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Fidelity Clean Energy ETF FRNW

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Market dataready · fetched 2026-11-11T14:57:18.929Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T14:52:02.697646428Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:18.016569+00:00

Share price$20.94
1D-1.0%
$20.93$20.99$21.05$21.11$21.175:30 AM6:30 AM9:00 AM1:00 PMFRNW
Sold putSold call

Fidelity Clean Energy ETF options

Live interpolated FRNW call and put midpoint premiums by absolute delta.Fidelity Clean Energy ETF$2.34$3.35$4.36$5.37$6.38$17.55$19.31$21.06$22.82$24.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FRNW spot · $20.94FRNW PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.58$2.45$2.45$2.45$2.45$2.45$2.77$4.43$6.09
Puts——
Calls——
Skew——
Implied moveBalanced±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ19.5897.1%18.8%
40Δ29.41133.5%52.1%
45Δ26.29111.0%37.2%21.1369.0%10.8%
50Δ23.1788.4%22.3%21.5262.0%8.9%
55Δ21.3271.9%13.5%21.9155.0%7.1%
60Δ20.5161.2%9.6%22.3048.0%5.2%
65Δ19.9252.1%6.8%22.6941.1%3.4%
70Δ19.6145.5%5.3%23.3436.7%1.8%
75Δ25.0943.2%1.4%
80Δ26.8349.6%1.0%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.58
IV
97.1%
B/E move
18.8%

40Δ

Calls
Pseudo strike
29.41
IV
133.5%
B/E move
52.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.29
IV
111.0%
B/E move
37.2%
Puts
Pseudo strike
21.13
IV
69.0%
B/E move
10.8%

50Δ

Calls
Pseudo strike
23.17
IV
88.4%
B/E move
22.3%
Puts
Pseudo strike
21.52
IV
62.0%
B/E move
8.9%

55Δ

Calls
Pseudo strike
21.32
IV
71.9%
B/E move
13.5%
Puts
Pseudo strike
21.91
IV
55.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
20.51
IV
61.2%
B/E move
9.6%
Puts
Pseudo strike
22.30
IV
48.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
19.92
IV
52.1%
B/E move
6.8%
Puts
Pseudo strike
22.69
IV
41.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
19.61
IV
45.5%
B/E move
5.3%
Puts
Pseudo strike
23.34
IV
36.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.09
IV
43.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.83
IV
49.6%
B/E move
1.0%

Options history

IV · four-Friday blend73.98%
Daily close
FRNW49.1%100.9%152.6%2026-08-13: 72.79%2026-08-14: 73.78%2026-08-17: 83.93%2026-08-18: 90.93%2026-08-19: 102.38%2026-08-20: 128.01%2026-08-21: 56.22%2026-08-24: 59.10%2026-08-25: 57.80%2026-08-26: 58.66%2026-08-27: 56.77%2026-08-28: 57.86%2026-08-31: 59.29%2026-09-01: 63.81%2026-09-02: 64.93%2026-09-03: 62.15%2026-09-04: 64.40%2026-09-08: 66.92%2026-09-09: 68.34%2026-09-10: 73.55%2026-09-11: 76.95%2026-09-14: 90.87%2026-09-15: 97.97%2026-09-16: 106.81%2026-09-17: 132.62%2026-09-18: 59.88%2026-09-21: 58.50%2026-09-22: 59.65%2026-09-23: 64.13%2026-09-24: 62.55%2026-09-25: 67.55%2026-09-28: 68.10%2026-09-29: 66.59%2026-09-30: 67.62%2026-10-01: 71.12%2026-10-02: 72.63%2026-10-05: 75.93%2026-10-06: 76.85%2026-10-07: 78.62%2026-10-08: 79.35%2026-10-09: 82.65%2026-10-12: 92.66%2026-10-13: 100.14%2026-10-14: 115.40%2026-10-15: 145.49%2026-10-16: 66.34%2026-10-19: 64.83%2026-10-20: 66.37%2026-10-21: 65.84%2026-10-22: 68.58%2026-10-23: 67.73%2026-10-26: 71.61%2026-10-27: 70.82%2026-10-28: 71.54%2026-10-29: 70.55%2026-10-30: 73.98%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
72.79%
73.78%
83.93%
90.93%
102.38%
128.01%
56.22%
59.10%
57.80%
58.66%
56.77%
57.86%
59.29%
63.81%
64.93%
62.15%
64.40%
66.92%
68.34%
73.55%
76.95%
90.87%
97.97%
106.81%
132.62%
59.88%
58.50%
59.65%
64.13%
62.55%
67.55%
68.10%
66.59%
67.62%
71.12%
72.63%
75.93%
76.85%
78.62%
79.35%
82.65%
92.66%
100.14%
115.40%
145.49%
66.34%
64.83%
66.37%
65.84%
68.58%
67.73%
71.61%
70.82%
71.54%
70.55%
73.98%