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Fidelity MSCI Health Care Index ETF FHLC

i

Market dataready · fetched 2026-11-12T00:56:14.637Z

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 · 2026-11-11T23:30:00.003756693Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:14.260052+00:00

Share price$90.29
1D-0.2%
AH$89.34$89.64$89.95$90.25$90.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFHLC
Sold putSold callAH

Fidelity MSCI Health Care Index ETF options

Live interpolated FHLC call and put midpoint premiums by absolute delta.Fidelity MSCI Health Care Index ETF$0.87$1.40$1.92$2.45$2.98$85.49$87.99$90.48$92.97$95.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FHLC spot · $90.29FHLC PRICE$1.07$1.15$1.24$1.33$1.42$1.50$1.58$1.66$1.78$2.06$0.93$0.97$1.06$1.14$1.23$1.32$1.50$1.68$1.97$2.30$2.82
Puts——
Calls——
Skew——
Implied moveBearish±$2.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.2256.9%7.8%
25Δ86.4244.9%5.4%
30Δ87.7438.4%4.0%
35Δ92.3733.5%3.5%88.6833.7%3.1%
40Δ91.5929.7%2.7%89.3830.1%2.4%
45Δ90.9526.6%2.1%89.9927.1%1.8%
50Δ90.5024.3%1.7%90.4425.9%1.5%
55Δ90.0522.0%1.3%90.8824.8%1.2%
60Δ89.7620.2%1.1%91.3624.8%1.0%
65Δ89.4918.5%0.9%91.8525.2%0.8%
70Δ89.2216.8%0.6%92.5026.7%0.7%
75Δ88.9315.4%0.5%
80Δ88.5715.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
84.22
IV
56.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.42
IV
44.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.74
IV
38.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
92.37
IV
33.5%
B/E move
3.5%
Puts
Pseudo strike
88.68
IV
33.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
91.59
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
89.38
IV
30.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
90.95
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
89.99
IV
27.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
90.50
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
90.44
IV
25.9%
B/E move
1.5%

55Δ

Calls
Pseudo strike
90.05
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
90.88
IV
24.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
89.76
IV
20.2%
B/E move
1.1%
Puts
Pseudo strike
91.36
IV
24.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
89.49
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
91.85
IV
25.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
89.22
IV
16.8%
B/E move
0.6%
Puts
Pseudo strike
92.50
IV
26.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
88.93
IV
15.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
88.57
IV
15.1%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.31%
Daily close
FHLC16.5%23.2%29.9%2026-08-13: 19.54%2026-08-14: 19.70%2026-08-17: 21.30%2026-08-18: 21.77%2026-08-19: 23.88%2026-08-20: 28.67%2026-08-21: 18.07%2026-08-24: 19.10%2026-08-25: 18.52%2026-08-26: 18.51%2026-08-27: 18.16%2026-08-28: 18.28%2026-08-31: 18.30%2026-09-01: 18.09%2026-09-02: 18.10%2026-09-03: 18.01%2026-09-04: 17.97%2026-09-08: 20.21%2026-09-09: 20.54%2026-09-10: 20.60%2026-09-11: 20.59%2026-09-14: 22.32%2026-09-15: 23.88%2026-09-16: 25.82%2026-09-17: 28.94%2026-09-18: 17.42%2026-09-21: 17.84%2026-09-22: 17.42%2026-09-23: 17.65%2026-09-24: 18.23%2026-09-25: 17.97%2026-09-28: 18.32%2026-09-29: 18.50%2026-09-30: 18.58%2026-10-01: 18.64%2026-10-02: 18.77%2026-10-05: 18.73%2026-10-06: 18.98%2026-10-07: 19.77%2026-10-08: 19.98%2026-10-09: 20.05%2026-10-12: 22.30%2026-10-13: 23.50%2026-10-14: 24.79%2026-10-15: 28.69%2026-10-16: 19.24%2026-10-19: 19.41%2026-10-20: 19.12%2026-10-21: 19.40%2026-10-22: 19.75%2026-10-23: 20.15%2026-10-26: 19.69%2026-10-27: 20.42%2026-10-28: 19.20%2026-10-29: 20.31%Aug 13Sep 22Oct 29
55 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
19.54%
19.70%
21.30%
21.77%
23.88%
28.67%
18.07%
19.10%
18.52%
18.51%
18.16%
18.28%
18.30%
18.09%
18.10%
18.01%
17.97%
20.21%
20.54%
20.60%
20.59%
22.32%
23.88%
25.82%
28.94%
17.42%
17.84%
17.42%
17.65%
18.23%
17.97%
18.32%
18.50%
18.58%
18.64%
18.77%
18.73%
18.98%
19.77%
19.98%
20.05%
22.30%
23.50%
24.79%
28.69%
19.24%
19.41%
19.12%
19.40%
19.75%
20.15%
19.69%
20.42%
19.20%
20.31%