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Fidelity MSCI Materials Index ETF FMAT

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Market datapartial · fetched 2026-10-22T21:18:56.009Z

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 · 2026-10-22T20:10:00.003834585Z

FundamentalsAlpha Vantage · unavailable

Share price$57.82
1D+0.9%
AH$57.16$57.34$57.52$57.69$57.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMAT
Sold putSold callAH

Fidelity MSCI Materials Index ETF options

Live interpolated FMAT call and put midpoint premiums by absolute delta.Fidelity MSCI Materials Index ETF$0.70$1.88$3.06$4.24$5.42$51.99$54.71$57.43$60.16$62.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMAT spot · $57.82FMAT PRICE$0.82$0.87$0.95$1.03$1.10$1.19$1.27$1.43$1.60$1.78$1.96$2.15$2.40$0.91$0.97$1.08$1.19$1.29$1.40$1.56$1.83$2.14$2.73$3.47$4.24$5.08
PutsExpensive1.42×
CallsExpensive1.36×
SkewBearish+4.74 pp
Implied moveBearish±$2.83
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.6948.4%15.0%52.3247.1%11.1%
25Δ62.6937.6%9.9%54.2838.0%7.8%
30Δ61.0932.0%7.3%55.4633.3%6.0%
35Δ60.0027.9%5.5%56.3529.8%4.6%
40Δ59.2324.8%4.3%57.0826.7%3.5%
45Δ58.6522.4%3.5%57.6324.5%2.8%
50Δ58.1520.4%2.8%58.1522.9%2.1%
55Δ57.7219.4%2.3%58.6122.9%1.8%
60Δ57.3218.9%1.9%59.1123.2%1.5%
65Δ56.9418.2%1.6%59.8025.4%1.3%
70Δ56.6117.3%1.3%60.6527.8%1.1%
75Δ56.2816.5%1.0%61.5729.4%0.9%
80Δ55.8915.9%0.8%62.5730.3%0.6%

20Δ

Calls
Pseudo strike
65.69
IV
48.4%
B/E move
15.0%
Puts
Pseudo strike
52.32
IV
47.1%
B/E move
11.1%

25Δ

Calls
Pseudo strike
62.69
IV
37.6%
B/E move
9.9%
Puts
Pseudo strike
54.28
IV
38.0%
B/E move
7.8%

30Δ

Calls
Pseudo strike
61.09
IV
32.0%
B/E move
7.3%
Puts
Pseudo strike
55.46
IV
33.3%
B/E move
6.0%

35Δ

Calls
Pseudo strike
60.00
IV
27.9%
B/E move
5.5%
Puts
Pseudo strike
56.35
IV
29.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
59.23
IV
24.8%
B/E move
4.3%
Puts
Pseudo strike
57.08
IV
26.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
58.65
IV
22.4%
B/E move
3.5%
Puts
Pseudo strike
57.63
IV
24.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
58.15
IV
20.4%
B/E move
2.8%
Puts
Pseudo strike
58.15
IV
22.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
57.72
IV
19.4%
B/E move
2.3%
Puts
Pseudo strike
58.61
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
57.32
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
59.11
IV
23.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
56.94
IV
18.2%
B/E move
1.6%
Puts
Pseudo strike
59.80
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
56.61
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
60.65
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
56.28
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
61.57
IV
29.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
55.89
IV
15.9%
B/E move
0.8%
Puts
Pseudo strike
62.57
IV
30.3%
B/E move
0.6%

Options history

No recorded observations