Share price$38.51
1D+0.6%
Sold putSold call
Fidelity Fundamental Emerging Markets ETF FFEM
i
Market datapartial · fetched 2026-10-23T16:47:29.885Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T15:07:16.979488001Z
FundamentalsAlpha Vantage · unavailable
Fidelity Fundamental Emerging Markets ETF options
PutsExpensive1.08×
CallsExpensive1.76×
SkewBullish-2.27 pp
Implied moveBearish±$2.59
TiltBalanced1.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.03 | 51.4% | 15.8% | |||
| 25Δ | 42.17 | 42.7% | 11.2% | |||
| 30Δ | 41.04 | 37.4% | 8.4% | |||
| 35Δ | 40.26 | 33.5% | 6.6% | 37.27 | 36.4% | 5.8% |
| 40Δ | 39.67 | 30.8% | 5.3% | 37.70 | 34.9% | 5.0% |
| 45Δ | 39.18 | 28.6% | 4.3% | 38.13 | 33.4% | 4.3% |
| 50Δ | 38.76 | 27.8% | 3.6% | 38.56 | 31.9% | 3.6% |
| 55Δ | 38.38 | 27.6% | 3.1% | 38.99 | 30.4% | 2.9% |
| 60Δ | 38.00 | 27.5% | 2.6% | 39.42 | 28.9% | 2.2% |
| 65Δ | 37.55 | 28.7% | 2.3% | 39.85 | 27.4% | 1.5% |
| 70Δ | 37.10 | 29.8% | 1.9% | 40.42 | 27.2% | 1.1% |
| 75Δ | 36.58 | 30.6% | 1.6% | 41.06 | 27.7% | 0.8% |
| 80Δ | 36.03 | 31.4% | 1.3% | 41.70 | 28.1% | 0.6% |
20Δ
- Pseudo strike
- 44.03
- IV
- 51.4%
- B/E move
- 15.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 42.17
- IV
- 42.7%
- B/E move
- 11.2%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 41.04
- IV
- 37.4%
- B/E move
- 8.4%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 40.26
- IV
- 33.5%
- B/E move
- 6.6%
- Pseudo strike
- 37.27
- IV
- 36.4%
- B/E move
- 5.8%
40Δ
- Pseudo strike
- 39.67
- IV
- 30.8%
- B/E move
- 5.3%
- Pseudo strike
- 37.70
- IV
- 34.9%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 39.18
- IV
- 28.6%
- B/E move
- 4.3%
- Pseudo strike
- 38.13
- IV
- 33.4%
- B/E move
- 4.3%
50Δ
- Pseudo strike
- 38.76
- IV
- 27.8%
- B/E move
- 3.6%
- Pseudo strike
- 38.56
- IV
- 31.9%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 38.38
- IV
- 27.6%
- B/E move
- 3.1%
- Pseudo strike
- 38.99
- IV
- 30.4%
- B/E move
- 2.9%
60Δ
- Pseudo strike
- 38.00
- IV
- 27.5%
- B/E move
- 2.6%
- Pseudo strike
- 39.42
- IV
- 28.9%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 37.55
- IV
- 28.7%
- B/E move
- 2.3%
- Pseudo strike
- 39.85
- IV
- 27.4%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 37.10
- IV
- 29.8%
- B/E move
- 1.9%
- Pseudo strike
- 40.42
- IV
- 27.2%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 36.58
- IV
- 30.6%
- B/E move
- 1.6%
- Pseudo strike
- 41.06
- IV
- 27.7%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 36.03
- IV
- 31.4%
- B/E move
- 1.3%
- Pseudo strike
- 41.70
- IV
- 28.1%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 25.11% | |
| 24.90% |