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Fidelity Emerging Markets Multifactor ETF FDEM

i

Market dataready · fetched 2026-11-04T00:09:52.827Z

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 · 2026-11-03T23:30:02.440265998Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:09:52.296118+00:00

Share price$33.58
1D-0.1%
AH$33.45$33.51$33.57$33.63$33.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDEM
Sold putSold callAH

Fidelity Emerging Markets Multifactor ETF options

Live interpolated FDEM call and put midpoint premiums by absolute delta.Fidelity Emerging Markets Multifactor ETF$0.53$0.97$1.41$1.85$2.29$30.12$31.89$33.66$35.42$37.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDEM spot · $33.58FDEM PRICE$0.57$0.58$0.64$0.71$0.77$0.84$0.92$1.02$1.11$1.27$1.57$1.87$2.17$0.60$0.66$0.70$0.77$0.84$0.91$0.98$1.05$1.22$1.39$1.56$1.78$2.11
PutsExpensive1.37×
CallsExpensive1.87×
SkewBullish-2.08 pp
Implied moveBearish±$1.90
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2377.1%18.5%30.0169.3%12.4%
25Δ36.8757.5%11.5%31.1757.7%9.1%
30Δ35.8549.8%8.7%32.0348.5%6.7%
35Δ35.2845.2%7.2%32.5543.5%5.3%
40Δ34.7040.6%5.6%33.0538.8%4.1%
45Δ34.1236.0%4.1%33.3635.9%3.3%
50Δ33.7733.6%3.3%33.6832.9%2.6%
55Δ33.4831.7%2.7%33.9929.9%1.9%
60Δ33.2029.8%2.2%34.2729.4%1.6%
65Δ32.8829.0%1.7%34.5428.8%1.3%
70Δ32.5130.8%1.5%34.8128.3%1.0%
75Δ32.1432.6%1.3%35.1328.0%0.7%
80Δ31.7532.6%1.0%35.5328.2%0.5%

20Δ

Calls
Pseudo strike
39.23
IV
77.1%
B/E move
18.5%
Puts
Pseudo strike
30.01
IV
69.3%
B/E move
12.4%

25Δ

Calls
Pseudo strike
36.87
IV
57.5%
B/E move
11.5%
Puts
Pseudo strike
31.17
IV
57.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
35.85
IV
49.8%
B/E move
8.7%
Puts
Pseudo strike
32.03
IV
48.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
35.28
IV
45.2%
B/E move
7.2%
Puts
Pseudo strike
32.55
IV
43.5%
B/E move
5.3%

40Δ

Calls
Pseudo strike
34.70
IV
40.6%
B/E move
5.6%
Puts
Pseudo strike
33.05
IV
38.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
34.12
IV
36.0%
B/E move
4.1%
Puts
Pseudo strike
33.36
IV
35.9%
B/E move
3.3%

50Δ

Calls
Pseudo strike
33.77
IV
33.6%
B/E move
3.3%
Puts
Pseudo strike
33.68
IV
32.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
33.48
IV
31.7%
B/E move
2.7%
Puts
Pseudo strike
33.99
IV
29.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
33.20
IV
29.8%
B/E move
2.2%
Puts
Pseudo strike
34.27
IV
29.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
32.88
IV
29.0%
B/E move
1.7%
Puts
Pseudo strike
34.54
IV
28.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
32.51
IV
30.8%
B/E move
1.5%
Puts
Pseudo strike
34.81
IV
28.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
32.14
IV
32.6%
B/E move
1.3%
Puts
Pseudo strike
35.13
IV
28.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
31.75
IV
32.6%
B/E move
1.0%
Puts
Pseudo strike
35.53
IV
28.2%
B/E move
0.5%

Options history

IV · four-Friday blend26.08%
Daily close
FDEM20.9%32.3%43.6%2026-08-05: 32.03%2026-08-06: 31.27%2026-08-07: 30.93%2026-08-10: 31.47%2026-08-11: 29.47%2026-08-12: 31.57%2026-08-13: 31.57%2026-08-14: 32.03%2026-08-17: 33.94%2026-08-18: 37.57%2026-08-19: 40.28%2026-08-20: 40.82%2026-08-21: 24.39%2026-08-24: 24.53%2026-08-25: 24.27%2026-08-26: 23.90%2026-08-27: 23.74%2026-08-28: 23.41%2026-08-31: 24.15%2026-09-01: 23.12%2026-09-02: 23.86%2026-09-03: 23.36%2026-09-04: 22.76%2026-09-08: 24.89%2026-09-09: 25.93%2026-09-10: 26.81%2026-09-11: 26.85%2026-09-14: 30.18%2026-09-15: 32.77%2026-09-16: 34.47%2026-09-17: 40.92%2026-09-18: 22.73%2026-09-21: 22.50%2026-09-22: 23.26%2026-09-23: 23.36%2026-09-24: 23.77%2026-09-25: 23.66%2026-09-28: 23.72%2026-09-29: 24.39%2026-09-30: 24.60%2026-10-01: 24.59%2026-10-02: 23.98%2026-10-05: 25.00%2026-10-06: 25.47%2026-10-07: 25.81%2026-10-08: 26.01%2026-10-09: 26.73%2026-10-12: 29.76%2026-10-13: 31.17%2026-10-14: 34.37%2026-10-15: 42.08%2026-10-16: 23.21%2026-10-19: 23.81%2026-10-20: 23.78%2026-10-21: 23.69%2026-10-22: 24.37%2026-10-23: 24.98%2026-10-26: 26.20%2026-10-27: 25.15%2026-10-28: 25.46%2026-10-29: 25.33%2026-10-30: 26.08%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
32.03%
31.27%
30.93%
31.47%
29.47%
31.57%
31.57%
32.03%
33.94%
37.57%
40.28%
40.82%
24.39%
24.53%
24.27%
23.90%
23.74%
23.41%
24.15%
23.12%
23.86%
23.36%
22.76%
24.89%
25.93%
26.81%
26.85%
30.18%
32.77%
34.47%
40.92%
22.73%
22.50%
23.26%
23.36%
23.77%
23.66%
23.72%
24.39%
24.60%
24.59%
23.98%
25.00%
25.47%
25.81%
26.01%
26.73%
29.76%
31.17%
34.37%
42.08%
23.21%
23.81%
23.78%
23.69%
24.37%
24.98%
26.20%
25.15%
25.46%
25.33%
26.08%