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Fidelity MSCI Real Estate Index ETF FREL

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Market datapartial · fetched 2026-10-22T21:32:09.329Z

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 · 2026-10-22T20:10:00.003527786Z

FundamentalsAlpha Vantage · unavailable

Share price$28.14
1D+1.4%
AH$27.72$27.83$27.95$28.06$28.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFREL
Sold putSold callAH

Fidelity MSCI Real Estate Index ETF options

Live interpolated FREL call and put midpoint premiums by absolute delta.Fidelity MSCI Real Estate Index ETF$0.48$0.86$1.23$1.60$1.97$25.23$26.64$28.05$29.47$30.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FREL spot · $28.14FREL PRICE$0.53$0.53$0.53$0.56$0.59$0.64$0.68$0.73$0.79$0.86$0.93$1.00$1.07$0.53$0.56$0.61$0.66$0.71$0.76$0.84$0.91$0.99$1.06$1.26$1.56$1.87
PutsExpensive2.17×
CallsExpensive1.77×
SkewBearish+2.20 pp
Implied moveBearish±$1.52
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4864.6%20.9%25.0755.3%12.8%
25Δ31.2147.6%12.8%26.1344.7%9.1%
30Δ29.9836.8%8.4%26.8138.5%6.9%
35Δ29.4031.7%6.4%27.2934.1%5.4%
40Δ28.9227.5%4.9%27.6830.5%4.2%
45Δ28.6525.2%4.1%28.0427.2%3.1%
50Δ28.3823.0%3.3%28.2625.6%2.6%
55Δ28.1220.8%2.5%28.4724.0%2.1%
60Δ27.9219.1%2.0%28.6822.4%1.6%
65Δ27.7817.8%1.8%28.9020.8%1.1%
70Δ27.6416.6%1.5%29.1920.7%0.8%
75Δ27.5015.3%1.3%29.5521.9%0.6%
80Δ27.3714.0%1.0%29.9023.0%0.4%

20Δ

Calls
Pseudo strike
33.48
IV
64.6%
B/E move
20.9%
Puts
Pseudo strike
25.07
IV
55.3%
B/E move
12.8%

25Δ

Calls
Pseudo strike
31.21
IV
47.6%
B/E move
12.8%
Puts
Pseudo strike
26.13
IV
44.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
29.98
IV
36.8%
B/E move
8.4%
Puts
Pseudo strike
26.81
IV
38.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
29.40
IV
31.7%
B/E move
6.4%
Puts
Pseudo strike
27.29
IV
34.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
28.92
IV
27.5%
B/E move
4.9%
Puts
Pseudo strike
27.68
IV
30.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
28.65
IV
25.2%
B/E move
4.1%
Puts
Pseudo strike
28.04
IV
27.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
28.38
IV
23.0%
B/E move
3.3%
Puts
Pseudo strike
28.26
IV
25.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
28.12
IV
20.8%
B/E move
2.5%
Puts
Pseudo strike
28.47
IV
24.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
27.92
IV
19.1%
B/E move
2.0%
Puts
Pseudo strike
28.68
IV
22.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
27.78
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
28.90
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
27.64
IV
16.6%
B/E move
1.5%
Puts
Pseudo strike
29.19
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.50
IV
15.3%
B/E move
1.3%
Puts
Pseudo strike
29.55
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
27.37
IV
14.0%
B/E move
1.0%
Puts
Pseudo strike
29.90
IV
23.0%
B/E move
0.4%

Options history

No recorded observations