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Fidelity Enhanced Large Cap Growth ETF FELG

i

Market dataready · fetched 2026-11-12T04:07:31.106Z

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 · 2026-11-12T01:00:00.06771212Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:07:30.707124+00:00

Share price$41.65
1D+0.0%
AH$41.26$41.47$41.67$41.88$42.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFELG
Sold putSold callAH

Fidelity Enhanced Large Cap Growth ETF options

Live interpolated FELG call and put midpoint premiums by absolute delta.Fidelity Enhanced Large Cap Growth ETF$0.35$0.78$1.20$1.62$2.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ 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 PRICEFELG PRICE$0.40$0.41$0.45$0.58$0.73$0.88$1.03$1.18$1.33$1.47$1.62$1.77$1.92$0.44
Puts——
CallsCheap0.57×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.1758.3%9.4%38.7459.5%8.1%
25Δ43.8144.5%6.2%
30Δ43.0737.7%4.5%
35Δ42.7336.6%4.0%
40Δ42.4336.1%3.6%
45Δ42.1235.6%3.3%
50Δ41.8235.1%2.9%
55Δ41.5234.6%2.5%
60Δ41.2234.0%2.1%
65Δ40.9233.5%1.8%
70Δ40.6233.0%1.4%
75Δ40.3132.5%1.0%
80Δ40.0132.0%0.7%

20Δ

Calls
Pseudo strike
45.17
IV
58.3%
B/E move
9.4%
Puts
Pseudo strike
38.74
IV
59.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
43.81
IV
44.5%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
43.07
IV
37.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
42.73
IV
36.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
42.43
IV
36.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
42.12
IV
35.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
41.82
IV
35.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
41.52
IV
34.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.22
IV
34.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
40.92
IV
33.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
40.62
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.31
IV
32.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.01
IV
32.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.64%
Daily close
FELG18.1%24.5%30.9%2026-08-13: 21.65%2026-08-14: 22.15%2026-08-17: 23.71%2026-08-18: 25.27%2026-08-19: 26.43%2026-08-20: 29.97%2026-08-21: 21.20%2026-08-24: 21.38%2026-08-25: 20.85%2026-08-26: 20.72%2026-08-27: 19.97%2026-08-28: 19.92%2026-08-31: 19.76%2026-09-01: 19.80%2026-09-02: 19.76%2026-09-03: 18.94%2026-09-04: 19.22%2026-09-08: 20.71%2026-09-09: 21.63%2026-09-10: 22.47%2026-09-11: 21.78%2026-09-14: 23.53%2026-09-15: 25.23%2026-09-16: 26.43%2026-09-17: 28.76%2026-09-18: 19.08%2026-09-21: 19.24%2026-09-22: 19.81%2026-09-23: 20.09%2026-09-24: 20.25%2026-09-25: 20.34%2026-09-28: 20.47%2026-09-29: 20.43%2026-09-30: 20.97%2026-10-01: 20.94%2026-10-02: 20.14%2026-10-05: 20.82%2026-10-06: 21.00%2026-10-07: 20.93%2026-10-08: 21.06%2026-10-09: 19.71%2026-10-12: 22.80%2026-10-13: 23.49%2026-10-14: 26.39%2026-10-16: 21.84%2026-10-19: 21.13%2026-10-20: 21.73%2026-10-21: 21.46%2026-10-22: 23.90%2026-10-23: 23.57%2026-10-26: 22.69%2026-10-27: 21.89%2026-10-28: 21.88%2026-10-29: 21.94%2026-10-30: 24.64%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.65%
22.15%
23.71%
25.27%
26.43%
29.97%
21.20%
21.38%
20.85%
20.72%
19.97%
19.92%
19.76%
19.80%
19.76%
18.94%
19.22%
20.71%
21.63%
22.47%
21.78%
23.53%
25.23%
26.43%
28.76%
19.08%
19.24%
19.81%
20.09%
20.25%
20.34%
20.47%
20.43%
20.97%
20.94%
20.14%
20.82%
21.00%
20.93%
21.06%
19.71%
22.80%
23.49%
26.39%
21.84%
21.13%
21.73%
21.46%
23.90%
23.57%
22.69%
21.89%
21.88%
21.94%
24.64%