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Fidelity MSCI Financials Index ETF FNCL

i

Market dataready · fetched 2026-11-03T14:42:48.727Z

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 · 2026-11-03T14:39:16.221960461Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:47.979753+00:00

Share price$80.86
1D-0.0%
$80.82$80.84$80.86$80.88$80.915:30 AM6:30 AM9:00 AM1:00 PMFNCL
Sold putSold call

Fidelity MSCI Financials Index ETF options

Live interpolated FNCL call and put midpoint premiums by absolute delta.Fidelity MSCI Financials Index ETF$0.63$1.48$2.33$3.18$4.04$75.56$78.21$80.85$83.50$86.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNCL spot · $80.86FNCL PRICE$0.72$0.80$0.91$1.01$1.17$1.28$1.36$1.60$1.87$2.18$2.52$3.01$3.57$0.81$0.88$0.98$1.09$1.20$1.32$1.47$1.72$1.97$2.30$2.64$3.15$3.79
PutsExpensive1.93×
CallsExpensive1.41×
SkewNeutral+0.09 pp
Implied moveBearish±$2.83
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.2538.5%8.8%75.5939.9%7.5%
25Δ85.0631.4%6.2%77.4332.6%5.3%
30Δ83.8528.2%4.8%78.5728.5%4.1%
35Δ82.8825.0%3.7%79.4125.6%3.1%
40Δ82.2224.2%3.1%80.0923.2%2.4%
45Δ81.6422.4%2.5%80.5921.7%2.0%
50Δ81.1020.1%2.0%81.0920.5%1.5%
55Δ80.6320.0%1.7%81.5420.4%1.3%
60Δ80.1820.3%1.5%81.9920.3%1.0%
65Δ79.7020.6%1.3%82.4920.4%0.8%
70Δ79.1920.8%1.1%82.9920.5%0.6%
75Δ78.5721.5%0.9%83.6321.0%0.5%
80Δ77.8822.3%0.7%84.3921.7%0.3%

20Δ

Calls
Pseudo strike
87.25
IV
38.5%
B/E move
8.8%
Puts
Pseudo strike
75.59
IV
39.9%
B/E move
7.5%

25Δ

Calls
Pseudo strike
85.06
IV
31.4%
B/E move
6.2%
Puts
Pseudo strike
77.43
IV
32.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
83.85
IV
28.2%
B/E move
4.8%
Puts
Pseudo strike
78.57
IV
28.5%
B/E move
4.1%

35Δ

Calls
Pseudo strike
82.88
IV
25.0%
B/E move
3.7%
Puts
Pseudo strike
79.41
IV
25.6%
B/E move
3.1%

40Δ

Calls
Pseudo strike
82.22
IV
24.2%
B/E move
3.1%
Puts
Pseudo strike
80.09
IV
23.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
81.64
IV
22.4%
B/E move
2.5%
Puts
Pseudo strike
80.59
IV
21.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
81.10
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
81.09
IV
20.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
80.63
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
81.54
IV
20.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
80.18
IV
20.3%
B/E move
1.5%
Puts
Pseudo strike
81.99
IV
20.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
79.70
IV
20.6%
B/E move
1.3%
Puts
Pseudo strike
82.49
IV
20.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
79.19
IV
20.8%
B/E move
1.1%
Puts
Pseudo strike
82.99
IV
20.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
78.57
IV
21.5%
B/E move
0.9%
Puts
Pseudo strike
83.63
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
77.88
IV
22.3%
B/E move
0.7%
Puts
Pseudo strike
84.39
IV
21.7%
B/E move
0.3%

Options history

IV · four-Friday blend16.90%
Daily close
FNCL14.4%20.7%26.9%2026-08-05: 15.55%2026-08-06: 15.54%2026-08-07: 15.34%2026-08-10: 15.83%2026-08-11: 15.40%2026-08-12: 16.88%2026-08-13: 16.84%2026-08-14: 16.29%2026-08-17: 18.44%2026-08-18: 19.91%2026-08-19: 20.47%2026-08-21: 15.88%2026-08-24: 15.80%2026-08-25: 16.26%2026-08-26: 16.05%2026-08-27: 16.22%2026-08-28: 15.78%2026-08-31: 16.54%2026-09-01: 16.26%2026-09-02: 16.23%2026-09-03: 16.46%2026-09-04: 16.73%2026-09-08: 17.57%2026-09-09: 18.36%2026-09-10: 18.87%2026-09-11: 18.23%2026-09-14: 19.55%2026-09-15: 21.21%2026-09-16: 22.08%2026-09-17: 26.06%2026-09-18: 16.22%2026-09-21: 15.28%2026-09-22: 17.13%2026-09-23: 17.20%2026-09-24: 17.05%2026-09-25: 16.68%2026-09-28: 17.69%2026-09-29: 17.73%2026-09-30: 17.67%2026-10-01: 18.30%2026-10-02: 18.47%2026-10-05: 17.80%2026-10-06: 18.38%2026-10-07: 19.06%2026-10-08: 18.39%2026-10-09: 18.41%2026-10-12: 20.02%2026-10-13: 20.02%2026-10-14: 22.33%2026-10-15: 24.66%2026-10-16: 16.85%2026-10-19: 16.98%2026-10-20: 16.46%2026-10-21: 16.59%2026-10-22: 16.42%2026-10-23: 17.28%2026-10-26: 16.96%2026-10-27: 16.93%2026-10-28: 16.74%2026-10-29: 16.48%2026-10-30: 16.90%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.55%
15.54%
15.34%
15.83%
15.40%
16.88%
16.84%
16.29%
18.44%
19.91%
20.47%
15.88%
15.80%
16.26%
16.05%
16.22%
15.78%
16.54%
16.26%
16.23%
16.46%
16.73%
17.57%
18.36%
18.87%
18.23%
19.55%
21.21%
22.08%
26.06%
16.22%
15.28%
17.13%
17.20%
17.05%
16.68%
17.69%
17.73%
17.67%
18.30%
18.47%
17.80%
18.38%
19.06%
18.39%
18.41%
20.02%
20.02%
22.33%
24.66%
16.85%
16.98%
16.46%
16.59%
16.42%
17.28%
16.96%
16.93%
16.74%
16.48%
16.90%