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Fidelity Fundamental Emerging Markets ETF FFEM

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Market datapartial · fetched 2026-11-13T00:47:55.253Z

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 · 2026-11-12T23:30:02.628039548Z

FundamentalsAlpha Vantage · unavailable

Share price$38.19
1D+0.1%
AH$38.12$38.23$38.34$38.46$38.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFEM
Sold putSold callAH

Fidelity Fundamental Emerging Markets ETF options

Live interpolated FFEM call and put midpoint premiums by absolute delta.Fidelity Fundamental Emerging Markets ETF$0.52$1.04$1.57$2.10$2.62$34.81$36.55$38.28$40.01$41.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFEM spot · $38.19FFEM PRICE$0.57$0.59$0.63$0.70$0.77$0.85$0.94$1.02$1.17$1.32$1.48$1.81$2.47$0.59$0.64$0.69$0.75$0.82$0.89$0.96$1.03$1.10$1.17$1.38$1.62$1.85
PutsExpensive1.45×
CallsExpensive1.42×
SkewBullish-3.24 pp
Implied moveBalanced±$1.90
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.6498.6%15.8%34.5388.9%11.1%
25Δ41.4374.8%10.0%35.7672.8%8.0%
30Δ40.3262.8%7.2%36.5562.5%6.1%
35Δ39.6255.7%5.6%37.1155.2%4.8%
40Δ39.0650.2%4.3%37.4251.4%4.2%
45Δ38.7046.9%3.6%37.7347.7%3.5%
50Δ38.3543.9%2.9%38.0443.9%2.9%
55Δ38.0140.8%2.2%38.3540.1%2.3%
60Δ37.7339.8%1.9%38.6536.3%1.7%
65Δ37.4538.8%1.5%38.9632.6%1.0%
70Δ37.1837.8%1.2%39.2732.2%0.8%
75Δ36.7438.4%0.9%39.5732.4%0.6%
80Δ36.0242.2%0.8%39.8732.5%0.4%

20Δ

Calls
Pseudo strike
43.64
IV
98.6%
B/E move
15.8%
Puts
Pseudo strike
34.53
IV
88.9%
B/E move
11.1%

25Δ

Calls
Pseudo strike
41.43
IV
74.8%
B/E move
10.0%
Puts
Pseudo strike
35.76
IV
72.8%
B/E move
8.0%

30Δ

Calls
Pseudo strike
40.32
IV
62.8%
B/E move
7.2%
Puts
Pseudo strike
36.55
IV
62.5%
B/E move
6.1%

35Δ

Calls
Pseudo strike
39.62
IV
55.7%
B/E move
5.6%
Puts
Pseudo strike
37.11
IV
55.2%
B/E move
4.8%

40Δ

Calls
Pseudo strike
39.06
IV
50.2%
B/E move
4.3%
Puts
Pseudo strike
37.42
IV
51.4%
B/E move
4.2%

45Δ

Calls
Pseudo strike
38.70
IV
46.9%
B/E move
3.6%
Puts
Pseudo strike
37.73
IV
47.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
38.35
IV
43.9%
B/E move
2.9%
Puts
Pseudo strike
38.04
IV
43.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
38.01
IV
40.8%
B/E move
2.2%
Puts
Pseudo strike
38.35
IV
40.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
37.73
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
38.65
IV
36.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
37.45
IV
38.8%
B/E move
1.5%
Puts
Pseudo strike
38.96
IV
32.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
37.18
IV
37.8%
B/E move
1.2%
Puts
Pseudo strike
39.27
IV
32.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
36.74
IV
38.4%
B/E move
0.9%
Puts
Pseudo strike
39.57
IV
32.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
36.02
IV
42.2%
B/E move
0.8%
Puts
Pseudo strike
39.87
IV
32.5%
B/E move
0.4%

Options history

IV · four-Friday blend27.84%
Daily close
FFEM22.5%32.0%41.4%2026-08-14: 32.29%2026-08-17: 33.36%2026-08-18: 36.03%2026-08-19: 39.01%2026-08-20: 40.11%2026-08-21: 25.93%2026-08-24: 26.36%2026-08-25: 25.84%2026-08-26: 25.84%2026-08-27: 24.71%2026-08-28: 24.88%2026-08-31: 24.99%2026-09-01: 24.36%2026-09-02: 24.51%2026-09-03: 23.93%2026-09-04: 23.80%2026-09-08: 25.98%2026-09-09: 26.65%2026-09-10: 27.48%2026-09-11: 27.45%2026-09-14: 30.87%2026-09-15: 33.37%2026-09-16: 35.36%2026-09-17: 39.64%2026-09-18: 24.68%2026-09-21: 24.50%2026-09-22: 24.89%2026-09-23: 24.88%2026-09-24: 25.58%2026-09-25: 24.29%2026-09-28: 25.66%2026-09-29: 25.72%2026-09-30: 26.11%2026-10-01: 25.44%2026-10-02: 25.10%2026-10-05: 25.69%2026-10-06: 25.61%2026-10-07: 25.79%2026-10-08: 26.03%2026-10-09: 26.57%2026-10-12: 29.43%2026-10-13: 30.37%2026-10-14: 33.13%2026-10-15: 39.98%2026-10-16: 24.97%2026-10-19: 25.09%2026-10-20: 25.11%2026-10-21: 24.90%2026-10-22: 26.94%2026-10-23: 26.63%2026-10-26: 26.83%2026-10-27: 26.51%2026-10-28: 26.60%2026-10-29: 26.43%2026-10-30: 27.84%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
32.29%
33.36%
36.03%
39.01%
40.11%
25.93%
26.36%
25.84%
25.84%
24.71%
24.88%
24.99%
24.36%
24.51%
23.93%
23.80%
25.98%
26.65%
27.48%
27.45%
30.87%
33.37%
35.36%
39.64%
24.68%
24.50%
24.89%
24.88%
25.58%
24.29%
25.66%
25.72%
26.11%
25.44%
25.10%
25.69%
25.61%
25.79%
26.03%
26.57%
29.43%
30.37%
33.13%
39.98%
24.97%
25.09%
25.11%
24.90%
26.94%
26.63%
26.83%
26.51%
26.60%
26.43%
27.84%