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Fidelity MSCI Industrials Index ETF FIDU

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Market datapartial · fetched 2026-10-23T21:53:06.066Z

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 · 2026-10-23T20:10:00.004136768Z

FundamentalsAlpha Vantage · unavailable

Share price$87.10
1D+0.7%
AH$86.06$86.42$86.78$87.14$87.505:30 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$0.65$2.40$4.16$5.91$7.67$78.90$82.80$86.71$90.62$94.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIDU spot · $87.10FIDU PRICE$0.84$0.98$1.11$1.27$1.53$1.81$2.11$2.46$2.96$3.41$3.96$4.53$5.04$1.00$1.12$1.31$1.60$1.92$2.24$2.65$3.12$3.61$4.09$5.03$5.78$7.16
PutsExpensive1.09×
CallsExpensive1.21×
SkewBearish+3.22 pp
Implied moveBearish±$4.76
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.6932.6%9.7%80.8735.4%8.3%
25Δ92.4428.3%7.3%82.9329.9%6.1%
30Δ90.8825.1%5.6%84.2127.5%4.8%
35Δ89.7723.2%4.5%85.1226.9%4.1%
40Δ88.9823.1%3.9%85.9826.7%3.5%
45Δ88.2422.9%3.4%86.7926.2%2.9%
50Δ87.5422.7%2.9%87.6026.2%2.5%
55Δ86.8422.8%2.5%88.4126.4%2.1%
60Δ86.1023.8%2.2%89.2326.4%1.7%
65Δ85.3523.8%1.9%90.0425.9%1.3%
70Δ84.5424.0%1.6%91.1927.5%1.1%
75Δ83.7224.0%1.3%92.2127.3%0.8%
80Δ82.9523.1%1.0%93.7929.0%0.5%

20Δ

Calls
Pseudo strike
94.69
IV
32.6%
B/E move
9.7%
Puts
Pseudo strike
80.87
IV
35.4%
B/E move
8.3%

25Δ

Calls
Pseudo strike
92.44
IV
28.3%
B/E move
7.3%
Puts
Pseudo strike
82.93
IV
29.9%
B/E move
6.1%

30Δ

Calls
Pseudo strike
90.88
IV
25.1%
B/E move
5.6%
Puts
Pseudo strike
84.21
IV
27.5%
B/E move
4.8%

35Δ

Calls
Pseudo strike
89.77
IV
23.2%
B/E move
4.5%
Puts
Pseudo strike
85.12
IV
26.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
88.98
IV
23.1%
B/E move
3.9%
Puts
Pseudo strike
85.98
IV
26.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
88.24
IV
22.9%
B/E move
3.4%
Puts
Pseudo strike
86.79
IV
26.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
87.54
IV
22.7%
B/E move
2.9%
Puts
Pseudo strike
87.60
IV
26.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
86.84
IV
22.8%
B/E move
2.5%
Puts
Pseudo strike
88.41
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
86.10
IV
23.8%
B/E move
2.2%
Puts
Pseudo strike
89.23
IV
26.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
85.35
IV
23.8%
B/E move
1.9%
Puts
Pseudo strike
90.04
IV
25.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
84.54
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
91.19
IV
27.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
83.72
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
92.21
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
82.95
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
93.79
IV
29.0%
B/E move
0.5%

Options history

No recorded observations