts
Pseudo strike
37.75
IV
30.6%
B/E move
0.6%