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Fidelity MSCI Materials Index ETF FMAT

i

Market dataready · fetched 2026-11-07T12:26:35.131Z

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 · 2026-11-07T01:00:00.098733607Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T12:26:33.616712+00:00

Share price$58.25
1D+0.4%
AH$57.66$57.94$58.23$58.51$58.795:30 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$1.43$2.19$2.96$3.72$53.42$55.90$58.37$60.85$63.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAT spot · $58.25FMAT PRICE$0.80$0.81$0.89$0.98$1.07$1.17$1.28$1.39$1.67$1.97$2.31$2.67$3.26$0.74$0.91$0.96$1.04$1.13$1.23$1.34$1.45$1.61$1.85$2.08$2.92$3.50
PutsExpensive1.82×
CallsExpensive1.36×
SkewBullish-2.19 pp
Implied moveBearish±$2.62
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.7168.4%14.2%53.6455.7%9.2%
25Δ62.6551.2%8.9%54.7952.4%7.5%
30Δ61.1943.7%6.6%56.0643.2%5.4%
35Δ60.2338.9%5.1%56.8738.0%4.2%
40Δ59.5235.2%4.0%57.4634.5%3.3%
45Δ58.9232.2%3.2%58.0131.3%2.5%
50Δ58.4730.2%2.6%58.3929.4%2.1%
55Δ58.0328.2%2.0%58.7627.5%1.6%
60Δ57.5928.9%1.7%59.1426.2%1.2%
65Δ57.1629.8%1.5%59.5225.8%1.0%
70Δ56.6830.3%1.3%59.8925.4%0.8%
75Δ56.1830.7%1.0%60.7730.6%0.7%
80Δ55.4832.4%0.8%61.4631.5%0.5%

20Δ

Calls
Pseudo strike
65.71
IV
68.4%
B/E move
14.2%
Puts
Pseudo strike
53.64
IV
55.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
62.65
IV
51.2%
B/E move
8.9%
Puts
Pseudo strike
54.79
IV
52.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
61.19
IV
43.7%
B/E move
6.6%
Puts
Pseudo strike
56.06
IV
43.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
60.23
IV
38.9%
B/E move
5.1%
Puts
Pseudo strike
56.87
IV
38.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
59.52
IV
35.2%
B/E move
4.0%
Puts
Pseudo strike
57.46
IV
34.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
58.92
IV
32.2%
B/E move
3.2%
Puts
Pseudo strike
58.01
IV
31.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
58.47
IV
30.2%
B/E move
2.6%
Puts
Pseudo strike
58.39
IV
29.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
58.03
IV
28.2%
B/E move
2.0%
Puts
Pseudo strike
58.76
IV
27.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
57.59
IV
28.9%
B/E move
1.7%
Puts
Pseudo strike
59.14
IV
26.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
57.16
IV
29.8%
B/E move
1.5%
Puts
Pseudo strike
59.52
IV
25.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
56.68
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
59.89
IV
25.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
56.18
IV
30.7%
B/E move
1.0%
Puts
Pseudo strike
60.77
IV
30.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
55.48
IV
32.4%
B/E move
0.8%
Puts
Pseudo strike
61.46
IV
31.5%
B/E move
0.5%

Options history

IV · four-Friday blend20.67%
Daily close
FMAT18.2%28.9%39.6%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%