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Fidelity Enhanced Small Cap Core ETF FESM

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Market dataready · fetched 2026-11-12T01:59:06.591Z

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 · 2026-11-12T01:00:00.063144264Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:59:06.179998+00:00

Share price$46.08
1D+0.3%
AH$45.85$45.94$46.03$46.12$46.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFESM
Sold putSold callAH

Fidelity Enhanced Small Cap Core ETF options

Live interpolated FESM call and put midpoint premiums by absolute delta.Fidelity Enhanced Small Cap Core ETF$0.40$0.67$0.94$1.22$1.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFESM PRICE$0.42$0.42$0.46$0.50$0.54$0.59$0.64$0.70$0.82$0.95$1.08$1.20$1.41$0.43$0.46$0.47$0.52$0.58$0.64
Puts——
CallsCheap0.83×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8155.6%9.0%43.2152.2%7.2%
25Δ48.3141.5%5.8%44.2141.9%5.0%
30Δ47.5935.0%4.3%44.9234.0%3.5%
35Δ47.0330.4%3.2%45.2830.8%2.9%
40Δ46.7527.9%2.6%45.6028.3%2.3%
45Δ46.4825.6%2.2%45.9225.7%1.7%
50Δ46.2223.2%1.7%
55Δ45.9621.3%1.3%
60Δ45.7621.0%1.1%
65Δ45.5620.8%0.9%
70Δ45.3620.5%0.8%
75Δ45.1620.2%0.6%
80Δ44.8720.3%0.5%

20Δ

Calls
Pseudo strike
49.81
IV
55.6%
B/E move
9.0%
Puts
Pseudo strike
43.21
IV
52.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
48.31
IV
41.5%
B/E move
5.8%
Puts
Pseudo strike
44.21
IV
41.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
47.59
IV
35.0%
B/E move
4.3%
Puts
Pseudo strike
44.92
IV
34.0%
B/E move
3.5%

35Δ

Calls
Pseudo strike
47.03
IV
30.4%
B/E move
3.2%
Puts
Pseudo strike
45.28
IV
30.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
46.75
IV
27.9%
B/E move
2.6%
Puts
Pseudo strike
45.60
IV
28.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
46.48
IV
25.6%
B/E move
2.2%
Puts
Pseudo strike
45.92
IV
25.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
46.22
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.96
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
45.76
IV
21.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
45.56
IV
20.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.36
IV
20.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.16
IV
20.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.87
IV
20.3%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.14%
Daily close
FESM17.7%22.1%26.4%2026-08-13: 19.06%2026-08-17: 21.39%2026-08-20: 25.84%2026-08-21: 18.68%2026-08-24: 19.09%2026-08-25: 18.72%2026-08-26: 18.58%2026-08-27: 18.33%2026-08-28: 18.56%2026-08-31: 18.57%2026-09-01: 19.19%2026-09-02: 18.97%2026-09-03: 18.79%2026-09-04: 18.73%2026-09-08: 19.59%2026-09-09: 20.76%2026-09-10: 21.71%2026-09-11: 21.10%2026-09-14: 22.45%2026-09-15: 24.62%2026-09-18: 18.57%2026-09-21: 18.39%2026-09-22: 18.34%2026-09-23: 19.06%2026-09-24: 19.50%2026-09-25: 19.46%2026-09-28: 19.56%2026-09-29: 19.70%2026-09-30: 20.24%2026-10-01: 20.55%2026-10-02: 19.76%2026-10-05: 19.57%2026-10-06: 19.98%2026-10-07: 20.74%2026-10-08: 20.86%2026-10-09: 20.83%2026-10-12: 22.52%2026-10-13: 23.07%2026-10-16: 20.20%2026-10-19: 19.88%2026-10-20: 19.72%2026-10-21: 19.78%2026-10-22: 20.81%2026-10-23: 22.51%2026-10-26: 20.64%2026-10-27: 20.01%2026-10-28: 19.73%2026-10-29: 19.64%2026-10-30: 21.14%Aug 13Sep 24Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.06%
21.39%
25.84%
18.68%
19.09%
18.72%
18.58%
18.33%
18.56%
18.57%
19.19%
18.97%
18.79%
18.73%
19.59%
20.76%
21.71%
21.10%
22.45%
24.62%
18.57%
18.39%
18.34%
19.06%
19.50%
19.46%
19.56%
19.70%
20.24%
20.55%
19.76%
19.57%
19.98%
20.74%
20.86%
20.83%
22.52%
23.07%
20.20%
19.88%
19.72%
19.78%
20.81%
22.51%
20.64%
20.01%
19.73%
19.64%
21.14%