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Fidelity MSCI Consumer Discretionary Index ETF FDIS

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Market dataready · fetched 2026-11-12T00:56:38.197Z

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 · 2026-11-11T23:30:00.004228726Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:37.816685+00:00

Share price$104.66
1D-0.3%
AH$104.18$104.39$104.59$104.79$105.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDIS
Sold putSold callAH

Fidelity MSCI Consumer Discretionary Index ETF options

Live interpolated FDIS call and put midpoint premiums by absolute delta.Fidelity MSCI Consumer Discretionary Index ETF$0.72$1.83$2.94$4.05$5.16$98.52$102.24$105.96$109.67$113.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDIS spot · $104.66FDIS PRICE$0.84$0.91$1.00$1.09$1.18$1.27$1.41$1.64$1.88$2.19$2.52$2.95$3.51$0.87$0.96$1.08$1.18$1.28$1.42$1.57$1.99$2.56$3.13$3.70$4.27$4.84
PutsExpensive1.24×
CallsCheap0.62×
SkewBearish+0.91 pp
Implied moveBearish±$2.98
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.3849.4%8.2%98.8646.3%6.4%
25Δ109.6439.6%5.6%100.7838.6%4.6%
30Δ108.6335.8%4.7%102.0533.9%3.5%
35Δ107.6331.9%3.9%103.0229.9%2.7%
40Δ106.6228.1%3.0%103.7226.9%2.1%
45Δ105.6124.3%2.1%104.3024.8%1.7%
50Δ104.8221.9%1.5%104.8123.4%1.4%
55Δ104.3721.8%1.3%105.4623.4%1.1%
60Δ103.9221.7%1.1%106.1924.1%1.0%
65Δ103.4321.8%0.9%106.9224.8%0.8%
70Δ102.9422.0%0.8%107.6425.6%0.7%
75Δ102.3622.2%0.6%108.3726.3%0.5%
80Δ101.6722.9%0.5%109.1027.0%0.4%

20Δ

Calls
Pseudo strike
112.38
IV
49.4%
B/E move
8.2%
Puts
Pseudo strike
98.86
IV
46.3%
B/E move
6.4%

25Δ

Calls
Pseudo strike
109.64
IV
39.6%
B/E move
5.6%
Puts
Pseudo strike
100.78
IV
38.6%
B/E move
4.6%

30Δ

Calls
Pseudo strike
108.63
IV
35.8%
B/E move
4.7%
Puts
Pseudo strike
102.05
IV
33.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
107.63
IV
31.9%
B/E move
3.9%
Puts
Pseudo strike
103.02
IV
29.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
106.62
IV
28.1%
B/E move
3.0%
Puts
Pseudo strike
103.72
IV
26.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
105.61
IV
24.3%
B/E move
2.1%
Puts
Pseudo strike
104.30
IV
24.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
104.82
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
104.81
IV
23.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
104.37
IV
21.8%
B/E move
1.3%
Puts
Pseudo strike
105.46
IV
23.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
103.92
IV
21.7%
B/E move
1.1%
Puts
Pseudo strike
106.19
IV
24.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
103.43
IV
21.8%
B/E move
0.9%
Puts
Pseudo strike
106.92
IV
24.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
102.94
IV
22.0%
B/E move
0.8%
Puts
Pseudo strike
107.64
IV
25.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
102.36
IV
22.2%
B/E move
0.6%
Puts
Pseudo strike
108.37
IV
26.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
101.67
IV
22.9%
B/E move
0.5%
Puts
Pseudo strike
109.10
IV
27.0%
B/E move
0.4%

Options history

IV · four-Friday blend19.75%
Daily close
FDIS16.5%21.5%26.4%2026-08-13: 18.58%2026-08-14: 18.62%2026-08-17: 20.04%2026-08-18: 20.97%2026-08-19: 21.49%2026-08-20: 24.08%2026-08-21: 17.88%2026-08-24: 17.83%2026-08-25: 17.92%2026-08-26: 17.51%2026-08-27: 17.50%2026-08-28: 17.55%2026-08-31: 17.72%2026-09-01: 17.71%2026-09-02: 18.01%2026-09-03: 17.17%2026-09-04: 17.80%2026-09-08: 18.80%2026-09-09: 19.32%2026-09-10: 19.85%2026-09-11: 19.35%2026-09-14: 20.70%2026-09-15: 21.58%2026-09-16: 22.79%2026-09-17: 25.75%2026-09-18: 18.23%2026-09-21: 18.12%2026-09-22: 18.12%2026-09-23: 18.60%2026-09-24: 18.45%2026-09-25: 18.51%2026-09-28: 18.77%2026-09-29: 18.73%2026-09-30: 18.87%2026-10-01: 19.26%2026-10-02: 18.96%2026-10-05: 19.63%2026-10-06: 19.25%2026-10-07: 19.11%2026-10-08: 19.38%2026-10-09: 18.89%2026-10-12: 20.56%2026-10-13: 21.24%2026-10-14: 22.27%2026-10-15: 25.57%2026-10-16: 19.46%2026-10-19: 19.29%2026-10-20: 19.32%2026-10-21: 19.49%2026-10-22: 19.15%2026-10-23: 20.47%2026-10-26: 20.15%2026-10-27: 20.21%2026-10-28: 19.54%2026-10-29: 19.32%2026-10-30: 19.75%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.58%
18.62%
20.04%
20.97%
21.49%
24.08%
17.88%
17.83%
17.92%
17.51%
17.50%
17.55%
17.72%
17.71%
18.01%
17.17%
17.80%
18.80%
19.32%
19.85%
19.35%
20.70%
21.58%
22.79%
25.75%
18.23%
18.12%
18.12%
18.60%
18.45%
18.51%
18.77%
18.73%
18.87%
19.26%
18.96%
19.63%
19.25%
19.11%
19.38%
18.89%
20.56%
21.24%
22.27%
25.57%
19.46%
19.29%
19.32%
19.49%
19.15%
20.47%
20.15%
20.21%
19.54%
19.32%
19.75%