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Fidelity Covington Trust Fidelity Disruptive Communications ETF FDCF

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Market datapartial · fetched 2026-10-22T23:07:39.641Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.875499954Z

FundamentalsAlpha Vantage · unavailable

Share price$49.96
1D-1.6%
AH$49.68$49.94$50.21$50.48$50.745:30 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$0.47$1.37$2.26$3.15$4.05$45.04$47.51$49.97$52.44$54.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDCF spot · $49.96FDCF PRICE$0.57$0.64$0.75$0.85$0.95$1.12$1.32$1.59$1.94$2.34$2.80$3.29$3.79$0.71$0.80$0.90$1.00$1.14$1.30$1.50$1.74$1.99$2.28$2.58$3.03$3.56
PutsExpensive1.46×
CallsExpensive1.87×
SkewNeutral-0.22 pp
Implied moveBearish±$2.82
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.2238.2%11.7%45.6342.6%10.1%
25Δ53.6132.4%8.6%47.0336.4%7.5%
30Δ52.6529.6%6.9%48.0132.1%5.7%
35Δ51.8027.0%5.4%48.7029.1%4.5%
40Δ51.1724.7%4.3%49.2827.2%3.6%
45Δ50.6824.2%3.7%49.7726.0%3.0%
50Δ50.2424.3%3.2%50.2425.4%2.4%
55Δ49.7725.1%2.8%50.6925.1%2.0%
60Δ49.2826.6%2.5%51.1424.9%1.6%
65Δ48.7428.1%2.3%51.6024.5%1.3%
70Δ48.1329.4%2.0%52.0824.3%0.9%
75Δ47.4830.1%1.6%52.6624.5%0.7%
80Δ46.8130.1%1.3%53.3124.8%0.4%

20Δ

Calls
Pseudo strike
55.22
IV
38.2%
B/E move
11.7%
Puts
Pseudo strike
45.63
IV
42.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
53.61
IV
32.4%
B/E move
8.6%
Puts
Pseudo strike
47.03
IV
36.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
52.65
IV
29.6%
B/E move
6.9%
Puts
Pseudo strike
48.01
IV
32.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
51.80
IV
27.0%
B/E move
5.4%
Puts
Pseudo strike
48.70
IV
29.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
51.17
IV
24.7%
B/E move
4.3%
Puts
Pseudo strike
49.28
IV
27.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
50.68
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
49.77
IV
26.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
50.24
IV
24.3%
B/E move
3.2%
Puts
Pseudo strike
50.24
IV
25.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
49.77
IV
25.1%
B/E move
2.8%
Puts
Pseudo strike
50.69
IV
25.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
49.28
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
51.14
IV
24.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
48.74
IV
28.1%
B/E move
2.3%
Puts
Pseudo strike
51.60
IV
24.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
48.13
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
52.08
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
47.48
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
52.66
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
46.81
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
53.31
IV
24.8%
B/E move
0.4%

Options history

FDCF21.0521.1821.312026-10-20: 21.28%2026-10-21: 21.08%Oct 20Oct 21
Table
DateIV
21.28%
21.08%