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Fidelity MSCI Health Care Index ETF FHLC

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Market datapartial · fetched 2026-10-22T17:51:37.585Z

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 · 2026-10-22T17:50:29.131803475Z

FundamentalsAlpha Vantage · unavailable

Share price$86.70
1D+0.9%
$85.83$86.20$86.57$86.93$87.305:30 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$0.56$1.63$2.69$3.76$4.82$78.39$82.01$85.62$89.24$92.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHLC spot · $86.70FHLC PRICE$0.68$0.77$1.02$1.38$1.68$1.85$2.11$2.40$2.84$3.30$3.82$4.51$1.00$1.14$1.25$1.40$1.60$1.84$2.12$2.47$2.89$3.37$3.94
PutsExpensive1.46×
CallsFair0.99×
SkewBearish+4.72 pp
Implied moveBearish±$3.96
TiltBullish6.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.4734.9%8.3%
25Δ90.1918.5%4.8%82.4829.9%6.2%
30Δ89.3617.1%4.0%83.9725.8%4.6%
35Δ88.6317.2%3.4%85.0123.4%3.6%
40Δ88.2619.7%3.4%85.8022.1%2.9%
45Δ87.7921.0%3.2%86.4821.4%2.4%
50Δ87.1119.6%2.6%87.1220.9%2.0%
55Δ86.5119.1%2.2%87.7720.9%1.6%
60Δ85.9218.9%1.9%88.4521.0%1.3%
65Δ85.2819.3%1.6%89.1621.2%1.0%
70Δ84.6019.6%1.4%89.9521.5%0.8%
75Δ83.8919.8%1.2%
80Δ83.0120.3%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.47
IV
34.9%
B/E move
8.3%

25Δ

Calls
Pseudo strike
90.19
IV
18.5%
B/E move
4.8%
Puts
Pseudo strike
82.48
IV
29.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
89.36
IV
17.1%
B/E move
4.0%
Puts
Pseudo strike
83.97
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
88.63
IV
17.2%
B/E move
3.4%
Puts
Pseudo strike
85.01
IV
23.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
88.26
IV
19.7%
B/E move
3.4%
Puts
Pseudo strike
85.80
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
87.79
IV
21.0%
B/E move
3.2%
Puts
Pseudo strike
86.48
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
87.11
IV
19.6%
B/E move
2.6%
Puts
Pseudo strike
87.12
IV
20.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
86.51
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
87.77
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
85.92
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
88.45
IV
21.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
85.28
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
89.16
IV
21.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
84.60
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
89.95
IV
21.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
83.89
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
83.01
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations