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Fidelity Fundamental Emerging Markets ETF FFEM

i

Market datapartial · fetched 2026-11-03T15:49:17.005Z

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 · 2026-11-03T15:38:51.5015761Z

FundamentalsAlpha Vantage · unavailable

Share price$38.03
1D+0.0%
$38.02$38.02$38.03$38.04$38.055:30 AM6:30 AM9:00 AM1:00 PMFFEM
Sold putSold call

Fidelity Fundamental Emerging Markets ETF options

Live interpolated FFEM call and put midpoint premiums by absolute delta.Fidelity Fundamental Emerging Markets 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 PRICEFFEM 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 blend27.84%
Daily close
FFEM22.5%32.0%41.4%2026-08-05: 32.84%2026-08-06: 32.43%2026-08-07: 32.05%2026-08-10: 31.41%2026-08-11: 30.43%2026-08-12: 31.17%2026-08-13: 31.90%2026-08-14: 32.29%2026-08-17: 33.36%2026-08-18: 36.03%2026-08-19: 39.01%2026-08-20: 40.11%2026-08-21: 25.93%2026-08-24: 26.36%2026-08-25: 25.84%2026-08-26: 25.84%2026-08-27: 24.71%2026-08-28: 24.88%2026-08-31: 24.99%2026-09-01: 24.36%2026-09-02: 24.51%2026-09-03: 23.93%2026-09-04: 23.80%2026-09-08: 25.98%2026-09-09: 26.65%2026-09-10: 27.48%2026-09-11: 27.45%2026-09-14: 30.87%2026-09-15: 33.37%2026-09-16: 35.36%2026-09-17: 39.64%2026-09-18: 24.68%2026-09-21: 24.50%2026-09-22: 24.89%2026-09-23: 24.88%2026-09-24: 25.58%2026-09-25: 24.29%2026-09-28: 25.66%2026-09-29: 25.72%2026-09-30: 26.11%2026-10-01: 25.44%2026-10-02: 25.10%2026-10-05: 25.69%2026-10-06: 25.61%2026-10-07: 25.79%2026-10-08: 26.03%2026-10-09: 26.57%2026-10-12: 29.43%2026-10-13: 30.37%2026-10-14: 33.13%2026-10-15: 39.98%2026-10-16: 24.97%2026-10-19: 25.09%2026-10-20: 25.11%2026-10-21: 24.90%2026-10-22: 26.94%2026-10-23: 26.63%2026-10-26: 26.83%2026-10-27: 26.51%2026-10-28: 26.60%2026-10-29: 26.43%2026-10-30: 27.84%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
32.84%
32.43%
32.05%
31.41%
30.43%
31.17%
31.90%
32.29%
33.36%
36.03%
39.01%
40.11%
25.93%
26.36%
25.84%
25.84%
24.71%
24.88%
24.99%
24.36%
24.51%
23.93%
23.80%
25.98%
26.65%
27.48%
27.45%
30.87%
33.37%
35.36%
39.64%
24.68%
24.50%
24.89%
24.88%
25.58%
24.29%
25.66%
25.72%
26.11%
25.44%
25.10%
25.69%
25.61%
25.79%
26.03%
26.57%
29.43%
30.37%
33.13%
39.98%
24.97%
25.09%
25.11%
24.90%
26.94%
26.63%
26.83%
26.51%
26.60%
26.43%
27.84%