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Fidelity Total Bond ETF FBND

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Market datapartial · fetched 2026-10-22T21:51:43.256Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:44:10.793972928Z

FundamentalsAlpha Vantage · unavailable

Share price$43.93
1D-0.0%
AH$43.91$43.99$44.07$44.14$44.225:30 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$0.35$0.79$1.22$1.66$2.09$41.66$42.84$44.02$45.20$46.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBND spot · $43.93FBND PRICE$0.40$0.40$0.40$0.43$0.48$0.54$0.59$0.72$0.97$1.22$1.47$1.72$1.97$0.41$0.43$0.45$0.48$0.52$0.56$0.62$0.69$0.76$0.84$0.91$0.98$1.06
PutsFair0.99×
CallsExpensive1.07×
SkewBullish-1.51 pp
Implied moveBearish±$1.21
TiltBullish12.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.5730.3%9.2%41.1229.9%7.3%
25Δ46.1222.5%5.9%42.2623.0%4.8%
30Δ45.3717.8%4.2%42.9418.6%3.3%
35Δ44.8915.0%3.1%43.2816.7%2.6%
40Δ44.6414.1%2.7%43.5814.9%2.0%
45Δ44.4013.2%2.3%43.8813.2%1.4%
50Δ44.1512.3%1.8%44.0912.2%1.0%
55Δ43.8812.1%1.5%44.2411.6%0.9%
60Δ43.5712.8%1.4%44.4011.0%0.7%
65Δ43.2613.6%1.2%44.5510.5%0.5%
70Δ42.9414.4%1.1%44.709.9%0.3%
75Δ42.6315.2%1.0%44.859.3%0.1%
80Δ42.3215.9%0.8%45.028.8%0.0%

20Δ

Calls
Pseudo strike
47.57
IV
30.3%
B/E move
9.2%
Puts
Pseudo strike
41.12
IV
29.9%
B/E move
7.3%

25Δ

Calls
Pseudo strike
46.12
IV
22.5%
B/E move
5.9%
Puts
Pseudo strike
42.26
IV
23.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
45.37
IV
17.8%
B/E move
4.2%
Puts
Pseudo strike
42.94
IV
18.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
44.89
IV
15.0%
B/E move
3.1%
Puts
Pseudo strike
43.28
IV
16.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
44.64
IV
14.1%
B/E move
2.7%
Puts
Pseudo strike
43.58
IV
14.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
44.40
IV
13.2%
B/E move
2.3%
Puts
Pseudo strike
43.88
IV
13.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
44.15
IV
12.3%
B/E move
1.8%
Puts
Pseudo strike
44.09
IV
12.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
43.88
IV
12.1%
B/E move
1.5%
Puts
Pseudo strike
44.24
IV
11.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
43.57
IV
12.8%
B/E move
1.4%
Puts
Pseudo strike
44.40
IV
11.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
43.26
IV
13.6%
B/E move
1.2%
Puts
Pseudo strike
44.55
IV
10.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
42.94
IV
14.4%
B/E move
1.1%
Puts
Pseudo strike
44.70
IV
9.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
42.63
IV
15.2%
B/E move
1.0%
Puts
Pseudo strike
44.85
IV
9.3%
B/E move
0.1%

80Δ

Calls
Pseudo strike
42.32
IV
15.9%
B/E move
0.8%
Puts
Pseudo strike
45.02
IV
8.8%
B/E move
0.0%

Options history

No recorded observations