IntraAlpha
Create free account Start free

Fidelity Covington Trust Fidelity Disruptive Automation ETF FBOT

i

Market dataready · fetched 2026-11-11T14:15:37.407Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:00.243151228Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:15:36.979767+00:00

Share price$36.10
1D-0.0%
AH$35.72$35.85$35.99$36.12$36.255:30 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$0.38$0.79$1.21$1.62$2.04$33.26$34.69$36.12$37.54$38.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBOT spot · $36.10FBOT PRICE$0.42$0.45$0.49$0.54$0.60$0.67$0.74$0.84$1.00$1.17$1.33$1.56$1.92$0.46$0.51$0.54$0.59$0.64$0.69$0.80$0.93$1.06$1.20$1.39$1.63$1.87
PutsFair1.05×
CallsExpensive1.31×
SkewBullish-0.61 pp
Implied moveBearish±$1.55
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9469.7%11.8%33.1668.0%9.4%
25Δ38.5355.0%8.0%34.1256.7%6.9%
30Δ37.7547.4%5.9%34.8047.8%5.1%
35Δ37.1841.4%4.5%35.2442.4%4.0%
40Δ36.8038.0%3.6%35.5838.3%3.2%
45Δ36.5236.0%3.0%35.9334.3%2.4%
50Δ36.2334.0%2.4%36.1933.3%2.0%
55Δ35.9432.5%1.9%36.4333.0%1.7%
60Δ35.6932.8%1.6%36.6632.7%1.4%
65Δ35.4333.2%1.4%36.9032.4%1.1%
70Δ35.1833.5%1.1%37.1832.3%0.9%
75Δ34.8734.3%0.9%37.4932.4%0.7%
80Δ34.4536.1%0.7%37.8032.4%0.5%

20Δ

Calls
Pseudo strike
39.94
IV
69.7%
B/E move
11.8%
Puts
Pseudo strike
33.16
IV
68.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
38.53
IV
55.0%
B/E move
8.0%
Puts
Pseudo strike
34.12
IV
56.7%
B/E move
6.9%

30Δ

Calls
Pseudo strike
37.75
IV
47.4%
B/E move
5.9%
Puts
Pseudo strike
34.80
IV
47.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
37.18
IV
41.4%
B/E move
4.5%
Puts
Pseudo strike
35.24
IV
42.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
36.80
IV
38.0%
B/E move
3.6%
Puts
Pseudo strike
35.58
IV
38.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
36.52
IV
36.0%
B/E move
3.0%
Puts
Pseudo strike
35.93
IV
34.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
36.23
IV
34.0%
B/E move
2.4%
Puts
Pseudo strike
36.19
IV
33.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
35.94
IV
32.5%
B/E move
1.9%
Puts
Pseudo strike
36.43
IV
33.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
35.69
IV
32.8%
B/E move
1.6%
Puts
Pseudo strike
36.66
IV
32.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
35.43
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
36.90
IV
32.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
35.18
IV
33.5%
B/E move
1.1%
Puts
Pseudo strike
37.18
IV
32.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
34.87
IV
34.3%
B/E move
0.9%
Puts
Pseudo strike
37.49
IV
32.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
34.45
IV
36.1%
B/E move
0.7%
Puts
Pseudo strike
37.80
IV
32.4%
B/E move
0.5%

Options history

IV · four-Friday blend25.80%
Daily close
FBOT18.5%27.8%37.2%2026-08-13: 22.53%2026-08-14: 22.77%2026-08-17: 24.17%2026-08-18: 26.46%2026-08-19: 27.22%2026-08-20: 32.20%2026-08-21: 20.72%2026-08-24: 21.30%2026-08-25: 20.74%2026-08-26: 20.87%2026-08-27: 20.04%2026-08-28: 19.79%2026-08-31: 19.98%2026-09-01: 20.34%2026-09-02: 19.89%2026-09-03: 19.79%2026-09-04: 19.95%2026-09-08: 21.62%2026-09-09: 26.05%2026-09-10: 26.58%2026-09-11: 26.42%2026-09-14: 28.16%2026-09-15: 30.36%2026-09-16: 31.64%2026-09-17: 35.90%2026-09-18: 23.44%2026-09-21: 23.47%2026-09-22: 23.63%2026-09-23: 23.64%2026-09-24: 23.86%2026-09-25: 23.96%2026-09-28: 24.41%2026-09-29: 24.34%2026-09-30: 23.76%2026-10-01: 23.51%2026-10-02: 23.69%2026-10-05: 24.26%2026-10-06: 23.89%2026-10-07: 24.41%2026-10-08: 24.36%2026-10-09: 24.56%2026-10-12: 26.56%2026-10-13: 27.88%2026-10-14: 30.21%2026-10-15: 34.62%2026-10-16: 24.48%2026-10-19: 24.28%2026-10-20: 24.67%2026-10-21: 23.92%2026-10-22: 25.56%2026-10-23: 25.87%2026-10-26: 25.57%2026-10-27: 24.68%2026-10-28: 24.51%2026-10-29: 24.49%2026-10-30: 25.80%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.53%
22.77%
24.17%
26.46%
27.22%
32.20%
20.72%
21.30%
20.74%
20.87%
20.04%
19.79%
19.98%
20.34%
19.89%
19.79%
19.95%
21.62%
26.05%
26.58%
26.42%
28.16%
30.36%
31.64%
35.90%
23.44%
23.47%
23.63%
23.64%
23.86%
23.96%
24.41%
24.34%
23.76%
23.51%
23.69%
24.26%
23.89%
24.41%
24.36%
24.56%
26.56%
27.88%
30.21%
34.62%
24.48%
24.28%
24.67%
23.92%
25.56%
25.87%
25.57%
24.68%
24.51%
24.49%
25.80%