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Fidelity MSCI Health Care Index ETF FHLC

i

Market dataready · fetched 2026-11-04T04:10:51.098Z

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 · 2026-11-04T01:00:00.149098746Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:10:48.406032+00:00

Share price$88.06
1D-0.6%
AH$87.87$88.12$88.37$88.61$88.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFHLC
Sold putSold callAH

Fidelity MSCI Health Care Index ETF options

Live interpolated FHLC call and put midpoint premiums by absolute delta.Fidelity MSCI Health Care Index ETF$0.84$2.09$3.35$4.60$5.86$82.04$85.08$88.11$91.14$94.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FHLC spot · $88.06FHLC PRICE$1.17$1.33$1.43$1.63$1.94$2.28$2.66$3.19$3.76$4.48$5.49$0.97$1.09$1.19$1.32$1.45$1.57$1.76$1.98$2.20$2.44$2.74$3.11$3.50
PutsExpensive1.37×
Calls——
Skew——
Implied moveBullish±$3.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.8344.3%8.2%
25Δ83.8837.3%6.0%
30Δ91.9033.8%5.7%85.3132.0%4.5%
35Δ90.7531.0%4.6%86.3128.9%3.5%
40Δ89.7327.4%3.5%87.1226.1%2.7%
45Δ88.9926.1%2.9%87.7523.8%2.1%
50Δ88.3626.4%2.6%88.3122.4%1.7%
55Δ87.7226.7%2.2%88.8321.7%1.4%
60Δ87.0727.0%1.9%89.3120.8%1.1%
65Δ86.3328.0%1.7%89.7720.0%0.8%
70Δ85.5328.9%1.4%90.2719.4%0.6%
75Δ84.6130.0%1.2%90.8019.1%0.4%
80Δ83.4232.0%1.0%91.3318.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.83
IV
44.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.88
IV
37.3%
B/E move
6.0%

30Δ

Calls
Pseudo strike
91.90
IV
33.8%
B/E move
5.7%
Puts
Pseudo strike
85.31
IV
32.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
90.75
IV
31.0%
B/E move
4.6%
Puts
Pseudo strike
86.31
IV
28.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
89.73
IV
27.4%
B/E move
3.5%
Puts
Pseudo strike
87.12
IV
26.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
88.99
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
87.75
IV
23.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
88.36
IV
26.4%
B/E move
2.6%
Puts
Pseudo strike
88.31
IV
22.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
87.72
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
88.83
IV
21.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
87.07
IV
27.0%
B/E move
1.9%
Puts
Pseudo strike
89.31
IV
20.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
86.33
IV
28.0%
B/E move
1.7%
Puts
Pseudo strike
89.77
IV
20.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
85.53
IV
28.9%
B/E move
1.4%
Puts
Pseudo strike
90.27
IV
19.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
84.61
IV
30.0%
B/E move
1.2%
Puts
Pseudo strike
90.80
IV
19.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
83.42
IV
32.0%
B/E move
1.0%
Puts
Pseudo strike
91.33
IV
18.5%
B/E move
0.3%

Options history

IV · four-Friday blend20.31%
Daily close
FHLC15.9%22.9%29.9%2026-08-05: 17.42%2026-08-06: 17.20%2026-08-07: 16.91%2026-08-10: 17.50%2026-08-11: 17.10%2026-08-12: 18.83%2026-08-13: 19.54%2026-08-14: 19.70%2026-08-17: 21.30%2026-08-18: 21.77%2026-08-19: 23.88%2026-08-20: 28.67%2026-08-21: 18.07%2026-08-24: 19.10%2026-08-25: 18.52%2026-08-26: 18.51%2026-08-27: 18.16%2026-08-28: 18.28%2026-08-31: 18.30%2026-09-01: 18.09%2026-09-02: 18.10%2026-09-03: 18.01%2026-09-04: 17.97%2026-09-08: 20.21%2026-09-09: 20.54%2026-09-10: 20.60%2026-09-11: 20.59%2026-09-14: 22.32%2026-09-15: 23.88%2026-09-16: 25.82%2026-09-17: 28.94%2026-09-18: 17.42%2026-09-21: 17.84%2026-09-22: 17.42%2026-09-23: 17.65%2026-09-24: 18.23%2026-09-25: 17.97%2026-09-28: 18.32%2026-09-29: 18.50%2026-09-30: 18.58%2026-10-01: 18.64%2026-10-02: 18.77%2026-10-05: 18.73%2026-10-06: 18.98%2026-10-07: 19.77%2026-10-08: 19.98%2026-10-09: 20.05%2026-10-12: 22.30%2026-10-13: 23.50%2026-10-14: 24.79%2026-10-15: 28.69%2026-10-16: 19.24%2026-10-19: 19.41%2026-10-20: 19.12%2026-10-21: 19.40%2026-10-22: 19.75%2026-10-23: 20.15%2026-10-26: 19.69%2026-10-27: 20.42%2026-10-28: 19.20%2026-10-29: 20.31%Aug 5Sep 17Oct 29
61 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
17.42%
17.20%
16.91%
17.50%
17.10%
18.83%
19.54%
19.70%
21.30%
21.77%
23.88%
28.67%
18.07%
19.10%
18.52%
18.51%
18.16%
18.28%
18.30%
18.09%
18.10%
18.01%
17.97%
20.21%
20.54%
20.60%
20.59%
22.32%
23.88%
25.82%
28.94%
17.42%
17.84%
17.42%
17.65%
18.23%
17.97%
18.32%
18.50%
18.58%
18.64%
18.77%
18.73%
18.98%
19.77%
19.98%
20.05%
22.30%
23.50%
24.79%
28.69%
19.24%
19.41%
19.12%
19.40%
19.75%
20.15%
19.69%
20.42%
19.20%
20.31%