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Fidelity Covington Trust Fidelity Disruptive Automation ETF FBOT

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Market datapartial · fetched 2026-10-22T06:27:10.754Z

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 · 2026-10-21T20:00:00.406592814Z

FundamentalsAlpha Vantage · unavailable

Share price$38.25
1D+0.8%
AH$37.94$38.05$38.15$38.25$38.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBOT
Sold putSold callAH

Fidelity Covington Trust Fidelity Disruptive Automation ETF options

Live interpolated FBOT call and put midpoint premiums by absolute delta.Fidelity Covington Trust Fidelity Disruptive Automation ETF$0.36$1.13$1.91$2.68$3.45$34.55$36.35$38.15$39.95$41.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBOT spot · $38.25FBOT PRICE$0.44$0.50$0.57$0.65$0.72$0.83$0.97$1.11$1.29$1.49$1.70$1.96$2.29$0.51$0.58$0.66$0.68$0.70$0.85$1.10$1.36$1.62$1.89$2.17$2.63$3.23
PutsExpensive1.36×
CallsExpensive1.24×
SkewBearish+1.90 pp
Implied moveBearish±$2.08
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.3638.3%11.9%35.1239.7%9.5%
25Δ41.0132.2%8.5%36.1034.4%7.2%
30Δ40.2629.0%6.7%36.8130.4%5.5%
35Δ39.6826.5%5.4%37.3426.3%4.2%
40Δ39.1924.3%4.3%37.8022.2%3.0%
45Δ38.8023.3%3.6%38.1921.5%2.4%
50Δ38.4823.1%3.1%38.5223.4%2.2%
55Δ38.1522.9%2.6%38.8525.3%2.0%
60Δ37.8222.9%2.2%39.2226.2%1.7%
65Δ37.4922.9%1.9%39.6226.4%1.4%
70Δ37.1622.9%1.6%40.0226.5%1.0%
75Δ36.7922.9%1.3%40.5927.5%0.8%
80Δ36.3723.0%1.1%41.2829.1%0.5%

20Δ

Calls
Pseudo strike
42.36
IV
38.3%
B/E move
11.9%
Puts
Pseudo strike
35.12
IV
39.7%
B/E move
9.5%

25Δ

Calls
Pseudo strike
41.01
IV
32.2%
B/E move
8.5%
Puts
Pseudo strike
36.10
IV
34.4%
B/E move
7.2%

30Δ

Calls
Pseudo strike
40.26
IV
29.0%
B/E move
6.7%
Puts
Pseudo strike
36.81
IV
30.4%
B/E move
5.5%

35Δ

Calls
Pseudo strike
39.68
IV
26.5%
B/E move
5.4%
Puts
Pseudo strike
37.34
IV
26.3%
B/E move
4.2%

40Δ

Calls
Pseudo strike
39.19
IV
24.3%
B/E move
4.3%
Puts
Pseudo strike
37.80
IV
22.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
38.80
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
38.19
IV
21.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
38.48
IV
23.1%
B/E move
3.1%
Puts
Pseudo strike
38.52
IV
23.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
38.15
IV
22.9%
B/E move
2.6%
Puts
Pseudo strike
38.85
IV
25.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
37.82
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
39.22
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
37.49
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
39.62
IV
26.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
37.16
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
40.02
IV
26.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
36.79
IV
22.9%
B/E move
1.3%
Puts
Pseudo strike
40.59
IV
27.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
36.37
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
41.28
IV
29.1%
B/E move
0.5%

Options history

No recorded observations