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Fidelity Enhanced U.S. All-Cap Equity ETF FEAC

i

Market dataready · fetched 2026-11-11T13:56:25.590Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T01:00:00.068949772Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:25.208267+00:00

Share price$32.15
1D-0.2%
AH$31.99$32.03$32.06$32.09$32.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEAC
Sold putSold callAH

Fidelity Enhanced U.S. All-Cap Equity ETF options

Live interpolated FEAC call and put midpoint premiums by absolute delta.Fidelity Enhanced U.S. All-Cap Equity ETF$0.43$0.60$0.77$0.94$1.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFEAC PRICE$0.45$0.45$0.46$0.47$0.52$0.57$0.61$0.66$0.74$0.82$0.90$0.98$1.06$0.45$0.47$0.50$0.53$0.57
Puts——
CallsExpensive2.04×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3783.9%14.5%29.3074.9%10.3%
25Δ34.6362.3%9.1%30.3158.9%7.2%
30Δ33.7149.6%6.3%30.9949.1%5.2%
35Δ33.1040.8%4.4%31.3443.8%4.2%
40Δ32.7937.1%3.6%31.6938.6%3.2%
45Δ32.5534.3%3.0%
50Δ32.3031.6%2.4%
55Δ32.0628.8%1.8%
60Δ31.8927.1%1.5%
65Δ31.7425.7%1.3%
70Δ31.6024.2%1.1%
75Δ31.4522.8%0.9%
80Δ31.3121.4%0.7%

20Δ

Calls
Pseudo strike
36.37
IV
83.9%
B/E move
14.5%
Puts
Pseudo strike
29.30
IV
74.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
34.63
IV
62.3%
B/E move
9.1%
Puts
Pseudo strike
30.31
IV
58.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
33.71
IV
49.6%
B/E move
6.3%
Puts
Pseudo strike
30.99
IV
49.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
33.10
IV
40.8%
B/E move
4.4%
Puts
Pseudo strike
31.34
IV
43.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
32.79
IV
37.1%
B/E move
3.6%
Puts
Pseudo strike
31.69
IV
38.6%
B/E move
3.2%

45Δ

Calls
Pseudo strike
32.55
IV
34.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.30
IV
31.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
32.06
IV
28.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
31.89
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.74
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.60
IV
24.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.45
IV
22.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.31
IV
21.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.36%
Daily close
FEAC14.9%24.7%34.4%2026-08-13: 19.30%2026-08-14: 19.88%2026-08-17: 23.18%2026-08-18: 24.14%2026-08-19: 33.07%2026-08-21: 16.67%2026-08-24: 17.13%2026-08-25: 17.13%2026-08-26: 17.08%2026-08-27: 16.74%2026-08-28: 17.09%2026-08-31: 17.71%2026-09-01: 18.22%2026-09-02: 17.51%2026-09-03: 17.45%2026-09-04: 18.10%2026-09-09: 19.81%2026-09-10: 20.22%2026-09-11: 20.31%2026-09-14: 22.69%2026-09-15: 25.07%2026-09-16: 27.12%2026-09-17: 31.29%2026-09-18: 16.68%2026-09-21: 16.27%2026-09-22: 16.78%2026-09-23: 16.77%2026-09-24: 16.85%2026-09-25: 17.13%2026-09-28: 17.49%2026-09-29: 17.38%2026-09-30: 17.81%2026-10-01: 17.63%2026-10-02: 18.39%2026-10-05: 18.14%2026-10-06: 18.71%2026-10-07: 18.88%2026-10-08: 19.37%2026-10-09: 19.57%2026-10-12: 21.65%2026-10-13: 23.48%2026-10-14: 23.61%2026-10-15: 29.86%2026-10-16: 16.72%2026-10-19: 16.88%2026-10-20: 16.87%2026-10-21: 16.94%2026-10-22: 17.90%2026-10-23: 18.44%2026-10-26: 17.87%2026-10-27: 17.94%2026-10-28: 18.18%2026-10-29: 17.99%2026-10-30: 19.36%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.30%
19.88%
23.18%
24.14%
33.07%
16.67%
17.13%
17.13%
17.08%
16.74%
17.09%
17.71%
18.22%
17.51%
17.45%
18.10%
19.81%
20.22%
20.31%
22.69%
25.07%
27.12%
31.29%
16.68%
16.27%
16.78%
16.77%
16.85%
17.13%
17.49%
17.38%
17.81%
17.63%
18.39%
18.14%
18.71%
18.88%
19.37%
19.57%
21.65%
23.48%
23.61%
29.86%
16.72%
16.88%
16.87%
16.94%
17.90%
18.44%
17.87%
17.94%
18.18%
17.99%
19.36%