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Fidelity Enhanced Large Cap Value ETF FELV

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Market datapartial · fetched 2026-10-23T00:21:18.112Z

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 · 2026-10-23T00:00:00.025826449Z

FundamentalsAlpha Vantage · unavailable

Share price$43.06
1D+0.4%
AH$42.69$42.79$42.90$43.00$43.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFELV
Sold putSold callAH

Fidelity Enhanced Large Cap Value ETF options

Live interpolated FELV call and put midpoint premiums by absolute delta.Fidelity Enhanced Large Cap Value ETF$0.52$1.00$1.47$1.95$2.43$38.23$40.75$43.28$45.81$48.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELV spot · $43.06FELV PRICE$0.57$0.58$0.60$0.64$0.69$0.76$0.83$0.90$1.01$1.12$1.23$1.34$1.53$0.61$0.64$0.69$0.74$0.79$0.85$0.93$1.01$1.10$1.18$1.45$1.79$2.29
PutsCheap0.71×
CallsCheap0.60×
SkewBearish+1.20 pp
Implied moveBearish±$1.76
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5045.2%14.0%39.3342.7%10.1%
25Δ46.4534.5%9.2%40.6734.1%7.0%
30Δ45.1427.2%6.2%41.5128.9%5.2%
35Δ44.4823.5%4.8%42.1325.2%3.9%
40Δ43.9420.7%3.6%42.5522.6%3.0%
45Δ43.6319.2%3.1%42.9720.0%2.2%
50Δ43.3217.8%2.5%43.2218.7%1.8%
55Δ43.0116.4%2.0%43.4617.5%1.4%
60Δ42.7915.7%1.7%43.7016.4%1.1%
65Δ42.5715.0%1.4%43.9415.2%0.7%
70Δ42.3514.4%1.2%44.3015.7%0.5%
75Δ42.1313.7%0.9%44.7016.8%0.4%
80Δ41.8513.3%0.7%45.2518.7%0.2%

20Δ

Calls
Pseudo strike
48.50
IV
45.2%
B/E move
14.0%
Puts
Pseudo strike
39.33
IV
42.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
46.45
IV
34.5%
B/E move
9.2%
Puts
Pseudo strike
40.67
IV
34.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
45.14
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
41.51
IV
28.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
44.48
IV
23.5%
B/E move
4.8%
Puts
Pseudo strike
42.13
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
43.94
IV
20.7%
B/E move
3.6%
Puts
Pseudo strike
42.55
IV
22.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
43.63
IV
19.2%
B/E move
3.1%
Puts
Pseudo strike
42.97
IV
20.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
43.32
IV
17.8%
B/E move
2.5%
Puts
Pseudo strike
43.22
IV
18.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
43.01
IV
16.4%
B/E move
2.0%
Puts
Pseudo strike
43.46
IV
17.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
42.79
IV
15.7%
B/E move
1.7%
Puts
Pseudo strike
43.70
IV
16.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
42.57
IV
15.0%
B/E move
1.4%
Puts
Pseudo strike
43.94
IV
15.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
42.35
IV
14.4%
B/E move
1.2%
Puts
Pseudo strike
44.30
IV
15.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
42.13
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
44.70
IV
16.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.85
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
45.25
IV
18.7%
B/E move
0.2%

Options history

FELV17.1617.2517.342026-10-20: 17.32%2026-10-21: 17.18%Oct 20Oct 21
Table
DateIV
17.32%
17.18%