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Fidelity Enhanced International ETF FENI

i

Market datapartial · fetched 2026-11-13T18:51:01.563Z

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 · 2026-11-13T18:50:14.910231549Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:00.282360+00:00

Share price$39.74
1D-0.1%
$39.61$39.66$39.71$39.75$39.805:30 AM6:30 AM9:00 AM1:00 PMFENI
Sold putSold call

Fidelity Enhanced International ETF options

Live interpolated FENI call and put midpoint premiums by absolute delta.Fidelity Enhanced International ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFENI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend19.27%
Daily close
FENI16.8%26.4%36.0%2026-08-17: 23.43%2026-08-18: 25.53%2026-08-19: 28.23%2026-08-20: 33.71%2026-08-21: 18.50%2026-08-24: 18.64%2026-08-25: 18.71%2026-08-26: 18.32%2026-08-27: 18.73%2026-08-28: 18.60%2026-08-31: 19.10%2026-09-01: 19.40%2026-09-02: 19.72%2026-09-03: 19.20%2026-09-04: 19.27%2026-09-08: 20.97%2026-09-09: 21.36%2026-09-10: 22.59%2026-09-11: 22.25%2026-09-14: 25.35%2026-09-15: 27.88%2026-09-16: 28.76%2026-09-17: 34.64%2026-09-18: 18.54%2026-09-21: 18.25%2026-09-22: 18.12%2026-09-23: 18.58%2026-09-24: 18.82%2026-09-25: 18.68%2026-09-28: 19.09%2026-09-29: 19.34%2026-09-30: 19.30%2026-10-01: 20.27%2026-10-02: 20.08%2026-10-05: 20.60%2026-10-06: 21.16%2026-10-07: 21.51%2026-10-08: 21.87%2026-10-09: 22.30%2026-10-12: 25.10%2026-10-13: 25.85%2026-10-14: 29.42%2026-10-15: 34.31%2026-10-16: 18.46%2026-10-19: 19.16%2026-10-20: 18.82%2026-10-21: 18.78%2026-10-22: 19.36%2026-10-23: 19.42%2026-10-26: 19.46%2026-10-27: 18.95%2026-10-28: 18.89%2026-10-29: 18.86%2026-10-30: 19.27%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
23.43%
25.53%
28.23%
33.71%
18.50%
18.64%
18.71%
18.32%
18.73%
18.60%
19.10%
19.40%
19.72%
19.20%
19.27%
20.97%
21.36%
22.59%
22.25%
25.35%
27.88%
28.76%
34.64%
18.54%
18.25%
18.12%
18.58%
18.82%
18.68%
19.09%
19.34%
19.30%
20.27%
20.08%
20.60%
21.16%
21.51%
21.87%
22.30%
25.10%
25.85%
29.42%
34.31%
18.46%
19.16%
18.82%
18.78%
19.36%
19.42%
19.46%
18.95%
18.89%
18.86%
19.27%