IntraAlpha
Create free account Start free

Fidelity Covington Trust Fidelity Disruptive Communications ETF FDCF

i

Market datapartial · fetched 2026-10-23T21:50:53.626Z

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 · 2026-10-23T20:00:00.353583301Z

FundamentalsAlpha Vantage · unavailable

Share price$49.84
1D+0.2%
AH$49.67$49.79$49.91$50.03$50.155:30 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$0.40$1.42$2.44$3.46$4.48$45.33$47.66$49.99$52.32$54.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDCF spot · $49.84FDCF PRICE$0.51$0.59$0.68$0.79$0.91$1.13$1.35$1.63$1.94$2.32$2.74$3.30$4.18$0.64$0.74$0.83$0.92$1.06$1.24$1.42$1.62$1.81$2.03$2.26$2.52$2.89
PutsExpensive1.44×
CallsExpensive1.84×
SkewBullish-2.17 pp
Implied moveBearish±$2.77
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5234.9%10.4%45.8639.7%9.3%
25Δ53.2330.4%8.0%47.1234.2%6.9%
30Δ52.2127.1%6.1%48.0330.2%5.3%
35Δ51.5425.4%5.0%48.6627.4%4.2%
40Δ50.9724.1%4.1%49.2125.7%3.4%
45Δ50.5424.7%3.7%49.6625.2%2.8%
50Δ50.1125.4%3.2%50.1024.7%2.3%
55Δ49.6426.3%2.9%50.5124.0%1.9%
60Δ49.1727.3%2.6%50.9123.2%1.5%
65Δ48.6328.3%2.2%51.3022.5%1.1%
70Δ48.0529.4%1.9%51.6921.7%0.8%
75Δ47.3430.8%1.6%52.0921.1%0.5%
80Δ46.3434.2%1.4%52.5720.6%0.3%

20Δ

Calls
Pseudo strike
54.52
IV
34.9%
B/E move
10.4%
Puts
Pseudo strike
45.86
IV
39.7%
B/E move
9.3%

25Δ

Calls
Pseudo strike
53.23
IV
30.4%
B/E move
8.0%
Puts
Pseudo strike
47.12
IV
34.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
52.21
IV
27.1%
B/E move
6.1%
Puts
Pseudo strike
48.03
IV
30.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
51.54
IV
25.4%
B/E move
5.0%
Puts
Pseudo strike
48.66
IV
27.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
50.97
IV
24.1%
B/E move
4.1%
Puts
Pseudo strike
49.21
IV
25.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
50.54
IV
24.7%
B/E move
3.7%
Puts
Pseudo strike
49.66
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
50.11
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
50.10
IV
24.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
49.64
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
50.51
IV
24.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
49.17
IV
27.3%
B/E move
2.6%
Puts
Pseudo strike
50.91
IV
23.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
48.63
IV
28.3%
B/E move
2.2%
Puts
Pseudo strike
51.30
IV
22.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
48.05
IV
29.4%
B/E move
1.9%
Puts
Pseudo strike
51.69
IV
21.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
47.34
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
52.09
IV
21.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
46.34
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
52.57
IV
20.6%
B/E move
0.3%

Options history

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