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Fidelity MSCI Consumer Staples Index ETF FSTA

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Market datapartial · fetched 2026-11-03T15:44:03.086Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T15:42:01.471735114Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T15:44:01.409448+00:00

Share price$56.65
1D-0.3%
$56.50$56.59$56.68$56.77$56.865:30 AM6:30 AM9:00 AM1:00 PMFSTA
Sold putSold call

Fidelity MSCI Consumer Staples Index ETF options

Live interpolated FSTA call and put midpoint premiums by absolute delta.Fidelity MSCI Consumer Staples Index ETF$0.71$2.91$5.12$7.32$9.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFSTA PRICE$0.95$1.74$2.54$3.33$4.12$4.92$5.71$6.51$7.30$8.10$8.89
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ59.9725.7%7.5%
35Δ58.8826.9%7.0%
40Δ57.7828.1%6.5%
45Δ56.6929.4%6.0%
50Δ55.6030.6%5.4%
55Δ54.5031.8%4.9%
60Δ53.4133.0%4.4%
65Δ52.3234.2%3.8%
70Δ51.2235.4%3.3%
75Δ50.1336.6%2.8%
80Δ49.0437.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.97
IV
25.7%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
58.88
IV
26.9%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
57.78
IV
28.1%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
56.69
IV
29.4%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
55.60
IV
30.6%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
54.50
IV
31.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
53.41
IV
33.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
52.32
IV
34.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
51.22
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
50.13
IV
36.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.04
IV
37.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.22%
Daily close
FSTA15.0%23.5%32.1%2026-08-05: 20.34%2026-08-06: 19.78%2026-08-07: 20.42%2026-08-10: 20.44%2026-08-11: 19.50%2026-08-12: 19.09%2026-08-13: 19.32%2026-08-14: 19.61%2026-08-17: 20.31%2026-08-18: 21.00%2026-08-19: 24.54%2026-08-20: 30.02%2026-08-21: 17.81%2026-08-24: 17.68%2026-08-25: 17.60%2026-08-26: 17.32%2026-08-27: 17.30%2026-08-28: 17.50%2026-08-31: 18.22%2026-09-01: 17.67%2026-09-02: 17.54%2026-09-03: 18.01%2026-09-04: 18.19%2026-09-08: 19.26%2026-09-09: 20.33%2026-09-10: 20.65%2026-09-11: 21.01%2026-09-14: 20.71%2026-09-15: 23.61%2026-09-16: 24.85%2026-09-17: 30.87%2026-09-18: 16.85%2026-09-21: 16.13%2026-09-22: 16.72%2026-09-23: 16.79%2026-09-24: 17.07%2026-09-25: 17.11%2026-09-28: 17.28%2026-09-29: 17.82%2026-10-01: 18.29%2026-10-02: 18.41%2026-10-05: 19.03%2026-10-06: 18.68%2026-10-07: 19.15%2026-10-08: 18.67%2026-10-09: 19.47%2026-10-12: 20.98%2026-10-13: 22.35%2026-10-14: 23.72%2026-10-15: 26.06%2026-10-16: 16.86%2026-10-19: 17.98%2026-10-20: 16.87%2026-10-21: 17.07%2026-10-22: 17.26%2026-10-23: 18.01%2026-10-26: 17.94%2026-10-27: 18.36%2026-10-28: 18.34%2026-10-29: 17.78%2026-10-30: 18.22%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
20.34%
19.78%
20.42%
20.44%
19.50%
19.09%
19.32%
19.61%
20.31%
21.00%
24.54%
30.02%
17.81%
17.68%
17.60%
17.32%
17.30%
17.50%
18.22%
17.67%
17.54%
18.01%
18.19%
19.26%
20.33%
20.65%
21.01%
20.71%
23.61%
24.85%
30.87%
16.85%
16.13%
16.72%
16.79%
17.07%
17.11%
17.28%
17.82%
18.29%
18.41%
19.03%
18.68%
19.15%
18.67%
19.47%
20.98%
22.35%
23.72%
26.06%
16.86%
17.98%
16.87%
17.07%
17.26%
18.01%
17.94%
18.36%
18.34%
17.78%
18.22%