IntraAlpha
Create free account Start free

Fidelity Blue Chip Growth ETF FBCG

i

Market datapartial · fetched 2026-10-22T23:52:00.504Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:39:51.840729505Z

FundamentalsAlpha Vantage · unavailable

Share price$59.74
1D-1.6%
AH$59.40$59.75$60.11$60.46$60.825:30 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$0.30$1.39$2.49$3.58$4.68$53.88$57.19$60.51$63.83$67.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBCG spot · $59.74FBCG PRICE$0.42$0.54$0.68$0.87$1.06$1.28$1.50$1.81$2.14$2.56$3.05$3.71$4.30$0.66$0.81$0.99$1.18$1.38$1.62$1.87$2.12$2.41$2.76$3.16$3.62$4.36
PutsExpensive1.13×
CallsExpensive1.11×
SkewBearish+2.98 pp
Implied moveBearish±$3.37
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5323.3%7.1%55.5033.9%8.2%
25Δ62.6021.7%5.7%56.6731.0%6.5%
30Δ62.0622.0%5.0%57.5529.5%5.3%
35Δ61.5522.5%4.5%58.2728.5%4.4%
40Δ61.0422.9%4.0%58.9327.5%3.7%
45Δ60.5523.0%3.5%59.5227.0%3.1%
50Δ60.0623.2%3.0%60.0926.5%2.5%
55Δ59.5423.9%2.7%60.6325.8%2.1%
60Δ59.0224.7%2.4%61.1725.2%1.6%
65Δ58.4225.5%2.1%61.7324.9%1.3%
70Δ57.7626.6%1.8%62.3224.7%1.0%
75Δ56.9528.4%1.5%62.9524.6%0.7%
80Δ56.1827.9%1.2%63.8425.5%0.4%

20Δ

Calls
Pseudo strike
63.53
IV
23.3%
B/E move
7.1%
Puts
Pseudo strike
55.50
IV
33.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
62.60
IV
21.7%
B/E move
5.7%
Puts
Pseudo strike
56.67
IV
31.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
62.06
IV
22.0%
B/E move
5.0%
Puts
Pseudo strike
57.55
IV
29.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
61.55
IV
22.5%
B/E move
4.5%
Puts
Pseudo strike
58.27
IV
28.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
61.04
IV
22.9%
B/E move
4.0%
Puts
Pseudo strike
58.93
IV
27.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
60.55
IV
23.0%
B/E move
3.5%
Puts
Pseudo strike
59.52
IV
27.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
60.06
IV
23.2%
B/E move
3.0%
Puts
Pseudo strike
60.09
IV
26.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
59.54
IV
23.9%
B/E move
2.7%
Puts
Pseudo strike
60.63
IV
25.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
59.02
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
61.17
IV
25.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
58.42
IV
25.5%
B/E move
2.1%
Puts
Pseudo strike
61.73
IV
24.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
57.76
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
62.32
IV
24.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
56.95
IV
28.4%
B/E move
1.5%
Puts
Pseudo strike
62.95
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
56.18
IV
27.9%
B/E move
1.2%
Puts
Pseudo strike
63.84
IV
25.5%
B/E move
0.4%

Options history

FBCG20.7721.1621.562026-10-20: 21.50%2026-10-21: 20.82%Oct 20Oct 21
Table
DateIV
21.50%
20.82%