Share price$14.80
1D-0.3%
Sold putSold callAH
Fidelity Electric Vehicles and Future Transportation ETF FDRV
i
Market dataready · fetched 2026-10-22T23:00:49.181Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:30:02.657675198Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:00:46.227364+00:00
Fidelity Electric Vehicles and Future Transportation ETF options
PutsExpensive1.52×
CallsExpensive2.10×
SkewBullish-2.72 pp
Implied moveBearish±$1.23
TiltBearish3.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.67 | 84.1% | 28.5% | 12.75 | 72.7% | 16.4% |
| 25Δ | 16.96 | 61.7% | 17.0% | 13.38 | 61.0% | 12.4% |
| 30Δ | 16.29 | 53.1% | 12.6% | 13.88 | 52.0% | 9.2% |
| 35Δ | 15.82 | 47.5% | 9.8% | 14.18 | 47.1% | 7.5% |
| 40Δ | 15.52 | 44.3% | 8.1% | 14.42 | 43.4% | 6.2% |
| 45Δ | 15.22 | 41.0% | 6.4% | 14.66 | 39.7% | 4.9% |
| 50Δ | 14.95 | 38.3% | 5.0% | 14.90 | 36.0% | 3.6% |
| 55Δ | 14.76 | 37.1% | 4.4% | 15.10 | 33.9% | 2.8% |
| 60Δ | 14.58 | 36.0% | 3.7% | 15.28 | 33.0% | 2.3% |
| 65Δ | 14.39 | 34.8% | 3.1% | 15.45 | 32.1% | 1.9% |
| 70Δ | 14.20 | 33.6% | 2.4% | 15.63 | 31.2% | 1.5% |
| 75Δ | 14.02 | 32.4% | 1.7% | 15.80 | 30.3% | 1.0% |
| 80Δ | 13.72 | 33.1% | 1.4% | 15.98 | 29.4% | 0.6% |
20Δ
- Pseudo strike
- 18.67
- IV
- 84.1%
- B/E move
- 28.5%
- Pseudo strike
- 12.75
- IV
- 72.7%
- B/E move
- 16.4%
25Δ
- Pseudo strike
- 16.96
- IV
- 61.7%
- B/E move
- 17.0%
- Pseudo strike
- 13.38
- IV
- 61.0%
- B/E move
- 12.4%
30Δ
- Pseudo strike
- 16.29
- IV
- 53.1%
- B/E move
- 12.6%
- Pseudo strike
- 13.88
- IV
- 52.0%
- B/E move
- 9.2%
35Δ
- Pseudo strike
- 15.82
- IV
- 47.5%
- B/E move
- 9.8%
- Pseudo strike
- 14.18
- IV
- 47.1%
- B/E move
- 7.5%
40Δ
- Pseudo strike
- 15.52
- IV
- 44.3%
- B/E move
- 8.1%
- Pseudo strike
- 14.42
- IV
- 43.4%
- B/E move
- 6.2%
45Δ
- Pseudo strike
- 15.22
- IV
- 41.0%
- B/E move
- 6.4%
- Pseudo strike
- 14.66
- IV
- 39.7%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- 14.95
- IV
- 38.3%
- B/E move
- 5.0%
- Pseudo strike
- 14.90
- IV
- 36.0%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 14.76
- IV
- 37.1%
- B/E move
- 4.4%
- Pseudo strike
- 15.10
- IV
- 33.9%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 14.58
- IV
- 36.0%
- B/E move
- 3.7%
- Pseudo strike
- 15.28
- IV
- 33.0%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 14.39
- IV
- 34.8%
- B/E move
- 3.1%
- Pseudo strike
- 15.45
- IV
- 32.1%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 14.20
- IV
- 33.6%
- B/E move
- 2.4%
- Pseudo strike
- 15.63
- IV
- 31.2%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 14.02
- IV
- 32.4%
- B/E move
- 1.7%
- Pseudo strike
- 15.80
- IV
- 30.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 13.72
- IV
- 33.1%
- B/E move
- 1.4%
- Pseudo strike
- 15.98
- IV
- 29.4%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 33.42% | |
| 33.74% |