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Fidelity Solana Fund FSOL

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Market dataready · fetched 2026-11-13T00:47:19.874Z

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 · 2026-11-12T23:30:00.001589992Z

FundamentalsFidelity · ready · fetched 2026-11-13T00:47:19.027907+00:00

Share price$9.61
1D+0.7%
AH$9.53$9.58$9.63$9.68$9.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSOL
Sold putSold callAH

Fidelity Solana Fund options

Live interpolated FSOL call and put midpoint premiums by absolute delta.Fidelity Solana Fund$0.44$0.75$1.06$1.37$1.68$7.23$8.35$9.47$10.59$11.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FSOL spot · $9.61FSOL PRICE$0.53$0.53$0.53$0.53$0.47$0.59$0.70$0.82$0.93$1.06$1.20$1.35$0.53$0.53$0.55$0.56$0.58$0.60$0.61$0.63$0.64$0.82$1.08$1.34$1.59
PutsExpensive1.61×
Calls——
Skew——
Implied moveBearish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.35439.0%117.2%7.39277.4%28.5%
25Δ14.47308.3%56.0%8.08221.0%21.5%
30Δ12.20232.2%32.5%8.34201.1%18.9%
35Δ11.06182.3%20.5%8.60181.1%16.4%
40Δ8.86161.2%13.8%
45Δ9.92105.2%8.1%9.13141.2%11.2%
50Δ9.72107.9%7.2%9.39121.2%8.7%
55Δ9.52110.6%6.4%9.65101.3%6.1%
60Δ9.32113.2%5.5%9.9181.3%3.5%
65Δ9.12115.9%4.6%10.2075.8%2.4%
70Δ8.92115.7%3.8%10.4977.1%2.1%
75Δ8.70111.2%3.0%10.7978.5%1.7%
80Δ8.49106.7%2.3%11.0879.9%1.3%

20Δ

Calls
Pseudo strike
20.35
IV
439.0%
B/E move
117.2%
Puts
Pseudo strike
7.39
IV
277.4%
B/E move
28.5%

25Δ

Calls
Pseudo strike
14.47
IV
308.3%
B/E move
56.0%
Puts
Pseudo strike
8.08
IV
221.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
12.20
IV
232.2%
B/E move
32.5%
Puts
Pseudo strike
8.34
IV
201.1%
B/E move
18.9%

35Δ

Calls
Pseudo strike
11.06
IV
182.3%
B/E move
20.5%
Puts
Pseudo strike
8.60
IV
181.1%
B/E move
16.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.86
IV
161.2%
B/E move
13.8%

45Δ

Calls
Pseudo strike
9.92
IV
105.2%
B/E move
8.1%
Puts
Pseudo strike
9.13
IV
141.2%
B/E move
11.2%

50Δ

Calls
Pseudo strike
9.72
IV
107.9%
B/E move
7.2%
Puts
Pseudo strike
9.39
IV
121.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
9.52
IV
110.6%
B/E move
6.4%
Puts
Pseudo strike
9.65
IV
101.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
9.32
IV
113.2%
B/E move
5.5%
Puts
Pseudo strike
9.91
IV
81.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
9.12
IV
115.9%
B/E move
4.6%
Puts
Pseudo strike
10.20
IV
75.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
8.92
IV
115.7%
B/E move
3.8%
Puts
Pseudo strike
10.49
IV
77.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
8.70
IV
111.2%
B/E move
3.0%
Puts
Pseudo strike
10.79
IV
78.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
8.49
IV
106.7%
B/E move
2.3%
Puts
Pseudo strike
11.08
IV
79.9%
B/E move
1.3%

Options history

IV · four-Friday blend65.95%
Daily close
FSOL50.3%72.4%94.5%2026-08-14: 60.21%2026-08-17: 57.37%2026-08-18: 60.17%2026-08-21: 53.35%2026-08-24: 53.74%2026-08-25: 55.26%2026-08-26: 54.55%2026-08-27: 57.56%2026-08-28: 57.51%2026-08-31: 59.88%2026-09-01: 61.47%2026-09-02: 60.87%2026-09-03: 60.37%2026-09-04: 59.73%2026-09-08: 57.16%2026-09-09: 58.90%2026-09-10: 62.42%2026-09-11: 64.80%2026-09-14: 73.47%2026-09-15: 74.60%2026-09-18: 63.28%2026-09-21: 64.24%2026-09-22: 67.11%2026-09-23: 62.88%2026-09-24: 62.74%2026-09-25: 64.27%2026-09-28: 63.16%2026-09-29: 59.73%2026-09-30: 59.96%2026-10-01: 63.26%2026-10-05: 61.85%2026-10-06: 70.85%2026-10-07: 66.32%2026-10-08: 67.35%2026-10-09: 62.16%2026-10-12: 71.27%2026-10-15: 91.45%2026-10-16: 66.91%2026-10-19: 63.41%2026-10-20: 67.03%2026-10-21: 66.76%2026-10-22: 64.89%2026-10-23: 68.48%2026-10-26: 65.70%2026-10-27: 72.63%2026-10-28: 66.44%2026-10-29: 68.18%2026-10-30: 65.95%Aug 14Sep 23Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
60.21%
57.37%
60.17%
53.35%
53.74%
55.26%
54.55%
57.56%
57.51%
59.88%
61.47%
60.87%
60.37%
59.73%
57.16%
58.90%
62.42%
64.80%
73.47%
74.60%
63.28%
64.24%
67.11%
62.88%
62.74%
64.27%
63.16%
59.73%
59.96%
63.26%
61.85%
70.85%
66.32%
67.35%
62.16%
71.27%
91.45%
66.91%
63.41%
67.03%
66.76%
64.89%
68.48%
65.70%
72.63%
66.44%
68.18%
65.95%