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Fidelity Covington Trust Fidelity Disruptive Communications ETF FDCF

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Market dataready · fetched 2026-11-12T01:48:53.809Z

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 · 2026-11-11T21:00:00.366095926Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:48:53.473889+00:00

Share price$50.83
1D-0.0%
AH$50.78$50.89$51.00$51.11$51.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDCF
Sold putSold callAH

Fidelity Covington Trust Fidelity Disruptive Communications ETF options

Live interpolated FDCF call and put midpoint premiums by absolute delta.Fidelity Covington Trust Fidelity Disruptive Communications ETF$0.45$1.10$1.75$2.40$3.05$46.16$48.39$50.62$52.86$55.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDCF spot · $50.83FDCF PRICE$0.53$0.54$0.60$0.66$0.75$0.85$0.96$1.13$1.31$1.49$1.84$2.19$2.86$0.56$0.60$0.64$0.69$0.74$0.80$0.86
Puts——
CallsCheap0.87×
Skew——
Implied moveBullish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.4962.6%10.2%47.2160.5%8.2%
25Δ53.7648.6%6.8%48.4349.2%5.9%
30Δ52.9542.9%5.4%49.2541.8%4.4%
35Δ52.1537.1%3.9%49.8536.2%3.3%
40Δ51.6934.6%3.2%50.2432.6%2.6%
45Δ51.3132.7%2.6%50.5729.6%2.1%
50Δ50.9431.2%2.1%50.9026.7%1.5%
55Δ50.6231.1%1.8%
60Δ50.3131.0%1.5%
65Δ49.9931.0%1.3%
70Δ49.5432.8%1.1%
75Δ49.1034.5%0.9%
80Δ48.3739.1%0.8%

20Δ

Calls
Pseudo strike
55.49
IV
62.6%
B/E move
10.2%
Puts
Pseudo strike
47.21
IV
60.5%
B/E move
8.2%

25Δ

Calls
Pseudo strike
53.76
IV
48.6%
B/E move
6.8%
Puts
Pseudo strike
48.43
IV
49.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
52.95
IV
42.9%
B/E move
5.4%
Puts
Pseudo strike
49.25
IV
41.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
52.15
IV
37.1%
B/E move
3.9%
Puts
Pseudo strike
49.85
IV
36.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
51.69
IV
34.6%
B/E move
3.2%
Puts
Pseudo strike
50.24
IV
32.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
51.31
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
50.57
IV
29.6%
B/E move
2.1%

50Δ

Calls
Pseudo strike
50.94
IV
31.2%
B/E move
2.1%
Puts
Pseudo strike
50.90
IV
26.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
50.62
IV
31.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
50.31
IV
31.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
49.99
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
49.54
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
49.10
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.37
IV
39.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.55%
Daily close
FDCF18.5%25.9%33.4%2026-08-13: 21.73%2026-08-14: 22.10%2026-08-18: 26.13%2026-08-19: 27.98%2026-08-20: 32.33%2026-08-21: 21.39%2026-08-24: 21.38%2026-08-25: 21.02%2026-08-26: 21.13%2026-08-27: 20.41%2026-08-28: 19.81%2026-08-31: 20.22%2026-09-01: 20.24%2026-09-02: 20.44%2026-09-03: 20.07%2026-09-04: 20.16%2026-09-08: 21.53%2026-09-09: 22.70%2026-09-10: 22.95%2026-09-11: 22.41%2026-09-14: 24.22%2026-09-15: 26.15%2026-09-16: 27.95%2026-09-17: 30.48%2026-09-18: 19.61%2026-09-21: 19.52%2026-09-22: 19.90%2026-09-23: 20.08%2026-09-24: 20.22%2026-09-25: 20.19%2026-09-28: 20.87%2026-09-29: 20.66%2026-09-30: 20.85%2026-10-01: 21.08%2026-10-02: 20.83%2026-10-05: 20.88%2026-10-06: 21.05%2026-10-07: 21.05%2026-10-08: 21.57%2026-10-09: 22.11%2026-10-12: 23.48%2026-10-13: 24.68%2026-10-14: 27.15%2026-10-15: 30.14%2026-10-16: 21.63%2026-10-19: 20.69%2026-10-20: 21.28%2026-10-21: 21.08%2026-10-22: 23.14%2026-10-23: 23.61%2026-10-26: 22.73%2026-10-27: 21.83%2026-10-28: 21.74%2026-10-29: 21.61%2026-10-30: 24.55%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.73%
22.10%
26.13%
27.98%
32.33%
21.39%
21.38%
21.02%
21.13%
20.41%
19.81%
20.22%
20.24%
20.44%
20.07%
20.16%
21.53%
22.70%
22.95%
22.41%
24.22%
26.15%
27.95%
30.48%
19.61%
19.52%
19.90%
20.08%
20.22%
20.19%
20.87%
20.66%
20.85%
21.08%
20.83%
20.88%
21.05%
21.05%
21.57%
22.11%
23.48%
24.68%
27.15%
30.14%
21.63%
20.69%
21.28%
21.08%
23.14%
23.61%
22.73%
21.83%
21.74%
21.61%
24.55%