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Fidelity MSCI Energy Index ETF FENY

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Market datapartial · fetched 2026-10-22T13:15:48.942Z

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 · 2026-10-22T12:55:04.184837843Z

FundamentalsAlpha Vantage · unavailable

Share price$37.58
1D+0.0%
$37.56$37.57$37.58$37.59$37.605:30 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$0.39$1.54$2.70$3.85$5.01$32.84$35.09$37.34$39.59$41.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FENY spot · $37.58FENY PRICE$0.51$0.53$0.59$0.70$0.83$0.96$1.15$1.39$1.64$1.75$1.87$1.98$2.16$0.56$0.65$0.75$0.87$1.00$1.21$1.42$1.67$1.93$2.32$2.94$3.62$4.67
PutsExpensive1.11×
CallsCheap0.93×
SkewBearish+5.55 pp
Implied moveBearish±$2.57
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.4746.0%14.4%34.1744.6%10.6%
25Δ40.5635.1%9.3%35.2138.9%8.0%
30Δ39.6230.1%7.0%35.9835.0%6.2%
35Δ39.0929.4%5.9%36.5033.2%5.2%
40Δ38.6428.6%5.0%37.0031.5%4.2%
45Δ38.2127.9%4.2%37.4331.6%3.6%
50Δ37.8028.1%3.6%37.8531.7%3.1%
55Δ37.4129.2%3.3%38.2831.6%2.6%
60Δ37.0230.3%2.9%38.7231.5%2.1%
65Δ36.7228.3%2.4%39.2532.6%1.7%
70Δ36.4226.1%1.9%39.9635.8%1.5%
75Δ36.1323.9%1.4%40.7637.9%1.2%
80Δ35.8222.1%1.1%41.9241.7%0.9%

20Δ

Calls
Pseudo strike
42.47
IV
46.0%
B/E move
14.4%
Puts
Pseudo strike
34.17
IV
44.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
40.56
IV
35.1%
B/E move
9.3%
Puts
Pseudo strike
35.21
IV
38.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
39.62
IV
30.1%
B/E move
7.0%
Puts
Pseudo strike
35.98
IV
35.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
39.09
IV
29.4%
B/E move
5.9%
Puts
Pseudo strike
36.50
IV
33.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
38.64
IV
28.6%
B/E move
5.0%
Puts
Pseudo strike
37.00
IV
31.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
38.21
IV
27.9%
B/E move
4.2%
Puts
Pseudo strike
37.43
IV
31.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
37.80
IV
28.1%
B/E move
3.6%
Puts
Pseudo strike
37.85
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
37.41
IV
29.2%
B/E move
3.3%
Puts
Pseudo strike
38.28
IV
31.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
37.02
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
38.72
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
36.72
IV
28.3%
B/E move
2.4%
Puts
Pseudo strike
39.25
IV
32.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
36.42
IV
26.1%
B/E move
1.9%
Puts
Pseudo strike
39.96
IV
35.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
36.13
IV
23.9%
B/E move
1.4%
Puts
Pseudo strike
40.76
IV
37.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
35.82
IV
22.1%
B/E move
1.1%
Puts
Pseudo strike
41.92
IV
41.7%
B/E move
0.9%

Options history

No recorded observations