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Fidelity MSCI Real Estate Index ETF FREL

i

Market dataready · fetched 2026-11-04T06:45:48.839Z

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 · 2026-11-04T01:00:00.090075016Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:45:48.228023+00:00

Share price$28.84
1D+0.4%
AH$28.68$28.73$28.79$28.84$28.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFREL
Sold putSold callAH

Fidelity MSCI Real Estate Index ETF options

Live interpolated FREL call and put midpoint premiums by absolute delta.Fidelity MSCI Real Estate Index ETF$0.50$0.71$0.91$1.12$1.32$27.04$28.17$29.30$30.42$31.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FREL spot · $28.84FREL PRICE$0.53$0.53$0.53$0.55$0.60$0.66$0.71$0.78$0.85$0.92$0.99$1.06$1.26$0.53$0.56$0.60$0.63$0.68$0.72$0.77$0.84$0.92$1.01$1.09$1.17
Puts——
CallsExpensive2.09×
Skew——
Implied moveBearish±$1.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0783.0%20.0%25.7071.5%12.7%
25Δ31.8561.2%12.2%26.7758.1%9.1%
30Δ30.7148.5%8.3%27.4549.2%6.9%
35Δ29.9840.0%5.9%28.0341.5%5.0%
40Δ29.6336.7%4.9%28.3337.7%4.1%
45Δ29.2933.3%3.8%28.6434.0%3.2%
50Δ28.9730.2%2.9%28.9430.2%2.3%
55Δ28.7828.6%2.5%29.1428.3%1.9%
60Δ28.6027.0%2.1%29.3126.8%1.6%
65Δ28.4125.3%1.7%29.4925.4%1.2%
70Δ28.2323.7%1.3%29.6623.9%0.9%
75Δ28.0422.0%0.9%29.8322.4%0.6%
80Δ27.7821.7%0.7%

20Δ

Calls
Pseudo strike
34.07
IV
83.0%
B/E move
20.0%
Puts
Pseudo strike
25.70
IV
71.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
31.85
IV
61.2%
B/E move
12.2%
Puts
Pseudo strike
26.77
IV
58.1%
B/E move
9.1%

30Δ

Calls
Pseudo strike
30.71
IV
48.5%
B/E move
8.3%
Puts
Pseudo strike
27.45
IV
49.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
29.98
IV
40.0%
B/E move
5.9%
Puts
Pseudo strike
28.03
IV
41.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
29.63
IV
36.7%
B/E move
4.9%
Puts
Pseudo strike
28.33
IV
37.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
29.29
IV
33.3%
B/E move
3.8%
Puts
Pseudo strike
28.64
IV
34.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
28.97
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
28.94
IV
30.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
28.78
IV
28.6%
B/E move
2.5%
Puts
Pseudo strike
29.14
IV
28.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
28.60
IV
27.0%
B/E move
2.1%
Puts
Pseudo strike
29.31
IV
26.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
28.41
IV
25.3%
B/E move
1.7%
Puts
Pseudo strike
29.49
IV
25.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.23
IV
23.7%
B/E move
1.3%
Puts
Pseudo strike
29.66
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.04
IV
22.0%
B/E move
0.9%
Puts
Pseudo strike
29.83
IV
22.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
27.78
IV
21.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.81%
Daily close
FREL19.0%32.9%46.9%2026-08-06: 25.91%2026-08-07: 26.35%2026-08-10: 28.67%2026-08-11: 25.42%2026-08-12: 25.41%2026-08-13: 24.64%2026-08-14: 25.43%2026-08-17: 29.31%2026-08-18: 30.84%2026-08-19: 32.81%2026-08-20: 38.01%2026-08-21: 21.30%2026-08-24: 20.94%2026-08-25: 21.79%2026-08-26: 21.94%2026-08-27: 22.11%2026-08-28: 22.34%2026-08-31: 23.55%2026-09-01: 23.12%2026-09-02: 23.71%2026-09-03: 23.54%2026-09-04: 23.58%2026-09-08: 25.05%2026-09-09: 25.31%2026-09-10: 26.62%2026-09-11: 27.30%2026-09-14: 30.24%2026-09-15: 33.44%2026-09-16: 35.28%2026-09-17: 44.95%2026-09-18: 22.03%2026-09-21: 22.06%2026-09-22: 22.32%2026-09-23: 22.13%2026-09-24: 23.02%2026-09-25: 22.94%2026-09-28: 23.72%2026-09-29: 23.61%2026-09-30: 24.06%2026-10-01: 24.36%2026-10-02: 24.82%2026-10-05: 26.04%2026-10-06: 25.73%2026-10-07: 26.62%2026-10-08: 25.85%2026-10-09: 27.35%2026-10-12: 30.66%2026-10-13: 32.33%2026-10-14: 36.57%2026-10-15: 40.50%2026-10-16: 22.24%2026-10-19: 23.12%2026-10-20: 22.60%2026-10-21: 22.67%2026-10-22: 22.65%2026-10-23: 22.98%2026-10-26: 23.63%2026-10-27: 23.72%2026-10-28: 24.12%2026-10-29: 23.47%2026-10-30: 23.81%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
25.91%
26.35%
28.67%
25.42%
25.41%
24.64%
25.43%
29.31%
30.84%
32.81%
38.01%
21.30%
20.94%
21.79%
21.94%
22.11%
22.34%
23.55%
23.12%
23.71%
23.54%
23.58%
25.05%
25.31%
26.62%
27.30%
30.24%
33.44%
35.28%
44.95%
22.03%
22.06%
22.32%
22.13%
23.02%
22.94%
23.72%
23.61%
24.06%
24.36%
24.82%
26.04%
25.73%
26.62%
25.85%
27.35%
30.66%
32.33%
36.57%
40.50%
22.24%
23.12%
22.60%
22.67%
22.65%
22.98%
23.63%
23.72%
24.12%
23.47%
23.81%