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Fidelity Wise Origin Bitcoin Fund FBTC

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Market dataready · fetched 2026-10-21T17:51:59.201Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:51:55.301803082Z

FundamentalsAlpha Vantage · ready

Share price$73.59
1D+1.3%
$72.36$72.75$73.14$73.53$73.925:30 AM6:30 AM9:00 AM1:00 PMFBTC
Sold putSold call

Fidelity Wise Origin Bitcoin Fund options

Live interpolated FBTC call and put midpoint premiums by absolute delta.Fidelity Wise Origin Bitcoin Fund$0.18$1.40$2.63$3.86$5.08$69.91$71.51$73.11$74.71$76.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBTC spot · $73.59FBTC PRICE$0.57$0.31$0.34$0.44$0.56$0.68$0.79$0.89$0.98$1.05$1.07$1.08$1.09$0.34$0.36$0.48$0.65$0.87$0.83$1.02$1.46$1.69$1.90$2.47$3.19$4.73
PutsExpensive1.99×
CallsFair1.02×
SkewBearish+17.27 pp
Implied moveBearish±$1.81
TiltBearish34.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4495.7%7.4%71.2553.4%3.6%
25Δ75.1139.1%2.5%72.0842.9%2.5%
30Δ74.6033.3%1.8%72.3844.7%2.3%
35Δ74.3434.0%1.6%72.6648.7%2.2%
40Δ74.1235.9%1.5%72.9354.3%2.1%
45Δ73.8936.9%1.3%73.3144.9%1.5%
50Δ73.6336.8%1.1%73.6944.8%1.3%
55Δ73.3935.8%0.9%74.0555.9%1.4%
60Δ73.1734.0%0.8%74.4556.1%1.1%
65Δ72.9831.9%0.6%74.8254.5%0.9%
70Δ72.9028.7%0.5%75.4760.5%0.8%
75Δ72.8125.4%0.4%76.2668.2%0.7%
80Δ72.7322.2%0.3%77.8485.4%0.7%

20Δ

Calls
Pseudo strike
78.44
IV
95.7%
B/E move
7.4%
Puts
Pseudo strike
71.25
IV
53.4%
B/E move
3.6%

25Δ

Calls
Pseudo strike
75.11
IV
39.1%
B/E move
2.5%
Puts
Pseudo strike
72.08
IV
42.9%
B/E move
2.5%

30Δ

Calls
Pseudo strike
74.60
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
72.38
IV
44.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
74.34
IV
34.0%
B/E move
1.6%
Puts
Pseudo strike
72.66
IV
48.7%
B/E move
2.2%

40Δ

Calls
Pseudo strike
74.12
IV
35.9%
B/E move
1.5%
Puts
Pseudo strike
72.93
IV
54.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
73.89
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
73.31
IV
44.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
73.63
IV
36.8%
B/E move
1.1%
Puts
Pseudo strike
73.69
IV
44.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
73.39
IV
35.8%
B/E move
0.9%
Puts
Pseudo strike
74.05
IV
55.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
73.17
IV
34.0%
B/E move
0.8%
Puts
Pseudo strike
74.45
IV
56.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
72.98
IV
31.9%
B/E move
0.6%
Puts
Pseudo strike
74.82
IV
54.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
72.90
IV
28.7%
B/E move
0.5%
Puts
Pseudo strike
75.47
IV
60.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
72.81
IV
25.4%
B/E move
0.4%
Puts
Pseudo strike
76.26
IV
68.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
72.73
IV
22.2%
B/E move
0.3%
Puts
Pseudo strike
77.84
IV
85.4%
B/E move
0.7%

Options history

FBTC36.4937.8539.202026-10-19: 39.01%2026-10-20: 36.68%Oct 19Oct 20
Table
DateIV
39.01%
36.68%