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Fidelity Enhanced International ETF FENI

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Market datapartial · fetched 2026-10-22T23:22:09.567Z

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 · 2026-10-22T22:30:00.002556099Z

FundamentalsAlpha Vantage · unavailable

Share price$39.48
1D-0.3%
AH$39.36$39.44$39.51$39.59$39.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFENI
Sold putSold callAH

Fidelity Enhanced International ETF options

Live interpolated FENI call and put midpoint premiums by absolute delta.Fidelity Enhanced International ETF$0.53$0.94$1.35$1.75$2.16$36.23$37.89$39.55$41.21$42.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FENI spot · $39.48FENI PRICE$0.57$0.57$0.60$0.66$0.73$0.80$0.88$0.96$1.04$1.16$1.43$1.70$2.04$0.60$0.63$0.68$0.74$0.80$0.87$0.94$1.01$1.10$1.21$1.32$1.42$1.53
PutsExpensive1.31×
CallsExpensive1.52×
SkewBullish-1.19 pp
Implied moveBearish±$1.82
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9849.5%15.4%35.8745.3%10.7%
25Δ42.7336.7%9.7%37.1536.4%7.5%
30Δ41.6130.1%6.9%38.0130.6%5.4%
35Δ40.9126.5%5.3%38.5227.5%4.3%
40Δ40.4624.2%4.3%39.0224.5%3.2%
45Δ40.0122.0%3.4%39.3222.6%2.6%
50Δ39.7420.7%2.9%39.6220.8%2.0%
55Δ39.4719.4%2.4%39.9218.9%1.4%
60Δ39.2018.1%1.9%40.1517.8%1.1%
65Δ38.9217.3%1.5%40.3516.8%0.9%
70Δ38.5718.1%1.3%40.5615.8%0.6%
75Δ38.2218.9%1.1%40.7614.9%0.4%
80Δ37.8119.9%0.9%40.9613.9%0.1%

20Δ

Calls
Pseudo strike
44.98
IV
49.5%
B/E move
15.4%
Puts
Pseudo strike
35.87
IV
45.3%
B/E move
10.7%

25Δ

Calls
Pseudo strike
42.73
IV
36.7%
B/E move
9.7%
Puts
Pseudo strike
37.15
IV
36.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
41.61
IV
30.1%
B/E move
6.9%
Puts
Pseudo strike
38.01
IV
30.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
40.91
IV
26.5%
B/E move
5.3%
Puts
Pseudo strike
38.52
IV
27.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
40.46
IV
24.2%
B/E move
4.3%
Puts
Pseudo strike
39.02
IV
24.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
40.01
IV
22.0%
B/E move
3.4%
Puts
Pseudo strike
39.32
IV
22.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
39.74
IV
20.7%
B/E move
2.9%
Puts
Pseudo strike
39.62
IV
20.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
39.47
IV
19.4%
B/E move
2.4%
Puts
Pseudo strike
39.92
IV
18.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
39.20
IV
18.1%
B/E move
1.9%
Puts
Pseudo strike
40.15
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
38.92
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
40.35
IV
16.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
38.57
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
40.56
IV
15.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
38.22
IV
18.9%
B/E move
1.1%
Puts
Pseudo strike
40.76
IV
14.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
37.81
IV
19.9%
B/E move
0.9%
Puts
Pseudo strike
40.96
IV
13.9%
B/E move
0.1%

Options history

FENI18.7518.7918.832026-10-20: 18.81%2026-10-21: 18.77%Oct 20Oct 21
Table
DateIV
18.81%
18.77%