IntraAlpha
Create free account Start free

Fidelity Covington Trust Fidelity Disruptive Communications ETF FDCF

i

Market dataready · fetched 2026-11-04T04:13:32.021Z

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 · 2026-11-03T21:00:00.919518594Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:13:31.811657+00:00

Share price$47.85
1D+1.7%
AH$46.95$47.21$47.47$47.72$47.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDCF
Sold putSold callAH

Fidelity Covington Trust Fidelity Disruptive Communications ETF options

Live interpolated FDCF call and put midpoint premiums by absolute delta.Fidelity Covington Trust Fidelity Disruptive Communications ETF$0.39$1.20$2.01$2.82$3.63$44.01$46.07$48.14$50.21$52.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDCF spot · $47.85FDCF PRICE$0.47$0.52$0.58$0.65$0.76$0.88$1.00$1.19$1.38$2.91$3.39$0.60$0.69$0.77$0.90$1.05$1.24$1.43$1.69$1.94
Puts——
Calls——
Skew——
Implied moveBearish±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.0943.5%9.9%44.0550.2%9.2%
25Δ50.6435.5%6.9%45.2143.4%7.0%
30Δ49.7730.9%5.2%46.0937.9%5.3%
35Δ49.1828.1%4.2%46.6535.5%4.4%
40Δ48.7426.7%3.5%47.1734.0%3.6%
45Δ48.3725.9%2.9%47.6233.5%3.1%
50Δ48.0025.1%2.4%48.0633.2%2.6%
55Δ47.6725.2%2.1%48.5033.1%2.2%
60Δ47.3325.4%1.8%48.9433.1%1.8%
65Δ
70Δ
75Δ45.6036.0%1.4%
80Δ44.9836.8%1.1%

20Δ

Calls
Pseudo strike
52.09
IV
43.5%
B/E move
9.9%
Puts
Pseudo strike
44.05
IV
50.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
50.64
IV
35.5%
B/E move
6.9%
Puts
Pseudo strike
45.21
IV
43.4%
B/E move
7.0%

30Δ

Calls
Pseudo strike
49.77
IV
30.9%
B/E move
5.2%
Puts
Pseudo strike
46.09
IV
37.9%
B/E move
5.3%

35Δ

Calls
Pseudo strike
49.18
IV
28.1%
B/E move
4.2%
Puts
Pseudo strike
46.65
IV
35.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
48.74
IV
26.7%
B/E move
3.5%
Puts
Pseudo strike
47.17
IV
34.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
48.37
IV
25.9%
B/E move
2.9%
Puts
Pseudo strike
47.62
IV
33.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
48.00
IV
25.1%
B/E move
2.4%
Puts
Pseudo strike
48.06
IV
33.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
47.67
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
48.50
IV
33.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
47.33
IV
25.4%
B/E move
1.8%
Puts
Pseudo strike
48.94
IV
33.1%
B/E move
1.8%

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
45.60
IV
36.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.98
IV
36.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.55%
Daily close
FDCF18.5%25.9%33.4%2026-08-05: 26.62%2026-08-06: 26.54%2026-08-07: 25.90%2026-08-10: 26.99%2026-08-11: 22.08%2026-08-12: 21.74%2026-08-13: 21.73%2026-08-14: 22.10%2026-08-18: 26.13%2026-08-19: 27.98%2026-08-20: 32.33%2026-08-21: 21.39%2026-08-24: 21.38%2026-08-25: 21.02%2026-08-26: 21.13%2026-08-27: 20.41%2026-08-28: 19.81%2026-08-31: 20.22%2026-09-01: 20.24%2026-09-02: 20.44%2026-09-03: 20.07%2026-09-04: 20.16%2026-09-08: 21.53%2026-09-09: 22.70%2026-09-10: 22.95%2026-09-11: 22.41%2026-09-14: 24.22%2026-09-15: 26.15%2026-09-16: 27.95%2026-09-17: 30.48%2026-09-18: 19.61%2026-09-21: 19.52%2026-09-22: 19.90%2026-09-23: 20.08%2026-09-24: 20.22%2026-09-25: 20.19%2026-09-28: 20.87%2026-09-29: 20.66%2026-09-30: 20.85%2026-10-01: 21.08%2026-10-02: 20.83%2026-10-05: 20.88%2026-10-06: 21.05%2026-10-07: 21.05%2026-10-08: 21.57%2026-10-09: 22.11%2026-10-12: 23.48%2026-10-13: 24.68%2026-10-14: 27.15%2026-10-15: 30.14%2026-10-16: 21.63%2026-10-19: 20.69%2026-10-20: 21.28%2026-10-21: 21.08%2026-10-22: 23.14%2026-10-23: 23.61%2026-10-26: 22.73%2026-10-27: 21.83%2026-10-28: 21.74%2026-10-29: 21.61%2026-10-30: 24.55%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.62%
26.54%
25.90%
26.99%
22.08%
21.74%
21.73%
22.10%
26.13%
27.98%
32.33%
21.39%
21.38%
21.02%
21.13%
20.41%
19.81%
20.22%
20.24%
20.44%
20.07%
20.16%
21.53%
22.70%
22.95%
22.41%
24.22%
26.15%
27.95%
30.48%
19.61%
19.52%
19.90%
20.08%
20.22%
20.19%
20.87%
20.66%
20.85%
21.08%
20.83%
20.88%
21.05%
21.05%
21.57%
22.11%
23.48%
24.68%
27.15%
30.14%
21.63%
20.69%
21.28%
21.08%
23.14%
23.61%
22.73%
21.83%
21.74%
21.61%
24.55%