IntraAlpha
Create free account Start free

Fidelity MSCI Energy Index ETF FENY

i

Market dataready · fetched 2026-11-11T14:55:13.463Z

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 · 2026-11-11T14:55:08.411263495Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:55:13.018831+00:00

Share price$34.40
1D+0.5%
$33.98$34.09$34.21$34.33$34.445:30 AM6:30 AM9:00 AM1:00 PMFENY
Sold putSold call

Fidelity MSCI Energy Index ETF options

Live interpolated FENY call and put midpoint premiums by absolute delta.Fidelity MSCI Energy Index ETF$0.35$0.73$1.10$1.47$1.84$30.81$32.76$34.71$36.66$38.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FENY spot · $34.40FENY PRICE$0.39$0.50$0.55$0.59$0.64$0.69$0.75$0.80$0.87$0.97$1.06$1.16$0.46$0.52$0.59$0.66$0.74$0.81$0.89$0.96$1.03$1.19$1.37$1.55$1.74
PutsCheap0.88×
Calls——
Skew——
Implied moveBearish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.4572.0%9.9%
25Δ36.2746.0%6.6%32.2262.3%7.8%
30Δ36.0149.6%6.1%32.6058.4%6.9%
35Δ35.5444.6%4.9%32.9954.4%6.0%
40Δ35.0839.5%3.7%33.3750.4%5.1%
45Δ34.8136.4%3.1%33.7646.5%4.2%
50Δ34.5833.6%2.5%34.1442.5%3.3%
55Δ34.3530.9%2.0%34.5338.5%2.4%
60Δ34.1228.2%1.5%34.9134.6%1.5%
65Δ33.9326.0%1.2%35.2033.4%1.1%
70Δ33.7724.4%1.0%35.4633.0%0.9%
75Δ33.6222.8%0.8%35.7232.6%0.7%
80Δ33.4721.2%0.7%35.9832.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.45
IV
72.0%
B/E move
9.9%

25Δ

Calls
Pseudo strike
36.27
IV
46.0%
B/E move
6.6%
Puts
Pseudo strike
32.22
IV
62.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
36.01
IV
49.6%
B/E move
6.1%
Puts
Pseudo strike
32.60
IV
58.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
35.54
IV
44.6%
B/E move
4.9%
Puts
Pseudo strike
32.99
IV
54.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
35.08
IV
39.5%
B/E move
3.7%
Puts
Pseudo strike
33.37
IV
50.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
34.81
IV
36.4%
B/E move
3.1%
Puts
Pseudo strike
33.76
IV
46.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
34.58
IV
33.6%
B/E move
2.5%
Puts
Pseudo strike
34.14
IV
42.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
34.35
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
34.53
IV
38.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
34.12
IV
28.2%
B/E move
1.5%
Puts
Pseudo strike
34.91
IV
34.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
33.93
IV
26.0%
B/E move
1.2%
Puts
Pseudo strike
35.20
IV
33.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
33.77
IV
24.4%
B/E move
1.0%
Puts
Pseudo strike
35.46
IV
33.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.62
IV
22.8%
B/E move
0.8%
Puts
Pseudo strike
35.72
IV
32.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
33.47
IV
21.2%
B/E move
0.7%
Puts
Pseudo strike
35.98
IV
32.2%
B/E move
0.5%

Options history

IV · four-Friday blend29.29%
Daily close
FENY24.0%35.7%47.4%2026-08-13: 28.15%2026-08-14: 27.36%2026-08-17: 30.14%2026-08-18: 34.08%2026-08-19: 34.19%2026-08-20: 36.24%2026-08-21: 27.57%2026-08-24: 26.45%2026-08-25: 27.86%2026-08-26: 27.56%2026-08-27: 26.26%2026-08-28: 27.38%2026-08-31: 27.64%2026-09-01: 26.58%2026-09-02: 26.87%2026-09-03: 27.16%2026-09-04: 27.72%2026-09-08: 28.17%2026-09-09: 29.03%2026-09-10: 30.69%2026-09-11: 30.73%2026-09-14: 33.50%2026-09-15: 36.56%2026-09-16: 36.93%2026-09-17: 45.76%2026-09-18: 27.31%2026-09-21: 26.36%2026-09-22: 26.56%2026-09-23: 27.29%2026-09-24: 26.40%2026-09-25: 27.27%2026-09-28: 27.98%2026-09-29: 26.95%2026-09-30: 26.24%2026-10-01: 27.17%2026-10-02: 26.52%2026-10-05: 26.97%2026-10-06: 26.77%2026-10-07: 26.00%2026-10-08: 26.85%2026-10-09: 27.40%2026-10-12: 29.51%2026-10-13: 31.18%2026-10-14: 33.63%2026-10-15: 32.91%2026-10-16: 27.19%2026-10-19: 25.62%2026-10-20: 25.71%2026-10-21: 26.52%2026-10-22: 27.57%2026-10-23: 28.03%2026-10-26: 28.84%2026-10-27: 27.81%2026-10-28: 26.71%2026-10-29: 28.01%2026-10-30: 29.29%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.15%
27.36%
30.14%
34.08%
34.19%
36.24%
27.57%
26.45%
27.86%
27.56%
26.26%
27.38%
27.64%
26.58%
26.87%
27.16%
27.72%
28.17%
29.03%
30.69%
30.73%
33.50%
36.56%
36.93%
45.76%
27.31%
26.36%
26.56%
27.29%
26.40%
27.27%
27.98%
26.95%
26.24%
27.17%
26.52%
26.97%
26.77%
26.00%
26.85%
27.40%
29.51%
31.18%
33.63%
32.91%
27.19%
25.62%
25.71%
26.52%
27.57%
28.03%
28.84%
27.81%
26.71%
28.01%
29.29%