IntraAlpha
Create free account Start free

Fidelity MSCI Real Estate Index ETF FREL

i

Market datapartial · fetched 2026-11-11T15:49:36.760Z

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 · 2026-11-11T15:47:56.043043945Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:49:35.694301+00:00

Share price$29.36
1D-0.0%
$29.32$29.35$29.39$29.43$29.465:30 AM6:30 AM9:00 AM1:00 PMFREL
Sold putSold call

Fidelity MSCI Real Estate Index ETF options

Live interpolated FREL call and put midpoint premiums by absolute delta.Fidelity MSCI Real Estate Index ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 PRICEFREL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
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 blend23.81%
Daily close
FREL19.0%32.9%46.9%2026-08-13: 24.64%2026-08-14: 25.43%2026-08-17: 29.31%2026-08-18: 30.84%2026-08-19: 32.81%2026-08-20: 38.01%2026-08-21: 21.30%2026-08-24: 20.94%2026-08-25: 21.79%2026-08-26: 21.94%2026-08-27: 22.11%2026-08-28: 22.34%2026-08-31: 23.55%2026-09-01: 23.12%2026-09-02: 23.71%2026-09-03: 23.54%2026-09-04: 23.58%2026-09-08: 25.05%2026-09-09: 25.31%2026-09-10: 26.62%2026-09-11: 27.30%2026-09-14: 30.24%2026-09-15: 33.44%2026-09-16: 35.28%2026-09-17: 44.95%2026-09-18: 22.03%2026-09-21: 22.06%2026-09-22: 22.32%2026-09-23: 22.13%2026-09-24: 23.02%2026-09-25: 22.94%2026-09-28: 23.72%2026-09-29: 23.61%2026-09-30: 24.06%2026-10-01: 24.36%2026-10-02: 24.82%2026-10-05: 26.04%2026-10-06: 25.73%2026-10-07: 26.62%2026-10-08: 25.85%2026-10-09: 27.35%2026-10-12: 30.66%2026-10-13: 32.33%2026-10-14: 36.57%2026-10-15: 40.50%2026-10-16: 22.24%2026-10-19: 23.12%2026-10-20: 22.60%2026-10-21: 22.67%2026-10-22: 22.65%2026-10-23: 22.98%2026-10-26: 23.63%2026-10-27: 23.72%2026-10-28: 24.12%2026-10-29: 23.47%2026-10-30: 23.81%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.64%
25.43%
29.31%
30.84%
32.81%
38.01%
21.30%
20.94%
21.79%
21.94%
22.11%
22.34%
23.55%
23.12%
23.71%
23.54%
23.58%
25.05%
25.31%
26.62%
27.30%
30.24%
33.44%
35.28%
44.95%
22.03%
22.06%
22.32%
22.13%
23.02%
22.94%
23.72%
23.61%
24.06%
24.36%
24.82%
26.04%
25.73%
26.62%
25.85%
27.35%
30.66%
32.33%
36.57%
40.50%
22.24%
23.12%
22.60%
22.67%
22.65%
22.98%
23.63%
23.72%
24.12%
23.47%
23.81%