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Fidelity Covington Trust Fidelity Crypto Industry and Digital Payments ETF FDIG

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Market datapartial · fetched 2026-10-22T15:34:46.774Z

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 · 2026-10-22T15:30:24.062775283Z

FundamentalsAlpha Vantage · unavailable

Share price$35.60
1D-4.3%
$35.47$35.93$36.39$36.86$37.325:30 AM6:30 AM9:00 AM1:00 PMFDIG
Sold putSold call

Fidelity Covington Trust Fidelity Crypto Industry and Digital Payments ETF options

Live interpolated FDIG call and put midpoint premiums by absolute delta.Fidelity Covington Trust Fidelity Crypto Industry and Digital Payments ETF$0.95$1.37$1.78$2.19$2.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFDIG PRICE$1.00$1.08$1.24$1.42$1.68$1.95$2.21$2.48$1.08$1.21
PutsExpensive1.63×
CallsExpensive1.81×
SkewBearish+9.04 pp
Implied move——
TiltBullish70.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.71102.1%36.8%29.8486.8%19.2%
25Δ42.8380.7%23.3%31.7272.7%14.3%
30Δ40.6572.1%17.7%
35Δ39.0765.9%13.7%
40Δ38.1764.0%11.9%
45Δ37.2962.2%10.2%
50Δ36.4260.4%8.5%
55Δ35.5558.6%6.8%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
47.71
IV
102.1%
B/E move
36.8%
Puts
Pseudo strike
29.84
IV
86.8%
B/E move
19.2%

25Δ

Calls
Pseudo strike
42.83
IV
80.7%
B/E move
23.3%
Puts
Pseudo strike
31.72
IV
72.7%
B/E move
14.3%

30Δ

Calls
Pseudo strike
40.65
IV
72.1%
B/E move
17.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.07
IV
65.9%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.17
IV
64.0%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
37.29
IV
62.2%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.42
IV
60.4%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.55
IV
58.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations