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Fidelity Fundamental Emerging Markets ETF FFEM

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Market datapartial · fetched 2026-10-23T17:43:00.238Z

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 · 2026-10-23T17:21:47.026953876Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T17:37:43.623652+00:00

Share price$38.52
1D+0.7%
$38.25$38.33$38.42$38.50$38.585:30 AM6:30 AM9:00 AM1:00 PMFFEM
Sold putSold call

Fidelity Fundamental Emerging Markets ETF options

Live interpolated FFEM call and put midpoint premiums by absolute delta.Fidelity Fundamental Emerging Markets ETF$0.50$1.16$1.82$2.48$3.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFFEM PRICE$0.57$0.64$0.72$0.80$0.89$0.99$1.14$1.32$1.50$1.81$2.14$2.53$2.95
Puts——
CallsExpensive1.75×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.0451.5%15.8%
25Δ42.1842.7%11.2%
30Δ41.0437.4%8.4%
35Δ40.2633.5%6.6%
40Δ39.6830.7%5.3%
45Δ39.1928.6%4.3%
50Δ38.7727.7%3.6%
55Δ38.3927.5%3.1%
60Δ38.0127.4%2.6%
65Δ37.5728.4%2.2%
70Δ37.1229.5%1.9%
75Δ36.6130.3%1.6%
80Δ36.0631.0%1.3%

20Δ

Calls
Pseudo strike
44.04
IV
51.5%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.18
IV
42.7%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
41.04
IV
37.4%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
40.26
IV
33.5%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
39.68
IV
30.7%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.19
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
38.77
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.39
IV
27.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.01
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.57
IV
28.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.12
IV
29.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.61
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.06
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

FFEM24.8825.0125.142026-10-20: 25.11%2026-10-21: 24.90%Oct 20Oct 21
Table
DateIV
25.11%
24.90%