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Fidelity MSCI Consumer Staples Index ETF FSTA

i

Market dataready · fetched 2026-11-11T13:44:55.592Z

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 · 2026-11-11T01:00:00.130602539Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:55.227746+00:00

Share price$57.90
1D+0.1%
AH$57.34$57.55$57.75$57.95$58.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSTA
Sold putSold callAH

Fidelity MSCI Consumer Staples Index ETF options

Live interpolated FSTA call and put midpoint premiums by absolute delta.Fidelity MSCI Consumer Staples Index ETF$0.50$1.03$1.55$2.08$2.60$51.72$54.95$58.19$61.42$64.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FSTA spot · $57.90FSTA PRICE$0.56$0.71$0.83$0.90$0.97$1.07$1.17$1.27$1.38$1.62$1.85$0.66$0.70$0.74$0.82$0.89$0.96$1.03$1.18$1.32$1.47$1.73$2.06$2.45
PutsCheap0.63×
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6061.7%8.6%
25Δ55.1349.2%6.0%
30Δ59.5731.2%3.8%56.1240.8%4.4%
35Δ59.2232.7%3.5%56.7436.6%3.4%
40Δ58.8432.6%3.1%57.2333.1%2.7%
45Δ58.4330.1%2.5%57.6330.1%2.1%
50Δ58.0127.6%1.9%58.0227.3%1.6%
55Δ57.7526.0%1.6%58.3126.6%1.3%
60Δ57.4924.5%1.3%58.6025.8%1.1%
65Δ57.2223.0%1.0%58.8925.1%0.8%
70Δ56.9621.7%0.8%59.2525.3%0.6%
75Δ56.6521.5%0.6%59.6726.1%0.5%
80Δ56.3321.3%0.5%60.1427.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.60
IV
61.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.13
IV
49.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
59.57
IV
31.2%
B/E move
3.8%
Puts
Pseudo strike
56.12
IV
40.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
59.22
IV
32.7%
B/E move
3.5%
Puts
Pseudo strike
56.74
IV
36.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
58.84
IV
32.6%
B/E move
3.1%
Puts
Pseudo strike
57.23
IV
33.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
58.43
IV
30.1%
B/E move
2.5%
Puts
Pseudo strike
57.63
IV
30.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
58.01
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
58.02
IV
27.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
57.75
IV
26.0%
B/E move
1.6%
Puts
Pseudo strike
58.31
IV
26.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
57.49
IV
24.5%
B/E move
1.3%
Puts
Pseudo strike
58.60
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
57.22
IV
23.0%
B/E move
1.0%
Puts
Pseudo strike
58.89
IV
25.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.96
IV
21.7%
B/E move
0.8%
Puts
Pseudo strike
59.25
IV
25.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
56.65
IV
21.5%
B/E move
0.6%
Puts
Pseudo strike
59.67
IV
26.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.33
IV
21.3%
B/E move
0.5%
Puts
Pseudo strike
60.14
IV
27.0%
B/E move
0.4%

Options history

IV · four-Friday blend18.22%
Daily close
FSTA15.0%23.5%32.1%2026-08-13: 19.32%2026-08-14: 19.61%2026-08-17: 20.31%2026-08-18: 21.00%2026-08-19: 24.54%2026-08-20: 30.02%2026-08-21: 17.81%2026-08-24: 17.68%2026-08-25: 17.60%2026-08-26: 17.32%2026-08-27: 17.30%2026-08-28: 17.50%2026-08-31: 18.22%2026-09-01: 17.67%2026-09-02: 17.54%2026-09-03: 18.01%2026-09-04: 18.19%2026-09-08: 19.26%2026-09-09: 20.33%2026-09-10: 20.65%2026-09-11: 21.01%2026-09-14: 20.71%2026-09-15: 23.61%2026-09-16: 24.85%2026-09-17: 30.87%2026-09-18: 16.85%2026-09-21: 16.13%2026-09-22: 16.72%2026-09-23: 16.79%2026-09-24: 17.07%2026-09-25: 17.11%2026-09-28: 17.28%2026-09-29: 17.82%2026-10-01: 18.29%2026-10-02: 18.41%2026-10-05: 19.03%2026-10-06: 18.68%2026-10-07: 19.15%2026-10-08: 18.67%2026-10-09: 19.47%2026-10-12: 20.98%2026-10-13: 22.35%2026-10-14: 23.72%2026-10-15: 26.06%2026-10-16: 16.86%2026-10-19: 17.98%2026-10-20: 16.87%2026-10-21: 17.07%2026-10-22: 17.26%2026-10-23: 18.01%2026-10-26: 17.94%2026-10-27: 18.36%2026-10-28: 18.34%2026-10-29: 17.78%2026-10-30: 18.22%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.32%
19.61%
20.31%
21.00%
24.54%
30.02%
17.81%
17.68%
17.60%
17.32%
17.30%
17.50%
18.22%
17.67%
17.54%
18.01%
18.19%
19.26%
20.33%
20.65%
21.01%
20.71%
23.61%
24.85%
30.87%
16.85%
16.13%
16.72%
16.79%
17.07%
17.11%
17.28%
17.82%
18.29%
18.41%
19.03%
18.68%
19.15%
18.67%
19.47%
20.98%
22.35%
23.72%
26.06%
16.86%
17.98%
16.87%
17.07%
17.26%
18.01%
17.94%
18.36%
18.34%
17.78%
18.22%