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Fidelity MSCI Health Care Index ETF FHLC

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Market datapartial · fetched 2026-10-22T16:28:17.131Z

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 · 2026-10-22T16:27:30.343461403Z

FundamentalsAlpha Vantage · unavailable

Share price$87.04
1D+1.3%
$85.83$86.19$86.56$86.92$87.285:30 AM6:30 AM9:00 AM1:00 PMFHLC
Sold putSold call

Fidelity MSCI Health Care Index ETF options

Live interpolated FHLC call and put midpoint premiums by absolute delta.Fidelity MSCI Health Care Index ETF$0.92$1.67$2.43$3.18$3.94$78.35$82.07$85.80$89.52$93.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHLC spot · $87.04FHLC PRICE$1.16$1.27$1.38$1.50$1.57$1.71$2.23$2.67$3.01$3.36$3.72$1.00$1.15$1.28$1.44$1.59$1.76$2.24$2.60$2.51$2.43$2.98$3.48$3.53
PutsExpensive1.34×
CallsFair0.97×
SkewBearish+2.98 pp
Implied moveBearish±$3.80
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.8034.7%8.3%
25Δ82.7730.1%6.2%
30Δ90.9525.7%5.8%84.2226.4%4.7%
35Δ89.9723.3%4.8%85.2724.0%3.7%
40Δ88.9921.0%3.8%86.1521.8%2.8%
45Δ88.0118.6%2.8%86.8620.4%2.2%
50Δ87.4616.6%2.3%87.5321.7%2.0%
55Δ86.9115.3%1.8%88.1022.1%1.8%
60Δ86.3117.2%1.7%88.4519.0%1.3%
65Δ85.7218.1%1.6%88.7915.8%0.8%
70Δ85.1517.8%1.3%89.5616.3%0.5%
75Δ84.6017.2%1.1%90.1516.7%0.4%
80Δ84.0516.5%0.8%90.3614.7%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.80
IV
34.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.77
IV
30.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
90.95
IV
25.7%
B/E move
5.8%
Puts
Pseudo strike
84.22
IV
26.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
89.97
IV
23.3%
B/E move
4.8%
Puts
Pseudo strike
85.27
IV
24.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
88.99
IV
21.0%
B/E move
3.8%
Puts
Pseudo strike
86.15
IV
21.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
88.01
IV
18.6%
B/E move
2.8%
Puts
Pseudo strike
86.86
IV
20.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
87.46
IV
16.6%
B/E move
2.3%
Puts
Pseudo strike
87.53
IV
21.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
86.91
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
88.10
IV
22.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
86.31
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
88.45
IV
19.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
85.72
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
88.79
IV
15.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
85.15
IV
17.8%
B/E move
1.3%
Puts
Pseudo strike
89.56
IV
16.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
84.60
IV
17.2%
B/E move
1.1%
Puts
Pseudo strike
90.15
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
84.05
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
90.36
IV
14.7%
B/E move
0.2%

Options history

No recorded observations