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Fidelity MSCI Health Care Index ETF FHLC

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Market datapartial · fetched 2026-10-22T22:04:55.527Z

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 · 2026-10-22T20:10:00.004108317Z

FundamentalsAlpha Vantage · unavailable

Share price$86.95
1D+1.2%
AH$85.83$86.20$86.57$86.93$87.305:30 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$0.46$1.53$2.60$3.66$4.73$78.36$82.05$85.75$89.44$93.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHLC spot · $86.95FHLC PRICE$0.58$1.20$0.93$1.28$1.63$1.81$2.03$2.29$2.68$3.15$3.62$4.11$1.01$1.15$1.27$1.45$1.66$1.93$2.27$2.65$3.02$3.66$4.42
PutsExpensive1.52×
CallsFair0.97×
SkewBearish+6.12 pp
Implied moveBearish±$4.08
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.6635.2%8.4%
25Δ90.0416.1%4.2%82.6830.2%6.2%
30Δ90.9626.6%6.0%84.1626.3%4.7%
35Δ88.7315.6%3.1%85.1924.2%3.7%
40Δ88.3617.9%3.1%86.0222.9%3.0%
45Δ87.9920.2%3.1%86.7122.3%2.5%
50Δ87.3719.2%2.6%87.4022.2%2.1%
55Δ86.7818.4%2.1%88.0822.3%1.7%
60Δ86.2317.9%1.8%88.7621.9%1.4%
65Δ85.6118.1%1.5%89.6222.8%1.1%
70Δ84.9618.7%1.3%90.5823.9%0.9%
75Δ84.3018.6%1.1%
80Δ83.6118.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.66
IV
35.2%
B/E move
8.4%

25Δ

Calls
Pseudo strike
90.04
IV
16.1%
B/E move
4.2%
Puts
Pseudo strike
82.68
IV
30.2%
B/E move
6.2%

30Δ

Calls
Pseudo strike
90.96
IV
26.6%
B/E move
6.0%
Puts
Pseudo strike
84.16
IV
26.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
88.73
IV
15.6%
B/E move
3.1%
Puts
Pseudo strike
85.19
IV
24.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
88.36
IV
17.9%
B/E move
3.1%
Puts
Pseudo strike
86.02
IV
22.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
87.99
IV
20.2%
B/E move
3.1%
Puts
Pseudo strike
86.71
IV
22.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
87.37
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
87.40
IV
22.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
86.78
IV
18.4%
B/E move
2.1%
Puts
Pseudo strike
88.08
IV
22.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
86.23
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
88.76
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
85.61
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
89.62
IV
22.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
84.96
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
90.58
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
84.30
IV
18.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
83.61
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations