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Fidelity Enhanced Large Cap Value ETF FELV

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Market datapartial · fetched 2026-10-23T15:08:07.576Z

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 · 2026-10-23T15:06:47.113531208Z

FundamentalsAlpha Vantage · unavailable

Share price$42.84
1D-1.9%
$42.55$42.84$43.14$43.44$43.735:30 AM6:30 AM9:00 AM1:00 PMFELV
Sold putSold call

Fidelity Enhanced Large Cap Value ETF options

Live interpolated FELV call and put midpoint premiums by absolute delta.Fidelity Enhanced Large Cap Value ETF$0.71$1.10$1.49$1.88$2.27$35.25$38.61$41.97$45.33$48.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FELV spot · $42.84FELV PRICE$0.75$0.91$1.06$1.21$1.37$1.52$1.67$1.83$1.98$0.82$0.94$1.06$1.18$1.31$1.43$1.55$1.67$1.79$1.91$2.03$2.16
PutsExpensive1.52×
CallsCheap0.52×
SkewBearish+33.10 pp
Implied moveBearish±$2.61
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8781.3%22.9%
25Δ34.8076.2%21.0%
30Δ35.7271.0%19.1%
35Δ36.6565.8%17.2%
40Δ43.7922.1%4.0%37.5860.6%15.3%
45Δ43.4821.5%3.6%38.5155.4%13.4%
50Δ43.1720.9%3.2%39.4450.3%11.5%
55Δ42.8620.3%2.9%40.3745.1%9.7%
60Δ42.5419.7%2.5%41.3039.9%7.8%
65Δ42.2319.2%2.1%42.2334.7%5.9%
70Δ41.9218.6%1.8%43.1629.5%4.0%
75Δ41.6118.0%1.4%44.0924.4%2.1%
80Δ41.3017.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.87
IV
81.3%
B/E move
22.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.80
IV
76.2%
B/E move
21.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.72
IV
71.0%
B/E move
19.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.65
IV
65.8%
B/E move
17.2%

40Δ

Calls
Pseudo strike
43.79
IV
22.1%
B/E move
4.0%
Puts
Pseudo strike
37.58
IV
60.6%
B/E move
15.3%

45Δ

Calls
Pseudo strike
43.48
IV
21.5%
B/E move
3.6%
Puts
Pseudo strike
38.51
IV
55.4%
B/E move
13.4%

50Δ

Calls
Pseudo strike
43.17
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
39.44
IV
50.3%
B/E move
11.5%

55Δ

Calls
Pseudo strike
42.86
IV
20.3%
B/E move
2.9%
Puts
Pseudo strike
40.37
IV
45.1%
B/E move
9.7%

60Δ

Calls
Pseudo strike
42.54
IV
19.7%
B/E move
2.5%
Puts
Pseudo strike
41.30
IV
39.9%
B/E move
7.8%

65Δ

Calls
Pseudo strike
42.23
IV
19.2%
B/E move
2.1%
Puts
Pseudo strike
42.23
IV
34.7%
B/E move
5.9%

70Δ

Calls
Pseudo strike
41.92
IV
18.6%
B/E move
1.8%
Puts
Pseudo strike
43.16
IV
29.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
41.61
IV
18.0%
B/E move
1.4%
Puts
Pseudo strike
44.09
IV
24.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
41.30
IV
17.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

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