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Fidelity Real Estate Investment ETF FPRO

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Market datapartial · fetched 2026-10-22T16:15:37.666Z

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 · 2026-10-22T14:20:23.424690867Z

FundamentalsAlpha Vantage · unavailable

Share price$23.67
1D+0.6%
$23.51$23.55$23.60$23.64$23.685:30 AM6:30 AM9:00 AM1:00 PMFPRO
Sold putSold call

Fidelity Real Estate Investment ETF options

Live interpolated FPRO call and put midpoint premiums by absolute delta.Fidelity Real Estate Investment ETF$1.02$1.10$1.19$1.27$1.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFPRO PRICE$1.02$1.02$1.02$1.02$1.09$1.16$1.24$1.33$1.02$1.02$1.04
PutsExpensive6.63×
CallsExpensive4.20×
SkewBearish+27.46 pp
Implied move——
TiltBullish48.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.01116.2%24.0%
25Δ31.70120.6%38.3%20.6490.3%17.1%
30Δ28.1591.6%23.3%21.7473.6%12.5%
35Δ26.2972.7%15.4%
40Δ25.1559.2%10.6%
45Δ24.5252.5%8.2%
50Δ23.9747.0%6.2%
55Δ23.6343.5%5.1%
60Δ23.2840.0%4.0%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.01
IV
116.2%
B/E move
24.0%

25Δ

Calls
Pseudo strike
31.70
IV
120.6%
B/E move
38.3%
Puts
Pseudo strike
20.64
IV
90.3%
B/E move
17.1%

30Δ

Calls
Pseudo strike
28.15
IV
91.6%
B/E move
23.3%
Puts
Pseudo strike
21.74
IV
73.6%
B/E move
12.5%

35Δ

Calls
Pseudo strike
26.29
IV
72.7%
B/E move
15.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
25.15
IV
59.2%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
24.52
IV
52.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
23.97
IV
47.0%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.63
IV
43.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.28
IV
40.0%
B/E move
4.0%
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

No recorded observations