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Fidelity Hedged Equity ETF FHEQ

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Market datapartial · fetched 2026-10-22T21:54:17.805Z

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 · 2026-10-22T20:10:02.842099511Z

FundamentalsAlpha Vantage · unavailable

Share price$33.47
1D-0.3%
AH$33.37$33.43$33.48$33.53$33.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFHEQ
Sold putSold callAH

Fidelity Hedged Equity ETF options

Live interpolated FHEQ call and put midpoint premiums by absolute delta.Fidelity Hedged Equity ETF$0.32$0.60$0.88$1.17$1.45$26.30$29.88$33.46$37.04$40.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHEQ spot · $33.47FHEQ PRICE$0.38$0.38$0.39$0.44$0.49$0.53$0.57$0.61$0.65$0.69$0.73$0.94$1.26$0.40$0.42$0.37$0.35$0.42$0.50$0.57$0.65$0.73$0.86$1.03$1.20$1.37
PutsCheap0.29×
CallsCheap0.30×
SkewBullish-0.80 pp
Implied moveBalanced±$1.14
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.9337.5%11.4%30.9936.2%8.6%
25Δ35.5928.2%7.4%31.8829.0%6.0%
30Δ34.8522.9%5.3%32.5521.0%3.9%
35Δ34.4920.8%4.3%33.0515.1%2.3%
40Δ34.1218.8%3.4%33.2314.8%2.0%
45Δ33.8917.3%2.8%33.4114.6%1.7%
50Δ33.7216.1%2.5%33.5914.3%1.4%
55Δ33.5614.9%2.1%33.7714.1%1.1%
60Δ33.4013.7%1.7%33.9413.8%0.8%
65Δ33.2312.4%1.4%34.1513.8%0.6%
70Δ33.0711.2%1.0%34.3613.9%0.4%
75Δ32.8011.8%0.8%34.5814.0%0.3%
80Δ32.4513.6%0.7%34.8014.0%0.1%

20Δ

Calls
Pseudo strike
36.93
IV
37.5%
B/E move
11.4%
Puts
Pseudo strike
30.99
IV
36.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
35.59
IV
28.2%
B/E move
7.4%
Puts
Pseudo strike
31.88
IV
29.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
34.85
IV
22.9%
B/E move
5.3%
Puts
Pseudo strike
32.55
IV
21.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
34.49
IV
20.8%
B/E move
4.3%
Puts
Pseudo strike
33.05
IV
15.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
34.12
IV
18.8%
B/E move
3.4%
Puts
Pseudo strike
33.23
IV
14.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
33.89
IV
17.3%
B/E move
2.8%
Puts
Pseudo strike
33.41
IV
14.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
33.72
IV
16.1%
B/E move
2.5%
Puts
Pseudo strike
33.59
IV
14.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
33.56
IV
14.9%
B/E move
2.1%
Puts
Pseudo strike
33.77
IV
14.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
33.40
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
33.94
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
33.23
IV
12.4%
B/E move
1.4%
Puts
Pseudo strike
34.15
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
33.07
IV
11.2%
B/E move
1.0%
Puts
Pseudo strike
34.36
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
32.80
IV
11.8%
B/E move
0.8%
Puts
Pseudo strike
34.58
IV
14.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
32.45
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
34.80
IV
14.0%
B/E move
0.1%

Options history

No recorded observations