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Fidelity Yield Enhanced Equity ETF FYEE

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Market dataready · fetched 2026-10-23T03:00:15.488Z

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 · 2026-10-23T00:00:02.998842155Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:14.495124+00:00

Share price$29.76
1D-0.4%
AH$29.66$29.72$29.78$29.84$29.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFYEE
Sold putSold callAH

Fidelity Yield Enhanced Equity ETF options

Live interpolated FYEE call and put midpoint premiums by absolute delta.Fidelity Yield Enhanced Equity ETF$0.36$0.73$1.09$1.45$1.82$26.05$27.81$29.58$31.34$33.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FYEE spot · $29.76FYEE PRICE$0.40$0.40$0.42$0.46$0.51$0.57$0.68$0.87$1.06$1.24$1.41$1.56$1.71$0.43$0.46$0.50$0.54$0.59$0.63$0.68$0.75$0.84$0.93$1.02$1.11$1.20
PutsCheap0.64×
CallsCheap0.81×
SkewBullish-2.72 pp
Implied moveBalanced±$1.36
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5745.8%14.2%27.1343.6%10.3%
25Δ31.9833.7%8.8%28.0735.0%7.2%
30Δ31.2427.8%6.4%28.6130.4%5.5%
35Δ30.7924.6%5.0%29.0826.5%4.1%
40Δ30.4922.8%4.2%29.3424.3%3.4%
45Δ30.1821.0%3.3%29.6122.1%2.6%
50Δ29.8920.5%2.7%29.8819.9%1.9%
55Δ29.6321.9%2.5%30.0918.5%1.4%
60Δ29.3723.3%2.2%30.2517.6%1.2%
65Δ29.1124.6%2.0%30.4216.8%0.9%
70Δ28.8624.5%1.7%30.5816.0%0.7%
75Δ28.6223.2%1.4%30.7515.2%0.4%
80Δ28.3822.0%1.1%30.9114.4%0.2%

20Δ

Calls
Pseudo strike
33.57
IV
45.8%
B/E move
14.2%
Puts
Pseudo strike
27.13
IV
43.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
31.98
IV
33.7%
B/E move
8.8%
Puts
Pseudo strike
28.07
IV
35.0%
B/E move
7.2%

30Δ

Calls
Pseudo strike
31.24
IV
27.8%
B/E move
6.4%
Puts
Pseudo strike
28.61
IV
30.4%
B/E move
5.5%

35Δ

Calls
Pseudo strike
30.79
IV
24.6%
B/E move
5.0%
Puts
Pseudo strike
29.08
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
30.49
IV
22.8%
B/E move
4.2%
Puts
Pseudo strike
29.34
IV
24.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
30.18
IV
21.0%
B/E move
3.3%
Puts
Pseudo strike
29.61
IV
22.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
29.89
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
29.88
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
29.63
IV
21.9%
B/E move
2.5%
Puts
Pseudo strike
30.09
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
29.37
IV
23.3%
B/E move
2.2%
Puts
Pseudo strike
30.25
IV
17.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
29.11
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
30.42
IV
16.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
28.86
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
30.58
IV
16.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
28.62
IV
23.2%
B/E move
1.4%
Puts
Pseudo strike
30.75
IV
15.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.38
IV
22.0%
B/E move
1.1%
Puts
Pseudo strike
30.91
IV
14.4%
B/E move
0.2%

Options history

No recorded observations