Fidelity MSCI Real Estate Index ETF

FRELAMEX · USD
29.29USD0.00 (+0.09%)

Fidelity MSCI Real Estate Index ETF (FREL) Historical Volatility

FREL's 30 day historical volatility is 18.06%, in the 93rd percentile of readings over the past year. This is a high percentile, meaning Fidelity MSCI Real Estate Index ETF shares have swung far more than usual. FREL's 30 day implied volatility sits at 19.61%, with an IV Rank of 25.79%, leaving IV 1.55 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 13, 2026.

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Tracking FREL historical volatility helps you see how much Fidelity MSCI Real Estate Index ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, FREL's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FREL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. FREL's 30 day historical volatility, or FREL HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FREL's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Tracks the performance of the MSCI USA IMI Real Estate 25/50 Index.

Historical Volatility

HV Percentile
93rdHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)18.06%

HV Percentile93rd

Implied Volatility (30d)19.61%

IV Rank25.79%

IV Minus HV+1.55%

As of Nov 13, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 13, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 13, 2026

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