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Fidelity Electric Vehicles and Future Transportation ETF FDRV

i

Market datapartial · fetched 2026-11-03T20:00:29.345Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T19:49:15.179155024Z

FundamentalsAlpha Vantage · unavailable

Share price$15.00
1D-0.5%
$14.99$15.02$15.04$15.06$15.095:30 AM6:30 AM9:00 AM1:00 PMFDRV
Sold putSold call

Fidelity Electric Vehicles and Future Transportation ETF options

Live interpolated FDRV call and put midpoint premiums by absolute delta.Fidelity Electric Vehicles and Future Transportation 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 PRICEFDRV 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 blend35.36%
Daily close
FDRV23.9%39.2%54.5%2026-08-05: 28.03%2026-08-06: 28.98%2026-08-07: 28.33%2026-08-10: 29.43%2026-08-11: 26.00%2026-08-13: 26.39%2026-08-14: 27.16%2026-08-21: 28.10%2026-08-24: 29.21%2026-08-25: 29.43%2026-08-26: 29.54%2026-08-27: 29.45%2026-08-28: 30.56%2026-08-31: 31.02%2026-09-01: 31.47%2026-09-02: 30.70%2026-09-03: 31.13%2026-09-04: 31.20%2026-09-09: 33.60%2026-09-10: 35.40%2026-09-11: 33.86%2026-09-14: 39.37%2026-09-17: 52.39%2026-09-18: 28.97%2026-09-21: 29.17%2026-09-22: 30.84%2026-09-23: 31.06%2026-09-24: 32.03%2026-09-25: 32.26%2026-09-28: 33.79%2026-09-29: 33.64%2026-09-30: 33.75%2026-10-01: 33.96%2026-10-02: 34.14%2026-10-05: 35.39%2026-10-06: 35.31%2026-10-08: 35.68%2026-10-12: 40.99%2026-10-16: 32.42%2026-10-19: 34.06%2026-10-20: 33.43%2026-10-21: 33.75%2026-10-22: 34.78%2026-10-23: 34.57%2026-10-26: 33.35%2026-10-27: 33.06%2026-10-28: 33.72%2026-10-29: 33.37%2026-10-30: 35.36%Aug 5Sep 21Oct 30
49 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
28.03%
28.98%
28.33%
29.43%
26.00%
26.39%
27.16%
28.10%
29.21%
29.43%
29.54%
29.45%
30.56%
31.02%
31.47%
30.70%
31.13%
31.20%
33.60%
35.40%
33.86%
39.37%
52.39%
28.97%
29.17%
30.84%
31.06%
32.03%
32.26%
33.79%
33.64%
33.75%
33.96%
34.14%
35.39%
35.31%
35.68%
40.99%
32.42%
34.06%
33.43%
33.75%
34.78%
34.57%
33.35%
33.06%
33.72%
33.37%
35.36%