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Fidelity MSCI Consumer Staples Index ETF FSTA

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Market dataready · fetched 2026-10-22T10:47:21.069Z

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 · 2026-10-22T00:00:00.14744311Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T10:47:20.047737+00:00

Share price$55.01
1D-0.1%
AH$54.88$54.98$55.08$55.18$55.285:30 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$0.47$1.11$1.75$2.39$3.03$48.81$51.57$54.33$57.09$59.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSTA spot · $55.01FSTA PRICE$0.63$0.59$0.54$0.71$0.88$0.99$1.08$1.19$1.40$1.62$1.90$2.29$2.84$0.65$0.72$0.79$0.85$0.94$1.03$1.16$1.29$1.43$1.70$2.03$2.36$2.67
PutsFair0.96×
CallsCheap0.85×
SkewBearish+0.54 pp
Implied moveBearish±$2.23
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.8238.0%11.7%50.9835.5%8.5%
25Δ58.3526.9%7.2%52.3029.9%6.2%
30Δ56.7718.0%4.2%53.2425.8%4.7%
35Δ56.4319.0%3.9%53.9922.3%3.4%
40Δ56.1020.1%3.6%54.4520.6%2.7%
45Δ55.7219.4%3.1%54.9018.9%2.1%
50Δ55.3317.9%2.5%55.2518.0%1.7%
55Δ54.9416.8%2.0%55.5717.3%1.3%
60Δ54.5817.0%1.8%55.8916.5%1.0%
65Δ54.2217.2%1.5%56.2816.7%0.8%
70Δ53.8117.6%1.3%56.7217.4%0.6%
75Δ53.3218.4%1.1%57.1417.6%0.4%
80Δ52.6820.0%0.9%57.5617.1%0.2%

20Δ

Calls
Pseudo strike
60.82
IV
38.0%
B/E move
11.7%
Puts
Pseudo strike
50.98
IV
35.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
58.35
IV
26.9%
B/E move
7.2%
Puts
Pseudo strike
52.30
IV
29.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
56.77
IV
18.0%
B/E move
4.2%
Puts
Pseudo strike
53.24
IV
25.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
56.43
IV
19.0%
B/E move
3.9%
Puts
Pseudo strike
53.99
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
56.10
IV
20.1%
B/E move
3.6%
Puts
Pseudo strike
54.45
IV
20.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
55.72
IV
19.4%
B/E move
3.1%
Puts
Pseudo strike
54.90
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
55.33
IV
17.9%
B/E move
2.5%
Puts
Pseudo strike
55.25
IV
18.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
54.94
IV
16.8%
B/E move
2.0%
Puts
Pseudo strike
55.57
IV
17.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
54.58
IV
17.0%
B/E move
1.8%
Puts
Pseudo strike
55.89
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
54.22
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
56.28
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
53.81
IV
17.6%
B/E move
1.3%
Puts
Pseudo strike
56.72
IV
17.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
53.32
IV
18.4%
B/E move
1.1%
Puts
Pseudo strike
57.14
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
52.68
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
57.56
IV
17.1%
B/E move
0.2%

Options history

No recorded observations