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Fidelity Enhanced Emerging Markets ETF FEMR

i

Market dataready · fetched 2026-11-05T22:11:19.211Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-05T21:10:00.002756958Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T22:11:16.229918+00:00

Share price$35.06
1D-4.6%
AH$34.92$35.42$35.91$36.40$36.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEMR
Sold putSold callAH

Fidelity Enhanced Emerging Markets ETF options

Live interpolated FEMR call and put midpoint premiums by absolute delta.Fidelity Enhanced Emerging Markets ETF$0.59$1.24$1.89$2.54$3.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEFEMR PRICE$0.66$0.77$0.89$1.04$1.24$1.52$1.89$2.29$2.57$3.00$0.83$0.93$1.35$1.76$1.90$2.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.8553.6%21.3%
25Δ39.7546.4%15.6%
30Δ38.4442.1%12.2%33.3434.2%7.3%
35Δ37.4939.5%9.9%34.0630.5%5.5%
40Δ36.7538.8%8.4%34.5135.0%5.4%
45Δ36.1740.1%7.5%34.9639.5%5.3%
50Δ35.5742.5%6.9%
55Δ34.9645.2%6.3%
60Δ34.3043.8%5.2%36.2427.3%2.1%
65Δ33.5844.4%4.4%36.6827.2%1.6%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
41.85
IV
53.6%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.75
IV
46.4%
B/E move
15.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
38.44
IV
42.1%
B/E move
12.2%
Puts
Pseudo strike
33.34
IV
34.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
37.49
IV
39.5%
B/E move
9.9%
Puts
Pseudo strike
34.06
IV
30.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
36.75
IV
38.8%
B/E move
8.4%
Puts
Pseudo strike
34.51
IV
35.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
36.17
IV
40.1%
B/E move
7.5%
Puts
Pseudo strike
34.96
IV
39.5%
B/E move
5.3%

50Δ

Calls
Pseudo strike
35.57
IV
42.5%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
34.96
IV
45.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.30
IV
43.8%
B/E move
5.2%
Puts
Pseudo strike
36.24
IV
27.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
33.58
IV
44.4%
B/E move
4.4%
Puts
Pseudo strike
36.68
IV
27.2%
B/E move
1.6%

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 blend27.50%
Daily close
FEMR22.3%32.4%42.5%2026-08-07: 34.56%2026-08-10: 34.96%2026-08-11: 33.75%2026-08-12: 31.39%2026-08-13: 31.90%2026-08-14: 31.25%2026-08-17: 34.29%2026-08-18: 36.56%2026-08-19: 39.61%2026-08-20: 40.84%2026-08-21: 26.09%2026-08-24: 26.16%2026-08-25: 25.86%2026-08-26: 25.38%2026-08-27: 24.96%2026-08-28: 24.69%2026-08-31: 25.05%2026-09-01: 24.12%2026-09-02: 24.58%2026-09-03: 24.16%2026-09-04: 23.73%2026-09-08: 26.17%2026-09-09: 26.72%2026-09-10: 27.79%2026-09-11: 27.32%2026-09-14: 30.62%2026-09-15: 33.26%2026-09-16: 34.15%2026-09-17: 41.07%2026-09-18: 24.63%2026-09-21: 24.23%2026-09-22: 24.47%2026-09-23: 24.52%2026-09-24: 25.21%2026-09-25: 24.61%2026-09-28: 25.57%2026-09-29: 25.54%2026-09-30: 26.27%2026-10-01: 25.70%2026-10-02: 25.16%2026-10-05: 25.68%2026-10-06: 25.61%2026-10-07: 26.05%2026-10-08: 26.48%2026-10-09: 26.47%2026-10-12: 28.89%2026-10-13: 30.50%2026-10-14: 33.85%2026-10-15: 39.83%2026-10-16: 24.53%2026-10-19: 25.55%2026-10-20: 24.97%2026-10-21: 24.68%2026-10-22: 26.05%2026-10-23: 26.68%2026-10-26: 26.87%2026-10-27: 26.21%2026-10-28: 26.48%2026-10-29: 26.25%2026-10-30: 27.50%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
34.56%
34.96%
33.75%
31.39%
31.90%
31.25%
34.29%
36.56%
39.61%
40.84%
26.09%
26.16%
25.86%
25.38%
24.96%
24.69%
25.05%
24.12%
24.58%
24.16%
23.73%
26.17%
26.72%
27.79%
27.32%
30.62%
33.26%
34.15%
41.07%
24.63%
24.23%
24.47%
24.52%
25.21%
24.61%
25.57%
25.54%
26.27%
25.70%
25.16%
25.68%
25.61%
26.05%
26.48%
26.47%
28.89%
30.50%
33.85%
39.83%
24.53%
25.55%
24.97%
24.68%
26.05%
26.68%
26.87%
26.21%
26.48%
26.25%
27.50%