Share price$73.50
1D+1.3%
Sold putSold call
Fidelity Wise Origin Bitcoin Fund FBTC
i
Market dataready · fetched 2026-10-21T16:59:56.248Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:59:46.544172951Z
FundamentalsAlpha Vantage · ready
Fidelity Wise Origin Bitcoin Fund options
PutsExpensive1.83×
CallsExpensive1.10×
SkewBearish+11.41 pp
Implied moveBullish±$1.78
TiltBearish26.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 78.36 | 95.1% | 7.4% | 71.22 | 52.0% | 3.5% |
| 25Δ | 75.12 | 41.8% | 2.7% | 72.00 | 42.6% | 2.5% |
| 30Δ | 74.52 | 34.2% | 1.9% | 72.28 | 45.5% | 2.3% |
| 35Δ | 74.29 | 36.4% | 1.7% | 72.56 | 48.5% | 2.1% |
| 40Δ | 74.08 | 39.0% | 1.6% | 72.86 | 52.2% | 2.0% |
| 45Δ | 73.82 | 41.2% | 1.5% | 73.20 | 46.7% | 1.6% |
| 50Δ | 73.55 | 43.1% | 1.3% | 73.56 | 38.3% | 1.1% |
| 55Δ | 73.27 | 41.9% | 1.1% | 73.94 | 51.5% | 1.2% |
| 60Δ | 73.00 | 40.1% | 0.9% | 74.32 | 53.5% | 1.1% |
| 65Δ | 72.89 | 35.7% | 0.7% | 74.73 | 54.4% | 0.9% |
| 70Δ | 72.77 | 31.3% | 0.6% | 75.32 | 58.9% | 0.8% |
| 75Δ | 72.66 | 26.9% | 0.4% | 76.13 | 67.3% | 0.7% |
| 80Δ | 72.55 | 22.5% | 0.2% | 76.73 | 66.0% | 0.5% |
20Δ
- Pseudo strike
- 78.36
- IV
- 95.1%
- B/E move
- 7.4%
- Pseudo strike
- 71.22
- IV
- 52.0%
- B/E move
- 3.5%
25Δ
- Pseudo strike
- 75.12
- IV
- 41.8%
- B/E move
- 2.7%
- Pseudo strike
- 72.00
- IV
- 42.6%
- B/E move
- 2.5%
30Δ
- Pseudo strike
- 74.52
- IV
- 34.2%
- B/E move
- 1.9%
- Pseudo strike
- 72.28
- IV
- 45.5%
- B/E move
- 2.3%
35Δ
- Pseudo strike
- 74.29
- IV
- 36.4%
- B/E move
- 1.7%
- Pseudo strike
- 72.56
- IV
- 48.5%
- B/E move
- 2.1%
40Δ
- Pseudo strike
- 74.08
- IV
- 39.0%
- B/E move
- 1.6%
- Pseudo strike
- 72.86
- IV
- 52.2%
- B/E move
- 2.0%
45Δ
- Pseudo strike
- 73.82
- IV
- 41.2%
- B/E move
- 1.5%
- Pseudo strike
- 73.20
- IV
- 46.7%
- B/E move
- 1.6%
50Δ
- Pseudo strike
- 73.55
- IV
- 43.1%
- B/E move
- 1.3%
- Pseudo strike
- 73.56
- IV
- 38.3%
- B/E move
- 1.1%
55Δ
- Pseudo strike
- 73.27
- IV
- 41.9%
- B/E move
- 1.1%
- Pseudo strike
- 73.94
- IV
- 51.5%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 73.00
- IV
- 40.1%
- B/E move
- 0.9%
- Pseudo strike
- 74.32
- IV
- 53.5%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 72.89
- IV
- 35.7%
- B/E move
- 0.7%
- Pseudo strike
- 74.73
- IV
- 54.4%
- B/E move
- 0.9%
70Δ
- Pseudo strike
- 72.77
- IV
- 31.3%
- B/E move
- 0.6%
- Pseudo strike
- 75.32
- IV
- 58.9%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 72.66
- IV
- 26.9%
- B/E move
- 0.4%
- Pseudo strike
- 76.13
- IV
- 67.3%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 72.55
- IV
- 22.5%
- B/E move
- 0.2%
- Pseudo strike
- 76.73
- IV
- 66.0%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 39.01% | |
| 36.68% |