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Fidelity Enhanced Large Cap Value ETF FELV

i

Market dataready · fetched 2026-11-13T02:53:45.069Z

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 · 2026-11-13T01:00:00.039954954Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:44.478261+00:00

Share price$43.59
1D-1.0%
AH$43.48$43.60$43.72$43.84$43.965:30 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$0.59$0.88$1.16$1.44$1.72$41.84$43.06$44.28$45.50$46.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive FELV spot · $43.59FELV PRICE$0.63$0.63$0.63$0.64$0.68$0.73$0.82$0.91$1.00$1.09$1.27$1.45$1.64$0.63$0.63$0.63$0.66$0.69$0.74$0.79$0.85
Puts——
CallsExpensive1.81×
Skew——
Implied moveBalanced±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.4494.1%14.9%39.6683.5%10.4%
25Δ46.9669.4%9.2%41.1663.3%7.0%
30Δ45.6654.4%6.2%42.0850.3%4.9%
35Δ44.8644.6%4.4%42.6243.2%3.7%
40Δ44.4139.7%3.4%43.0737.2%2.8%
45Δ43.9835.1%2.6%43.3334.2%2.3%
50Δ43.7333.4%2.2%43.5931.2%1.8%
55Δ43.4831.7%1.8%43.8528.2%1.3%
60Δ43.2330.0%1.4%
65Δ42.9828.4%1.1%
70Δ42.7227.9%0.9%
75Δ42.4627.4%0.7%
80Δ42.2026.9%0.6%

20Δ

Calls
Pseudo strike
49.44
IV
94.1%
B/E move
14.9%
Puts
Pseudo strike
39.66
IV
83.5%
B/E move
10.4%

25Δ

Calls
Pseudo strike
46.96
IV
69.4%
B/E move
9.2%
Puts
Pseudo strike
41.16
IV
63.3%
B/E move
7.0%

30Δ

Calls
Pseudo strike
45.66
IV
54.4%
B/E move
6.2%
Puts
Pseudo strike
42.08
IV
50.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
44.86
IV
44.6%
B/E move
4.4%
Puts
Pseudo strike
42.62
IV
43.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
44.41
IV
39.7%
B/E move
3.4%
Puts
Pseudo strike
43.07
IV
37.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
43.98
IV
35.1%
B/E move
2.6%
Puts
Pseudo strike
43.33
IV
34.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
43.73
IV
33.4%
B/E move
2.2%
Puts
Pseudo strike
43.59
IV
31.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
43.48
IV
31.7%
B/E move
1.8%
Puts
Pseudo strike
43.85
IV
28.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
43.23
IV
30.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.98
IV
28.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.72
IV
27.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.46
IV
27.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.20
IV
26.9%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.62%
Daily close
FELV13.9%25.6%37.3%2026-08-14: 21.50%2026-08-17: 24.18%2026-08-18: 26.41%2026-08-19: 28.47%2026-08-20: 35.70%2026-08-21: 17.89%2026-08-24: 17.65%2026-08-25: 18.06%2026-08-26: 17.65%2026-08-27: 17.55%2026-08-28: 17.46%2026-08-31: 18.01%2026-09-01: 18.31%2026-09-02: 18.18%2026-09-03: 18.83%2026-09-04: 17.96%2026-09-08: 20.00%2026-09-09: 21.11%2026-09-10: 21.99%2026-09-11: 20.24%2026-09-14: 23.98%2026-09-15: 26.46%2026-09-16: 27.58%2026-09-17: 34.12%2026-09-18: 18.13%2026-09-21: 16.22%2026-09-22: 16.02%2026-09-23: 15.57%2026-09-24: 15.99%2026-09-25: 15.48%2026-09-28: 17.00%2026-09-29: 16.96%2026-09-30: 17.90%2026-10-01: 17.89%2026-10-02: 17.91%2026-10-05: 17.81%2026-10-06: 17.82%2026-10-07: 18.44%2026-10-08: 18.65%2026-10-09: 19.36%2026-10-13: 25.02%2026-10-14: 23.97%2026-10-16: 16.04%2026-10-19: 16.40%2026-10-20: 17.33%2026-10-21: 17.18%2026-10-22: 17.37%2026-10-23: 17.61%2026-10-26: 18.80%2026-10-27: 18.48%2026-10-28: 18.35%2026-10-29: 18.61%2026-10-30: 18.62%Aug 14Sep 22Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.50%
24.18%
26.41%
28.47%
35.70%
17.89%
17.65%
18.06%
17.65%
17.55%
17.46%
18.01%
18.31%
18.18%
18.83%
17.96%
20.00%
21.11%
21.99%
20.24%
23.98%
26.46%
27.58%
34.12%
18.13%
16.22%
16.02%
15.57%
15.99%
15.48%
17.00%
16.96%
17.90%
17.89%
17.91%
17.81%
17.82%
18.44%
18.65%
19.36%
25.02%
23.97%
16.04%
16.40%
17.33%
17.18%
17.37%
17.61%
18.80%
18.48%
18.35%
18.61%
18.62%