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Fidelity MSCI Materials Index ETF FMAT

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Market dataready · fetched 2026-10-22T16:50:51.844Z

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 · 2026-10-22T16:48:13.266819374Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:50:50.768722+00:00

Share price$57.55
1D+0.4%
$57.17$57.32$57.47$57.61$57.765:30 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$0.73$1.64$2.55$3.47$4.38$51.96$54.69$57.43$60.16$62.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAT spot · $57.55FMAT PRICE$0.82$0.88$0.96$1.05$1.13$1.23$1.34$1.48$1.62$1.90$2.20$3.01$3.48$0.91$1.00$1.06$1.17$1.29$1.41$1.53$1.74$2.01$2.41$3.00$3.52$4.12
PutsExpensive1.35×
CallsExpensive1.41×
SkewBearish+1.44 pp
Implied moveBearish±$2.87
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.4348.5%15.1%52.1046.8%11.0%
25Δ62.4938.1%10.1%53.9438.9%8.0%
30Δ60.8732.5%7.5%55.2432.6%5.8%
35Δ59.8028.6%5.7%56.1229.2%4.5%
40Δ58.9725.4%4.4%56.8026.7%3.5%
45Δ58.4023.3%3.6%57.3424.6%2.8%
50Δ57.8721.5%2.9%57.8322.8%2.2%
55Δ57.4520.3%2.4%58.2922.0%1.7%
60Δ57.0319.2%1.9%58.7521.9%1.4%
65Δ56.5919.4%1.6%59.3122.6%1.1%
70Δ56.1519.7%1.4%60.0024.6%0.9%
75Δ55.2923.5%1.3%60.6824.8%0.7%
80Δ54.7023.6%1.1%61.4124.9%0.4%

20Δ

Calls
Pseudo strike
65.43
IV
48.5%
B/E move
15.1%
Puts
Pseudo strike
52.10
IV
46.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
62.49
IV
38.1%
B/E move
10.1%
Puts
Pseudo strike
53.94
IV
38.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
60.87
IV
32.5%
B/E move
7.5%
Puts
Pseudo strike
55.24
IV
32.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
59.80
IV
28.6%
B/E move
5.7%
Puts
Pseudo strike
56.12
IV
29.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
58.97
IV
25.4%
B/E move
4.4%
Puts
Pseudo strike
56.80
IV
26.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
58.40
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
57.34
IV
24.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
57.87
IV
21.5%
B/E move
2.9%
Puts
Pseudo strike
57.83
IV
22.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
57.45
IV
20.3%
B/E move
2.4%
Puts
Pseudo strike
58.29
IV
22.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
57.03
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
58.75
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
56.59
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
59.31
IV
22.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
56.15
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
60.00
IV
24.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.29
IV
23.5%
B/E move
1.3%
Puts
Pseudo strike
60.68
IV
24.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
54.70
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
61.41
IV
24.9%
B/E move
0.4%

Options history

No recorded observations