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Fidelity MSCI Communication Services Index ETF FCOM

i

Market dataready · fetched 2026-11-12T02:43:52.293Z

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 · 2026-11-12T01:00:00.126303694Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:51.921132+00:00

Share price$69.21
1D-0.1%
AH$68.82$69.03$69.24$69.44$69.655:30 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$0.79$1.34$1.89$2.44$2.99$62.91$65.73$68.54$71.36$74.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCOM spot · $69.21FCOM PRICE$0.85$0.86$0.90$0.95$1.03$1.11$1.21$1.31$1.49$1.68$1.91$2.34$2.84$0.87$0.93$0.99$1.06$1.13$1.21$1.29$1.37$1.45$1.61$1.76$1.92$2.20
PutsExpensive1.75×
CallsExpensive1.11×
SkewBullish-1.64 pp
Implied moveBearish±$2.50
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.9275.0%12.4%63.6868.9%9.2%
25Δ73.7556.0%7.8%65.5855.8%6.6%
30Δ72.0945.7%5.5%66.8646.9%4.8%
35Δ71.0438.8%4.0%67.7340.6%3.7%
40Δ70.3834.9%3.2%68.3736.1%2.8%
45Δ69.8331.7%2.5%68.9232.4%2.2%
50Δ69.4029.3%2.0%69.3029.7%1.7%
55Δ68.9827.0%1.6%69.6527.1%1.3%
60Δ68.6326.2%1.3%70.0024.5%1.0%
65Δ68.2825.5%1.1%70.2923.3%0.8%
70Δ67.9025.1%0.9%70.5722.1%0.6%
75Δ67.3726.6%0.7%70.8520.8%0.4%
80Δ66.7928.2%0.6%71.2320.3%0.3%

20Δ

Calls
Pseudo strike
76.92
IV
75.0%
B/E move
12.4%
Puts
Pseudo strike
63.68
IV
68.9%
B/E move
9.2%

25Δ

Calls
Pseudo strike
73.75
IV
56.0%
B/E move
7.8%
Puts
Pseudo strike
65.58
IV
55.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
72.09
IV
45.7%
B/E move
5.5%
Puts
Pseudo strike
66.86
IV
46.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
71.04
IV
38.8%
B/E move
4.0%
Puts
Pseudo strike
67.73
IV
40.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
70.38
IV
34.9%
B/E move
3.2%
Puts
Pseudo strike
68.37
IV
36.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
69.83
IV
31.7%
B/E move
2.5%
Puts
Pseudo strike
68.92
IV
32.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
69.40
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
69.30
IV
29.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
68.98
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
69.65
IV
27.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
68.63
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
70.00
IV
24.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
68.28
IV
25.5%
B/E move
1.1%
Puts
Pseudo strike
70.29
IV
23.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
67.90
IV
25.1%
B/E move
0.9%
Puts
Pseudo strike
70.57
IV
22.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
67.37
IV
26.6%
B/E move
0.7%
Puts
Pseudo strike
70.85
IV
20.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
66.79
IV
28.2%
B/E move
0.6%
Puts
Pseudo strike
71.23
IV
20.3%
B/E move
0.3%

Options history

IV · four-Friday blend22.70%
Daily close
FCOM16.8%25.2%33.5%2026-08-13: 21.67%2026-08-14: 22.05%2026-08-17: 24.14%2026-08-18: 26.02%2026-08-19: 27.05%2026-08-20: 32.36%2026-08-21: 20.36%2026-08-24: 19.27%2026-08-25: 19.76%2026-08-26: 19.56%2026-08-27: 19.26%2026-08-28: 19.00%2026-08-31: 20.21%2026-09-01: 19.06%2026-09-02: 19.26%2026-09-03: 19.41%2026-09-04: 19.58%2026-09-08: 19.89%2026-09-09: 21.08%2026-09-10: 21.68%2026-09-11: 21.76%2026-09-14: 22.89%2026-09-15: 24.70%2026-09-16: 25.75%2026-09-17: 30.40%2026-09-18: 18.18%2026-09-21: 17.94%2026-09-22: 19.04%2026-09-23: 19.31%2026-09-24: 19.15%2026-09-25: 19.70%2026-09-28: 20.24%2026-09-29: 20.43%2026-09-30: 20.18%2026-10-01: 20.69%2026-10-02: 20.66%2026-10-05: 20.78%2026-10-06: 21.26%2026-10-07: 21.27%2026-10-08: 21.69%2026-10-09: 21.40%2026-10-12: 22.86%2026-10-13: 24.35%2026-10-14: 26.22%2026-10-15: 31.13%2026-10-16: 20.62%2026-10-19: 21.88%2026-10-20: 21.28%2026-10-21: 21.65%2026-10-22: 22.64%2026-10-23: 23.08%2026-10-26: 23.09%2026-10-27: 22.03%2026-10-28: 21.72%2026-10-29: 21.43%2026-10-30: 22.70%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.67%
22.05%
24.14%
26.02%
27.05%
32.36%
20.36%
19.27%
19.76%
19.56%
19.26%
19.00%
20.21%
19.06%
19.26%
19.41%
19.58%
19.89%
21.08%
21.68%
21.76%
22.89%
24.70%
25.75%
30.40%
18.18%
17.94%
19.04%
19.31%
19.15%
19.70%
20.24%
20.43%
20.18%
20.69%
20.66%
20.78%
21.26%
21.27%
21.69%
21.40%
22.86%
24.35%
26.22%
31.13%
20.62%
21.88%
21.28%
21.65%
22.64%
23.08%
23.09%
22.03%
21.72%
21.43%
22.70%