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Fidelity Enhanced Small Cap Core ETF FESM

i

Market datapartial · fetched 2026-11-04T03:28:52.216Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T01:00:00.137719617Z

FundamentalsAlpha Vantage · unavailable

Share price$45.58
1D-0.9%
AH$45.51$45.67$45.83$45.98$46.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFESM
Sold putSold callAH

Fidelity Enhanced Small Cap Core ETF options

Live interpolated FESM call and put midpoint premiums by absolute delta.Fidelity Enhanced Small Cap Core ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEFESM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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 blend21.14%
Daily close
FESM17.7%22.1%26.4%2026-08-05: 24.72%2026-08-06: 24.76%2026-08-07: 24.79%2026-08-10: 25.77%2026-08-11: 20.12%2026-08-12: 19.19%2026-08-13: 19.06%2026-08-17: 21.39%2026-08-20: 25.84%2026-08-21: 18.68%2026-08-24: 19.09%2026-08-25: 18.72%2026-08-26: 18.58%2026-08-27: 18.33%2026-08-28: 18.56%2026-08-31: 18.57%2026-09-01: 19.19%2026-09-02: 18.97%2026-09-03: 18.79%2026-09-04: 18.73%2026-09-08: 19.59%2026-09-09: 20.76%2026-09-10: 21.71%2026-09-11: 21.10%2026-09-14: 22.45%2026-09-15: 24.62%2026-09-18: 18.57%2026-09-21: 18.39%2026-09-22: 18.34%2026-09-23: 19.06%2026-09-24: 19.50%2026-09-25: 19.46%2026-09-28: 19.56%2026-09-29: 19.70%2026-09-30: 20.24%2026-10-01: 20.55%2026-10-02: 19.76%2026-10-05: 19.57%2026-10-06: 19.98%2026-10-07: 20.74%2026-10-08: 20.86%2026-10-09: 20.83%2026-10-12: 22.52%2026-10-13: 23.07%2026-10-16: 20.20%2026-10-19: 19.88%2026-10-20: 19.72%2026-10-21: 19.78%2026-10-22: 20.81%2026-10-23: 22.51%2026-10-26: 20.64%2026-10-27: 20.01%2026-10-28: 19.73%2026-10-29: 19.64%2026-10-30: 21.14%Aug 5Sep 21Oct 30
55 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
24.72%
24.76%
24.79%
25.77%
20.12%
19.19%
19.06%
21.39%
25.84%
18.68%
19.09%
18.72%
18.58%
18.33%
18.56%
18.57%
19.19%
18.97%
18.79%
18.73%
19.59%
20.76%
21.71%
21.10%
22.45%
24.62%
18.57%
18.39%
18.34%
19.06%
19.50%
19.46%
19.56%
19.70%
20.24%
20.55%
19.76%
19.57%
19.98%
20.74%
20.86%
20.83%
22.52%
23.07%
20.20%
19.88%
19.72%
19.78%
20.81%
22.51%
20.64%
20.01%
19.73%
19.64%
21.14%