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Fidelity Stocks for Inflation ETF FCPI

i

Market dataready · fetched 2026-11-03T14:41:58.750Z

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 · 2026-11-03T14:30:00.060328345Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:41:58.803773+00:00

Share price$55.29
1D+0.0%
$55.26$55.28$55.29$55.30$55.325:30 AM6:30 AM9:00 AM1:00 PMFCPI
Sold putSold call

Fidelity Stocks for Inflation ETF options

Live interpolated FCPI call and put midpoint premiums by absolute delta.Fidelity Stocks for Inflation ETF$0.41$1.24$2.07$2.90$3.72$52.97$54.49$56.00$57.51$59.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FCPI spot · $55.29FCPI PRICE$0.50$0.51$0.58$0.67$0.76$0.89$1.04$1.19$1.44$1.75$2.11$2.68$3.48$0.55$0.60$0.66$0.71$0.77$0.82$0.87$0.92$0.97
Puts——
CallsExpensive2.26×
Skew——
Implied moveBullish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.7238.9%8.9%51.7239.5%7.5%
25Δ57.9529.1%5.7%52.9832.2%5.3%
30Δ57.2026.2%4.5%53.7427.9%4.0%
35Δ56.6724.3%3.7%54.3024.7%3.1%
40Δ56.2022.8%3.0%54.7622.1%2.4%
45Δ55.8122.1%2.5%55.1219.9%1.8%
50Δ55.4722.1%2.2%55.3618.2%1.5%
55Δ55.1322.0%1.9%55.6016.6%1.1%
60Δ54.7422.8%1.6%55.8414.9%0.8%
65Δ54.3324.1%1.4%
70Δ53.8725.6%1.3%
75Δ53.2228.3%1.1%
80Δ52.3432.2%1.0%

20Δ

Calls
Pseudo strike
59.72
IV
38.9%
B/E move
8.9%
Puts
Pseudo strike
51.72
IV
39.5%
B/E move
7.5%

25Δ

Calls
Pseudo strike
57.95
IV
29.1%
B/E move
5.7%
Puts
Pseudo strike
52.98
IV
32.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
57.20
IV
26.2%
B/E move
4.5%
Puts
Pseudo strike
53.74
IV
27.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
56.67
IV
24.3%
B/E move
3.7%
Puts
Pseudo strike
54.30
IV
24.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
56.20
IV
22.8%
B/E move
3.0%
Puts
Pseudo strike
54.76
IV
22.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
55.81
IV
22.1%
B/E move
2.5%
Puts
Pseudo strike
55.12
IV
19.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
55.47
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
55.36
IV
18.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
55.13
IV
22.0%
B/E move
1.9%
Puts
Pseudo strike
55.60
IV
16.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
54.74
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
55.84
IV
14.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
54.33
IV
24.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
53.87
IV
25.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
53.22
IV
28.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
52.34
IV
32.2%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.45%
Daily close
FCPI12.3%21.2%30.1%2026-08-05: 17.00%2026-08-06: 16.97%2026-08-07: 16.94%2026-08-10: 17.67%2026-08-11: 17.43%2026-08-12: 17.70%2026-08-13: 17.83%2026-08-14: 18.48%2026-08-17: 20.55%2026-08-18: 22.14%2026-08-19: 23.95%2026-08-20: 28.12%2026-08-21: 15.97%2026-08-24: 16.61%2026-08-25: 16.91%2026-08-26: 16.93%2026-08-27: 16.49%2026-08-28: 16.23%2026-08-31: 15.62%2026-09-01: 16.65%2026-09-02: 16.38%2026-09-03: 16.20%2026-09-04: 16.73%2026-09-08: 17.93%2026-09-09: 18.14%2026-09-10: 19.30%2026-09-11: 18.87%2026-09-14: 21.02%2026-09-15: 23.18%2026-09-16: 24.59%2026-09-17: 28.88%2026-09-18: 15.43%2026-09-21: 13.69%2026-09-22: 13.67%2026-09-23: 13.52%2026-09-24: 13.92%2026-09-25: 13.83%2026-09-28: 14.07%2026-09-29: 14.28%2026-09-30: 14.25%2026-10-01: 14.35%2026-10-02: 14.09%2026-10-05: 14.12%2026-10-06: 14.48%2026-10-07: 14.65%2026-10-08: 15.09%2026-10-09: 15.01%2026-10-12: 16.50%2026-10-13: 17.43%2026-10-14: 18.91%2026-10-16: 13.82%2026-10-19: 14.14%2026-10-20: 13.54%2026-10-21: 13.92%2026-10-22: 14.75%2026-10-23: 14.80%2026-10-26: 14.53%2026-10-27: 14.65%2026-10-28: 14.49%2026-10-29: 14.38%2026-10-30: 15.45%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.00%
16.97%
16.94%
17.67%
17.43%
17.70%
17.83%
18.48%
20.55%
22.14%
23.95%
28.12%
15.97%
16.61%
16.91%
16.93%
16.49%
16.23%
15.62%
16.65%
16.38%
16.20%
16.73%
17.93%
18.14%
19.30%
18.87%
21.02%
23.18%
24.59%
28.88%
15.43%
13.69%
13.67%
13.52%
13.92%
13.83%
14.07%
14.28%
14.25%
14.35%
14.09%
14.12%
14.48%
14.65%
15.09%
15.01%
16.50%
17.43%
18.91%
13.82%
14.14%
13.54%
13.92%
14.75%
14.80%
14.53%
14.65%
14.49%
14.38%
15.45%