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First Trust Exchange-Traded Fund VI First Trust RBA American Industrial Renaissance ETF AIRR

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Market dataready · fetched 2026-11-11T13:57:03.421Z

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 · 2026-11-11T12:00:09.278846115Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:57:02.820603+00:00

Share price$99.99
1D
Price history unavailable.

First Trust Exchange-Traded Fund VI First Trust RBA American Industrial Renaissance ETF options

Live interpolated AIRR call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust RBA American Industrial Renaissance ETF$0.35$6.34$12.32$18.30$24.29$87.29$93.04$98.79$104.54$110.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AIRR spot · $99.99AIRR PRICE$1.00$1.00$1.07$1.18$1.29$1.39$1.47$1.22$1.41$1.75$2.14$2.53$2.92$3.41$4.15$5.01$6.52$9.33$13.49$22.56
PutsExpensive1.57×
Calls——
Skew——
Implied moveBearish±$4.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.8058.7%9.8%91.7667.0%9.5%
25Δ105.1743.5%6.2%94.4157.2%7.0%
30Δ103.4136.5%4.5%95.8954.3%5.9%
35Δ102.2832.4%3.5%97.0353.4%5.1%
40Δ101.4329.1%2.7%98.1852.5%4.3%
45Δ100.7626.4%2.2%99.3251.5%3.6%
50Δ100.2123.7%1.7%100.4251.6%3.0%
55Δ101.5253.6%2.6%
60Δ102.7355.6%2.3%
65Δ104.4362.2%2.1%
70Δ107.2975.7%2.0%
75Δ111.5792.5%1.9%
80Δ120.65126.4%1.9%

20Δ

Calls
Pseudo strike
108.80
IV
58.7%
B/E move
9.8%
Puts
Pseudo strike
91.76
IV
67.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
105.17
IV
43.5%
B/E move
6.2%
Puts
Pseudo strike
94.41
IV
57.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
103.41
IV
36.5%
B/E move
4.5%
Puts
Pseudo strike
95.89
IV
54.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
102.28
IV
32.4%
B/E move
3.5%
Puts
Pseudo strike
97.03
IV
53.4%
B/E move
5.1%

40Δ

Calls
Pseudo strike
101.43
IV
29.1%
B/E move
2.7%
Puts
Pseudo strike
98.18
IV
52.5%
B/E move
4.3%

45Δ

Calls
Pseudo strike
100.76
IV
26.4%
B/E move
2.2%
Puts
Pseudo strike
99.32
IV
51.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
100.21
IV
23.7%
B/E move
1.7%
Puts
Pseudo strike
100.42
IV
51.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.52
IV
53.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.73
IV
55.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.43
IV
62.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.29
IV
75.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.57
IV
92.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.65
IV
126.4%
B/E move
1.9%

Options history

IV · four-Friday blend34.98%
Daily close
AIRR26.8%33.3%39.8%2026-08-17: 27.68%2026-08-20: 35.25%2026-08-21: 29.51%2026-08-24: 30.56%2026-08-25: 29.62%2026-08-26: 29.64%2026-08-27: 28.37%2026-08-28: 30.04%2026-08-31: 29.17%2026-09-01: 28.99%2026-09-02: 29.52%2026-09-03: 27.85%2026-09-04: 28.45%2026-09-08: 28.81%2026-09-10: 32.01%2026-09-11: 29.97%2026-09-14: 34.26%2026-09-15: 36.30%2026-09-18: 30.97%2026-09-21: 29.81%2026-09-22: 31.56%2026-09-23: 31.29%2026-09-24: 30.46%2026-09-25: 29.59%2026-09-28: 32.16%2026-09-29: 31.20%2026-09-30: 31.91%2026-10-01: 32.10%2026-10-02: 30.99%2026-10-05: 30.97%2026-10-06: 30.53%2026-10-07: 31.30%2026-10-08: 31.02%2026-10-09: 30.90%2026-10-14: 36.63%2026-10-15: 38.92%2026-10-16: 33.00%2026-10-19: 32.12%2026-10-20: 33.18%2026-10-21: 32.68%2026-10-22: 34.36%2026-10-23: 34.93%2026-10-26: 35.45%2026-10-27: 32.66%2026-10-28: 33.83%2026-10-29: 31.65%2026-10-30: 34.98%Aug 17Sep 25Oct 30
47 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
27.68%
35.25%
29.51%
30.56%
29.62%
29.64%
28.37%
30.04%
29.17%
28.99%
29.52%
27.85%
28.45%
28.81%
32.01%
29.97%
34.26%
36.30%
30.97%
29.81%
31.56%
31.29%
30.46%
29.59%
32.16%
31.20%
31.91%
32.10%
30.99%
30.97%
30.53%
31.30%
31.02%
30.90%
36.63%
38.92%
33.00%
32.12%
33.18%
32.68%
34.36%
34.93%
35.45%
32.66%
33.83%
31.65%
34.98%