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Fidelity Covington Trust Fidelity Disruptive Medicine ETF FMED

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Market dataready · fetched 2026-11-13T01:27:19.160Z

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 · 2026-11-12T21:00:00.223522059Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:27:18.531261+00:00

Share price$32.74
1D-0.0%
AH$32.70$32.72$32.74$32.76$32.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMED
Sold putSold callAH

Fidelity Covington Trust Fidelity Disruptive Medicine ETF options

Live interpolated FMED call and put midpoint premiums by absolute delta.Fidelity Covington Trust Fidelity Disruptive Medicine ETF$1.02$1.03$1.04$1.06$1.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFMED PRICE$1.02$1.02$1.02$1.03$1.05$1.02$1.02$1.02$1.04
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.41169.9%19.4%
25Δ39.49160.7%23.8%29.32130.6%13.6%
30Δ36.64123.5%15.0%30.57104.4%9.7%
35Δ34.9998.1%10.0%31.4286.6%7.2%
40Δ33.9980.2%7.0%
45Δ33.4369.7%5.3%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.41
IV
169.9%
B/E move
19.4%

25Δ

Calls
Pseudo strike
39.49
IV
160.7%
B/E move
23.8%
Puts
Pseudo strike
29.32
IV
130.6%
B/E move
13.6%

30Δ

Calls
Pseudo strike
36.64
IV
123.5%
B/E move
15.0%
Puts
Pseudo strike
30.57
IV
104.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
34.99
IV
98.1%
B/E move
10.0%
Puts
Pseudo strike
31.42
IV
86.6%
B/E move
7.2%

40Δ

Calls
Pseudo strike
33.99
IV
80.2%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.43
IV
69.7%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend28.68%
Daily close
FMED24.8%38.6%52.5%2026-08-14: 35.05%2026-08-17: 39.22%2026-08-18: 40.21%2026-08-20: 50.59%2026-08-21: 26.91%2026-08-24: 27.55%2026-08-25: 27.27%2026-08-26: 27.99%2026-08-27: 27.76%2026-08-28: 27.53%2026-08-31: 28.41%2026-09-01: 28.88%2026-09-02: 28.35%2026-09-03: 28.58%2026-09-04: 29.44%2026-09-08: 30.66%2026-09-09: 32.17%2026-09-10: 31.57%2026-09-11: 32.96%2026-09-14: 36.83%2026-09-15: 39.64%2026-09-16: 41.60%2026-09-17: 49.20%2026-09-18: 26.69%2026-09-21: 27.46%2026-09-22: 27.61%2026-09-23: 26.85%2026-09-24: 27.70%2026-09-25: 27.84%2026-09-28: 28.45%2026-09-29: 28.00%2026-09-30: 28.57%2026-10-01: 28.57%2026-10-02: 29.39%2026-10-05: 29.47%2026-10-07: 31.21%2026-10-08: 33.05%2026-10-09: 33.21%2026-10-12: 36.62%2026-10-13: 39.48%2026-10-14: 42.78%2026-10-15: 49.69%2026-10-16: 27.71%2026-10-19: 28.93%2026-10-20: 27.45%2026-10-21: 28.25%2026-10-22: 30.04%2026-10-23: 30.90%2026-10-26: 30.31%2026-10-27: 28.92%2026-10-28: 28.62%2026-10-29: 28.64%2026-10-30: 28.68%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
35.05%
39.22%
40.21%
50.59%
26.91%
27.55%
27.27%
27.99%
27.76%
27.53%
28.41%
28.88%
28.35%
28.58%
29.44%
30.66%
32.17%
31.57%
32.96%
36.83%
39.64%
41.60%
49.20%
26.69%
27.46%
27.61%
26.85%
27.70%
27.84%
28.45%
28.00%
28.57%
28.57%
29.39%
29.47%
31.21%
33.05%
33.21%
36.62%
39.48%
42.78%
49.69%
27.71%
28.93%
27.45%
28.25%
30.04%
30.90%
30.31%
28.92%
28.62%
28.64%
28.68%