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Fidelity MSCI Energy Index ETF FENY

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Market datapartial · fetched 2026-10-22T09:59:39.275Z

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 · 2026-10-22T09:58:47.703183403Z

FundamentalsAlpha Vantage · unavailable

Share price$37.87
1D
Price history unavailable.

Fidelity MSCI Energy Index ETF options

Live interpolated FENY call and put midpoint premiums by absolute delta.Fidelity MSCI Energy Index ETF$0.35$1.80$3.24$4.68$6.13$32.80$35.15$37.50$39.84$42.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FENY spot · $37.87FENY PRICE$0.51$0.55$0.55$0.66$0.78$0.92$1.10$1.33$1.57$1.72$1.81$1.91$2.01$0.58$0.68$0.79$0.90$1.04$1.26$1.47$1.74$2.01$2.53$3.18$3.95$5.71
PutsExpensive1.18×
CallsCheap0.89×
SkewBearish+8.81 pp
Implied moveBearish±$2.57
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6945.0%14.1%34.3645.4%10.8%
25Δ40.9335.9%9.5%35.4139.9%8.3%
30Δ39.7728.0%6.5%36.1436.4%6.6%
35Δ39.2927.1%5.5%36.6134.2%5.7%
40Δ38.8126.5%4.6%37.0832.4%4.8%
45Δ38.3426.5%3.7%37.5132.6%4.3%
50Δ37.8926.8%2.9%37.9532.7%3.7%
55Δ37.5127.8%2.6%38.4032.8%3.2%
60Δ37.1328.7%2.2%38.8632.9%2.7%
65Δ36.8327.6%1.8%39.4935.2%2.4%
70Δ36.5625.4%1.3%40.2538.4%2.1%
75Δ36.2923.1%0.9%41.1441.0%1.8%
80Δ36.0320.9%0.5%42.9649.9%1.6%

20Δ

Calls
Pseudo strike
42.69
IV
45.0%
B/E move
14.1%
Puts
Pseudo strike
34.36
IV
45.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
40.93
IV
35.9%
B/E move
9.5%
Puts
Pseudo strike
35.41
IV
39.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
39.77
IV
28.0%
B/E move
6.5%
Puts
Pseudo strike
36.14
IV
36.4%
B/E move
6.6%

35Δ

Calls
Pseudo strike
39.29
IV
27.1%
B/E move
5.5%
Puts
Pseudo strike
36.61
IV
34.2%
B/E move
5.7%

40Δ

Calls
Pseudo strike
38.81
IV
26.5%
B/E move
4.6%
Puts
Pseudo strike
37.08
IV
32.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
38.34
IV
26.5%
B/E move
3.7%
Puts
Pseudo strike
37.51
IV
32.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
37.89
IV
26.8%
B/E move
2.9%
Puts
Pseudo strike
37.95
IV
32.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
37.51
IV
27.8%
B/E move
2.6%
Puts
Pseudo strike
38.40
IV
32.8%
B/E move
3.2%

60Δ

Calls
Pseudo strike
37.13
IV
28.7%
B/E move
2.2%
Puts
Pseudo strike
38.86
IV
32.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
36.83
IV
27.6%
B/E move
1.8%
Puts
Pseudo strike
39.49
IV
35.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
36.56
IV
25.4%
B/E move
1.3%
Puts
Pseudo strike
40.25
IV
38.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
36.29
IV
23.1%
B/E move
0.9%
Puts
Pseudo strike
41.14
IV
41.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
36.03
IV
20.9%
B/E move
0.5%
Puts
Pseudo strike
42.96
IV
49.9%
B/E move
1.6%

Options history

No recorded observations