IntraAlpha
Create free account Start free

Fidelity Stocks for Inflation ETF FCPI

i

Market datapartial · fetched 2026-10-22T10:05:11.585Z

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 · 2026-10-22T00:00:02.761211431Z

FundamentalsAlpha Vantage · unavailable

Share price$56.94
1D-0.1%
AH$56.85$56.90$56.95$57.00$57.055:30 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$0.34$0.94$1.55$2.15$2.76$53.29$55.07$56.84$58.62$60.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCPI spot · $56.94FCPI PRICE$0.40$0.51$0.56$0.63$0.71$0.79$0.87$0.99$1.19$1.39$1.63$2.09$2.58$0.56$0.62$0.68$0.73$0.80$0.88$0.97$1.08$1.19$1.30$1.54$1.80$2.07
PutsCheap0.93×
CallsFair0.96×
SkewBearish+0.65 pp
Implied moveBearish±$1.84
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.2421.3%6.5%53.3829.9%7.2%
25Δ59.7522.0%5.8%54.5924.9%5.2%
30Δ58.8918.9%4.4%55.4021.6%3.9%
35Δ58.3417.2%3.6%56.0518.8%2.8%
40Δ57.8815.7%2.9%56.4617.2%2.3%
45Δ57.5514.8%2.5%56.8615.6%1.7%
50Δ57.2313.8%2.0%57.1714.7%1.3%
55Δ56.9113.3%1.7%57.4314.0%1.0%
60Δ56.5913.7%1.5%57.6813.4%0.8%
65Δ56.2814.0%1.3%57.9412.7%0.5%
70Δ55.9414.6%1.1%58.2712.7%0.4%
75Δ55.4116.1%1.0%58.6212.9%0.2%
80Δ54.8517.5%0.9%58.9713.1%0.1%

20Δ

Calls
Pseudo strike
60.24
IV
21.3%
B/E move
6.5%
Puts
Pseudo strike
53.38
IV
29.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
59.75
IV
22.0%
B/E move
5.8%
Puts
Pseudo strike
54.59
IV
24.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
58.89
IV
18.9%
B/E move
4.4%
Puts
Pseudo strike
55.40
IV
21.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
58.34
IV
17.2%
B/E move
3.6%
Puts
Pseudo strike
56.05
IV
18.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
57.88
IV
15.7%
B/E move
2.9%
Puts
Pseudo strike
56.46
IV
17.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
57.55
IV
14.8%
B/E move
2.5%
Puts
Pseudo strike
56.86
IV
15.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
57.23
IV
13.8%
B/E move
2.0%
Puts
Pseudo strike
57.17
IV
14.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
56.91
IV
13.3%
B/E move
1.7%
Puts
Pseudo strike
57.43
IV
14.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
56.59
IV
13.7%
B/E move
1.5%
Puts
Pseudo strike
57.68
IV
13.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
56.28
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
57.94
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
55.94
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
58.27
IV
12.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
55.41
IV
16.1%
B/E move
1.0%
Puts
Pseudo strike
58.62
IV
12.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
54.85
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
58.97
IV
13.1%
B/E move
0.1%

Options history

No recorded observations