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Fidelity MSCI Financials Index ETF FNCL

i

Market dataready · fetched 2026-11-11T15:48:49.147Z

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: 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 · 2026-11-11T15:47:39.310105041Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:48:48.537061+00:00

Share price$82.06
1D+0.3%
$81.78$81.87$81.97$82.07$82.175:30 AM6:30 AM9:00 AM1:00 PMFNCL
Sold putSold call

Fidelity MSCI Financials Index ETF options

Live interpolated FNCL call and put midpoint premiums by absolute delta.Fidelity MSCI Financials Index ETF$0.79$1.13$1.46$1.79$2.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFNCL PRICE$0.83$0.90$0.97$1.02$1.10$1.18$1.26$1.34$1.56$1.79$2.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ80.0532.6%3.5%
35Δ80.7728.8%2.7%
40Δ81.3225.7%2.1%
45Δ81.7922.9%1.6%
50Δ82.1520.8%1.2%
55Δ82.4319.4%1.0%
60Δ82.7117.9%0.7%
65Δ82.9816.5%0.5%
70Δ83.3016.3%0.4%
75Δ83.6116.1%0.3%
80Δ83.9316.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.05
IV
32.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.77
IV
28.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.32
IV
25.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.79
IV
22.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.15
IV
20.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.43
IV
19.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.71
IV
17.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.98
IV
16.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.30
IV
16.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.61
IV
16.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.93
IV
16.0%
B/E move
0.2%

Options history

IV · four-Friday blend16.90%
Daily close
FNCL14.4%20.7%26.9%2026-08-13: 16.84%2026-08-14: 16.29%2026-08-17: 18.44%2026-08-18: 19.91%2026-08-19: 20.47%2026-08-21: 15.88%2026-08-24: 15.80%2026-08-25: 16.26%2026-08-26: 16.05%2026-08-27: 16.22%2026-08-28: 15.78%2026-08-31: 16.54%2026-09-01: 16.26%2026-09-02: 16.23%2026-09-03: 16.46%2026-09-04: 16.73%2026-09-08: 17.57%2026-09-09: 18.36%2026-09-10: 18.87%2026-09-11: 18.23%2026-09-14: 19.55%2026-09-15: 21.21%2026-09-16: 22.08%2026-09-17: 26.06%2026-09-18: 16.22%2026-09-21: 15.28%2026-09-22: 17.13%2026-09-23: 17.20%2026-09-24: 17.05%2026-09-25: 16.68%2026-09-28: 17.69%2026-09-29: 17.73%2026-09-30: 17.67%2026-10-01: 18.30%2026-10-02: 18.47%2026-10-05: 17.80%2026-10-06: 18.38%2026-10-07: 19.06%2026-10-08: 18.39%2026-10-09: 18.41%2026-10-12: 20.02%2026-10-13: 20.02%2026-10-14: 22.33%2026-10-15: 24.66%2026-10-16: 16.85%2026-10-19: 16.98%2026-10-20: 16.46%2026-10-21: 16.59%2026-10-22: 16.42%2026-10-23: 17.28%2026-10-26: 16.96%2026-10-27: 16.93%2026-10-28: 16.74%2026-10-29: 16.48%2026-10-30: 16.90%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.84%
16.29%
18.44%
19.91%
20.47%
15.88%
15.80%
16.26%
16.05%
16.22%
15.78%
16.54%
16.26%
16.23%
16.46%
16.73%
17.57%
18.36%
18.87%
18.23%
19.55%
21.21%
22.08%
26.06%
16.22%
15.28%
17.13%
17.20%
17.05%
16.68%
17.69%
17.73%
17.67%
18.30%
18.47%
17.80%
18.38%
19.06%
18.39%
18.41%
20.02%
20.02%
22.33%
24.66%
16.85%
16.98%
16.46%
16.59%
16.42%
17.28%
16.96%
16.93%
16.74%
16.48%
16.90%