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Fidelity Magellan ETF FMAG

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Market datapartial · fetched 2026-10-23T00:02:18.662Z

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 · 2026-10-23T00:00:02.906128901Z

FundamentalsAlpha Vantage · unavailable

Share price$34.61
1D-2.0%
AH$34.50$34.70$34.91$35.11$35.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMAG
Sold putSold callAH

Fidelity Magellan ETF options

Live interpolated FMAG call and put midpoint premiums by absolute delta.Fidelity Magellan ETF$0.45$0.93$1.41$1.89$2.37$31.41$33.02$34.62$36.23$37.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAG spot · $34.61FMAG PRICE$0.50$0.51$0.56$0.61$0.67$0.73$0.83$0.94$1.05$1.16$1.48$1.82$2.24$0.56$0.62$0.66$0.72$0.78$0.84$0.90$0.98$1.11$1.24$1.38$1.51$2.01
PutsExpensive1.42×
CallsExpensive1.62×
SkewBullish-0.28 pp
Implied moveBearish±$1.73
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4249.2%15.3%31.2348.6%11.4%
25Δ37.5237.4%9.9%32.3440.5%8.3%
30Δ36.5831.7%7.3%33.1534.3%6.1%
35Δ35.9327.9%5.6%33.6930.3%4.7%
40Δ35.5225.5%4.6%34.1327.0%3.6%
45Δ35.1223.2%3.6%34.4424.8%2.9%
50Δ34.8122.0%3.0%34.7522.6%2.2%
55Δ34.5521.3%2.6%35.0520.7%1.6%
60Δ34.2920.6%2.1%35.2820.0%1.3%
65Δ34.0319.9%1.7%35.5119.3%1.0%
70Δ33.6421.5%1.5%35.7418.7%0.7%
75Δ33.2423.3%1.3%35.9818.0%0.4%
80Δ32.7625.1%1.1%36.5320.1%0.3%

20Δ

Calls
Pseudo strike
39.42
IV
49.2%
B/E move
15.3%
Puts
Pseudo strike
31.23
IV
48.6%
B/E move
11.4%

25Δ

Calls
Pseudo strike
37.52
IV
37.4%
B/E move
9.9%
Puts
Pseudo strike
32.34
IV
40.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
36.58
IV
31.7%
B/E move
7.3%
Puts
Pseudo strike
33.15
IV
34.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
35.93
IV
27.9%
B/E move
5.6%
Puts
Pseudo strike
33.69
IV
30.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
35.52
IV
25.5%
B/E move
4.6%
Puts
Pseudo strike
34.13
IV
27.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
35.12
IV
23.2%
B/E move
3.6%
Puts
Pseudo strike
34.44
IV
24.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
34.81
IV
22.0%
B/E move
3.0%
Puts
Pseudo strike
34.75
IV
22.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
34.55
IV
21.3%
B/E move
2.6%
Puts
Pseudo strike
35.05
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
34.29
IV
20.6%
B/E move
2.1%
Puts
Pseudo strike
35.28
IV
20.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
34.03
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
35.51
IV
19.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
33.64
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
35.74
IV
18.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
33.24
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
35.98
IV
18.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
32.76
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
36.53
IV
20.1%
B/E move
0.3%

Options history

No recorded observations