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Fidelity MSCI Industrials Index ETF FIDU

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Market datapartial · fetched 2026-10-23T15:48:32.341Z

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 · 2026-10-23T15:43:00.164139041Z

FundamentalsAlpha Vantage · unavailable

Share price$87.01
1D+0.6%
$86.07$86.37$86.67$86.97$87.275:30 AM6:30 AM9:00 AM1:00 PMFIDU
Sold putSold call

Fidelity MSCI Industrials Index ETF options

Live interpolated FIDU call and put midpoint premiums by absolute delta.Fidelity MSCI Industrials Index ETF$1.06$2.11$3.15$4.20$5.25$78.90$82.69$86.47$90.26$94.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIDU spot · $87.01FIDU PRICE$1.34$1.74$2.14$2.53$2.93$3.33$3.73$4.13$4.53$4.95$1.17$1.39$1.61$2.03$2.45$2.88$3.30$3.72$4.15
PutsExpensive1.07×
CallsExpensive1.13×
SkewBearish+4.46 pp
Implied moveBearish±$5.41
TiltBullish16.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ82.5531.3%6.5%
30Δ83.7929.2%5.3%
35Δ89.7423.4%4.7%85.0227.1%4.1%
40Δ88.9823.3%4.3%85.8527.0%3.7%
45Δ88.2323.2%3.9%86.6826.9%3.2%
50Δ87.4823.1%3.4%87.5026.7%2.7%
55Δ86.7223.1%3.0%88.3326.6%2.3%
60Δ85.9723.0%2.6%89.1626.4%1.8%
65Δ85.2222.9%2.2%89.9926.3%1.3%
70Δ84.4622.8%1.8%
75Δ83.7122.7%1.4%
80Δ82.9422.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.55
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.79
IV
29.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
89.74
IV
23.4%
B/E move
4.7%
Puts
Pseudo strike
85.02
IV
27.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
88.98
IV
23.3%
B/E move
4.3%
Puts
Pseudo strike
85.85
IV
27.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
88.23
IV
23.2%
B/E move
3.9%
Puts
Pseudo strike
86.68
IV
26.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
87.48
IV
23.1%
B/E move
3.4%
Puts
Pseudo strike
87.50
IV
26.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
86.72
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
88.33
IV
26.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
85.97
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
89.16
IV
26.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
85.22
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
89.99
IV
26.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
84.46
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
83.71
IV
22.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
82.94
IV
22.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations