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Fidelity Enhanced Mid Cap Core ETF FMDE

i

Market datapartial · fetched 2026-11-05T22:19:36.303Z

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 · 2026-11-05T21:21:44.64762021Z

FundamentalsAlpha Vantage · unavailable

Share price$40.66
1D-3.6%
AH$40.53$40.97$41.42$41.86$42.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMDE
Sold putSold callAH

Fidelity Enhanced Mid Cap Core ETF options

Live interpolated FMDE call and put midpoint premiums by absolute delta.Fidelity Enhanced Mid 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 PRICEFMDE 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 blend21.02%
Daily close
FMDE15.7%26.5%37.4%2026-08-07: 24.55%2026-08-10: 25.75%2026-08-11: 20.84%2026-08-12: 20.99%2026-08-13: 21.01%2026-08-14: 21.86%2026-08-17: 24.92%2026-08-18: 26.98%2026-08-19: 29.85%2026-08-20: 33.93%2026-08-21: 18.63%2026-08-24: 18.91%2026-08-25: 19.05%2026-08-26: 18.88%2026-08-27: 18.92%2026-08-28: 18.75%2026-08-31: 19.38%2026-09-01: 19.47%2026-09-02: 18.55%2026-09-03: 19.06%2026-09-04: 19.86%2026-09-08: 21.38%2026-09-09: 22.35%2026-09-10: 23.04%2026-09-11: 23.86%2026-09-14: 25.85%2026-09-15: 28.04%2026-09-16: 29.44%2026-09-17: 35.91%2026-09-18: 18.78%2026-09-21: 18.15%2026-09-22: 17.85%2026-09-23: 18.02%2026-09-24: 18.10%2026-09-25: 17.88%2026-09-28: 18.48%2026-09-29: 18.48%2026-09-30: 18.84%2026-10-01: 18.88%2026-10-02: 18.15%2026-10-05: 19.36%2026-10-06: 19.84%2026-10-07: 20.14%2026-10-08: 20.02%2026-10-09: 20.44%2026-10-12: 23.09%2026-10-13: 23.88%2026-10-14: 21.10%2026-10-15: 31.91%2026-10-16: 17.31%2026-10-19: 17.87%2026-10-20: 17.63%2026-10-21: 17.18%2026-10-22: 18.31%2026-10-23: 18.45%2026-10-26: 20.69%2026-10-27: 20.95%2026-10-28: 20.72%2026-10-29: 20.73%2026-10-30: 21.02%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
24.55%
25.75%
20.84%
20.99%
21.01%
21.86%
24.92%
26.98%
29.85%
33.93%
18.63%
18.91%
19.05%
18.88%
18.92%
18.75%
19.38%
19.47%
18.55%
19.06%
19.86%
21.38%
22.35%
23.04%
23.86%
25.85%
28.04%
29.44%
35.91%
18.78%
18.15%
17.85%
18.02%
18.10%
17.88%
18.48%
18.48%
18.84%
18.88%
18.15%
19.36%
19.84%
20.14%
20.02%
20.44%
23.09%
23.88%
21.10%
31.91%
17.31%
17.87%
17.63%
17.18%
18.31%
18.45%
20.69%
20.95%
20.72%
20.73%
21.02%