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Fidelity Ethereum Fund FETH

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Market datapartial · fetched 2026-10-22T22:58:39.020Z

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 · 2026-10-22T22:43:26.596425161Z

FundamentalsAlpha Vantage · unavailable

Share price$23.74
1D-0.5%
AH$23.50$23.65$23.80$23.94$24.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFETH
Sold putSold callAH

Fidelity Ethereum Fund options

Live interpolated FETH call and put midpoint premiums by absolute delta.Fidelity Ethereum Fund$0.32$1.19$2.05$2.92$3.79$19.50$21.72$23.94$26.16$28.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FETH spot · $23.74FETH PRICE$0.41$0.48$0.61$0.78$0.96$1.10$1.23$1.48$1.74$2.02$2.30$2.70$3.26$0.43$0.60$0.76$0.90$1.06$1.24$1.43$1.76$2.10$2.33$2.56$2.96$3.54
PutsExpensive1.11×
CallsExpensive1.26×
SkewBullish-3.20 pp
Implied moveBearish±$2.66
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3562.8%21.2%21.3550.2%11.8%
25Δ26.5451.0%13.8%21.7653.6%10.9%
30Δ25.9751.5%12.0%22.2154.7%9.6%
35Δ25.5153.0%10.8%22.7252.4%8.1%
40Δ25.0554.4%9.6%23.1950.7%6.8%
45Δ24.5652.6%8.1%23.6249.7%5.7%
50Δ24.0650.3%6.5%24.0548.9%4.7%
55Δ23.6251.5%5.7%24.5250.6%4.1%
60Δ23.1853.0%5.0%24.9952.4%3.5%
65Δ22.7253.5%4.2%25.4050.2%2.8%
70Δ22.2653.2%3.4%25.8048.0%2.1%
75Δ21.6954.6%2.8%26.3447.7%1.5%
80Δ21.0258.4%2.3%27.0249.1%1.1%

20Δ

Calls
Pseudo strike
28.35
IV
62.8%
B/E move
21.2%
Puts
Pseudo strike
21.35
IV
50.2%
B/E move
11.8%

25Δ

Calls
Pseudo strike
26.54
IV
51.0%
B/E move
13.8%
Puts
Pseudo strike
21.76
IV
53.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
25.97
IV
51.5%
B/E move
12.0%
Puts
Pseudo strike
22.21
IV
54.7%
B/E move
9.6%

35Δ

Calls
Pseudo strike
25.51
IV
53.0%
B/E move
10.8%
Puts
Pseudo strike
22.72
IV
52.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
25.05
IV
54.4%
B/E move
9.6%
Puts
Pseudo strike
23.19
IV
50.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
24.56
IV
52.6%
B/E move
8.1%
Puts
Pseudo strike
23.62
IV
49.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
24.06
IV
50.3%
B/E move
6.5%
Puts
Pseudo strike
24.05
IV
48.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
23.62
IV
51.5%
B/E move
5.7%
Puts
Pseudo strike
24.52
IV
50.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
23.18
IV
53.0%
B/E move
5.0%
Puts
Pseudo strike
24.99
IV
52.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
22.72
IV
53.5%
B/E move
4.2%
Puts
Pseudo strike
25.40
IV
50.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
22.26
IV
53.2%
B/E move
3.4%
Puts
Pseudo strike
25.80
IV
48.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
21.69
IV
54.6%
B/E move
2.8%
Puts
Pseudo strike
26.34
IV
47.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
21.02
IV
58.4%
B/E move
2.3%
Puts
Pseudo strike
27.02
IV
49.1%
B/E move
1.1%

Options history

FETH51.4952.0152.542026-10-20: 52.47%2026-10-21: 51.56%Oct 20Oct 21
Table
DateIV
52.47%
51.56%