Fidelity Enhanced Small Cap Core ETF
Fidelity Enhanced Small Cap Core ETF (FESM) Straddle
FESM straddle scan found 9 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 38.3%.
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Trading a FESM straddle lets you take a pure volatility position on Fidelity Enhanced Small Cap Core ETF without committing to a direction. Fidelity Enhanced Small Cap Core ETF's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate FESM straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on FESM profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Fidelity Enhanced Small Cap Core ETF stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the FESM straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
A U.S. equity strategy maintaining a small-cap profile, leveraging a disciplined approach investing in companies with attractive characteristics.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the FESM straddle is the cleanest expression of that view. Our scanner prices every FESM straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a FESM straddle into a catalyst or short a FESM straddle to harvest decay, the options straddle setups that matter are all in one place.
| Nov 20, 2026 | 47.00 | $2.83 | 64 | 1% | 38.3% | $49.83 | $44.18 | 0 |
| Mar 19, 2027 | 49.00 | $5.33 | 183 | 1% | 37.2% | $54.33 | $43.68 | 0 |
| Dec 18, 2026 | 47.00 | $3.45 | 92 | 1% | 36.7% | $50.45 | $43.55 | 0 |
| Mar 19, 2027 | 48.00 | $5.05 | 183 | 1% | 36.4% | $53.05 | $42.95 | 0 |
| Mar 19, 2027 | 47.00 | $5.05 | 183 | 1% | 34.4% | $52.05 | $41.95 | 0 |
| Nov 20, 2026 | 46.00 | $2.95 | 64 | 1% | 34.3% | $48.95 | $43.05 | 0 |
| Mar 19, 2027 | 46.00 | $5.18 | 183 | 1% | 32.9% | $51.18 | $40.83 | 0 |
| Dec 18, 2026 | 46.00 | $3.65 | 92 | 1% | 32.9% | $49.65 | $42.35 | 0 |
| Mar 19, 2027 | 45.00 | $5.50 | 183 | 1% | 31.5% | $50.50 | $39.50 | 0 |
As of September 18, 2026
Find the right straddle before volatility moves
Track FESM straddle pricing across expirations, filter by IV rank and breakeven points, and build a setup that fits your view before the move happens.
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