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Fidelity MSCI Communication Services Index ETF FCOM

i

Market dataready · fetched 2026-11-04T09:26:05.053Z

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 · 2026-11-04T01:00:00.099453524Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:26:04.708065+00:00

Share price$65.58
1D+1.0%
AH$64.73$64.99$65.26$65.53$65.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCOM
Sold putSold callAH

Fidelity MSCI Communication Services Index ETF options

Live interpolated FCOM call and put midpoint premiums by absolute delta.Fidelity MSCI Communication Services Index ETF$0.64$1.75$2.86$3.98$5.09$59.23$62.83$66.44$70.04$73.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FCOM spot · $65.58FCOM PRICE$0.76$1.00$1.09$1.22$1.30$1.41$1.55$1.72$2.08$2.44$2.79$3.14$1.19$1.31$1.42$1.59$1.81$2.14$2.52$2.91$3.40$4.09$4.77
Puts——
Calls——
Skew——
Implied moveBearish±$3.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ69.4836.9%7.1%
30Δ68.9339.6%6.6%62.9142.7%5.9%
35Δ67.7934.5%5.0%63.8938.2%4.6%
40Δ67.0132.0%4.0%64.6534.5%3.6%
45Δ66.3828.7%3.2%65.2832.3%2.9%
50Δ65.8326.2%2.5%65.8331.5%2.4%
55Δ65.3925.0%2.1%66.4031.8%2.0%
60Δ64.9424.0%1.6%66.9932.5%1.7%
65Δ64.4425.0%1.4%67.5932.3%1.4%
70Δ63.9525.8%1.2%68.2732.7%1.1%
75Δ63.4425.5%1.0%69.1134.1%0.8%
80Δ62.9525.0%0.8%69.9634.2%0.6%

20Δ

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

25Δ

Calls
Pseudo strike
69.48
IV
36.9%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
68.93
IV
39.6%
B/E move
6.6%
Puts
Pseudo strike
62.91
IV
42.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
67.79
IV
34.5%
B/E move
5.0%
Puts
Pseudo strike
63.89
IV
38.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
67.01
IV
32.0%
B/E move
4.0%
Puts
Pseudo strike
64.65
IV
34.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
66.38
IV
28.7%
B/E move
3.2%
Puts
Pseudo strike
65.28
IV
32.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
65.83
IV
26.2%
B/E move
2.5%
Puts
Pseudo strike
65.83
IV
31.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
65.39
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
66.40
IV
31.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
64.94
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
66.99
IV
32.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
64.44
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
67.59
IV
32.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.95
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
68.27
IV
32.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
63.44
IV
25.5%
B/E move
1.0%
Puts
Pseudo strike
69.11
IV
34.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
62.95
IV
25.0%
B/E move
0.8%
Puts
Pseudo strike
69.96
IV
34.2%
B/E move
0.6%

Options history

IV · four-Friday blend22.70%
Daily close
FCOM16.8%25.2%33.5%2026-08-06: 22.15%2026-08-07: 22.37%2026-08-10: 22.83%2026-08-11: 20.95%2026-08-12: 21.66%2026-08-13: 21.67%2026-08-14: 22.05%2026-08-17: 24.14%2026-08-18: 26.02%2026-08-19: 27.05%2026-08-20: 32.36%2026-08-21: 20.36%2026-08-24: 19.27%2026-08-25: 19.76%2026-08-26: 19.56%2026-08-27: 19.26%2026-08-28: 19.00%2026-08-31: 20.21%2026-09-01: 19.06%2026-09-02: 19.26%2026-09-03: 19.41%2026-09-04: 19.58%2026-09-08: 19.89%2026-09-09: 21.08%2026-09-10: 21.68%2026-09-11: 21.76%2026-09-14: 22.89%2026-09-15: 24.70%2026-09-16: 25.75%2026-09-17: 30.40%2026-09-18: 18.18%2026-09-21: 17.94%2026-09-22: 19.04%2026-09-23: 19.31%2026-09-24: 19.15%2026-09-25: 19.70%2026-09-28: 20.24%2026-09-29: 20.43%2026-09-30: 20.18%2026-10-01: 20.69%2026-10-02: 20.66%2026-10-05: 20.78%2026-10-06: 21.26%2026-10-07: 21.27%2026-10-08: 21.69%2026-10-09: 21.40%2026-10-12: 22.86%2026-10-13: 24.35%2026-10-14: 26.22%2026-10-15: 31.13%2026-10-16: 20.62%2026-10-19: 21.88%2026-10-20: 21.28%2026-10-21: 21.65%2026-10-22: 22.64%2026-10-23: 23.08%2026-10-26: 23.09%2026-10-27: 22.03%2026-10-28: 21.72%2026-10-29: 21.43%2026-10-30: 22.70%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
22.15%
22.37%
22.83%
20.95%
21.66%
21.67%
22.05%
24.14%
26.02%
27.05%
32.36%
20.36%
19.27%
19.76%
19.56%
19.26%
19.00%
20.21%
19.06%
19.26%
19.41%
19.58%
19.89%
21.08%
21.68%
21.76%
22.89%
24.70%
25.75%
30.40%
18.18%
17.94%
19.04%
19.31%
19.15%
19.70%
20.24%
20.43%
20.18%
20.69%
20.66%
20.78%
21.26%
21.27%
21.69%
21.40%
22.86%
24.35%
26.22%
31.13%
20.62%
21.88%
21.28%
21.65%
22.64%
23.08%
23.09%
22.03%
21.72%
21.43%
22.70%