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Fidelity Ethereum Fund FETH

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Market dataready · fetched 2026-10-22T23:51:07.622Z

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 · 2026-10-22T23:47:36.020360643Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:06.489535+00:00

Share price$23.68
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$0.31$1.21$2.10$3.00$3.89$19.54$21.75$23.96$26.17$28.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FETH spot · $23.68FETH PRICE$0.41$0.48$0.62$0.79$0.97$1.11$1.25$1.52$1.78$2.07$2.35$2.83$3.63$0.42$0.59$0.75$0.88$1.04$1.21$1.39$1.70$2.02$2.27$2.49$2.76$3.32
PutsExpensive1.08×
CallsExpensive1.30×
SkewBullish-6.13 pp
Implied moveBearish±$2.64
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1761.8%20.7%21.3349.4%11.7%
25Δ26.5151.7%14.0%21.7352.7%10.7%
30Δ25.9552.4%12.2%22.1754.1%9.5%
35Δ25.4853.9%11.0%22.6751.8%8.0%
40Δ25.0255.5%9.7%23.1449.9%6.6%
45Δ24.5153.4%8.2%23.5648.8%5.6%
50Δ24.0051.2%6.6%23.9747.7%4.6%
55Δ23.5652.9%5.9%24.4349.1%4.0%
60Δ23.1154.7%5.1%24.8950.6%3.4%
65Δ22.6455.1%4.3%25.2949.2%2.8%
70Δ22.1655.0%3.5%25.6746.8%2.1%
75Δ21.5457.7%2.9%26.1045.0%1.4%
80Δ20.6465.7%2.5%26.7646.2%1.0%

20Δ

Calls
Pseudo strike
28.17
IV
61.8%
B/E move
20.7%
Puts
Pseudo strike
21.33
IV
49.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
26.51
IV
51.7%
B/E move
14.0%
Puts
Pseudo strike
21.73
IV
52.7%
B/E move
10.7%

30Δ

Calls
Pseudo strike
25.95
IV
52.4%
B/E move
12.2%
Puts
Pseudo strike
22.17
IV
54.1%
B/E move
9.5%

35Δ

Calls
Pseudo strike
25.48
IV
53.9%
B/E move
11.0%
Puts
Pseudo strike
22.67
IV
51.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
25.02
IV
55.5%
B/E move
9.7%
Puts
Pseudo strike
23.14
IV
49.9%
B/E move
6.6%

45Δ

Calls
Pseudo strike
24.51
IV
53.4%
B/E move
8.2%
Puts
Pseudo strike
23.56
IV
48.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
24.00
IV
51.2%
B/E move
6.6%
Puts
Pseudo strike
23.97
IV
47.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
23.56
IV
52.9%
B/E move
5.9%
Puts
Pseudo strike
24.43
IV
49.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
23.11
IV
54.7%
B/E move
5.1%
Puts
Pseudo strike
24.89
IV
50.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
22.64
IV
55.1%
B/E move
4.3%
Puts
Pseudo strike
25.29
IV
49.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
22.16
IV
55.0%
B/E move
3.5%
Puts
Pseudo strike
25.67
IV
46.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
21.54
IV
57.7%
B/E move
2.9%
Puts
Pseudo strike
26.10
IV
45.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
20.64
IV
65.7%
B/E move
2.5%
Puts
Pseudo strike
26.76
IV
46.2%
B/E move
1.0%

Options history

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