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Fidelity MSCI Materials Index ETF FMAT

i

Market dataready · fetched 2026-11-05T22:23:22.303Z

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 · 2026-11-05T21:10:00.003755338Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T22:23:18.308046+00:00

Share price$58.46
1D-4.2%
AH$57.76$58.63$59.50$60.37$61.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMAT
Sold putSold callAH

Fidelity MSCI Materials Index ETF options

Live interpolated FMAT call and put midpoint premiums by absolute delta.Fidelity MSCI Materials Index ETF$0.66$1.44$2.21$2.99$3.77$54.10$56.17$58.23$60.29$62.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FMAT spot · $58.46FMAT PRICE$0.82$0.85$0.91$0.99$1.09$1.20$1.29$1.38$2.85$3.22$3.54$0.74$0.83$0.86$0.88$0.90$1.11$1.40$1.65$1.75$1.86$1.97$2.22$2.48
PutsExpensive1.70×
Calls——
Skew——
Implied moveBearish±$2.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.1566.2%14.6%53.8153.1%9.2%
25Δ63.0950.6%9.4%55.2745.2%6.9%
30Δ61.5242.5%6.8%56.4337.1%4.9%
35Δ60.4837.1%5.2%57.2430.9%3.6%
40Δ59.7533.8%4.1%57.8426.0%2.6%
45Δ59.1731.0%3.3%58.2926.1%2.2%
50Δ58.7128.5%2.6%58.6927.9%2.0%
55Δ58.3126.2%2.1%59.0728.8%1.8%
60Δ59.3926.7%1.4%
65Δ59.7124.5%1.0%
70Δ56.5335.3%1.6%60.0322.4%0.7%
75Δ55.9734.8%1.2%60.3921.7%0.5%
80Δ55.4732.9%0.9%60.7520.9%0.3%

20Δ

Calls
Pseudo strike
66.15
IV
66.2%
B/E move
14.6%
Puts
Pseudo strike
53.81
IV
53.1%
B/E move
9.2%

25Δ

Calls
Pseudo strike
63.09
IV
50.6%
B/E move
9.4%
Puts
Pseudo strike
55.27
IV
45.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
61.52
IV
42.5%
B/E move
6.8%
Puts
Pseudo strike
56.43
IV
37.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
60.48
IV
37.1%
B/E move
5.2%
Puts
Pseudo strike
57.24
IV
30.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
59.75
IV
33.8%
B/E move
4.1%
Puts
Pseudo strike
57.84
IV
26.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
59.17
IV
31.0%
B/E move
3.3%
Puts
Pseudo strike
58.29
IV
26.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
58.71
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
58.69
IV
27.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
58.31
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
59.07
IV
28.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.39
IV
26.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.71
IV
24.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
56.53
IV
35.3%
B/E move
1.6%
Puts
Pseudo strike
60.03
IV
22.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
55.97
IV
34.8%
B/E move
1.2%
Puts
Pseudo strike
60.39
IV
21.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.47
IV
32.9%
B/E move
0.9%
Puts
Pseudo strike
60.75
IV
20.9%
B/E move
0.3%

Options history

IV · four-Friday blend20.67%
Daily close
FMAT18.2%28.9%39.6%2026-08-07: 19.93%2026-08-10: 20.84%2026-08-11: 20.89%2026-08-12: 22.31%2026-08-13: 22.59%2026-08-14: 23.03%2026-08-17: 25.20%2026-08-18: 27.52%2026-08-19: 28.19%2026-08-20: 33.29%2026-08-21: 20.27%2026-08-24: 21.02%2026-08-25: 22.30%2026-08-26: 21.26%2026-08-27: 20.92%2026-08-28: 20.88%2026-08-31: 21.62%2026-09-01: 21.63%2026-09-02: 21.71%2026-09-03: 21.51%2026-09-04: 22.12%2026-09-08: 23.82%2026-09-09: 24.33%2026-09-10: 25.71%2026-09-11: 25.06%2026-09-14: 26.92%2026-09-15: 29.67%2026-09-16: 31.36%2026-09-17: 38.13%2026-09-18: 22.87%2026-09-21: 22.41%2026-09-22: 21.04%2026-09-23: 21.41%2026-09-24: 21.85%2026-09-25: 21.69%2026-09-28: 22.75%2026-09-29: 22.97%2026-09-30: 23.20%2026-10-01: 24.10%2026-10-02: 24.05%2026-10-05: 24.12%2026-10-06: 24.64%2026-10-07: 26.09%2026-10-08: 25.41%2026-10-09: 26.12%2026-10-12: 28.44%2026-10-13: 29.47%2026-10-14: 32.60%2026-10-15: 36.60%2026-10-16: 20.53%2026-10-19: 19.80%2026-10-20: 19.81%2026-10-21: 19.64%2026-10-22: 19.67%2026-10-23: 20.00%2026-10-26: 20.52%2026-10-27: 20.28%2026-10-28: 20.27%2026-10-29: 19.81%2026-10-30: 20.67%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
19.93%
20.84%
20.89%
22.31%
22.59%
23.03%
25.20%
27.52%
28.19%
33.29%
20.27%
21.02%
22.30%
21.26%
20.92%
20.88%
21.62%
21.63%
21.71%
21.51%
22.12%
23.82%
24.33%
25.71%
25.06%
26.92%
29.67%
31.36%
38.13%
22.87%
22.41%
21.04%
21.41%
21.85%
21.69%
22.75%
22.97%
23.20%
24.10%
24.05%
24.12%
24.64%
26.09%
25.41%
26.12%
28.44%
29.47%
32.60%
36.60%
20.53%
19.80%
19.81%
19.64%
19.67%
20.00%
20.52%
20.28%
20.27%
19.81%
20.67%