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Fidelity Enhanced Small Cap Core ETF FESM

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Market datapartial · fetched 2026-10-22T23:49:56.715Z

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 · 2026-10-22T22:30:00.002188574Z

FundamentalsAlpha Vantage · unavailable

Share price$45.21
1D+0.1%
AH$44.91$45.02$45.14$45.26$45.375:30 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$0.37$1.06$1.75$2.43$3.12$41.42$43.25$45.08$46.91$48.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FESM spot · $45.21FESM PRICE$0.44$0.49$0.56$0.64$0.72$0.85$1.00$1.15$1.35$1.56$1.77$2.11$2.49$0.54$0.60$0.68$0.78$0.89$1.01$1.16$1.32$1.51$1.76$2.01$2.43$2.92
PutsExpensive1.49×
CallsExpensive1.43×
SkewBearish+2.02 pp
Implied moveBearish±$2.17
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2532.7%9.9%41.8336.4%8.7%
25Δ47.8826.7%7.0%42.9930.3%6.2%
30Δ47.1424.1%5.5%43.6827.3%4.9%
35Δ46.6222.3%4.5%44.2325.2%3.9%
40Δ46.1520.7%3.7%44.6623.7%3.2%
45Δ45.7720.2%3.1%45.0822.4%2.5%
50Δ45.4420.1%2.7%45.4221.9%2.1%
55Δ45.1120.1%2.3%45.7721.3%1.7%
60Δ44.7720.1%2.0%46.1220.9%1.3%
65Δ44.4220.1%1.7%46.5020.9%1.0%
70Δ44.0820.2%1.4%46.8721.0%0.8%
75Δ43.6420.7%1.2%47.3821.7%0.6%
80Δ43.1721.4%1.0%47.9722.7%0.4%

20Δ

Calls
Pseudo strike
49.25
IV
32.7%
B/E move
9.9%
Puts
Pseudo strike
41.83
IV
36.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
47.88
IV
26.7%
B/E move
7.0%
Puts
Pseudo strike
42.99
IV
30.3%
B/E move
6.2%

30Δ

Calls
Pseudo strike
47.14
IV
24.1%
B/E move
5.5%
Puts
Pseudo strike
43.68
IV
27.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
46.62
IV
22.3%
B/E move
4.5%
Puts
Pseudo strike
44.23
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
46.15
IV
20.7%
B/E move
3.7%
Puts
Pseudo strike
44.66
IV
23.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
45.77
IV
20.2%
B/E move
3.1%
Puts
Pseudo strike
45.08
IV
22.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
45.44
IV
20.1%
B/E move
2.7%
Puts
Pseudo strike
45.42
IV
21.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
45.11
IV
20.1%
B/E move
2.3%
Puts
Pseudo strike
45.77
IV
21.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
44.77
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
46.12
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
44.42
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
46.50
IV
20.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
44.08
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
46.87
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
43.64
IV
20.7%
B/E move
1.2%
Puts
Pseudo strike
47.38
IV
21.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
43.17
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
47.97
IV
22.7%
B/E move
0.4%

Options history

FESM19.6919.7419.802026-10-20: 19.71%2026-10-21: 19.78%Oct 20Oct 21
Table
DateIV
19.71%
19.78%