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Fidelity MSCI Communication Services Index ETF FCOM

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Market datapartial · fetched 2026-10-22T21:05:29.963Z

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 · 2026-10-22T20:10:00.003630101Z

FundamentalsAlpha Vantage · unavailable

Share price$69.26
1D-1.2%
AH$68.79$69.14$69.50$69.85$70.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCOM
Sold putSold callAH

Fidelity MSCI Communication Services Index ETF options

Live interpolated FCOM call and put midpoint premiums by absolute delta.Fidelity MSCI Communication Services Index ETF$0.77$1.88$3.00$4.12$5.23$62.68$66.04$69.40$72.76$76.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCOM spot · $69.26FCOM PRICE$0.89$0.99$1.10$1.22$1.38$1.56$1.80$2.08$2.52$3.01$3.57$4.31$4.91$1.07$1.20$1.34$1.50$1.69$1.98$2.28$2.63$2.95$3.27$3.77$4.42
PutsCheap0.94×
CallsExpensive1.32×
SkewBullish-2.95 pp
Implied moveBearish±$3.77
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.5643.1%13.3%
25Δ74.7935.8%9.4%65.3235.2%7.2%
30Δ73.0430.9%7.0%66.6331.0%5.5%
35Δ71.8627.8%5.5%67.6128.0%4.3%
40Δ70.9725.9%4.5%68.3825.9%3.4%
45Δ70.2724.5%3.7%69.0424.5%2.8%
50Δ69.6423.9%3.1%69.6324.2%2.3%
55Δ69.0523.9%2.7%70.2324.0%1.9%
60Δ68.4025.0%2.4%70.8323.8%1.5%
65Δ67.7126.0%2.1%71.3923.1%1.2%
70Δ66.9527.0%1.8%71.9522.3%0.8%
75Δ66.0228.5%1.5%72.6322.2%0.6%
80Δ65.1928.1%1.2%73.4322.3%0.4%

20Δ

Calls
Pseudo strike
77.56
IV
43.1%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.79
IV
35.8%
B/E move
9.4%
Puts
Pseudo strike
65.32
IV
35.2%
B/E move
7.2%

30Δ

Calls
Pseudo strike
73.04
IV
30.9%
B/E move
7.0%
Puts
Pseudo strike
66.63
IV
31.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
71.86
IV
27.8%
B/E move
5.5%
Puts
Pseudo strike
67.61
IV
28.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
70.97
IV
25.9%
B/E move
4.5%
Puts
Pseudo strike
68.38
IV
25.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
70.27
IV
24.5%
B/E move
3.7%
Puts
Pseudo strike
69.04
IV
24.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
69.64
IV
23.9%
B/E move
3.1%
Puts
Pseudo strike
69.63
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
69.05
IV
23.9%
B/E move
2.7%
Puts
Pseudo strike
70.23
IV
24.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
68.40
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
70.83
IV
23.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
67.71
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
71.39
IV
23.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
66.95
IV
27.0%
B/E move
1.8%
Puts
Pseudo strike
71.95
IV
22.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
66.02
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
72.63
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
65.19
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
73.43
IV
22.3%
B/E move
0.4%

Options history

FCOM20.6821.2021.732026-10-20: 20.75%2026-10-21: 21.65%Oct 20Oct 21
Table
DateIV
20.75%
21.65%