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

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Market datapartial · fetched 2026-10-22T10:48:10.583Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.068884044Z

FundamentalsAlpha Vantage · unavailable

Share price$33.21
1D+0.0%
AH$33.06$33.07$33.08$33.08$33.095:30 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$0.36$0.71$1.05$1.39$1.73$30.69$31.93$33.16$34.39$35.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEAC spot · $33.21FEAC PRICE$0.40$0.40$0.42$0.46$0.51$0.57$0.63$0.69$0.76$0.93$1.10$1.27$1.44$0.44$0.47$0.51$0.55$0.58$0.64$0.72$0.79$0.86$0.93$1.09$1.36$1.63
PutsExpensive1.72×
CallsExpensive1.94×
SkewBearish+1.00 pp
Implied moveBearish±$1.35
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9340.1%12.4%30.4839.7%9.5%
25Δ35.4630.0%8.0%31.4132.4%6.8%
30Δ34.7224.8%5.8%32.0727.3%4.9%
35Δ34.2321.6%4.5%32.4624.3%3.9%
40Δ33.8819.5%3.6%32.8421.3%2.8%
45Δ33.6618.5%3.1%33.1219.5%2.2%
50Δ33.4417.4%2.6%33.3118.5%1.8%
55Δ33.2216.3%2.1%33.5017.5%1.5%
60Δ32.9915.3%1.6%33.7016.5%1.1%
65Δ32.7515.6%1.4%33.8915.6%0.8%
70Δ32.5216.0%1.2%34.1415.4%0.5%
75Δ32.2816.3%1.0%34.4616.2%0.3%
80Δ32.0416.7%0.8%34.7817.0%0.2%

20Δ

Calls
Pseudo strike
36.93
IV
40.1%
B/E move
12.4%
Puts
Pseudo strike
30.48
IV
39.7%
B/E move
9.5%

25Δ

Calls
Pseudo strike
35.46
IV
30.0%
B/E move
8.0%
Puts
Pseudo strike
31.41
IV
32.4%
B/E move
6.8%

30Δ

Calls
Pseudo strike
34.72
IV
24.8%
B/E move
5.8%
Puts
Pseudo strike
32.07
IV
27.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
34.23
IV
21.6%
B/E move
4.5%
Puts
Pseudo strike
32.46
IV
24.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
33.88
IV
19.5%
B/E move
3.6%
Puts
Pseudo strike
32.84
IV
21.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
33.66
IV
18.5%
B/E move
3.1%
Puts
Pseudo strike
33.12
IV
19.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
33.44
IV
17.4%
B/E move
2.6%
Puts
Pseudo strike
33.31
IV
18.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
33.22
IV
16.3%
B/E move
2.1%
Puts
Pseudo strike
33.50
IV
17.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
32.99
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
33.70
IV
16.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
32.75
IV
15.6%
B/E move
1.4%
Puts
Pseudo strike
33.89
IV
15.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
32.52
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
34.14
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
32.28
IV
16.3%
B/E move
1.0%
Puts
Pseudo strike
34.46
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
32.04
IV
16.7%
B/E move
0.8%
Puts
Pseudo strike
34.78
IV
17.0%
B/E move
0.2%

Options history

No recorded observations