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Fidelity Yield Enhanced Equity ETF FYEE

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Market datapartial · fetched 2026-11-13T18:51:20.188Z

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 · 2026-11-13T18:49:03.978125701Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:18.728170+00:00

Share price$29.49
1D-0.5%
$29.28$29.37$29.47$29.56$29.665:30 AM6:30 AM9:00 AM1:00 PMFYEE
Sold putSold call

Fidelity Yield Enhanced Equity ETF options

Live interpolated FYEE call and put midpoint premiums by absolute delta.Fidelity Yield Enhanced Equity ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFYEE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

Options history

IV · four-Friday blend19.28%
Daily close
FYEE15.7%25.9%36.0%2026-08-17: 23.39%2026-08-20: 23.38%2026-08-21: 18.26%2026-08-24: 17.58%2026-08-25: 18.86%2026-08-26: 17.96%2026-08-27: 18.47%2026-08-28: 18.22%2026-08-31: 19.10%2026-09-01: 19.21%2026-09-02: 19.07%2026-09-03: 18.76%2026-09-04: 18.99%2026-09-08: 19.57%2026-09-09: 20.30%2026-09-10: 19.71%2026-09-11: 20.86%2026-09-14: 23.01%2026-09-15: 23.96%2026-09-16: 29.80%2026-09-17: 34.64%2026-09-18: 18.46%2026-09-21: 17.11%2026-09-22: 18.06%2026-09-23: 18.38%2026-09-24: 18.40%2026-09-25: 18.64%2026-09-28: 19.45%2026-09-29: 19.18%2026-09-30: 20.06%2026-10-01: 19.83%2026-10-02: 19.44%2026-10-05: 20.11%2026-10-06: 20.60%2026-10-07: 20.91%2026-10-08: 21.00%2026-10-12: 24.22%2026-10-13: 25.27%2026-10-14: 26.31%2026-10-15: 30.22%2026-10-16: 17.17%2026-10-19: 18.25%2026-10-20: 17.81%2026-10-21: 18.07%2026-10-22: 19.00%2026-10-23: 19.19%2026-10-26: 18.64%2026-10-27: 18.42%2026-10-28: 18.07%2026-10-29: 18.44%2026-10-30: 19.28%Aug 17Sep 24Oct 30
51 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
23.39%
23.38%
18.26%
17.58%
18.86%
17.96%
18.47%
18.22%
19.10%
19.21%
19.07%
18.76%
18.99%
19.57%
20.30%
19.71%
20.86%
23.01%
23.96%
29.80%
34.64%
18.46%
17.11%
18.06%
18.38%
18.40%
18.64%
19.45%
19.18%
20.06%
19.83%
19.44%
20.11%
20.60%
20.91%
21.00%
24.22%
25.27%
26.31%
30.22%
17.17%
18.25%
17.81%
18.07%
19.00%
19.19%
18.64%
18.42%
18.07%
18.44%
19.28%