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Fidelity Total Bond ETF FBND

i

Market dataready · fetched 2026-11-04T08:55:40.141Z

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 · 2026-11-04T01:00:00.149014576Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T08:55:39.529812+00:00

Share price$44.08
1D-0.1%
AH$44.01$44.05$44.09$44.13$44.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBND
Sold putSold callAH

Fidelity Total Bond ETF options

Live interpolated FBND call and put midpoint premiums by absolute delta.Fidelity Total Bond ETF$0.38$0.55$0.73$0.90$1.07$42.04$43.06$44.09$45.12$46.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBND spot · $44.08FBND PRICE$0.40$0.40$0.40$0.41$0.44$0.48$0.51$0.54$0.62$0.72$0.82$0.92$1.02$0.40$0.40$0.41$0.44$0.47$0.50$0.56$0.62$0.67$0.73$0.78$0.84$0.90
PutsExpensive1.28×
CallsExpensive1.27×
SkewNeutral-0.24 pp
Implied moveBearish±$1.07
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.6440.0%9.0%41.4337.2%6.9%
25Δ46.2129.7%5.7%42.4428.4%4.6%
30Δ45.4623.6%4.0%43.0922.6%3.2%
35Δ44.9419.2%2.9%43.4020.2%2.5%
40Δ44.7217.6%2.4%43.7117.8%1.9%
45Δ44.5016.0%2.0%44.0115.5%1.3%
50Δ44.2814.4%1.6%44.1414.7%1.1%
55Δ44.0612.8%1.2%44.2713.9%1.0%
60Δ43.8812.1%1.0%44.4013.1%0.8%
65Δ43.7111.9%0.8%44.5412.3%0.6%
70Δ43.5511.6%0.7%44.6711.5%0.4%
75Δ43.3811.3%0.5%44.8010.7%0.3%
80Δ43.2111.1%0.4%44.9310.0%0.1%

20Δ

Calls
Pseudo strike
47.64
IV
40.0%
B/E move
9.0%
Puts
Pseudo strike
41.43
IV
37.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
46.21
IV
29.7%
B/E move
5.7%
Puts
Pseudo strike
42.44
IV
28.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
45.46
IV
23.6%
B/E move
4.0%
Puts
Pseudo strike
43.09
IV
22.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
44.94
IV
19.2%
B/E move
2.9%
Puts
Pseudo strike
43.40
IV
20.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
44.72
IV
17.6%
B/E move
2.4%
Puts
Pseudo strike
43.71
IV
17.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
44.50
IV
16.0%
B/E move
2.0%
Puts
Pseudo strike
44.01
IV
15.5%
B/E move
1.3%

50Δ

Calls
Pseudo strike
44.28
IV
14.4%
B/E move
1.6%
Puts
Pseudo strike
44.14
IV
14.7%
B/E move
1.1%

55Δ

Calls
Pseudo strike
44.06
IV
12.8%
B/E move
1.2%
Puts
Pseudo strike
44.27
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
43.88
IV
12.1%
B/E move
1.0%
Puts
Pseudo strike
44.40
IV
13.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
43.71
IV
11.9%
B/E move
0.8%
Puts
Pseudo strike
44.54
IV
12.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
43.55
IV
11.6%
B/E move
0.7%
Puts
Pseudo strike
44.67
IV
11.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
43.38
IV
11.3%
B/E move
0.5%
Puts
Pseudo strike
44.80
IV
10.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
43.21
IV
11.1%
B/E move
0.4%
Puts
Pseudo strike
44.93
IV
10.0%
B/E move
0.1%

Options history

IV · four-Friday blend10.97%
Daily close
FBND9.4%15.7%22.1%2026-08-06: 14.94%2026-08-07: 15.21%2026-08-10: 15.86%2026-08-11: 11.49%2026-08-12: 11.53%2026-08-13: 12.18%2026-08-14: 12.00%2026-08-17: 14.01%2026-08-19: 17.54%2026-08-20: 20.43%2026-08-21: 10.73%2026-08-28: 10.48%2026-08-31: 10.29%2026-09-01: 10.98%2026-09-02: 11.34%2026-09-03: 11.22%2026-09-04: 11.59%2026-09-08: 11.45%2026-09-09: 12.67%2026-09-10: 11.87%2026-09-11: 13.80%2026-09-14: 15.46%2026-09-15: 17.67%2026-09-17: 21.03%2026-09-18: 10.97%2026-09-21: 10.99%2026-09-22: 10.74%2026-09-23: 10.29%2026-09-24: 10.80%2026-09-28: 11.91%2026-09-29: 12.17%2026-09-30: 12.15%2026-10-01: 12.05%2026-10-02: 12.22%2026-10-05: 12.85%2026-10-06: 12.98%2026-10-07: 13.13%2026-10-08: 13.78%2026-10-09: 13.75%2026-10-12: 16.45%2026-10-13: 16.52%2026-10-14: 18.21%2026-10-15: 21.20%2026-10-19: 11.13%2026-10-22: 10.71%2026-10-23: 11.40%2026-10-26: 11.50%2026-10-27: 11.20%2026-10-28: 10.44%2026-10-29: 10.70%2026-10-30: 10.97%Aug 6Sep 21Oct 30
51 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
14.94%
15.21%
15.86%
11.49%
11.53%
12.18%
12.00%
14.01%
17.54%
20.43%
10.73%
10.48%
10.29%
10.98%
11.34%
11.22%
11.59%
11.45%
12.67%
11.87%
13.80%
15.46%
17.67%
21.03%
10.97%
10.99%
10.74%
10.29%
10.80%
11.91%
12.17%
12.15%
12.05%
12.22%
12.85%
12.98%
13.13%
13.78%
13.75%
16.45%
16.52%
18.21%
21.20%
11.13%
10.71%
11.40%
11.50%
11.20%
10.44%
10.70%
10.97%