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Fidelity Total Bond ETF FBND

i

Market datapartial · fetched 2026-11-12T16:34:35.022Z

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 · 2026-11-12T16:34:08.496938564Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:34:33.648682+00:00

Share price$43.82
1D-0.3%
$43.80$43.84$43.89$43.94$43.985:30 AM6:30 AM9:00 AM1:00 PMFBND
Sold putSold call

Fidelity Total Bond ETF options

Live interpolated FBND call and put midpoint premiums by absolute delta.Fidelity Total Bond 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 PRICEFBND 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 blend10.97%
Daily close
FBND9.4%15.7%22.1%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 14Sep 24Oct 30
45 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%