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Fidelity Enhanced Mid Cap Core ETF FMDE

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Market dataready · fetched 2026-11-13T03:03:22.680Z

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 · 2026-11-13T01:00:00.009889379Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:55:28.843695+00:00

Share price$41.90
1D-0.5%
AH$41.86$41.96$42.07$42.18$42.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMDE
Sold putSold callAH

Fidelity Enhanced Mid Cap Core ETF options

Live interpolated FMDE call and put midpoint premiums by absolute delta.Fidelity Enhanced Mid Cap Core ETF$0.62$0.94$1.26$1.58$1.90$38.85$40.48$42.11$43.74$45.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMDE spot · $41.90FMDE PRICE$0.65$0.65$0.65$0.67$0.74$0.85$0.95$1.02$1.09$1.16$1.23$1.47$1.80$0.65$0.65$0.66$0.67$0.71$0.76$0.80$0.86$0.92$0.98$1.04$1.10$1.16
PutsExpensive2.32×
CallsExpensive2.61×
SkewBullish-6.89 pp
Implied moveBullish±$1.74
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.07102.2%16.3%37.8989.7%11.1%
25Δ45.5776.5%10.3%39.3868.5%7.6%
30Δ44.0258.5%6.6%40.3055.0%5.4%
35Δ43.2548.8%4.8%40.9745.3%3.8%
40Δ42.7544.2%3.8%41.3240.7%3.1%
45Δ42.3841.9%3.2%41.6536.3%2.4%
50Δ42.0139.7%2.5%41.9831.9%1.7%
55Δ41.7737.1%2.1%42.1529.7%1.4%
60Δ41.5434.4%1.7%42.3127.6%1.2%
65Δ41.3131.7%1.4%42.4725.6%1.0%
70Δ41.0829.1%1.0%42.6323.6%0.7%
75Δ40.7429.3%0.7%42.7921.5%0.5%
80Δ40.3530.8%0.6%42.9619.5%0.2%

20Δ

Calls
Pseudo strike
48.07
IV
102.2%
B/E move
16.3%
Puts
Pseudo strike
37.89
IV
89.7%
B/E move
11.1%

25Δ

Calls
Pseudo strike
45.57
IV
76.5%
B/E move
10.3%
Puts
Pseudo strike
39.38
IV
68.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
44.02
IV
58.5%
B/E move
6.6%
Puts
Pseudo strike
40.30
IV
55.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
43.25
IV
48.8%
B/E move
4.8%
Puts
Pseudo strike
40.97
IV
45.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
42.75
IV
44.2%
B/E move
3.8%
Puts
Pseudo strike
41.32
IV
40.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
42.38
IV
41.9%
B/E move
3.2%
Puts
Pseudo strike
41.65
IV
36.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
42.01
IV
39.7%
B/E move
2.5%
Puts
Pseudo strike
41.98
IV
31.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
41.77
IV
37.1%
B/E move
2.1%
Puts
Pseudo strike
42.15
IV
29.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
41.54
IV
34.4%
B/E move
1.7%
Puts
Pseudo strike
42.31
IV
27.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
41.31
IV
31.7%
B/E move
1.4%
Puts
Pseudo strike
42.47
IV
25.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
41.08
IV
29.1%
B/E move
1.0%
Puts
Pseudo strike
42.63
IV
23.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
40.74
IV
29.3%
B/E move
0.7%
Puts
Pseudo strike
42.79
IV
21.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
40.35
IV
30.8%
B/E move
0.6%
Puts
Pseudo strike
42.96
IV
19.5%
B/E move
0.2%

Options history

IV · four-Friday blend21.02%
Daily close
FMDE15.7%26.5%37.4%2026-08-14: 21.86%2026-08-17: 24.92%2026-08-18: 26.98%2026-08-19: 29.85%2026-08-20: 33.93%2026-08-21: 18.63%2026-08-24: 18.91%2026-08-25: 19.05%2026-08-26: 18.88%2026-08-27: 18.92%2026-08-28: 18.75%2026-08-31: 19.38%2026-09-01: 19.47%2026-09-02: 18.55%2026-09-03: 19.06%2026-09-04: 19.86%2026-09-08: 21.38%2026-09-09: 22.35%2026-09-10: 23.04%2026-09-11: 23.86%2026-09-14: 25.85%2026-09-15: 28.04%2026-09-16: 29.44%2026-09-17: 35.91%2026-09-18: 18.78%2026-09-21: 18.15%2026-09-22: 17.85%2026-09-23: 18.02%2026-09-24: 18.10%2026-09-25: 17.88%2026-09-28: 18.48%2026-09-29: 18.48%2026-09-30: 18.84%2026-10-01: 18.88%2026-10-02: 18.15%2026-10-05: 19.36%2026-10-06: 19.84%2026-10-07: 20.14%2026-10-08: 20.02%2026-10-09: 20.44%2026-10-12: 23.09%2026-10-13: 23.88%2026-10-14: 21.10%2026-10-15: 31.91%2026-10-16: 17.31%2026-10-19: 17.87%2026-10-20: 17.63%2026-10-21: 17.18%2026-10-22: 18.31%2026-10-23: 18.45%2026-10-26: 20.69%2026-10-27: 20.95%2026-10-28: 20.72%2026-10-29: 20.73%2026-10-30: 21.02%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.86%
24.92%
26.98%
29.85%
33.93%
18.63%
18.91%
19.05%
18.88%
18.92%
18.75%
19.38%
19.47%
18.55%
19.06%
19.86%
21.38%
22.35%
23.04%
23.86%
25.85%
28.04%
29.44%
35.91%
18.78%
18.15%
17.85%
18.02%
18.10%
17.88%
18.48%
18.48%
18.84%
18.88%
18.15%
19.36%
19.84%
20.14%
20.02%
20.44%
23.09%
23.88%
21.10%
31.91%
17.31%
17.87%
17.63%
17.18%
18.31%
18.45%
20.69%
20.95%
20.72%
20.73%
21.02%