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Fidelity Covington Trust Fidelity Crypto Industry and Digital Payments ETF FDIG

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Market dataready · fetched 2026-11-11T15:49:32.000Z

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 · 2026-11-11T15:44:41.756272533Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:31.610794+00:00

Share price$34.16
1D+1.5%
$33.62$33.77$33.91$34.06$34.205:30 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$1.51$2.20$2.89$3.59$4.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFDIG PRICE$2.05$2.35$2.68$1.58$1.82$2.13$2.47$2.86$3.25$4.08
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ34.3967.9%3.9%
55Δ34.8567.6%3.3%
60Δ35.3467.9%2.8%
65Δ35.8568.3%2.3%
70Δ32.7556.4%1.9%36.3968.0%1.8%
75Δ32.3256.4%1.5%36.9367.4%1.4%
80Δ31.8655.9%1.1%37.8772.1%1.1%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.39
IV
67.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.85
IV
67.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.34
IV
67.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.85
IV
68.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
32.75
IV
56.4%
B/E move
1.9%
Puts
Pseudo strike
36.39
IV
68.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
32.32
IV
56.4%
B/E move
1.5%
Puts
Pseudo strike
36.93
IV
67.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
31.86
IV
55.9%
B/E move
1.1%
Puts
Pseudo strike
37.87
IV
72.1%
B/E move
1.1%

Options history

IV · four-Friday blend46.97%
Daily close
FDIG44.1%59.4%74.6%2026-08-13: 53.16%2026-08-14: 54.49%2026-08-17: 59.05%2026-08-18: 62.65%2026-08-19: 62.69%2026-08-20: 70.67%2026-08-21: 50.48%2026-08-24: 49.59%2026-08-25: 51.18%2026-08-26: 49.39%2026-08-27: 49.18%2026-08-28: 49.77%2026-08-31: 51.15%2026-09-01: 52.09%2026-09-02: 51.88%2026-09-03: 49.22%2026-09-04: 49.57%2026-09-08: 51.70%2026-09-09: 51.98%2026-09-10: 53.40%2026-09-11: 51.44%2026-09-14: 56.64%2026-09-15: 57.79%2026-09-16: 63.59%2026-09-17: 71.19%2026-09-18: 48.50%2026-09-23: 47.45%2026-09-24: 48.45%2026-09-25: 46.25%2026-09-28: 48.48%2026-09-29: 48.20%2026-09-30: 48.45%2026-10-01: 49.22%2026-10-02: 49.33%2026-10-05: 50.34%2026-10-06: 50.33%2026-10-07: 52.16%2026-10-08: 51.70%2026-10-09: 53.11%2026-10-12: 58.21%2026-10-13: 61.27%2026-10-14: 63.96%2026-10-15: 72.54%2026-10-16: 51.49%2026-10-19: 52.18%2026-10-20: 51.81%2026-10-21: 51.92%2026-10-22: 52.74%2026-10-23: 50.28%2026-10-26: 51.93%2026-10-27: 50.96%2026-10-28: 47.93%2026-10-29: 48.75%2026-10-30: 46.97%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
53.16%
54.49%
59.05%
62.65%
62.69%
70.67%
50.48%
49.59%
51.18%
49.39%
49.18%
49.77%
51.15%
52.09%
51.88%
49.22%
49.57%
51.70%
51.98%
53.40%
51.44%
56.64%
57.79%
63.59%
71.19%
48.50%
47.45%
48.45%
46.25%
48.48%
48.20%
48.45%
49.22%
49.33%
50.34%
50.33%
52.16%
51.70%
53.11%
58.21%
61.27%
63.96%
72.54%
51.49%
52.18%
51.81%
51.92%
52.74%
50.28%
51.93%
50.96%
47.93%
48.75%
46.97%