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Fidelity Clean Energy ETF FRNW

i

Market dataready · fetched 2026-11-04T04:47:31.189Z

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 · 2026-11-04T01:00:02.974646615Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:47:29.380454+00:00

Share price$20.90
1D+2.2%
AH$20.41$20.56$20.70$20.85$20.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRNW
Sold putSold callAH

Fidelity Clean Energy ETF options

Live interpolated FRNW call and put midpoint premiums by absolute delta.Fidelity Clean Energy ETF$1.38$1.77$2.16$2.55$2.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFRNW PRICE$1.43$1.43$1.44$1.52$2.05$2.22$2.39$2.56$1.43$1.46$1.52$1.60$1.69$1.78$1.93$2.11$2.25$2.38$2.50$2.83
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.69223.6%31.7%
25Δ17.39179.1%23.8%
30Δ29.18207.8%46.4%18.61150.2%18.2%
35Δ25.43162.0%28.5%19.52130.4%14.3%
40Δ23.44132.1%19.0%20.25115.0%11.2%
45Δ22.30115.7%14.0%20.85102.6%8.8%
50Δ21.3594.8%7.1%
55Δ21.8288.6%5.7%
60Δ22.2182.2%4.5%
65Δ19.8883.5%4.9%22.5475.8%3.5%
70Δ19.4878.0%3.8%22.8869.3%2.5%
75Δ19.0872.5%2.7%23.3566.8%1.8%
80Δ18.7766.1%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.69
IV
223.6%
B/E move
31.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.39
IV
179.1%
B/E move
23.8%

30Δ

Calls
Pseudo strike
29.18
IV
207.8%
B/E move
46.4%
Puts
Pseudo strike
18.61
IV
150.2%
B/E move
18.2%

35Δ

Calls
Pseudo strike
25.43
IV
162.0%
B/E move
28.5%
Puts
Pseudo strike
19.52
IV
130.4%
B/E move
14.3%

40Δ

Calls
Pseudo strike
23.44
IV
132.1%
B/E move
19.0%
Puts
Pseudo strike
20.25
IV
115.0%
B/E move
11.2%

45Δ

Calls
Pseudo strike
22.30
IV
115.7%
B/E move
14.0%
Puts
Pseudo strike
20.85
IV
102.6%
B/E move
8.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.35
IV
94.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.82
IV
88.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.21
IV
82.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
19.88
IV
83.5%
B/E move
4.9%
Puts
Pseudo strike
22.54
IV
75.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
19.48
IV
78.0%
B/E move
3.8%
Puts
Pseudo strike
22.88
IV
69.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
19.08
IV
72.5%
B/E move
2.7%
Puts
Pseudo strike
23.35
IV
66.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
18.77
IV
66.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.98%
Daily close
FRNW45.8%99.3%152.9%2026-08-05: 53.94%2026-08-06: 53.76%2026-08-07: 53.29%2026-08-10: 56.55%2026-08-11: 53.20%2026-08-12: 68.24%2026-08-13: 72.79%2026-08-14: 73.78%2026-08-17: 83.93%2026-08-18: 90.93%2026-08-19: 102.38%2026-08-20: 128.01%2026-08-21: 56.22%2026-08-24: 59.10%2026-08-25: 57.80%2026-08-26: 58.66%2026-08-27: 56.77%2026-08-28: 57.86%2026-08-31: 59.29%2026-09-01: 63.81%2026-09-02: 64.93%2026-09-03: 62.15%2026-09-04: 64.40%2026-09-08: 66.92%2026-09-09: 68.34%2026-09-10: 73.55%2026-09-11: 76.95%2026-09-14: 90.87%2026-09-15: 97.97%2026-09-16: 106.81%2026-09-17: 132.62%2026-09-18: 59.88%2026-09-21: 58.50%2026-09-22: 59.65%2026-09-23: 64.13%2026-09-24: 62.55%2026-09-25: 67.55%2026-09-28: 68.10%2026-09-29: 66.59%2026-09-30: 67.62%2026-10-01: 71.12%2026-10-02: 72.63%2026-10-05: 75.93%2026-10-06: 76.85%2026-10-07: 78.62%2026-10-08: 79.35%2026-10-09: 82.65%2026-10-12: 92.66%2026-10-13: 100.14%2026-10-14: 115.40%2026-10-15: 145.49%2026-10-16: 66.34%2026-10-19: 64.83%2026-10-20: 66.37%2026-10-21: 65.84%2026-10-22: 68.58%2026-10-23: 67.73%2026-10-26: 71.61%2026-10-27: 70.82%2026-10-28: 71.54%2026-10-29: 70.55%2026-10-30: 73.98%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
53.94%
53.76%
53.29%
56.55%
53.20%
68.24%
72.79%
73.78%
83.93%
90.93%
102.38%
128.01%
56.22%
59.10%
57.80%
58.66%
56.77%
57.86%
59.29%
63.81%
64.93%
62.15%
64.40%
66.92%
68.34%
73.55%
76.95%
90.87%
97.97%
106.81%
132.62%
59.88%
58.50%
59.65%
64.13%
62.55%
67.55%
68.10%
66.59%
67.62%
71.12%
72.63%
75.93%
76.85%
78.62%
79.35%
82.65%
92.66%
100.14%
115.40%
145.49%
66.34%
64.83%
66.37%
65.84%
68.58%
67.73%
71.61%
70.82%
71.54%
70.55%
73.98%