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Fidelity Enhanced Small Cap Core ETF FESM

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Market datapartial · fetched 2026-10-22T17:34:29.698Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:34:06.35595835Z

FundamentalsAlpha Vantage · unavailable

Share price$45.14
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$0.61$1.46$2.32$3.17$4.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFESM PRICE$0.77$1.07$1.37$1.67$1.97$2.27$2.57$2.87$3.17$3.47$3.77$0.70$0.83$0.95$1.08$1.20
PutsExpensive1.28×
CallsExpensive1.15×
SkewBearish+5.85 pp
Implied move——
TiltBullish68.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.5834.6%11.7%
25Δ41.5031.8%9.9%
30Δ47.8622.8%7.7%42.4329.0%8.1%
35Δ47.2922.9%7.1%43.3526.2%6.3%
40Δ46.7222.9%6.5%44.2723.4%4.6%
45Δ46.1523.0%5.9%
50Δ45.5823.1%5.3%
55Δ45.0023.2%4.7%
60Δ44.4323.2%4.1%
65Δ43.8623.3%3.5%
70Δ43.2923.4%2.9%
75Δ42.7223.5%2.3%
80Δ42.1423.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.58
IV
34.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.50
IV
31.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
47.86
IV
22.8%
B/E move
7.7%
Puts
Pseudo strike
42.43
IV
29.0%
B/E move
8.1%

35Δ

Calls
Pseudo strike
47.29
IV
22.9%
B/E move
7.1%
Puts
Pseudo strike
43.35
IV
26.2%
B/E move
6.3%

40Δ

Calls
Pseudo strike
46.72
IV
22.9%
B/E move
6.5%
Puts
Pseudo strike
44.27
IV
23.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
46.15
IV
23.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
45.58
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.00
IV
23.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.43
IV
23.2%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.86
IV
23.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.29
IV
23.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.72
IV
23.5%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.14
IV
23.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

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