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Fidelity Total Bond ETF FBND

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Market datapartial · fetched 2026-10-22T22:41:47.446Z

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 · 2026-10-22T22:30:00.003864527Z

FundamentalsAlpha Vantage · unavailable

Share price$44.14
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$0.84$1.33$1.82$2.32$41.59$42.81$44.04$45.26$46.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBND spot · $44.14FBND PRICE$0.40$0.40$0.40$0.40$0.44$0.49$0.53$0.58$0.62$0.86$1.14$1.41$1.68$0.42$0.44$0.46$0.51$0.55$0.62$0.72$0.82$0.91$1.01$1.27$1.64$2.17
PutsExpensive1.14×
CallsCheap0.95×
SkewBearish+2.47 pp
Implied moveBearish±$1.25
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7730.1%9.1%41.3529.8%7.3%
25Δ46.3622.5%5.9%42.4423.2%4.8%
30Δ45.6017.8%4.2%43.1019.2%3.4%
35Δ45.0114.0%2.9%43.4617.3%2.7%
40Δ44.8113.0%2.5%43.8115.4%2.0%
45Δ44.6112.1%2.2%44.1014.3%1.5%
50Δ44.4211.2%1.8%44.3013.9%1.3%
55Δ44.2210.3%1.5%44.5113.5%1.0%
60Δ44.029.5%1.1%44.7113.1%0.8%
65Δ43.7010.0%1.0%44.9212.7%0.5%
70Δ43.3610.9%0.8%45.2413.4%0.4%
75Δ43.0211.7%0.7%45.6615.0%0.3%
80Δ42.6812.5%0.5%46.2217.4%0.2%

20Δ

Calls
Pseudo strike
47.77
IV
30.1%
B/E move
9.1%
Puts
Pseudo strike
41.35
IV
29.8%
B/E move
7.3%

25Δ

Calls
Pseudo strike
46.36
IV
22.5%
B/E move
5.9%
Puts
Pseudo strike
42.44
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
45.60
IV
17.8%
B/E move
4.2%
Puts
Pseudo strike
43.10
IV
19.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
45.01
IV
14.0%
B/E move
2.9%
Puts
Pseudo strike
43.46
IV
17.3%
B/E move
2.7%

40Δ

Calls
Pseudo strike
44.81
IV
13.0%
B/E move
2.5%
Puts
Pseudo strike
43.81
IV
15.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
44.61
IV
12.1%
B/E move
2.2%
Puts
Pseudo strike
44.10
IV
14.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
44.42
IV
11.2%
B/E move
1.8%
Puts
Pseudo strike
44.30
IV
13.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
44.22
IV
10.3%
B/E move
1.5%
Puts
Pseudo strike
44.51
IV
13.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
44.02
IV
9.5%
B/E move
1.1%
Puts
Pseudo strike
44.71
IV
13.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
43.70
IV
10.0%
B/E move
1.0%
Puts
Pseudo strike
44.92
IV
12.7%
B/E move
0.5%

70Δ

Calls
Pseudo strike
43.36
IV
10.9%
B/E move
0.8%
Puts
Pseudo strike
45.24
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
43.02
IV
11.7%
B/E move
0.7%
Puts
Pseudo strike
45.66
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
42.68
IV
12.5%
B/E move
0.5%
Puts
Pseudo strike
46.22
IV
17.4%
B/E move
0.2%

Options history

No recorded observations