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Fidelity MSCI Utilities Index ETF FUTY

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Market datapartial · fetched 2026-10-22T21:22:45.930Z

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 · 2026-10-22T20:10:00.003985531Z

FundamentalsAlpha Vantage · unavailable

Share price$55.27
1D+1.5%
AH$54.31$54.57$54.83$55.08$55.345:30 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$0.50$1.63$2.76$3.88$5.01$49.49$52.11$54.73$57.35$59.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUTY spot · $55.27FUTY PRICE$0.63$0.65$0.70$0.77$0.87$0.96$0.98$1.00$1.02$1.15$1.28$1.42$1.55$0.66$0.73$0.81$0.91$1.02$1.17$1.40$1.64$2.10$2.59$3.15$4.09$4.68
PutsExpensive1.34×
CallsCheap0.79×
SkewBearish+7.37 pp
Implied moveBearish±$2.38
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.0137.8%11.5%51.1736.2%8.6%
25Δ58.8729.4%7.7%52.5430.2%6.3%
30Δ57.6924.6%5.6%53.4626.4%4.7%
35Δ56.9121.7%4.4%54.1523.9%3.7%
40Δ56.3920.4%3.6%54.6522.3%3.0%
45Δ55.9318.8%2.9%55.1321.2%2.4%
50Δ55.6216.7%2.4%55.5521.4%2.0%
55Δ55.3214.6%1.9%55.9721.7%1.7%
60Δ55.0112.5%1.4%56.5423.5%1.5%
65Δ54.7812.0%1.2%57.1525.3%1.3%
70Δ54.5511.5%1.0%57.8426.6%1.0%
75Δ54.3211.1%0.8%58.8829.7%0.9%
80Δ54.0910.6%0.7%59.6429.2%0.6%

20Δ

Calls
Pseudo strike
61.01
IV
37.8%
B/E move
11.5%
Puts
Pseudo strike
51.17
IV
36.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
58.87
IV
29.4%
B/E move
7.7%
Puts
Pseudo strike
52.54
IV
30.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
57.69
IV
24.6%
B/E move
5.6%
Puts
Pseudo strike
53.46
IV
26.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
56.91
IV
21.7%
B/E move
4.4%
Puts
Pseudo strike
54.15
IV
23.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
56.39
IV
20.4%
B/E move
3.6%
Puts
Pseudo strike
54.65
IV
22.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
55.93
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
55.13
IV
21.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
55.62
IV
16.7%
B/E move
2.4%
Puts
Pseudo strike
55.55
IV
21.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
55.32
IV
14.6%
B/E move
1.9%
Puts
Pseudo strike
55.97
IV
21.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
55.01
IV
12.5%
B/E move
1.4%
Puts
Pseudo strike
56.54
IV
23.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
54.78
IV
12.0%
B/E move
1.2%
Puts
Pseudo strike
57.15
IV
25.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
54.55
IV
11.5%
B/E move
1.0%
Puts
Pseudo strike
57.84
IV
26.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
54.32
IV
11.1%
B/E move
0.8%
Puts
Pseudo strike
58.88
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
54.09
IV
10.6%
B/E move
0.7%
Puts
Pseudo strike
59.64
IV
29.2%
B/E move
0.6%

Options history

No recorded observations