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Fidelity Enhanced Small Cap Core ETF FESM

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Market datapartial · fetched 2026-10-22T16:36:24.075Z

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 · 2026-10-22T16:36:21.796622431Z

FundamentalsAlpha Vantage · unavailable

Share price$45.19
1D+0.1%
$44.91$45.02$45.14$45.26$45.375:30 AM6:30 AM9:00 AM1:00 PMFESM
Sold putSold call

Fidelity Enhanced Small Cap Core ETF options

Live interpolated FESM call and put midpoint premiums by absolute delta.Fidelity Enhanced Small Cap Core ETF$2.49$2.59$2.68$2.78$2.88$37.12$41.09$45.06$49.03$53.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FESM spot · $45.19FESM PRICE$2.50$2.50$2.50$2.50$2.55$2.52$2.51$2.53$2.56$2.59$2.50$2.50$2.50$2.50$2.50$2.50$2.51$2.53$2.56$2.66$2.75$2.85
PutsExpensive3.08×
CallsExpensive3.18×
SkewBearish+2.06 pp
Implied moveBalanced±$5.00
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.54111.1%20.2%
30Δ41.0289.4%14.8%
35Δ52.2395.7%21.1%42.7673.8%10.9%
40Δ49.1277.5%14.2%44.0561.9%8.1%
45Δ47.1964.1%9.9%45.0152.6%5.9%
50Δ45.9054.0%7.1%45.6945.5%4.4%
55Δ44.9946.8%5.2%46.2239.7%3.3%
60Δ44.4440.1%3.9%46.6335.0%2.4%
65Δ43.9433.9%2.8%47.0230.4%1.6%
70Δ43.6730.2%2.2%47.3027.7%1.2%
75Δ43.3926.4%1.7%47.5825.0%0.8%
80Δ43.1122.7%1.1%47.8622.3%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.54
IV
111.1%
B/E move
20.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.02
IV
89.4%
B/E move
14.8%

35Δ

Calls
Pseudo strike
52.23
IV
95.7%
B/E move
21.1%
Puts
Pseudo strike
42.76
IV
73.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
49.12
IV
77.5%
B/E move
14.2%
Puts
Pseudo strike
44.05
IV
61.9%
B/E move
8.1%

45Δ

Calls
Pseudo strike
47.19
IV
64.1%
B/E move
9.9%
Puts
Pseudo strike
45.01
IV
52.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
45.90
IV
54.0%
B/E move
7.1%
Puts
Pseudo strike
45.69
IV
45.5%
B/E move
4.4%

55Δ

Calls
Pseudo strike
44.99
IV
46.8%
B/E move
5.2%
Puts
Pseudo strike
46.22
IV
39.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
44.44
IV
40.1%
B/E move
3.9%
Puts
Pseudo strike
46.63
IV
35.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
43.94
IV
33.9%
B/E move
2.8%
Puts
Pseudo strike
47.02
IV
30.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
43.67
IV
30.2%
B/E move
2.2%
Puts
Pseudo strike
47.30
IV
27.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
43.39
IV
26.4%
B/E move
1.7%
Puts
Pseudo strike
47.58
IV
25.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
43.11
IV
22.7%
B/E move
1.1%
Puts
Pseudo strike
47.86
IV
22.3%
B/E move
0.4%

Options history

No recorded observations