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Fidelity MSCI Utilities Index ETF FUTY

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Market dataready · fetched 2026-10-22T16:32:46.872Z

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 · 2026-10-22T16:32:40.014006715Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:32:46.230930+00:00

Share price$54.84
1D+0.6%
$54.34$54.47$54.61$54.74$54.875:30 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$0.52$1.51$2.49$3.48$4.47$49.54$52.02$54.50$56.99$59.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUTY spot · $54.84FUTY PRICE$0.63$0.66$0.72$0.83$0.95$0.98$1.02$1.12$1.25$1.39$1.54$1.73$1.93$0.68$0.72$0.81$0.89$0.98$1.08$1.21$1.47$1.73$2.10$2.50$3.20$4.18
PutsExpensive1.18×
CallsCheap0.86×
SkewBearish+3.53 pp
Implied moveBearish±$2.23
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.6238.0%11.7%50.6137.5%9.0%
25Δ58.5130.0%7.9%52.1729.8%6.2%
30Δ57.3425.6%5.9%53.0726.4%4.7%
35Δ56.6123.6%4.7%53.7323.6%3.7%
40Δ56.0122.3%3.9%54.2521.6%2.9%
45Δ55.5719.7%3.1%54.6820.0%2.3%
50Δ55.1317.1%2.4%55.1018.9%1.7%
55Δ54.7915.9%2.0%55.5019.4%1.5%
60Δ54.5015.3%1.7%55.9019.9%1.2%
65Δ54.2014.8%1.4%56.3820.7%1.0%
70Δ53.9014.2%1.1%56.9021.5%0.8%
75Δ53.6213.7%0.9%57.7023.6%0.6%
80Δ53.3313.2%0.8%58.7626.5%0.5%

20Δ

Calls
Pseudo strike
60.62
IV
38.0%
B/E move
11.7%
Puts
Pseudo strike
50.61
IV
37.5%
B/E move
9.0%

25Δ

Calls
Pseudo strike
58.51
IV
30.0%
B/E move
7.9%
Puts
Pseudo strike
52.17
IV
29.8%
B/E move
6.2%

30Δ

Calls
Pseudo strike
57.34
IV
25.6%
B/E move
5.9%
Puts
Pseudo strike
53.07
IV
26.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
56.61
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
53.73
IV
23.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
56.01
IV
22.3%
B/E move
3.9%
Puts
Pseudo strike
54.25
IV
21.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
55.57
IV
19.7%
B/E move
3.1%
Puts
Pseudo strike
54.68
IV
20.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
55.13
IV
17.1%
B/E move
2.4%
Puts
Pseudo strike
55.10
IV
18.9%
B/E move
1.7%

55Δ

Calls
Pseudo strike
54.79
IV
15.9%
B/E move
2.0%
Puts
Pseudo strike
55.50
IV
19.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
54.50
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
55.90
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.20
IV
14.8%
B/E move
1.4%
Puts
Pseudo strike
56.38
IV
20.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
53.90
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
56.90
IV
21.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
53.62
IV
13.7%
B/E move
0.9%
Puts
Pseudo strike
57.70
IV
23.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
53.33
IV
13.2%
B/E move
0.8%
Puts
Pseudo strike
58.76
IV
26.5%
B/E move
0.5%

Options history

No recorded observations