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Fidelity MSCI Industrials Index ETF FIDU

i

Market dataready · fetched 2026-11-13T02:04:22.832Z

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 · 2026-11-13T01:00:00.109168018Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:04:22.457127+00:00

Share price$89.90
1D-0.8%
AH$89.81$90.15$90.49$90.83$91.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIDU
Sold putSold callAH

Fidelity MSCI Industrials Index ETF options

Live interpolated FIDU call and put midpoint premiums by absolute delta.Fidelity MSCI Industrials Index ETF$0.57$2.04$3.51$4.99$6.46$84.92$87.35$89.78$92.21$94.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FIDU spot · $89.90FIDU PRICE$0.72$0.78$0.86$0.96$1.07$1.27$1.47$1.58$1.68$1.78$1.87$1.97$2.07$0.75$0.81$0.88$0.96$1.05$1.14$1.23$1.24$1.26$1.28$4.38$6.04
Puts——
CallsFair1.02×
Skew——
Implied moveBullish±$2.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.1151.3%7.7%84.9149.3%6.4%
25Δ93.8941.1%5.3%86.6340.1%4.5%
30Δ92.6235.6%4.0%87.7334.4%3.4%
35Δ91.7532.0%3.1%88.5030.6%2.6%
40Δ91.0529.2%2.5%89.1327.5%2.0%
45Δ90.5528.8%2.1%89.5925.3%1.6%
50Δ90.0628.5%1.8%90.0223.0%1.2%
55Δ89.6626.6%1.5%90.2420.7%1.0%
60Δ89.2724.4%1.2%90.4618.4%0.8%
65Δ88.9322.4%0.9%90.6716.0%0.6%
70Δ88.6920.5%0.7%
75Δ88.4518.7%0.6%93.6338.0%0.7%
80Δ88.2116.9%0.4%95.3744.8%0.6%

20Δ

Calls
Pseudo strike
96.11
IV
51.3%
B/E move
7.7%
Puts
Pseudo strike
84.91
IV
49.3%
B/E move
6.4%

25Δ

Calls
Pseudo strike
93.89
IV
41.1%
B/E move
5.3%
Puts
Pseudo strike
86.63
IV
40.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
92.62
IV
35.6%
B/E move
4.0%
Puts
Pseudo strike
87.73
IV
34.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
91.75
IV
32.0%
B/E move
3.1%
Puts
Pseudo strike
88.50
IV
30.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
91.05
IV
29.2%
B/E move
2.5%
Puts
Pseudo strike
89.13
IV
27.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
90.55
IV
28.8%
B/E move
2.1%
Puts
Pseudo strike
89.59
IV
25.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
90.06
IV
28.5%
B/E move
1.8%
Puts
Pseudo strike
90.02
IV
23.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
89.66
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
90.24
IV
20.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
89.27
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
90.46
IV
18.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
88.93
IV
22.4%
B/E move
0.9%
Puts
Pseudo strike
90.67
IV
16.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
88.69
IV
20.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
88.45
IV
18.7%
B/E move
0.6%
Puts
Pseudo strike
93.63
IV
38.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
88.21
IV
16.9%
B/E move
0.4%
Puts
Pseudo strike
95.37
IV
44.8%
B/E move
0.6%

Options history

IV · four-Friday blend22.91%
Daily close
FIDU18.5%23.4%28.4%2026-08-21: 19.64%2026-08-24: 19.85%2026-08-25: 19.69%2026-08-26: 19.70%2026-08-27: 19.43%2026-08-28: 19.14%2026-08-31: 19.28%2026-09-01: 19.17%2026-09-02: 19.54%2026-09-03: 19.68%2026-09-04: 19.73%2026-09-08: 21.25%2026-09-09: 21.64%2026-09-10: 21.92%2026-09-11: 21.38%2026-09-14: 23.29%2026-09-15: 24.18%2026-09-16: 24.91%2026-09-17: 27.73%2026-09-18: 20.51%2026-09-21: 20.50%2026-09-22: 20.39%2026-09-23: 20.93%2026-09-24: 20.85%2026-09-25: 20.26%2026-09-28: 21.43%2026-09-29: 21.19%2026-09-30: 21.26%2026-10-01: 21.47%2026-10-02: 21.54%2026-10-05: 21.70%2026-10-06: 21.12%2026-10-07: 21.10%2026-10-08: 21.78%2026-10-09: 20.83%2026-10-12: 22.97%2026-10-13: 24.02%2026-10-14: 25.07%2026-10-16: 21.78%2026-10-19: 21.82%2026-10-20: 21.73%2026-10-21: 21.71%2026-10-22: 22.18%2026-10-23: 23.45%2026-10-26: 23.25%2026-10-27: 22.07%2026-10-28: 21.99%2026-10-29: 21.22%2026-10-30: 22.91%Aug 21Sep 25Oct 30
49 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
19.64%
19.85%
19.69%
19.70%
19.43%
19.14%
19.28%
19.17%
19.54%
19.68%
19.73%
21.25%
21.64%
21.92%
21.38%
23.29%
24.18%
24.91%
27.73%
20.51%
20.50%
20.39%
20.93%
20.85%
20.26%
21.43%
21.19%
21.26%
21.47%
21.54%
21.70%
21.12%
21.10%
21.78%
20.83%
22.97%
24.02%
25.07%
21.78%
21.82%
21.73%
21.71%
22.18%
23.45%
23.25%
22.07%
21.99%
21.22%
22.91%