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Fidelity Enhanced Emerging Markets ETF FEMR

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Market dataready · fetched 2026-10-22T14:50:17.031Z

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 · 2026-10-22T14:43:15.138605549Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:50:14.845164+00:00

Share price$38.04
1D-0.6%
$38.01$38.10$38.18$38.27$38.355:30 AM6:30 AM9:00 AM1:00 PMFEMR
Sold putSold call

Fidelity Enhanced Emerging Markets ETF options

Live interpolated FEMR call and put midpoint premiums by absolute delta.Fidelity Enhanced Emerging Markets ETF$0.77$1.34$1.91$2.47$3.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFEMR PRICE$1.40$1.74$2.08$2.42$0.83$1.04$1.24$1.45$1.65$1.86$2.06$2.26$2.47$2.67$2.88
PutsExpensive1.25×
CallsExpensive1.82×
SkewBearish+0.64 pp
Implied move——
TiltBearish45.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ36.2337.2%6.9%
35Δ36.6736.0%6.3%
40Δ37.1134.9%5.7%
45Δ37.5533.7%5.1%
50Δ37.9932.6%4.5%
55Δ37.8729.0%3.2%38.4331.4%3.8%
60Δ37.3930.2%2.9%38.8730.2%3.2%
65Δ36.9131.4%2.5%39.3129.1%2.6%
70Δ36.4332.5%2.1%39.7527.9%2.0%
75Δ40.1926.8%1.4%
80Δ40.6325.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.23
IV
37.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.67
IV
36.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.11
IV
34.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.55
IV
33.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.99
IV
32.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
37.87
IV
29.0%
B/E move
3.2%
Puts
Pseudo strike
38.43
IV
31.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
37.39
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
38.87
IV
30.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
36.91
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
39.31
IV
29.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
36.43
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
39.75
IV
27.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.19
IV
26.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.63
IV
25.6%
B/E move
0.7%

Options history

No recorded observations