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Fidelity Enhanced Large Cap Core ETF FELC

i

Market dataready · fetched 2026-11-12T03:00:00.253Z

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 · 2026-11-12T01:00:00.018277546Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:59:59.778397+00:00

Share price$42.87
1D+0.4%
AH$42.58$42.70$42.82$42.94$43.065:30 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$0.34$0.54$0.75$0.95$1.16$39.95$41.49$43.03$44.57$46.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FELC spot · $42.87FELC PRICE$0.36$0.44$0.51$0.55$0.59$0.64$0.71$0.78$0.85$0.92$0.99$1.10$0.50$0.52$0.55$0.58$0.61$0.64$0.67$0.72$0.79$0.86$0.93$0.99$1.06
PutsCheap0.87×
Calls——
Skew——
Implied moveBalanced±$1.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6264.7%8.7%
25Δ44.2930.3%4.2%40.8050.8%6.0%
30Δ44.1233.2%3.9%41.4942.8%4.5%
35Δ43.8934.1%3.6%42.0536.2%3.3%
40Δ43.5730.9%2.9%42.3432.4%2.7%
45Δ43.2427.6%2.3%42.6328.7%2.0%
50Δ42.9624.8%1.7%42.9224.9%1.4%
55Δ42.7923.5%1.5%43.1022.9%1.1%
60Δ42.6322.2%1.3%43.2421.5%1.0%
65Δ42.4620.9%1.0%43.3920.1%0.8%
70Δ42.3019.6%0.8%43.5318.8%0.6%
75Δ42.1318.3%0.6%43.6717.4%0.5%
80Δ41.9517.2%0.4%43.8116.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.62
IV
64.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
44.29
IV
30.3%
B/E move
4.2%
Puts
Pseudo strike
40.80
IV
50.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
44.12
IV
33.2%
B/E move
3.9%
Puts
Pseudo strike
41.49
IV
42.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
43.89
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
42.05
IV
36.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
43.57
IV
30.9%
B/E move
2.9%
Puts
Pseudo strike
42.34
IV
32.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
43.24
IV
27.6%
B/E move
2.3%
Puts
Pseudo strike
42.63
IV
28.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
42.96
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
42.92
IV
24.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
42.79
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
43.10
IV
22.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
42.63
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
43.24
IV
21.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
42.46
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
43.39
IV
20.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
42.30
IV
19.6%
B/E move
0.8%
Puts
Pseudo strike
43.53
IV
18.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.13
IV
18.3%
B/E move
0.6%
Puts
Pseudo strike
43.67
IV
17.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
41.95
IV
17.2%
B/E move
0.4%
Puts
Pseudo strike
43.81
IV
16.0%
B/E move
0.3%

Options history

IV · four-Friday blend17.36%
Daily close
FELC13.0%18.6%24.2%2026-08-13: 15.88%2026-08-18: 19.40%2026-08-19: 20.09%2026-08-21: 14.95%2026-08-24: 15.12%2026-08-25: 15.05%2026-08-26: 15.10%2026-08-27: 14.70%2026-08-28: 14.45%2026-08-31: 15.02%2026-09-01: 15.14%2026-09-02: 14.99%2026-09-03: 14.40%2026-09-04: 14.85%2026-09-08: 15.98%2026-09-09: 16.65%2026-09-10: 16.94%2026-09-11: 16.96%2026-09-14: 17.65%2026-09-15: 19.76%2026-09-16: 20.42%2026-09-17: 23.47%2026-09-18: 14.53%2026-09-21: 14.05%2026-09-22: 13.79%2026-09-23: 14.18%2026-09-24: 14.66%2026-09-25: 14.47%2026-09-28: 14.76%2026-09-29: 14.76%2026-09-30: 15.09%2026-10-01: 15.13%2026-10-02: 15.06%2026-10-05: 15.27%2026-10-06: 15.85%2026-10-07: 15.69%2026-10-08: 15.80%2026-10-09: 16.11%2026-10-13: 18.76%2026-10-16: 15.34%2026-10-19: 15.08%2026-10-20: 14.88%2026-10-21: 14.88%2026-10-22: 16.21%2026-10-23: 16.27%2026-10-26: 15.95%2026-10-27: 16.13%2026-10-28: 15.78%2026-10-29: 15.50%2026-10-30: 17.36%Aug 13Sep 22Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.88%
19.40%
20.09%
14.95%
15.12%
15.05%
15.10%
14.70%
14.45%
15.02%
15.14%
14.99%
14.40%
14.85%
15.98%
16.65%
16.94%
16.96%
17.65%
19.76%
20.42%
23.47%
14.53%
14.05%
13.79%
14.18%
14.66%
14.47%
14.76%
14.76%
15.09%
15.13%
15.06%
15.27%
15.85%
15.69%
15.80%
16.11%
18.76%
15.34%
15.08%
14.88%
14.88%
16.21%
16.27%
15.95%
16.13%
15.78%
15.50%
17.36%