Share price$23.81
1D+1.2%
Sold putSold callAH
Fidelity Real Estate Investment ETF FPRO
i
Market datapartial · fetched 2026-10-22T21:09:44.572Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:02.929349194Z
FundamentalsAlpha Vantage · unavailable
Fidelity Real Estate Investment ETF options
PutsExpensive6.70×
CallsExpensive3.90×
SkewBearish+30.86 pp
Implied move——
TiltBullish53.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.13 | 116.3% | 24.0% | |||
| 25Δ | 31.81 | 120.2% | 37.9% | 20.78 | 90.1% | 17.0% |
| 30Δ | 28.29 | 91.5% | 23.1% | 21.92 | 72.0% | 12.2% |
| 35Δ | 26.43 | 72.6% | 15.3% | |||
| 40Δ | 25.31 | 59.2% | 10.6% | |||
| 45Δ | 24.64 | 51.2% | 7.9% | |||
| 50Δ | 24.11 | 45.2% | 5.9% | |||
| 55Δ | 23.75 | 41.8% | 4.8% | |||
| 60Δ | 23.43 | 39.2% | 3.9% | |||
| 65Δ | 23.10 | 36.6% | 3.0% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.13
- IV
- 116.3%
- B/E move
- 24.0%
25Δ
- Pseudo strike
- 31.81
- IV
- 120.2%
- B/E move
- 37.9%
- Pseudo strike
- 20.78
- IV
- 90.1%
- B/E move
- 17.0%
30Δ
- Pseudo strike
- 28.29
- IV
- 91.5%
- B/E move
- 23.1%
- Pseudo strike
- 21.92
- IV
- 72.0%
- B/E move
- 12.2%
35Δ
- Pseudo strike
- 26.43
- IV
- 72.6%
- B/E move
- 15.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 25.31
- IV
- 59.2%
- B/E move
- 10.6%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 24.64
- IV
- 51.2%
- B/E move
- 7.9%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 24.11
- IV
- 45.2%
- B/E move
- 5.9%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 23.75
- IV
- 41.8%
- B/E move
- 4.8%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 23.43
- IV
- 39.2%
- B/E move
- 3.9%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 23.10
- IV
- 36.6%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations