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Fidelity Enhanced Emerging Markets ETF FEMR

i

Market dataready · fetched 2026-11-12T02:49:59.349Z

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 · 2026-11-12T01:00:00.067787591Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:49:59.022989+00:00

Share price$37.86
1D+0.8%
AH$37.54$37.69$37.83$37.97$38.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEMR
Sold putSold callAH

Fidelity Enhanced Emerging Markets ETF options

Live interpolated FEMR call and put midpoint premiums by absolute delta.Fidelity Enhanced Emerging Markets ETF$0.51$0.94$1.37$1.79$2.22$34.43$36.06$37.68$39.31$40.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ 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 FEMR spot · $37.86FEMR PRICE$0.57$0.56$0.66$0.75$0.83$0.91$1.03$1.16$1.28$1.48$1.79$2.09$0.60$0.64$0.68$0.75$0.81$0.87$0.92
Puts——
Calls——
Skew——
Implied moveBalanced±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3294.1%15.9%34.1586.7%11.4%
25Δ35.4369.5%8.1%
30Δ39.7152.2%6.3%36.2658.7%6.0%
35Δ39.1950.0%5.2%36.8452.5%4.7%
40Δ38.7547.0%4.3%37.2547.4%3.8%
45Δ38.3643.6%3.5%37.6142.7%3.0%
50Δ37.9840.3%2.7%37.9638.0%2.2%
55Δ37.7138.8%2.3%
60Δ37.4337.4%1.9%
65Δ37.1635.9%1.5%
70Δ36.8435.7%1.2%
75Δ36.4537.1%1.0%
80Δ36.0738.6%0.8%

20Δ

Calls
Pseudo strike
43.32
IV
94.1%
B/E move
15.9%
Puts
Pseudo strike
34.15
IV
86.7%
B/E move
11.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.43
IV
69.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
39.71
IV
52.2%
B/E move
6.3%
Puts
Pseudo strike
36.26
IV
58.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
39.19
IV
50.0%
B/E move
5.2%
Puts
Pseudo strike
36.84
IV
52.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
38.75
IV
47.0%
B/E move
4.3%
Puts
Pseudo strike
37.25
IV
47.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
38.36
IV
43.6%
B/E move
3.5%
Puts
Pseudo strike
37.61
IV
42.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
37.98
IV
40.3%
B/E move
2.7%
Puts
Pseudo strike
37.96
IV
38.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
37.71
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.43
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.16
IV
35.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.84
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.45
IV
37.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.07
IV
38.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.50%
Daily close
FEMR22.3%32.4%42.5%2026-08-13: 31.90%2026-08-14: 31.25%2026-08-17: 34.29%2026-08-18: 36.56%2026-08-19: 39.61%2026-08-20: 40.84%2026-08-21: 26.09%2026-08-24: 26.16%2026-08-25: 25.86%2026-08-26: 25.38%2026-08-27: 24.96%2026-08-28: 24.69%2026-08-31: 25.05%2026-09-01: 24.12%2026-09-02: 24.58%2026-09-03: 24.16%2026-09-04: 23.73%2026-09-08: 26.17%2026-09-09: 26.72%2026-09-10: 27.79%2026-09-11: 27.32%2026-09-14: 30.62%2026-09-15: 33.26%2026-09-16: 34.15%2026-09-17: 41.07%2026-09-18: 24.63%2026-09-21: 24.23%2026-09-22: 24.47%2026-09-23: 24.52%2026-09-24: 25.21%2026-09-25: 24.61%2026-09-28: 25.57%2026-09-29: 25.54%2026-09-30: 26.27%2026-10-01: 25.70%2026-10-02: 25.16%2026-10-05: 25.68%2026-10-06: 25.61%2026-10-07: 26.05%2026-10-08: 26.48%2026-10-09: 26.47%2026-10-12: 28.89%2026-10-13: 30.50%2026-10-14: 33.85%2026-10-15: 39.83%2026-10-16: 24.53%2026-10-19: 25.55%2026-10-20: 24.97%2026-10-21: 24.68%2026-10-22: 26.05%2026-10-23: 26.68%2026-10-26: 26.87%2026-10-27: 26.21%2026-10-28: 26.48%2026-10-29: 26.25%2026-10-30: 27.50%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.90%
31.25%
34.29%
36.56%
39.61%
40.84%
26.09%
26.16%
25.86%
25.38%
24.96%
24.69%
25.05%
24.12%
24.58%
24.16%
23.73%
26.17%
26.72%
27.79%
27.32%
30.62%
33.26%
34.15%
41.07%
24.63%
24.23%
24.47%
24.52%
25.21%
24.61%
25.57%
25.54%
26.27%
25.70%
25.16%
25.68%
25.61%
26.05%
26.48%
26.47%
28.89%
30.50%
33.85%
39.83%
24.53%
25.55%
24.97%
24.68%
26.05%
26.68%
26.87%
26.21%
26.48%
26.25%
27.50%