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Fidelity MSCI Utilities Index ETF FUTY

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Market dataready · fetched 2026-10-22T09:19:54.016Z

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 · 2026-10-22T00:00:00.121368066Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:19:52.479062+00:00

Share price$54.22
1D-0.3%
AH$54.11$54.21$54.30$54.39$54.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUTY
Sold putSold callAH

Fidelity MSCI Utilities Index ETF options

Live interpolated FUTY call and put midpoint premiums by absolute delta.Fidelity MSCI Utilities Index ETF$0.56$1.20$1.84$2.48$3.12$49.62$51.89$54.16$56.43$58.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUTY spot · $54.22FUTY PRICE$0.63$0.68$0.77$0.92$0.72$0.84$1.04$1.24$1.46$1.69$1.92$2.32$2.73$0.65$0.72$0.78$0.85$0.94$1.04$1.15$1.27$1.43$1.72$2.00$2.44$2.94
PutsExpensive1.07×
CallsCheap0.94×
SkewBullish-0.36 pp
Implied moveBearish±$2.19
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.9938.2%11.8%50.1536.3%8.7%
25Δ57.9630.8%8.1%51.5430.0%6.3%
30Δ56.8827.5%6.3%52.4625.9%4.7%
35Δ56.1626.5%5.3%53.1622.8%3.5%
40Δ55.1617.2%3.1%53.6620.9%2.8%
45Δ54.7316.2%2.5%54.1119.2%2.1%
50Δ54.4217.0%2.3%54.4418.2%1.7%
55Δ54.1017.8%2.1%54.7717.3%1.3%
60Δ53.7518.1%1.8%55.1116.7%1.0%
65Δ53.3818.1%1.6%55.5117.1%0.8%
70Δ53.0118.2%1.3%55.9017.5%0.6%
75Δ52.5118.9%1.1%56.4318.3%0.4%
80Δ52.0019.6%0.9%57.0219.2%0.3%

20Δ

Calls
Pseudo strike
59.99
IV
38.2%
B/E move
11.8%
Puts
Pseudo strike
50.15
IV
36.3%
B/E move
8.7%

25Δ

Calls
Pseudo strike
57.96
IV
30.8%
B/E move
8.1%
Puts
Pseudo strike
51.54
IV
30.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
56.88
IV
27.5%
B/E move
6.3%
Puts
Pseudo strike
52.46
IV
25.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
56.16
IV
26.5%
B/E move
5.3%
Puts
Pseudo strike
53.16
IV
22.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
55.16
IV
17.2%
B/E move
3.1%
Puts
Pseudo strike
53.66
IV
20.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
54.73
IV
16.2%
B/E move
2.5%
Puts
Pseudo strike
54.11
IV
19.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
54.42
IV
17.0%
B/E move
2.3%
Puts
Pseudo strike
54.44
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
54.10
IV
17.8%
B/E move
2.1%
Puts
Pseudo strike
54.77
IV
17.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
53.75
IV
18.1%
B/E move
1.8%
Puts
Pseudo strike
55.11
IV
16.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
53.38
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
55.51
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
53.01
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
55.90
IV
17.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
52.51
IV
18.9%
B/E move
1.1%
Puts
Pseudo strike
56.43
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
52.00
IV
19.6%
B/E move
0.9%
Puts
Pseudo strike
57.02
IV
19.2%
B/E move
0.3%

Options history

No recorded observations