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Fidelity Enhanced Emerging Markets ETF FEMR

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Market dataready · fetched 2026-11-07T05:42:47.985Z

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 · 2026-11-07T01:00:00.025187522Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T05:42:47.552213+00:00

Share price$36.02
1D-0.4%
AH$35.89$35.99$36.09$36.18$36.285:30 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$0.48$1.12$1.76$2.39$3.03$32.93$34.71$36.48$38.26$40.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 FEMR spot · $36.02FEMR PRICE$0.55$0.61$0.67$0.74$0.81$0.91$1.02$1.18$1.40$1.63$1.94$2.30$2.85$0.61$0.66$0.73$0.82$0.88$0.95$1.05$1.20$1.35
Puts——
CallsExpensive1.50×
Skew——
Implied moveBalanced±$2.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.2775.9%16.1%32.2974.1%12.1%
25Δ39.5062.6%11.3%33.5460.7%8.7%
30Δ38.3453.9%8.3%34.3652.4%6.6%
35Δ37.5947.9%6.4%34.9747.5%5.2%
40Δ36.9742.7%4.9%35.3943.1%4.2%
45Δ36.5841.0%4.1%35.8138.6%3.2%
50Δ36.1939.3%3.3%36.1636.2%2.5%
55Δ35.8238.8%2.7%36.4635.5%2.1%
60Δ35.4739.5%2.4%36.7534.8%1.7%
65Δ35.1240.3%2.0%
70Δ34.6941.6%1.7%
75Δ34.2243.3%1.4%
80Δ33.5946.7%1.1%

20Δ

Calls
Pseudo strike
41.27
IV
75.9%
B/E move
16.1%
Puts
Pseudo strike
32.29
IV
74.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
39.50
IV
62.6%
B/E move
11.3%
Puts
Pseudo strike
33.54
IV
60.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
38.34
IV
53.9%
B/E move
8.3%
Puts
Pseudo strike
34.36
IV
52.4%
B/E move
6.6%

35Δ

Calls
Pseudo strike
37.59
IV
47.9%
B/E move
6.4%
Puts
Pseudo strike
34.97
IV
47.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
36.97
IV
42.7%
B/E move
4.9%
Puts
Pseudo strike
35.39
IV
43.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
36.58
IV
41.0%
B/E move
4.1%
Puts
Pseudo strike
35.81
IV
38.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
36.19
IV
39.3%
B/E move
3.3%
Puts
Pseudo strike
36.16
IV
36.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
35.82
IV
38.8%
B/E move
2.7%
Puts
Pseudo strike
36.46
IV
35.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
35.47
IV
39.5%
B/E move
2.4%
Puts
Pseudo strike
36.75
IV
34.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
35.12
IV
40.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.69
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.22
IV
43.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.59
IV
46.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.50%
Daily close
FEMR22.3%32.4%42.5%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%