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Fidelity Ethereum Fund FETH

i

Market dataready · fetched 2026-11-12T02:15:10.529Z

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 · 2026-11-12T01:00:02.637082795Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:15:09.969807+00:00

Share price$20.73
1D+0.8%
AH$20.31$20.46$20.61$20.76$20.915:30 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$0.20$1.13$2.07$3.00$3.94$17.71$19.54$21.38$23.22$25.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FETH spot · $20.73FETH PRICE$0.30$0.38$0.43$0.49$0.54$0.64$0.74$0.84$0.94$1.04$1.58$0.34$0.40$0.50$0.66$0.82$0.98$1.18$1.40$1.62$1.90$2.25$3.67
Puts——
Calls——
Skew——
Implied moveBearish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ22.3062.7%9.0%19.3668.5%8.3%
30Δ21.9964.8%7.9%19.7861.7%6.5%
35Δ21.6760.5%6.6%20.1259.6%5.4%
40Δ21.3656.1%5.4%20.3862.7%4.9%
45Δ21.0451.7%4.1%20.6365.9%4.4%
50Δ20.8250.4%3.5%20.8969.1%4.0%
55Δ20.6249.6%3.0%21.1970.9%3.5%
60Δ20.4248.9%2.6%21.5171.8%3.0%
65Δ20.2248.1%2.1%21.8472.6%2.4%
70Δ20.0147.3%1.6%22.2273.6%2.0%
75Δ19.4761.6%1.5%22.6574.8%1.6%
80Δ24.08102.4%1.6%

20Δ

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

25Δ

Calls
Pseudo strike
22.30
IV
62.7%
B/E move
9.0%
Puts
Pseudo strike
19.36
IV
68.5%
B/E move
8.3%

30Δ

Calls
Pseudo strike
21.99
IV
64.8%
B/E move
7.9%
Puts
Pseudo strike
19.78
IV
61.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
21.67
IV
60.5%
B/E move
6.6%
Puts
Pseudo strike
20.12
IV
59.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
21.36
IV
56.1%
B/E move
5.4%
Puts
Pseudo strike
20.38
IV
62.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
21.04
IV
51.7%
B/E move
4.1%
Puts
Pseudo strike
20.63
IV
65.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
20.82
IV
50.4%
B/E move
3.5%
Puts
Pseudo strike
20.89
IV
69.1%
B/E move
4.0%

55Δ

Calls
Pseudo strike
20.62
IV
49.6%
B/E move
3.0%
Puts
Pseudo strike
21.19
IV
70.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
20.42
IV
48.9%
B/E move
2.6%
Puts
Pseudo strike
21.51
IV
71.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
20.22
IV
48.1%
B/E move
2.1%
Puts
Pseudo strike
21.84
IV
72.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
20.01
IV
47.3%
B/E move
1.6%
Puts
Pseudo strike
22.22
IV
73.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
19.47
IV
61.6%
B/E move
1.5%
Puts
Pseudo strike
22.65
IV
74.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.08
IV
102.4%
B/E move
1.6%

Options history

IV · four-Friday blend54.78%
Daily EOD
FETH50.2%52.7%55.1%2026-10-19: 50.58%2026-10-20: 52.47%2026-10-21: 51.56%2026-10-22: 51.98%2026-10-23: 54.23%2026-10-26: 52.93%2026-10-27: 52.30%2026-10-28: 52.50%2026-10-29: 51.96%2026-10-30: 54.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.58%
52.47%
51.56%
51.98%
54.23%
52.93%
52.30%
52.50%
51.96%
54.78%