Not all fish cover their eggs with jelly, but many do—especially species that lay eggs in open water.
Why Jelly?
The jelly-like substance protects eggs from predators and parasites, keeps them moist, and helps them stay buoyant in open water.
Examples
Salmon: Eggs are coated in jelly and laid in gravel nests called redds.
Cod: Eggs are laid in large gelatinous masses containing millions of eggs.
Other fish bury eggs in sand, build nests, or give live birth. The method depends on the species' environment and reproductive strategy.