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Fidelity Hedged Equity ETF FHEQ

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Market dataready · fetched 2026-11-13T02:14:29.999Z

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 · 2026-11-13T01:00:02.84648245Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:14:29.153173+00:00

Share price$33.02
1D+0.5%
AH$32.82$32.92$33.01$33.10$33.205:30 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$0.51$0.68$0.85$1.01$1.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFHEQ PRICE$0.53$0.53$0.53$0.53$0.70$0.89$1.08$0.82$0.53$0.54$0.66$0.87$1.07$1.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.03104.7%16.8%28.59134.2%15.9%
25Δ35.9177.4%10.3%31.0269.5%7.6%
30Δ34.7960.6%7.0%31.7057.5%5.6%
35Δ34.0648.2%4.7%32.1853.9%4.5%
40Δ33.7350.7%4.3%32.5157.0%4.2%
45Δ33.4454.3%4.0%32.8360.0%3.8%
50Δ33.1458.0%3.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ34.0623.6%0.3%

20Δ

Calls
Pseudo strike
38.03
IV
104.7%
B/E move
16.8%
Puts
Pseudo strike
28.59
IV
134.2%
B/E move
15.9%

25Δ

Calls
Pseudo strike
35.91
IV
77.4%
B/E move
10.3%
Puts
Pseudo strike
31.02
IV
69.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
34.79
IV
60.6%
B/E move
7.0%
Puts
Pseudo strike
31.70
IV
57.5%
B/E move
5.6%

35Δ

Calls
Pseudo strike
34.06
IV
48.2%
B/E move
4.7%
Puts
Pseudo strike
32.18
IV
53.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
33.73
IV
50.7%
B/E move
4.3%
Puts
Pseudo strike
32.51
IV
57.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
33.44
IV
54.3%
B/E move
4.0%
Puts
Pseudo strike
32.83
IV
60.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
33.14
IV
58.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.06
IV
23.6%
B/E move
0.3%

Options history

IV · four-Friday blend15.61%
Daily close
FHEQ13.7%19.6%25.4%2026-08-14: 17.77%2026-08-17: 19.77%2026-08-20: 24.63%2026-08-21: 14.64%2026-08-24: 14.97%2026-08-25: 15.30%2026-08-26: 15.05%2026-08-27: 14.87%2026-08-28: 14.95%2026-08-31: 15.16%2026-09-01: 14.71%2026-09-02: 15.34%2026-09-03: 15.13%2026-09-04: 15.13%2026-09-09: 17.01%2026-09-10: 17.72%2026-09-11: 17.41%2026-09-14: 19.55%2026-09-15: 21.68%2026-09-16: 22.85%2026-09-18: 15.42%2026-09-21: 14.76%2026-09-22: 15.45%2026-09-23: 15.71%2026-09-24: 15.81%2026-09-25: 15.86%2026-09-28: 16.28%2026-09-29: 16.87%2026-09-30: 16.77%2026-10-01: 16.95%2026-10-02: 17.46%2026-10-05: 17.28%2026-10-07: 17.87%2026-10-08: 18.37%2026-10-09: 18.35%2026-10-13: 20.30%2026-10-14: 23.23%2026-10-16: 14.48%2026-10-19: 14.95%2026-10-20: 14.66%2026-10-21: 14.83%2026-10-22: 15.11%2026-10-23: 15.47%2026-10-26: 15.20%2026-10-27: 15.10%2026-10-28: 15.24%2026-10-29: 14.95%2026-10-30: 15.61%Aug 14Sep 23Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
17.77%
19.77%
24.63%
14.64%
14.97%
15.30%
15.05%
14.87%
14.95%
15.16%
14.71%
15.34%
15.13%
15.13%
17.01%
17.72%
17.41%
19.55%
21.68%
22.85%
15.42%
14.76%
15.45%
15.71%
15.81%
15.86%
16.28%
16.87%
16.77%
16.95%
17.46%
17.28%
17.87%
18.37%
18.35%
20.30%
23.23%
14.48%
14.95%
14.66%
14.83%
15.11%
15.47%
15.20%
15.10%
15.24%
14.95%
15.61%