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Fidelity Enhanced Large Cap Value ETF FELV

i

Market dataready · fetched 2026-11-07T21:44:19.702Z

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 · 2026-11-07T01:00:00.054937335Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:19.309194+00:00

Share price$42.62
1D-0.1%
AH$42.37$42.51$42.64$42.77$42.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFELV
Sold putSold callAH

Fidelity Enhanced Large Cap Value ETF options

Live interpolated FELV call and put midpoint premiums by absolute delta.Fidelity Enhanced Large Cap Value ETF$0.55$1.00$1.45$1.89$2.34$39.49$41.12$42.76$44.40$46.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FELV spot · $42.62FELV PRICE$0.60$0.60$0.61$0.64$0.71$0.79$0.88$0.97$1.06$1.15$1.47$1.79$2.21$0.62$0.63$0.68$0.72$0.76$0.82$0.87$0.92
Puts——
CallsExpensive1.32×
Skew——
Implied moveBalanced±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2471.3%14.6%38.7765.3%10.5%
25Δ45.8852.7%9.1%40.1850.7%7.2%
30Δ44.6741.8%6.2%41.0542.6%5.3%
35Δ43.9135.2%4.5%41.6037.2%4.1%
40Δ43.4932.6%3.7%42.0832.5%3.1%
45Δ43.0729.9%2.9%42.3829.6%2.5%
50Δ42.7828.2%2.4%42.6726.8%1.9%
55Δ42.5226.8%2.0%42.9624.0%1.3%
60Δ42.2625.3%1.6%
65Δ42.0023.8%1.2%
70Δ41.6125.7%1.1%
75Δ41.2327.5%0.9%
80Δ40.7429.8%0.8%

20Δ

Calls
Pseudo strike
48.24
IV
71.3%
B/E move
14.6%
Puts
Pseudo strike
38.77
IV
65.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
45.88
IV
52.7%
B/E move
9.1%
Puts
Pseudo strike
40.18
IV
50.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
44.67
IV
41.8%
B/E move
6.2%
Puts
Pseudo strike
41.05
IV
42.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
43.91
IV
35.2%
B/E move
4.5%
Puts
Pseudo strike
41.60
IV
37.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
43.49
IV
32.6%
B/E move
3.7%
Puts
Pseudo strike
42.08
IV
32.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
43.07
IV
29.9%
B/E move
2.9%
Puts
Pseudo strike
42.38
IV
29.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
42.78
IV
28.2%
B/E move
2.4%
Puts
Pseudo strike
42.67
IV
26.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
42.52
IV
26.8%
B/E move
2.0%
Puts
Pseudo strike
42.96
IV
24.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
42.26
IV
25.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
42.00
IV
23.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.61
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.23
IV
27.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.74
IV
29.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.62%
Daily close
FELV13.9%25.6%37.3%2026-08-10: 23.06%2026-08-11: 18.22%2026-08-12: 20.46%2026-08-13: 20.81%2026-08-14: 21.50%2026-08-17: 24.18%2026-08-18: 26.41%2026-08-19: 28.47%2026-08-20: 35.70%2026-08-21: 17.89%2026-08-24: 17.65%2026-08-25: 18.06%2026-08-26: 17.65%2026-08-27: 17.55%2026-08-28: 17.46%2026-08-31: 18.01%2026-09-01: 18.31%2026-09-02: 18.18%2026-09-03: 18.83%2026-09-04: 17.96%2026-09-08: 20.00%2026-09-09: 21.11%2026-09-10: 21.99%2026-09-11: 20.24%2026-09-14: 23.98%2026-09-15: 26.46%2026-09-16: 27.58%2026-09-17: 34.12%2026-09-18: 18.13%2026-09-21: 16.22%2026-09-22: 16.02%2026-09-23: 15.57%2026-09-24: 15.99%2026-09-25: 15.48%2026-09-28: 17.00%2026-09-29: 16.96%2026-09-30: 17.90%2026-10-01: 17.89%2026-10-02: 17.91%2026-10-05: 17.81%2026-10-06: 17.82%2026-10-07: 18.44%2026-10-08: 18.65%2026-10-09: 19.36%2026-10-13: 25.02%2026-10-14: 23.97%2026-10-16: 16.04%2026-10-19: 16.40%2026-10-20: 17.33%2026-10-21: 17.18%2026-10-22: 17.37%2026-10-23: 17.61%2026-10-26: 18.80%2026-10-27: 18.48%2026-10-28: 18.35%2026-10-29: 18.61%2026-10-30: 18.62%Aug 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
23.06%
18.22%
20.46%
20.81%
21.50%
24.18%
26.41%
28.47%
35.70%
17.89%
17.65%
18.06%
17.65%
17.55%
17.46%
18.01%
18.31%
18.18%
18.83%
17.96%
20.00%
21.11%
21.99%
20.24%
23.98%
26.46%
27.58%
34.12%
18.13%
16.22%
16.02%
15.57%
15.99%
15.48%
17.00%
16.96%
17.90%
17.89%
17.91%
17.81%
17.82%
18.44%
18.65%
19.36%
25.02%
23.97%
16.04%
16.40%
17.33%
17.18%
17.37%
17.61%
18.80%
18.48%
18.35%
18.61%
18.62%