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Fidelity MSCI Consumer Staples Index ETF FSTA

i

Market dataready · fetched 2026-11-06T14:33:18.975Z

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 · 2026-11-06T14:33:15.977544809Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:33:17.709234+00:00

Share price$56.54
1D+0.3%
$56.44$56.49$56.54$56.59$56.645:30 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$0.52$1.25$1.99$2.72$3.46$52.13$54.31$56.50$58.68$60.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FSTA spot · $56.54FSTA PRICE$0.59$0.79$0.90$1.01$1.13$1.28$1.44$1.63$1.93$2.23$2.73$3.24$0.70$0.77$0.86$0.96$1.05$1.15$1.26$1.39$1.63$1.87$2.13$2.41$2.70
PutsExpensive1.15×
Calls——
Skew——
Implied moveBalanced±$2.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.1053.6%9.1%
25Δ59.5135.4%6.3%53.5744.3%6.6%
30Δ59.0838.1%5.9%54.5239.2%5.1%
35Δ58.3835.8%4.9%55.2435.3%4.0%
40Δ57.7333.0%3.9%55.8331.9%3.1%
45Δ57.2030.9%3.2%56.2829.5%2.5%
50Δ56.7529.6%2.6%56.6727.6%2.0%
55Δ56.3328.8%2.2%57.0626.0%1.5%
60Δ55.9128.3%1.8%57.4526.0%1.3%
65Δ55.4728.8%1.5%57.8326.0%1.0%
70Δ55.0329.3%1.3%58.2225.7%0.8%
75Δ54.4231.0%1.1%58.6225.1%0.6%
80Δ53.7932.2%0.9%59.0324.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.10
IV
53.6%
B/E move
9.1%

25Δ

Calls
Pseudo strike
59.51
IV
35.4%
B/E move
6.3%
Puts
Pseudo strike
53.57
IV
44.3%
B/E move
6.6%

30Δ

Calls
Pseudo strike
59.08
IV
38.1%
B/E move
5.9%
Puts
Pseudo strike
54.52
IV
39.2%
B/E move
5.1%

35Δ

Calls
Pseudo strike
58.38
IV
35.8%
B/E move
4.9%
Puts
Pseudo strike
55.24
IV
35.3%
B/E move
4.0%

40Δ

Calls
Pseudo strike
57.73
IV
33.0%
B/E move
3.9%
Puts
Pseudo strike
55.83
IV
31.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
57.20
IV
30.9%
B/E move
3.2%
Puts
Pseudo strike
56.28
IV
29.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
56.75
IV
29.6%
B/E move
2.6%
Puts
Pseudo strike
56.67
IV
27.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
56.33
IV
28.8%
B/E move
2.2%
Puts
Pseudo strike
57.06
IV
26.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
55.91
IV
28.3%
B/E move
1.8%
Puts
Pseudo strike
57.45
IV
26.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
55.47
IV
28.8%
B/E move
1.5%
Puts
Pseudo strike
57.83
IV
26.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
55.03
IV
29.3%
B/E move
1.3%
Puts
Pseudo strike
58.22
IV
25.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
54.42
IV
31.0%
B/E move
1.1%
Puts
Pseudo strike
58.62
IV
25.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
53.79
IV
32.2%
B/E move
0.9%
Puts
Pseudo strike
59.03
IV
24.5%
B/E move
0.4%

Options history

IV · four-Friday blend18.22%
Daily close
FSTA15.0%23.5%32.1%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 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%