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Fidelity MSCI Utilities Index ETF FUTY

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Market datapartial · fetched 2026-10-22T16:14:15.175Z

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 · 2026-10-22T16:13:02.167474897Z

FundamentalsAlpha Vantage · unavailable

Share price$54.82
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$0.55$1.78$3.02$4.26$5.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFUTY PRICE$0.68$0.77$0.86$0.68$0.77$1.16$1.56$1.96$2.36$2.75$3.15$3.55$3.95$4.35$4.74$5.14
PutsExpensive1.54×
CallsExpensive1.19×
SkewBearish+2.86 pp
Implied move——
TiltBearish88.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5337.8%9.1%
25Δ58.7131.1%8.3%52.1130.3%6.3%
30Δ57.8028.2%6.8%52.7930.3%5.8%
35Δ56.8925.3%5.3%53.4730.4%5.3%
40Δ54.1430.4%4.8%
45Δ54.8230.4%4.3%
50Δ55.5030.5%3.8%
55Δ56.1730.5%3.3%
60Δ56.8530.5%2.8%
65Δ57.5330.6%2.3%
70Δ58.2130.6%1.8%
75Δ58.8830.6%1.2%
80Δ59.5630.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.53
IV
37.8%
B/E move
9.1%

25Δ

Calls
Pseudo strike
58.71
IV
31.1%
B/E move
8.3%
Puts
Pseudo strike
52.11
IV
30.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
57.80
IV
28.2%
B/E move
6.8%
Puts
Pseudo strike
52.79
IV
30.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
56.89
IV
25.3%
B/E move
5.3%
Puts
Pseudo strike
53.47
IV
30.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.14
IV
30.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.82
IV
30.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.50
IV
30.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.17
IV
30.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.85
IV
30.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.53
IV
30.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.21
IV
30.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.88
IV
30.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.56
IV
30.7%
B/E move
0.7%

Options history

No recorded observations