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Fidelity MSCI Financials Index ETF FNCL

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Market dataready · fetched 2026-10-22T07:56:48.105Z

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 · 2026-10-22T00:00:00.113735933Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:56:44.613399+00:00

Share price$79.15
1D+0.0%
AH$78.71$78.88$79.05$79.22$79.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNCL
Sold putSold callAH

Fidelity MSCI Financials Index ETF options

Live interpolated FNCL call and put midpoint premiums by absolute delta.Fidelity MSCI Financials Index ETF$0.59$1.58$2.56$3.54$4.52$73.68$76.35$79.02$81.68$84.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNCL spot · $79.15FNCL PRICE$0.70$0.76$0.86$0.97$1.09$1.22$1.40$1.59$1.87$2.16$2.57$3.00$3.56$0.80$0.91$1.00$1.08$1.21$1.35$1.59$1.84$2.13$2.43$2.83$3.33$4.24
PutsExpensive1.19×
CallsExpensive1.12×
SkewBearish+1.20 pp
Implied moveBearish±$3.00
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.4529.0%8.8%74.0930.7%7.4%
25Δ83.3023.4%6.2%75.7626.1%5.4%
30Δ82.2221.0%5.0%76.9722.5%4.0%
35Δ81.2718.9%3.9%77.8419.9%3.0%
40Δ80.5617.6%3.2%78.4518.5%2.4%
45Δ79.9516.5%2.6%79.0017.3%1.9%
50Δ79.4916.1%2.2%79.4917.2%1.6%
55Δ79.0415.7%1.9%79.9717.1%1.3%
60Δ78.5715.9%1.6%80.4717.0%1.0%
65Δ78.1016.1%1.4%80.9616.9%0.8%
70Δ77.5416.5%1.2%81.5317.0%0.6%
75Δ76.9616.9%1.0%82.1817.4%0.4%
80Δ76.2717.3%0.9%83.1819.0%0.3%

20Δ

Calls
Pseudo strike
85.45
IV
29.0%
B/E move
8.8%
Puts
Pseudo strike
74.09
IV
30.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
83.30
IV
23.4%
B/E move
6.2%
Puts
Pseudo strike
75.76
IV
26.1%
B/E move
5.4%

30Δ

Calls
Pseudo strike
82.22
IV
21.0%
B/E move
5.0%
Puts
Pseudo strike
76.97
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
81.27
IV
18.9%
B/E move
3.9%
Puts
Pseudo strike
77.84
IV
19.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
80.56
IV
17.6%
B/E move
3.2%
Puts
Pseudo strike
78.45
IV
18.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
79.95
IV
16.5%
B/E move
2.6%
Puts
Pseudo strike
79.00
IV
17.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
79.49
IV
16.1%
B/E move
2.2%
Puts
Pseudo strike
79.49
IV
17.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
79.04
IV
15.7%
B/E move
1.9%
Puts
Pseudo strike
79.97
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
78.57
IV
15.9%
B/E move
1.6%
Puts
Pseudo strike
80.47
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
78.10
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
80.96
IV
16.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
77.54
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
81.53
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.96
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
82.18
IV
17.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
76.27
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
83.18
IV
19.0%
B/E move
0.3%

Options history

No recorded observations