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Fidelity Enhanced Large Cap Growth ETF FELG

i

Market dataready · fetched 2026-10-23T03:00:10.960Z

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 · 2026-10-23T00:00:00.175980153Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:10.322518+00:00

Share price$43.11
1D-1.3%
AH$42.89$43.10$43.32$43.53$43.755:30 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$0.37$1.23$2.08$2.93$3.78$38.82$41.10$43.39$45.67$47.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELG spot · $43.11FELG PRICE$0.47$0.54$0.62$0.72$0.82$0.98$1.17$1.37$1.65$1.92$2.36$2.87$3.54$0.60$0.67$0.75$0.85$1.01$1.16$1.33$1.51$1.71$1.97$2.24$2.64$3.08
PutsExpensive1.31×
CallsExpensive1.51×
SkewNeutral+0.02 pp
Implied moveBearish±$2.51
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.3936.2%11.0%39.4341.9%9.9%
25Δ46.1031.4%8.2%40.6235.6%7.3%
30Δ45.2728.3%6.5%41.4331.5%5.6%
35Δ44.6626.3%5.3%42.0828.5%4.4%
40Δ44.1624.7%4.3%42.5227.7%3.7%
45Δ43.7324.5%3.7%42.9626.8%3.0%
50Δ43.3525.0%3.3%43.3526.1%2.5%
55Δ42.9625.4%2.8%43.7325.3%2.0%
60Δ42.5426.1%2.5%44.1324.7%1.6%
65Δ42.1226.7%2.2%44.5324.5%1.3%
70Δ41.5628.5%1.9%44.9424.4%0.9%
75Δ40.9530.6%1.6%45.4624.6%0.7%
80Δ40.1632.8%1.4%46.0025.0%0.4%

20Δ

Calls
Pseudo strike
47.39
IV
36.2%
B/E move
11.0%
Puts
Pseudo strike
39.43
IV
41.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
46.10
IV
31.4%
B/E move
8.2%
Puts
Pseudo strike
40.62
IV
35.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
45.27
IV
28.3%
B/E move
6.5%
Puts
Pseudo strike
41.43
IV
31.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
44.66
IV
26.3%
B/E move
5.3%
Puts
Pseudo strike
42.08
IV
28.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
44.16
IV
24.7%
B/E move
4.3%
Puts
Pseudo strike
42.52
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
43.73
IV
24.5%
B/E move
3.7%
Puts
Pseudo strike
42.96
IV
26.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
43.35
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
43.35
IV
26.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
42.96
IV
25.4%
B/E move
2.8%
Puts
Pseudo strike
43.73
IV
25.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
42.54
IV
26.1%
B/E move
2.5%
Puts
Pseudo strike
44.13
IV
24.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
42.12
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
44.53
IV
24.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
41.56
IV
28.5%
B/E move
1.9%
Puts
Pseudo strike
44.94
IV
24.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
40.95
IV
30.6%
B/E move
1.6%
Puts
Pseudo strike
45.46
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
40.16
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
46.00
IV
25.0%
B/E move
0.4%

Options history

FELG21.4421.5821.722026-10-20: 21.69%2026-10-21: 21.46%Oct 20Oct 21
Table
DateIV
21.69%
21.46%