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Fidelity Clean Energy ETF FRNW

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Market datapartial · fetched 2026-10-22T13:23:58.767Z

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 · 2026-10-22T00:00:02.876560362Z

FundamentalsAlpha Vantage · unavailable

Share price$20.42
1D+0.4%
AH$20.32$20.36$20.40$20.44$20.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRNW
Sold putSold callAH

Fidelity Clean Energy ETF options

Live interpolated FRNW call and put midpoint premiums by absolute delta.Fidelity Clean Energy ETF$1.36$1.93$2.49$3.06$3.62$14.14$17.29$20.45$23.60$26.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRNW spot · $20.42FRNW PRICE$1.43$1.43$1.43$1.52$1.64$1.82$2.01$2.24$2.46$2.64$2.81$1.43$1.45$1.51$1.57$1.67$1.80$1.93$2.12$2.32$2.63$3.00$3.25$3.46
PutsExpensive3.23×
CallsExpensive3.57×
SkewBullish-0.90 pp
Implied moveBearish±$3.57
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.31171.9%32.0%
25Δ17.01136.5%23.8%
30Δ28.92161.4%48.6%18.20114.8%18.3%
35Δ25.04125.6%29.6%19.1298.2%14.0%
40Δ22.97101.2%19.5%19.8387.7%11.1%
45Δ21.8789.6%14.5%20.4080.0%8.9%
50Δ21.0681.7%11.2%20.9373.2%7.0%
55Δ20.4577.4%9.0%21.3869.2%5.7%
60Δ19.8773.9%7.1%21.8365.6%4.5%
65Δ19.3571.7%5.7%22.3263.8%3.5%
70Δ18.8768.6%4.5%22.8563.1%2.8%
75Δ18.4863.5%3.4%23.2559.5%2.1%
80Δ18.0858.5%2.3%23.6054.8%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.31
IV
171.9%
B/E move
32.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.01
IV
136.5%
B/E move
23.8%

30Δ

Calls
Pseudo strike
28.92
IV
161.4%
B/E move
48.6%
Puts
Pseudo strike
18.20
IV
114.8%
B/E move
18.3%

35Δ

Calls
Pseudo strike
25.04
IV
125.6%
B/E move
29.6%
Puts
Pseudo strike
19.12
IV
98.2%
B/E move
14.0%

40Δ

Calls
Pseudo strike
22.97
IV
101.2%
B/E move
19.5%
Puts
Pseudo strike
19.83
IV
87.7%
B/E move
11.1%

45Δ

Calls
Pseudo strike
21.87
IV
89.6%
B/E move
14.5%
Puts
Pseudo strike
20.40
IV
80.0%
B/E move
8.9%

50Δ

Calls
Pseudo strike
21.06
IV
81.7%
B/E move
11.2%
Puts
Pseudo strike
20.93
IV
73.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
20.45
IV
77.4%
B/E move
9.0%
Puts
Pseudo strike
21.38
IV
69.2%
B/E move
5.7%

60Δ

Calls
Pseudo strike
19.87
IV
73.9%
B/E move
7.1%
Puts
Pseudo strike
21.83
IV
65.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
19.35
IV
71.7%
B/E move
5.7%
Puts
Pseudo strike
22.32
IV
63.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
18.87
IV
68.6%
B/E move
4.5%
Puts
Pseudo strike
22.85
IV
63.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.48
IV
63.5%
B/E move
3.4%
Puts
Pseudo strike
23.25
IV
59.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.08
IV
58.5%
B/E move
2.3%
Puts
Pseudo strike
23.60
IV
54.8%
B/E move
1.4%

Options history

No recorded observations