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Fidelity Magellan ETF FMAG

i

Market dataready · fetched 2026-11-04T08:57:01.883Z

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 · 2026-11-04T01:00:02.867630678Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:57:01.924949+00:00

Share price$34.56
1D+0.7%
AH$34.30$34.40$34.49$34.58$34.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMAG
Sold putSold callAH

Fidelity Magellan ETF options

Live interpolated FMAG call and put midpoint premiums by absolute delta.Fidelity Magellan ETF$0.41$0.78$1.15$1.52$1.88$31.70$33.11$34.52$35.94$37.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAG spot · $34.56FMAG PRICE$0.45$0.45$0.47$0.52$0.58$0.65$0.73$0.82$0.90$0.99$1.24$1.51$1.78$0.51$0.54$0.58$0.64$0.69$0.75$0.81$0.87$0.96$1.11$1.25$1.40$1.55
PutsExpensive1.46×
CallsExpensive2.01×
SkewBearish+0.90 pp
Implied moveBearish±$1.54
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7558.3%13.4%31.3858.9%10.7%
25Δ36.9943.0%8.3%32.4947.2%7.5%
30Δ36.1435.3%5.9%33.2139.8%5.6%
35Δ35.6831.8%4.8%33.6835.7%4.4%
40Δ35.2929.1%3.8%34.0832.1%3.4%
45Δ34.9426.8%3.0%34.3429.8%2.8%
50Δ34.7125.8%2.6%34.6027.5%2.2%
55Δ34.4924.8%2.2%34.8625.1%1.6%
60Δ34.2623.8%1.7%35.1023.6%1.2%
65Δ34.0322.7%1.3%35.3223.1%1.0%
70Δ33.7123.9%1.1%35.5522.6%0.8%
75Δ33.3925.3%1.0%35.7722.0%0.5%
80Δ33.0626.8%0.8%35.9921.5%0.3%

20Δ

Calls
Pseudo strike
38.75
IV
58.3%
B/E move
13.4%
Puts
Pseudo strike
31.38
IV
58.9%
B/E move
10.7%

25Δ

Calls
Pseudo strike
36.99
IV
43.0%
B/E move
8.3%
Puts
Pseudo strike
32.49
IV
47.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
36.14
IV
35.3%
B/E move
5.9%
Puts
Pseudo strike
33.21
IV
39.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
35.68
IV
31.8%
B/E move
4.8%
Puts
Pseudo strike
33.68
IV
35.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
35.29
IV
29.1%
B/E move
3.8%
Puts
Pseudo strike
34.08
IV
32.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
34.94
IV
26.8%
B/E move
3.0%
Puts
Pseudo strike
34.34
IV
29.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
34.71
IV
25.8%
B/E move
2.6%
Puts
Pseudo strike
34.60
IV
27.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.49
IV
24.8%
B/E move
2.2%
Puts
Pseudo strike
34.86
IV
25.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.26
IV
23.8%
B/E move
1.7%
Puts
Pseudo strike
35.10
IV
23.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
34.03
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
35.32
IV
23.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
33.71
IV
23.9%
B/E move
1.1%
Puts
Pseudo strike
35.55
IV
22.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
33.39
IV
25.3%
B/E move
1.0%
Puts
Pseudo strike
35.77
IV
22.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
33.06
IV
26.8%
B/E move
0.8%
Puts
Pseudo strike
35.99
IV
21.5%
B/E move
0.3%

Options history

IV · four-Friday blend21.73%
Daily close
FMAG9.0%67.5%126.0%2026-08-06: 26.49%2026-08-07: 26.46%2026-08-10: 25.68%2026-08-11: 19.71%2026-08-13: 19.44%2026-08-14: 20.55%2026-08-17: 23.51%2026-08-18: 24.25%2026-08-19: 27.60%2026-08-20: 31.23%2026-08-21: 17.36%2026-08-24: 17.39%2026-08-25: 17.64%2026-08-26: 17.09%2026-08-27: 18.23%2026-08-28: 18.57%2026-08-31: 18.47%2026-09-01: 20.13%2026-09-02: 20.01%2026-09-03: 18.80%2026-09-04: 19.94%2026-09-08: 19.80%2026-09-09: 22.15%2026-09-10: 22.69%2026-09-11: 22.95%2026-09-14: 24.08%2026-09-15: 28.64%2026-09-16: 29.27%2026-09-17: 117.91%2026-09-18: 20.44%2026-09-21: 19.70%2026-09-22: 20.61%2026-09-23: 20.56%2026-09-24: 19.01%2026-09-25: 19.15%2026-09-28: 21.34%2026-09-29: 20.37%2026-09-30: 18.41%2026-10-01: 20.70%2026-10-02: 20.38%2026-10-05: 21.70%2026-10-06: 20.50%2026-10-07: 21.25%2026-10-08: 21.63%2026-10-09: 22.12%2026-10-12: 24.22%2026-10-13: 26.27%2026-10-14: 28.02%2026-10-16: 19.23%2026-10-19: 20.16%2026-10-20: 19.82%2026-10-21: 20.52%2026-10-22: 21.04%2026-10-23: 21.14%2026-10-26: 19.35%2026-10-27: 19.10%2026-10-28: 19.15%2026-10-29: 18.82%2026-10-30: 21.73%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
26.49%
26.46%
25.68%
19.71%
19.44%
20.55%
23.51%
24.25%
27.60%
31.23%
17.36%
17.39%
17.64%
17.09%
18.23%
18.57%
18.47%
20.13%
20.01%
18.80%
19.94%
19.80%
22.15%
22.69%
22.95%
24.08%
28.64%
29.27%
117.91%
20.44%
19.70%
20.61%
20.56%
19.01%
19.15%
21.34%
20.37%
18.41%
20.70%
20.38%
21.70%
20.50%
21.25%
21.63%
22.12%
24.22%
26.27%
28.02%
19.23%
20.16%
19.82%
20.52%
21.04%
21.14%
19.35%
19.10%
19.15%
18.82%
21.73%