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Fidelity Magellan ETF FMAG

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Market datapartial · fetched 2026-11-11T15:59:28.434Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:43:24.3109943Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:27.087248+00:00

Share price$34.67
1D-0.4%
$34.43$34.54$34.64$34.74$34.855:30 AM6:30 AM9:00 AM1:00 PMFMAG
Sold putSold call

Fidelity Magellan ETF options

Live interpolated FMAG call and put midpoint premiums by absolute delta.Fidelity Magellan ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFMAG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend21.73%
Daily close
FMAG9.0%67.5%126.0%2026-08-13: 19.44%2026-08-14: 20.55%2026-08-17: 23.51%2026-08-18: 24.25%2026-08-19: 27.60%2026-08-20: 31.23%2026-08-21: 17.36%2026-08-24: 17.39%2026-08-25: 17.64%2026-08-26: 17.09%2026-08-27: 18.23%2026-08-28: 18.57%2026-08-31: 18.47%2026-09-01: 20.13%2026-09-02: 20.01%2026-09-03: 18.80%2026-09-04: 19.94%2026-09-08: 19.80%2026-09-09: 22.15%2026-09-10: 22.69%2026-09-11: 22.95%2026-09-14: 24.08%2026-09-15: 28.64%2026-09-16: 29.27%2026-09-17: 117.91%2026-09-18: 20.44%2026-09-21: 19.70%2026-09-22: 20.61%2026-09-23: 20.56%2026-09-24: 19.01%2026-09-25: 19.15%2026-09-28: 21.34%2026-09-29: 20.37%2026-09-30: 18.41%2026-10-01: 20.70%2026-10-02: 20.38%2026-10-05: 21.70%2026-10-06: 20.50%2026-10-07: 21.25%2026-10-08: 21.63%2026-10-09: 22.12%2026-10-12: 24.22%2026-10-13: 26.27%2026-10-14: 28.02%2026-10-16: 19.23%2026-10-19: 20.16%2026-10-20: 19.82%2026-10-21: 20.52%2026-10-22: 21.04%2026-10-23: 21.14%2026-10-26: 19.35%2026-10-27: 19.10%2026-10-28: 19.15%2026-10-29: 18.82%2026-10-30: 21.73%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.44%
20.55%
23.51%
24.25%
27.60%
31.23%
17.36%
17.39%
17.64%
17.09%
18.23%
18.57%
18.47%
20.13%
20.01%
18.80%
19.94%
19.80%
22.15%
22.69%
22.95%
24.08%
28.64%
29.27%
117.91%
20.44%
19.70%
20.61%
20.56%
19.01%
19.15%
21.34%
20.37%
18.41%
20.70%
20.38%
21.70%
20.50%
21.25%
21.63%
22.12%
24.22%
26.27%
28.02%
19.23%
20.16%
19.82%
20.52%
21.04%
21.14%
19.35%
19.10%
19.15%
18.82%
21.73%