IntraAlpha
Create free account Start free

Fidelity MSCI Consumer Discretionary Index ETF FDIS

i

Market datapartial · fetched 2026-10-22T22:04:57.605Z

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 · 2026-10-22T20:10:00.00359692Z

FundamentalsAlpha Vantage · unavailable

Share price$99.83
1D+0.6%
AH$99.21$99.47$99.74$100.01$100.275:30 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$0.69$2.25$3.81$5.38$6.94$92.01$95.79$99.58$103.37$107.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDIS spot · $99.83FDIS PRICE$0.85$0.97$1.11$1.27$1.47$1.75$2.08$2.44$2.83$3.32$3.97$4.60$5.31$1.00$1.16$1.34$1.52$1.86$2.15$2.46$2.84$3.32$3.81$4.35$4.96$6.49
PutsExpensive1.47×
CallsExpensive1.15×
SkewBearish+1.76 pp
Implied moveBearish±$4.54
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.0229.1%9.1%93.5130.6%7.3%
25Δ105.1324.0%6.3%95.4926.7%5.5%
30Δ103.6121.4%4.9%96.9024.1%4.3%
35Δ102.5419.8%4.0%97.9522.1%3.4%
40Δ101.6818.8%3.3%98.7522.3%2.9%
45Δ100.9618.9%2.9%99.5421.7%2.4%
50Δ100.2819.1%2.5%100.3221.0%2.0%
55Δ99.6019.3%2.2%101.0620.8%1.6%
60Δ98.9119.4%1.9%101.8421.0%1.3%
65Δ98.1719.7%1.7%102.6220.8%1.0%
70Δ97.3020.5%1.4%103.4220.6%0.8%
75Δ96.4320.7%1.2%104.2820.4%0.5%
80Δ95.4920.7%1.0%106.0122.0%0.3%

20Δ

Calls
Pseudo strike
108.02
IV
29.1%
B/E move
9.1%
Puts
Pseudo strike
93.51
IV
30.6%
B/E move
7.3%

25Δ

Calls
Pseudo strike
105.13
IV
24.0%
B/E move
6.3%
Puts
Pseudo strike
95.49
IV
26.7%
B/E move
5.5%

30Δ

Calls
Pseudo strike
103.61
IV
21.4%
B/E move
4.9%
Puts
Pseudo strike
96.90
IV
24.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
102.54
IV
19.8%
B/E move
4.0%
Puts
Pseudo strike
97.95
IV
22.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
101.68
IV
18.8%
B/E move
3.3%
Puts
Pseudo strike
98.75
IV
22.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
100.96
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
99.54
IV
21.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
100.28
IV
19.1%
B/E move
2.5%
Puts
Pseudo strike
100.32
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
99.60
IV
19.3%
B/E move
2.2%
Puts
Pseudo strike
101.06
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
98.91
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
101.84
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
98.17
IV
19.7%
B/E move
1.7%
Puts
Pseudo strike
102.62
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
97.30
IV
20.5%
B/E move
1.4%
Puts
Pseudo strike
103.42
IV
20.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
96.43
IV
20.7%
B/E move
1.2%
Puts
Pseudo strike
104.28
IV
20.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
95.49
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
106.01
IV
22.0%
B/E move
0.3%

Options history

FDIS29.0729.2529.432026-10-20: 29.10%2026-10-21: 29.40%Oct 20Oct 21
Table
DateIV
29.10%
29.40%