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Fidelity Blue Chip Growth ETF FBCG

i

Market dataready · fetched 2026-11-13T02:09:28.880Z

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 · 2026-11-13T01:00:02.784131846Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:28.434504+00:00

Share price$57.74
1D+1.1%
AH$57.08$57.40$57.71$58.02$58.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBCG
Sold putSold callAH

Fidelity Blue Chip Growth ETF options

Live interpolated FBCG call and put midpoint premiums by absolute delta.Fidelity Blue Chip Growth ETF$0.32$0.85$1.38$1.90$2.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFBCG PRICE$0.38$0.44$0.49$0.46$0.52$0.59$0.67$0.80$0.99$1.17$1.35$1.54$1.72$1.91$2.09$2.28
PutsCheap0.63×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.9541.5%6.2%54.6447.3%6.2%
25Δ60.1836.9%5.0%55.6040.5%4.6%
30Δ59.4032.3%3.7%56.2636.0%3.6%
35Δ56.7732.9%2.8%
40Δ57.1831.1%2.4%
45Δ57.5030.5%2.1%
50Δ57.8329.9%1.9%
55Δ58.1629.2%1.6%
60Δ58.4828.6%1.4%
65Δ58.8128.0%1.1%
70Δ59.1327.4%0.9%
75Δ59.4626.8%0.6%
80Δ59.7826.1%0.4%

20Δ

Calls
Pseudo strike
60.95
IV
41.5%
B/E move
6.2%
Puts
Pseudo strike
54.64
IV
47.3%
B/E move
6.2%

25Δ

Calls
Pseudo strike
60.18
IV
36.9%
B/E move
5.0%
Puts
Pseudo strike
55.60
IV
40.5%
B/E move
4.6%

30Δ

Calls
Pseudo strike
59.40
IV
32.3%
B/E move
3.7%
Puts
Pseudo strike
56.26
IV
36.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.77
IV
32.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.18
IV
31.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.50
IV
30.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.83
IV
29.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.16
IV
29.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.48
IV
28.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.81
IV
28.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.13
IV
27.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.46
IV
26.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.78
IV
26.1%
B/E move
0.4%

Options history

IV · four-Friday blend25.16%
Daily EOD
FBCG20.5%23.0%25.5%2026-10-19: 20.97%2026-10-20: 21.50%2026-10-21: 20.82%2026-10-22: 23.24%2026-10-23: 23.69%2026-10-26: 22.53%2026-10-27: 21.48%2026-10-28: 21.58%2026-10-29: 21.52%2026-10-30: 25.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.97%
21.50%
20.82%
23.24%
23.69%
22.53%
21.48%
21.58%
21.52%
25.16%