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Fidelity Enhanced Large Cap Core ETF FELC

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Market datapartial · fetched 2026-10-22T23:21:35.507Z

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 · 2026-10-22T22:30:00.0024413Z

FundamentalsAlpha Vantage · unavailable

Share price$43.24
1D-0.4%
AH$43.08$43.18$43.28$43.38$43.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFELC
Sold putSold callAH

Fidelity Enhanced Large Cap Core ETF options

Live interpolated FELC call and put midpoint premiums by absolute delta.Fidelity Enhanced Large Cap Core ETF$0.35$0.83$1.30$1.78$2.26$40.26$41.71$43.16$44.62$46.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELC spot · $43.24FELC PRICE$0.40$0.42$0.47$0.52$0.58$0.67$0.76$0.85$0.97$1.19$1.42$1.64$2.12$0.48$0.52$0.57$0.63$0.68$0.76$0.86$0.96$1.06$1.21$1.42$1.63
PutsExpensive1.26×
CallsExpensive1.46×
SkewBearish+1.24 pp
Implied moveBearish±$1.62
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8630.8%9.3%40.2134.0%8.1%
25Δ45.5824.2%6.4%41.2627.8%5.8%
30Δ44.8620.9%4.8%41.9823.9%4.2%
35Δ44.4219.0%3.9%42.4121.5%3.4%
40Δ43.9817.2%3.1%42.8419.2%2.5%
45Δ43.7216.6%2.7%43.1517.8%2.0%
50Δ43.4716.0%2.3%43.4017.1%1.6%
55Δ43.2115.4%1.9%43.6416.3%1.3%
60Δ42.9415.1%1.5%43.8915.6%0.9%
65Δ42.6415.7%1.4%44.1615.3%0.7%
70Δ42.3416.3%1.2%44.4415.2%0.5%
75Δ42.0416.9%1.0%44.7315.2%0.3%
80Δ41.5118.6%0.9%

20Δ

Calls
Pseudo strike
46.86
IV
30.8%
B/E move
9.3%
Puts
Pseudo strike
40.21
IV
34.0%
B/E move
8.1%

25Δ

Calls
Pseudo strike
45.58
IV
24.2%
B/E move
6.4%
Puts
Pseudo strike
41.26
IV
27.8%
B/E move
5.8%

30Δ

Calls
Pseudo strike
44.86
IV
20.9%
B/E move
4.8%
Puts
Pseudo strike
41.98
IV
23.9%
B/E move
4.2%

35Δ

Calls
Pseudo strike
44.42
IV
19.0%
B/E move
3.9%
Puts
Pseudo strike
42.41
IV
21.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
43.98
IV
17.2%
B/E move
3.1%
Puts
Pseudo strike
42.84
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
43.72
IV
16.6%
B/E move
2.7%
Puts
Pseudo strike
43.15
IV
17.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
43.47
IV
16.0%
B/E move
2.3%
Puts
Pseudo strike
43.40
IV
17.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
43.21
IV
15.4%
B/E move
1.9%
Puts
Pseudo strike
43.64
IV
16.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
42.94
IV
15.1%
B/E move
1.5%
Puts
Pseudo strike
43.89
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
42.64
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
44.16
IV
15.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
42.34
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
44.44
IV
15.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
42.04
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
44.73
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
41.51
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

FELC14.7814.8414.892026-10-20: 14.80%2026-10-21: 14.88%Oct 20Oct 21
Table
DateIV
14.80%
14.88%