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Fidelity Wise Origin Bitcoin Fund FBTC

i

Market dataready · fetched 2026-11-10T22:20:58.968Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:56:48.738526492Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:20:58.480976+00:00

Share price$64.07
1D-0.2%
AH$63.13$63.57$64.02$64.46$64.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBTC
Sold putSold callAH

Fidelity Wise Origin Bitcoin Fund options

Live interpolated FBTC call and put midpoint premiums by absolute delta.Fidelity Wise Origin Bitcoin Fund$0.21$1.12$2.02$2.92$3.83$61.34$62.86$64.37$65.89$67.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FBTC spot · $64.07FBTC PRICE$0.31$0.40$0.47$0.66$0.86$1.09$1.33$1.45$1.48$1.52$1.59$1.87$2.14$0.44$0.59$0.60$0.77$0.95$1.15$1.38$1.61$1.84$2.22$2.82$3.57
Puts——
CallsExpensive1.69×
Skew——
Implied moveBullish±$2.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.6048.8%4.4%61.0665.7%5.4%
25Δ66.0246.9%3.7%61.6665.6%4.7%
30Δ65.4743.3%2.9%
35Δ65.2248.3%2.8%63.2840.3%2.2%
40Δ64.9452.9%2.7%63.5643.0%2.0%
45Δ64.5655.7%2.5%63.8445.7%1.8%
50Δ64.1758.4%2.2%64.1647.7%1.7%
55Δ63.8356.1%1.9%64.5348.7%1.4%
60Δ63.5450.2%1.5%64.9049.7%1.2%
65Δ63.2444.2%1.1%65.2749.1%1.0%
70Δ62.9439.2%0.7%65.7651.5%0.8%
75Δ62.5839.2%0.6%66.4356.5%0.7%
80Δ62.2239.1%0.4%67.2761.3%0.6%

20Δ

Calls
Pseudo strike
66.60
IV
48.8%
B/E move
4.4%
Puts
Pseudo strike
61.06
IV
65.7%
B/E move
5.4%

25Δ

Calls
Pseudo strike
66.02
IV
46.9%
B/E move
3.7%
Puts
Pseudo strike
61.66
IV
65.6%
B/E move
4.7%

30Δ

Calls
Pseudo strike
65.47
IV
43.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
65.22
IV
48.3%
B/E move
2.8%
Puts
Pseudo strike
63.28
IV
40.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
64.94
IV
52.9%
B/E move
2.7%
Puts
Pseudo strike
63.56
IV
43.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
64.56
IV
55.7%
B/E move
2.5%
Puts
Pseudo strike
63.84
IV
45.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
64.17
IV
58.4%
B/E move
2.2%
Puts
Pseudo strike
64.16
IV
47.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
63.83
IV
56.1%
B/E move
1.9%
Puts
Pseudo strike
64.53
IV
48.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
63.54
IV
50.2%
B/E move
1.5%
Puts
Pseudo strike
64.90
IV
49.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
63.24
IV
44.2%
B/E move
1.1%
Puts
Pseudo strike
65.27
IV
49.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
62.94
IV
39.2%
B/E move
0.7%
Puts
Pseudo strike
65.76
IV
51.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
62.58
IV
39.2%
B/E move
0.6%
Puts
Pseudo strike
66.43
IV
56.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
62.22
IV
39.1%
B/E move
0.4%
Puts
Pseudo strike
67.27
IV
61.3%
B/E move
0.6%

Options history

IV · four-Friday blend43.89%
Daily close
FBTC26.3%37.8%49.3%2026-08-12: 31.95%2026-08-13: 32.63%2026-08-14: 27.85%2026-08-17: 31.75%2026-08-18: 33.06%2026-08-19: 36.26%2026-08-20: 42.30%2026-08-21: 42.90%2026-08-24: 47.68%2026-08-25: 43.56%2026-08-26: 40.00%2026-08-27: 39.59%2026-08-28: 39.27%2026-08-31: 35.12%2026-09-01: 38.84%2026-09-02: 36.29%2026-09-03: 47.22%2026-09-04: 37.10%2026-09-08: 40.95%2026-09-09: 40.59%2026-09-10: 43.51%2026-09-11: 36.87%2026-09-14: 41.33%2026-09-15: 45.64%2026-09-16: 39.71%2026-09-17: 35.39%2026-09-18: 38.25%2026-09-21: 41.35%2026-09-22: 42.90%2026-09-23: 41.30%2026-09-24: 36.45%2026-09-25: 33.85%2026-09-28: 37.52%2026-09-29: 36.20%2026-09-30: 35.46%2026-10-01: 38.02%2026-10-02: 31.01%2026-10-05: 32.96%2026-10-06: 34.44%2026-10-07: 34.87%2026-10-08: 43.49%2026-10-09: 33.48%2026-10-12: 34.80%2026-10-13: 38.79%2026-10-14: 38.01%2026-10-15: 39.73%2026-10-16: 36.69%2026-10-19: 39.20%2026-10-20: 36.43%2026-10-21: 36.91%2026-10-22: 38.50%2026-10-23: 38.59%2026-10-26: 41.04%2026-10-27: 41.00%2026-10-28: 40.35%2026-10-29: 39.59%2026-10-30: 43.89%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
31.95%
32.63%
27.85%
31.75%
33.06%
36.26%
42.30%
42.90%
47.68%
43.56%
40.00%
39.59%
39.27%
35.12%
38.84%
36.29%
47.22%
37.10%
40.95%
40.59%
43.51%
36.87%
41.33%
45.64%
39.71%
35.39%
38.25%
41.35%
42.90%
41.30%
36.45%
33.85%
37.52%
36.20%
35.46%
38.02%
31.01%
32.96%
34.44%
34.87%
43.49%
33.48%
34.80%
38.79%
38.01%
39.73%
36.69%
39.20%
36.43%
36.91%
38.50%
38.59%
41.04%
41.00%
40.35%
39.59%
43.89%