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Fidelity Stocks for Inflation ETF FCPI

i

Market dataready · fetched 2026-11-11T13:49:00.319Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T01:00:02.8029117Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:58.871119+00:00

Share price$55.10
1D+0.2%
AH$54.74$54.87$55.01$55.14$55.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCPI
Sold putSold callAH

Fidelity Stocks for Inflation ETF options

Live interpolated FCPI call and put midpoint premiums by absolute delta.Fidelity Stocks for Inflation ETF$1.96$2.37$2.79$3.20$3.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFCPI PRICE$3.50$2.00$2.33$2.66
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ55.4816.8%2.9%
50Δ56.1716.6%2.3%
55Δ56.8616.4%1.6%
60Δ
65Δ
70Δ53.4216.0%3.3%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.48
IV
16.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.17
IV
16.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.86
IV
16.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
53.42
IV
16.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.45%
Daily close
FCPI12.3%21.2%30.1%2026-08-13: 17.83%2026-08-14: 18.48%2026-08-17: 20.55%2026-08-18: 22.14%2026-08-19: 23.95%2026-08-20: 28.12%2026-08-21: 15.97%2026-08-24: 16.61%2026-08-25: 16.91%2026-08-26: 16.93%2026-08-27: 16.49%2026-08-28: 16.23%2026-08-31: 15.62%2026-09-01: 16.65%2026-09-02: 16.38%2026-09-03: 16.20%2026-09-04: 16.73%2026-09-08: 17.93%2026-09-09: 18.14%2026-09-10: 19.30%2026-09-11: 18.87%2026-09-14: 21.02%2026-09-15: 23.18%2026-09-16: 24.59%2026-09-17: 28.88%2026-09-18: 15.43%2026-09-21: 13.69%2026-09-22: 13.67%2026-09-23: 13.52%2026-09-24: 13.92%2026-09-25: 13.83%2026-09-28: 14.07%2026-09-29: 14.28%2026-09-30: 14.25%2026-10-01: 14.35%2026-10-02: 14.09%2026-10-05: 14.12%2026-10-06: 14.48%2026-10-07: 14.65%2026-10-08: 15.09%2026-10-09: 15.01%2026-10-12: 16.50%2026-10-13: 17.43%2026-10-14: 18.91%2026-10-16: 13.82%2026-10-19: 14.14%2026-10-20: 13.54%2026-10-21: 13.92%2026-10-22: 14.75%2026-10-23: 14.80%2026-10-26: 14.53%2026-10-27: 14.65%2026-10-28: 14.49%2026-10-29: 14.38%2026-10-30: 15.45%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.83%
18.48%
20.55%
22.14%
23.95%
28.12%
15.97%
16.61%
16.91%
16.93%
16.49%
16.23%
15.62%
16.65%
16.38%
16.20%
16.73%
17.93%
18.14%
19.30%
18.87%
21.02%
23.18%
24.59%
28.88%
15.43%
13.69%
13.67%
13.52%
13.92%
13.83%
14.07%
14.28%
14.25%
14.35%
14.09%
14.12%
14.48%
14.65%
15.09%
15.01%
16.50%
17.43%
18.91%
13.82%
14.14%
13.54%
13.92%
14.75%
14.80%
14.53%
14.65%
14.49%
14.38%
15.45%