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Fidelity Enhanced Emerging Markets ETF FEMR

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Market datapartial · fetched 2026-10-22T21:11:21.101Z

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 · 2026-10-22T20:10:00.002673819Z

FundamentalsAlpha Vantage · unavailable

Share price$37.93
1D-0.8%
AH$37.80$37.94$38.09$38.23$38.375:30 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$1.24$1.98$2.71$3.45$33.82$36.21$38.61$41.00$43.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEMR spot · $37.93FEMR PRICE$0.58$0.65$0.73$0.82$0.91$1.03$1.15$1.34$1.59$1.84$2.19$2.53$0.84$0.94$1.03$1.11$1.24$1.45$1.65$1.90$2.17$2.55$3.24
PutsExpensive1.19×
CallsExpensive1.99×
SkewBullish-3.89 pp
Implied moveBearish±$2.39
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6152.6%16.5%
25Δ41.6743.4%11.6%
30Δ40.5538.3%8.8%36.1339.2%7.0%
35Δ39.7334.3%6.9%36.7935.6%5.5%
40Δ39.1031.5%5.5%37.3032.3%4.4%
45Δ38.6329.7%4.6%37.7529.3%3.4%
50Δ38.1928.2%3.7%38.1727.5%2.7%
55Δ37.7827.9%3.1%38.5427.3%2.2%
60Δ37.3828.6%2.7%38.9127.1%1.8%
65Δ36.9829.3%2.3%39.3026.8%1.4%
70Δ36.5030.0%2.0%39.7026.5%1.1%
75Δ36.0230.7%1.6%40.1927.0%0.8%
80Δ40.9629.5%0.6%

20Δ

Calls
Pseudo strike
43.61
IV
52.6%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
41.67
IV
43.4%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
40.55
IV
38.3%
B/E move
8.8%
Puts
Pseudo strike
36.13
IV
39.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
39.73
IV
34.3%
B/E move
6.9%
Puts
Pseudo strike
36.79
IV
35.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
39.10
IV
31.5%
B/E move
5.5%
Puts
Pseudo strike
37.30
IV
32.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
38.63
IV
29.7%
B/E move
4.6%
Puts
Pseudo strike
37.75
IV
29.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
38.19
IV
28.2%
B/E move
3.7%
Puts
Pseudo strike
38.17
IV
27.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
37.78
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
38.54
IV
27.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
37.38
IV
28.6%
B/E move
2.7%
Puts
Pseudo strike
38.91
IV
27.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
36.98
IV
29.3%
B/E move
2.3%
Puts
Pseudo strike
39.30
IV
26.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
36.50
IV
30.0%
B/E move
2.0%
Puts
Pseudo strike
39.70
IV
26.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
36.02
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
40.19
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.96
IV
29.5%
B/E move
0.6%

Options history

FEMR24.6124.8025.002026-10-20: 24.97%2026-10-21: 24.63%Oct 20Oct 21
Table
DateIV
24.97%
24.63%