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Fidelity Clean Energy ETF FRNW

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Market dataready · fetched 2026-10-22T21:57:54.575Z

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 · 2026-10-22T20:10:02.858621143Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:57:53.034165+00:00

Share price$19.92
1D-1.1%
AH$19.85$19.93$20.02$20.10$20.195:30 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$1.37$1.85$2.32$2.80$3.27$13.89$16.99$20.10$23.21$26.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRNW spot · $19.92FRNW PRICE$1.43$1.43$1.45$1.54$1.69$1.87$2.07$2.24$2.38$2.51$3.14$1.43$1.45$1.49$1.56$1.65$1.74$1.92$2.11$2.21$2.29$2.37$2.53$2.87
PutsExpensive3.23×
CallsExpensive3.72×
SkewBullish-6.57 pp
Implied moveBearish±$3.61
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.89175.9%32.4%
25Δ16.53140.6%24.3%
30Δ28.63167.5%50.9%17.74116.4%18.4%
35Δ24.65130.3%30.9%18.63100.9%14.3%
40Δ22.59106.6%20.7%19.3289.2%11.3%
45Δ21.4594.6%15.4%19.9279.5%8.7%
50Δ20.6387.5%12.1%20.4274.6%7.1%
55Δ19.9582.7%9.5%20.9070.6%5.7%
60Δ19.3878.9%7.7%21.2365.0%4.5%
65Δ18.8774.4%6.0%21.5159.1%3.5%
70Δ18.4568.2%4.6%21.8053.1%2.5%
75Δ18.0462.1%3.2%22.1348.5%1.6%
80Δ17.3067.8%2.6%22.5747.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.89
IV
175.9%
B/E move
32.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.53
IV
140.6%
B/E move
24.3%

30Δ

Calls
Pseudo strike
28.63
IV
167.5%
B/E move
50.9%
Puts
Pseudo strike
17.74
IV
116.4%
B/E move
18.4%

35Δ

Calls
Pseudo strike
24.65
IV
130.3%
B/E move
30.9%
Puts
Pseudo strike
18.63
IV
100.9%
B/E move
14.3%

40Δ

Calls
Pseudo strike
22.59
IV
106.6%
B/E move
20.7%
Puts
Pseudo strike
19.32
IV
89.2%
B/E move
11.3%

45Δ

Calls
Pseudo strike
21.45
IV
94.6%
B/E move
15.4%
Puts
Pseudo strike
19.92
IV
79.5%
B/E move
8.7%

50Δ

Calls
Pseudo strike
20.63
IV
87.5%
B/E move
12.1%
Puts
Pseudo strike
20.42
IV
74.6%
B/E move
7.1%

55Δ

Calls
Pseudo strike
19.95
IV
82.7%
B/E move
9.5%
Puts
Pseudo strike
20.90
IV
70.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
19.38
IV
78.9%
B/E move
7.7%
Puts
Pseudo strike
21.23
IV
65.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
18.87
IV
74.4%
B/E move
6.0%
Puts
Pseudo strike
21.51
IV
59.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
18.45
IV
68.2%
B/E move
4.6%
Puts
Pseudo strike
21.80
IV
53.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
18.04
IV
62.1%
B/E move
3.2%
Puts
Pseudo strike
22.13
IV
48.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
17.30
IV
67.8%
B/E move
2.6%
Puts
Pseudo strike
22.57
IV
47.1%
B/E move
1.1%

Options history

No recorded observations