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Fidelity Solana Fund FSOL

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Market dataready · fetched 2026-11-03T18:46:21.678Z

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 · 2026-11-03T18:41:51.620039012Z

FundamentalsFidelity · ready · fetched 2026-11-03T18:46:21.129228+00:00

Share price$11.06
1D+0.0%
$10.95$10.99$11.02$11.06$11.095:30 AM6:30 AM9:00 AM1:00 PMFSOL
Sold putSold call

Fidelity Solana Fund options

Live interpolated FSOL call and put midpoint premiums by absolute delta.Fidelity Solana Fund$0.35$0.73$1.11$1.49$1.87$7.60$9.23$10.87$12.51$14.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSOL spot · $11.06FSOL PRICE$0.39$0.43$0.48$0.52$0.57$0.61$0.66$0.70$0.83$0.96$1.09$1.22$1.45$0.49$0.60$0.70$0.81$0.91$1.02$1.13$1.23$1.34$1.44$1.55$1.65$1.76
PutsExpensive2.38×
CallsExpensive2.69×
SkewBearish+15.67 pp
Implied moveBearish±$1.78
TiltBearish19.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.78177.8%55.2%8.36165.6%28.9%
25Δ15.95162.3%48.1%8.69157.8%26.8%
30Δ15.12146.8%41.1%9.02149.9%24.8%
35Δ14.30131.3%34.0%9.35142.0%22.8%
40Δ13.47115.8%26.9%9.68134.1%20.7%
45Δ12.64100.3%19.8%10.01126.2%18.7%
50Δ11.8184.8%12.7%10.34118.3%16.6%
55Δ11.0069.5%5.8%10.68110.4%14.6%
60Δ10.7869.3%5.0%11.01102.5%12.6%
65Δ10.5669.0%4.2%11.3494.6%10.5%
70Δ10.3468.7%3.4%11.6786.7%8.5%
75Δ10.1368.4%2.6%12.0078.8%6.5%
80Δ9.8370.4%2.0%12.3370.9%4.4%

20Δ

Calls
Pseudo strike
16.78
IV
177.8%
B/E move
55.2%
Puts
Pseudo strike
8.36
IV
165.6%
B/E move
28.9%

25Δ

Calls
Pseudo strike
15.95
IV
162.3%
B/E move
48.1%
Puts
Pseudo strike
8.69
IV
157.8%
B/E move
26.8%

30Δ

Calls
Pseudo strike
15.12
IV
146.8%
B/E move
41.1%
Puts
Pseudo strike
9.02
IV
149.9%
B/E move
24.8%

35Δ

Calls
Pseudo strike
14.30
IV
131.3%
B/E move
34.0%
Puts
Pseudo strike
9.35
IV
142.0%
B/E move
22.8%

40Δ

Calls
Pseudo strike
13.47
IV
115.8%
B/E move
26.9%
Puts
Pseudo strike
9.68
IV
134.1%
B/E move
20.7%

45Δ

Calls
Pseudo strike
12.64
IV
100.3%
B/E move
19.8%
Puts
Pseudo strike
10.01
IV
126.2%
B/E move
18.7%

50Δ

Calls
Pseudo strike
11.81
IV
84.8%
B/E move
12.7%
Puts
Pseudo strike
10.34
IV
118.3%
B/E move
16.6%

55Δ

Calls
Pseudo strike
11.00
IV
69.5%
B/E move
5.8%
Puts
Pseudo strike
10.68
IV
110.4%
B/E move
14.6%

60Δ

Calls
Pseudo strike
10.78
IV
69.3%
B/E move
5.0%
Puts
Pseudo strike
11.01
IV
102.5%
B/E move
12.6%

65Δ

Calls
Pseudo strike
10.56
IV
69.0%
B/E move
4.2%
Puts
Pseudo strike
11.34
IV
94.6%
B/E move
10.5%

70Δ

Calls
Pseudo strike
10.34
IV
68.7%
B/E move
3.4%
Puts
Pseudo strike
11.67
IV
86.7%
B/E move
8.5%

75Δ

Calls
Pseudo strike
10.13
IV
68.4%
B/E move
2.6%
Puts
Pseudo strike
12.00
IV
78.8%
B/E move
6.5%

80Δ

Calls
Pseudo strike
9.83
IV
70.4%
B/E move
2.0%
Puts
Pseudo strike
12.33
IV
70.9%
B/E move
4.4%

Options history

IV · four-Friday blend65.95%
Daily close
FSOL49.3%71.9%94.6%2026-08-06: 62.33%2026-08-11: 52.86%2026-08-12: 52.40%2026-08-13: 61.22%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 6Sep 21Oct 30
52 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
62.33%
52.86%
52.40%
61.22%
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%