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Fidelity Covington Trust Fidelity Disruptive Finance ETF FDFF

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Market datapartial · fetched 2026-11-03T19:49:35.917Z

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 · 2026-11-03T19:42:11.939814334Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:49:34.832368+00:00

Share price$35.92
1D-0.3%
$35.80$35.87$35.93$35.99$36.065:30 AM6:30 AM9:00 AM1:00 PMFDFF
Sold putSold call

Fidelity Covington Trust Fidelity Disruptive Finance ETF options

Live interpolated FDFF call and put midpoint premiums by absolute delta.Fidelity Covington Trust Fidelity Disruptive Finance ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEFDFF PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
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 blend25.97%
Daily close
FDFF16.6%29.1%41.6%2026-08-05: 28.72%2026-08-06: 28.71%2026-08-07: 29.39%2026-08-10: 30.20%2026-08-11: 21.32%2026-08-12: 20.07%2026-08-13: 21.00%2026-08-14: 21.68%2026-08-18: 25.59%2026-08-19: 26.80%2026-08-20: 33.57%2026-08-21: 18.37%2026-08-24: 18.51%2026-08-25: 18.80%2026-08-26: 19.20%2026-08-27: 18.68%2026-08-28: 18.40%2026-08-31: 19.20%2026-09-01: 19.44%2026-09-02: 19.42%2026-09-03: 18.88%2026-09-04: 19.87%2026-09-08: 21.19%2026-09-09: 22.41%2026-09-10: 23.56%2026-09-11: 23.39%2026-09-14: 24.95%2026-09-15: 28.84%2026-09-16: 34.24%2026-09-17: 39.89%2026-09-18: 22.75%2026-09-21: 22.99%2026-09-22: 23.36%2026-09-23: 23.23%2026-09-24: 23.64%2026-09-25: 23.61%2026-09-28: 24.18%2026-09-29: 24.07%2026-09-30: 24.46%2026-10-01: 24.96%2026-10-02: 24.44%2026-10-05: 24.38%2026-10-06: 25.62%2026-10-07: 25.61%2026-10-08: 25.97%2026-10-09: 26.07%2026-10-12: 29.16%2026-10-13: 30.24%2026-10-14: 33.09%2026-10-16: 23.56%2026-10-19: 24.72%2026-10-20: 23.69%2026-10-21: 24.27%2026-10-22: 25.46%2026-10-23: 25.94%2026-10-26: 26.01%2026-10-27: 25.46%2026-10-28: 25.80%2026-10-29: 24.47%2026-10-30: 25.97%Aug 5Sep 17Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
28.72%
28.71%
29.39%
30.20%
21.32%
20.07%
21.00%
21.68%
25.59%
26.80%
33.57%
18.37%
18.51%
18.80%
19.20%
18.68%
18.40%
19.20%
19.44%
19.42%
18.88%
19.87%
21.19%
22.41%
23.56%
23.39%
24.95%
28.84%
34.24%
39.89%
22.75%
22.99%
23.36%
23.23%
23.64%
23.61%
24.18%
24.07%
24.46%
24.96%
24.44%
24.38%
25.62%
25.61%
25.97%
26.07%
29.16%
30.24%
33.09%
23.56%
24.72%
23.69%
24.27%
25.46%
25.94%
26.01%
25.46%
25.80%
24.47%
25.97%