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Fidelity Real Estate Investment ETF FPRO

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Market dataready · fetched 2026-11-12T14:56:59.325Z

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 · 2026-11-12T14:32:47.354300878Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:56:58.708984+00:00

Share price$25.01
1D+0.0%
$25.00$25.00$25.01$25.02$25.025:30 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$1.04$1.06$1.08$1.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEFPRO PRICE$1.02$1.02$1.02$1.02$1.04$1.08$1.02$1.02$1.02$1.02
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.18209.0%23.4%
25Δ32.70212.7%34.8%21.88161.3%16.6%
30Δ29.32162.1%21.3%23.04129.0%12.0%
35Δ27.52128.8%14.1%23.82106.5%8.9%
40Δ26.43105.3%9.8%
45Δ25.7589.5%7.1%
50Δ25.2678.2%5.3%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.18
IV
209.0%
B/E move
23.4%

25Δ

Calls
Pseudo strike
32.70
IV
212.7%
B/E move
34.8%
Puts
Pseudo strike
21.88
IV
161.3%
B/E move
16.6%

30Δ

Calls
Pseudo strike
29.32
IV
162.1%
B/E move
21.3%
Puts
Pseudo strike
23.04
IV
129.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
27.52
IV
128.8%
B/E move
14.1%
Puts
Pseudo strike
23.82
IV
106.5%
B/E move
8.9%

40Δ

Calls
Pseudo strike
26.43
IV
105.3%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
25.75
IV
89.5%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.26
IV
78.2%
B/E move
5.3%
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 blend35.11%
Daily close
FPRO20.3%37.1%53.9%2026-08-14: 28.34%2026-08-17: 32.37%2026-08-18: 33.88%2026-08-19: 37.55%2026-08-20: 46.37%2026-08-21: 22.61%2026-08-24: 22.77%2026-08-25: 23.08%2026-08-26: 23.34%2026-08-27: 23.88%2026-08-28: 24.24%2026-08-31: 25.18%2026-09-01: 25.37%2026-09-02: 25.65%2026-09-03: 25.28%2026-09-04: 25.98%2026-09-08: 27.50%2026-09-09: 28.79%2026-09-10: 29.34%2026-09-11: 30.59%2026-09-14: 34.34%2026-09-15: 37.41%2026-09-16: 38.43%2026-09-17: 49.65%2026-09-18: 25.78%2026-09-21: 26.11%2026-09-22: 26.19%2026-09-23: 26.51%2026-09-24: 27.10%2026-09-25: 27.51%2026-09-28: 28.19%2026-09-29: 27.97%2026-09-30: 28.81%2026-10-01: 28.99%2026-10-02: 29.27%2026-10-05: 30.98%2026-10-06: 29.48%2026-10-07: 31.50%2026-10-08: 31.17%2026-10-09: 32.38%2026-10-12: 36.48%2026-10-13: 38.43%2026-10-14: 43.55%2026-10-15: 51.60%2026-10-16: 29.58%2026-10-19: 33.66%2026-10-20: 32.85%2026-10-21: 33.66%2026-10-22: 33.77%2026-10-23: 33.60%2026-10-26: 34.84%2026-10-27: 34.80%2026-10-28: 35.73%2026-10-29: 35.01%2026-10-30: 35.11%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
28.34%
32.37%
33.88%
37.55%
46.37%
22.61%
22.77%
23.08%
23.34%
23.88%
24.24%
25.18%
25.37%
25.65%
25.28%
25.98%
27.50%
28.79%
29.34%
30.59%
34.34%
37.41%
38.43%
49.65%
25.78%
26.11%
26.19%
26.51%
27.10%
27.51%
28.19%
27.97%
28.81%
28.99%
29.27%
30.98%
29.48%
31.50%
31.17%
32.38%
36.48%
38.43%
43.55%
51.60%
29.58%
33.66%
32.85%
33.66%
33.77%
33.60%
34.84%
34.80%
35.73%
35.01%
35.11%