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Fidelity MSCI Materials Index ETF FMAT

i

Market datapartial · fetched 2026-11-11T15:55:58.626Z

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 · 2026-11-11T15:51:24.192557653Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:57.590574+00:00

Share price$59.37
1D-0.1%
$59.11$59.20$59.29$59.38$59.475:30 AM6:30 AM9:00 AM1:00 PMFMAT
Sold putSold call

Fidelity MSCI Materials Index ETF options

Live interpolated FMAT call and put midpoint premiums by absolute delta.Fidelity MSCI Materials Index ETF$0.70$1.00$1.29$1.58$1.88$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEFMAT PRICE$0.73$0.91$1.09$1.26$1.44$1.62$1.79
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1449.4%21.8%
25Δ49.1345.2%18.8%
30Δ51.1241.0%15.7%
35Δ53.1136.7%12.7%
40Δ55.1032.5%9.6%
45Δ57.0928.3%6.6%
50Δ59.0824.1%3.5%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.14
IV
49.4%
B/E move
21.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.13
IV
45.2%
B/E move
18.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.12
IV
41.0%
B/E move
15.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.11
IV
36.7%
B/E move
12.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.10
IV
32.5%
B/E move
9.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.09
IV
28.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.08
IV
24.1%
B/E move
3.5%

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 blend20.67%
Daily close
FMAT18.2%28.9%39.6%2026-08-13: 22.59%2026-08-14: 23.03%2026-08-17: 25.20%2026-08-18: 27.52%2026-08-19: 28.19%2026-08-20: 33.29%2026-08-21: 20.27%2026-08-24: 21.02%2026-08-25: 22.30%2026-08-26: 21.26%2026-08-27: 20.92%2026-08-28: 20.88%2026-08-31: 21.62%2026-09-01: 21.63%2026-09-02: 21.71%2026-09-03: 21.51%2026-09-04: 22.12%2026-09-08: 23.82%2026-09-09: 24.33%2026-09-10: 25.71%2026-09-11: 25.06%2026-09-14: 26.92%2026-09-15: 29.67%2026-09-16: 31.36%2026-09-17: 38.13%2026-09-18: 22.87%2026-09-21: 22.41%2026-09-22: 21.04%2026-09-23: 21.41%2026-09-24: 21.85%2026-09-25: 21.69%2026-09-28: 22.75%2026-09-29: 22.97%2026-09-30: 23.20%2026-10-01: 24.10%2026-10-02: 24.05%2026-10-05: 24.12%2026-10-06: 24.64%2026-10-07: 26.09%2026-10-08: 25.41%2026-10-09: 26.12%2026-10-12: 28.44%2026-10-13: 29.47%2026-10-14: 32.60%2026-10-15: 36.60%2026-10-16: 20.53%2026-10-19: 19.80%2026-10-20: 19.81%2026-10-21: 19.64%2026-10-22: 19.67%2026-10-23: 20.00%2026-10-26: 20.52%2026-10-27: 20.28%2026-10-28: 20.27%2026-10-29: 19.81%2026-10-30: 20.67%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.59%
23.03%
25.20%
27.52%
28.19%
33.29%
20.27%
21.02%
22.30%
21.26%
20.92%
20.88%
21.62%
21.63%
21.71%
21.51%
22.12%
23.82%
24.33%
25.71%
25.06%
26.92%
29.67%
31.36%
38.13%
22.87%
22.41%
21.04%
21.41%
21.85%
21.69%
22.75%
22.97%
23.20%
24.10%
24.05%
24.12%
24.64%
26.09%
25.41%
26.12%
28.44%
29.47%
32.60%
36.60%
20.53%
19.80%
19.81%
19.64%
19.67%
20.00%
20.52%
20.28%
20.27%
19.81%
20.67%