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Fidelity MSCI Utilities Index ETF FUTY

i

Market datapartial · fetched 2026-11-11T15:47:22.688Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:45:32.119708289Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:47:20.213986+00:00

Share price$56.39
1D+0.2%
$56.22$56.29$56.36$56.44$56.515:30 AM6:30 AM9:00 AM1:00 PMFUTY
Sold putSold call

Fidelity MSCI Utilities Index ETF options

Live interpolated FUTY call and put midpoint premiums by absolute delta.Fidelity MSCI Utilities Index ETF$1.44$4.01$6.59$9.16$11.74$-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 PRICEFUTY PRICE$1.72$2.12$2.52$2.93$3.33$3.73$4.14$4.75$5.73$7.54$10.99
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
30Δ53.5324.4%8.1%
35Δ54.5123.8%7.1%
40Δ55.4923.2%6.1%
45Δ56.4822.6%5.0%
50Δ57.4622.0%4.0%
55Δ58.4421.4%3.0%
60Δ59.4220.8%2.0%
65Δ60.4820.8%1.2%
70Δ61.7221.7%0.7%
75Δ63.7324.3%0.4%
80Δ67.3429.6%0.1%

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
53.53
IV
24.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.51
IV
23.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.49
IV
23.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.48
IV
22.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.46
IV
22.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.44
IV
21.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.42
IV
20.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.48
IV
20.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.72
IV
21.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.73
IV
24.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.34
IV
29.6%
B/E move
0.1%

Options history

IV · four-Friday blend18.21%
Daily close
FUTY15.2%23.0%30.8%2026-08-13: 19.94%2026-08-14: 19.65%2026-08-17: 20.74%2026-08-18: 22.10%2026-08-19: 24.07%2026-08-20: 28.14%2026-08-21: 17.04%2026-08-24: 18.23%2026-08-25: 18.04%2026-08-26: 17.84%2026-08-27: 17.82%2026-08-28: 17.14%2026-08-31: 17.99%2026-09-01: 18.17%2026-09-02: 18.59%2026-09-03: 17.50%2026-09-04: 18.19%2026-09-08: 19.27%2026-09-09: 18.56%2026-09-10: 18.43%2026-09-11: 18.96%2026-09-14: 21.15%2026-09-15: 23.48%2026-09-16: 26.22%2026-09-17: 28.61%2026-09-18: 16.54%2026-09-21: 16.32%2026-09-22: 16.41%2026-09-23: 17.38%2026-09-24: 18.31%2026-09-25: 19.15%2026-09-28: 19.86%2026-09-29: 20.19%2026-09-30: 20.01%2026-10-01: 21.09%2026-10-02: 20.64%2026-10-05: 20.57%2026-10-06: 20.36%2026-10-07: 19.12%2026-10-08: 20.50%2026-10-09: 20.76%2026-10-12: 20.26%2026-10-13: 23.73%2026-10-14: 24.68%2026-10-15: 29.75%2026-10-16: 18.33%2026-10-19: 17.87%2026-10-20: 18.32%2026-10-21: 17.92%2026-10-22: 17.88%2026-10-23: 17.95%2026-10-26: 18.15%2026-10-27: 18.10%2026-10-28: 18.17%2026-10-29: 18.17%2026-10-30: 18.21%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.94%
19.65%
20.74%
22.10%
24.07%
28.14%
17.04%
18.23%
18.04%
17.84%
17.82%
17.14%
17.99%
18.17%
18.59%
17.50%
18.19%
19.27%
18.56%
18.43%
18.96%
21.15%
23.48%
26.22%
28.61%
16.54%
16.32%
16.41%
17.38%
18.31%
19.15%
19.86%
20.19%
20.01%
21.09%
20.64%
20.57%
20.36%
19.12%
20.50%
20.76%
20.26%
23.73%
24.68%
29.75%
18.33%
17.87%
18.32%
17.92%
17.88%
17.95%
18.15%
18.10%
18.17%
18.17%
18.21%