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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 2026-10-22T07:00:51.372Z

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 · 2026-10-21T22:34:38.426308615Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:00:49.635424+00:00

Share price$99.03
1D-0.3%
AH$98.64$98.91$99.17$99.43$99.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIRR
Sold putSold callAH

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$0.72$3.29$5.85$8.41$10.98$87.14$93.23$99.31$105.40$111.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIRR spot · $99.03AIRR PRICE$1.00$1.29$1.60$2.12$2.62$3.28$3.56$4.44$5.31$6.18$7.30$8.77$10.24$1.22$1.53$1.84$2.33$2.81$3.30$3.79$4.63$4.93$5.12$6.51$6.54$8.13
PutsCheap0.94×
CallsExpensive1.15×
SkewBullish-4.10 pp
Implied moveBearish±$7.35
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.1333.3%10.2%91.2037.3%9.1%
25Δ106.1132.5%8.5%93.1335.1%7.5%
30Δ104.5131.6%7.2%95.0332.9%5.9%
35Δ103.4233.5%6.6%96.2132.6%5.2%
40Δ102.3434.8%6.0%97.3832.4%4.5%
45Δ101.1736.7%5.5%98.5532.2%3.8%
50Δ99.7533.6%4.3%99.7331.9%3.1%
55Δ98.4334.9%3.9%100.9733.5%2.7%
60Δ97.1036.3%3.4%101.9430.9%2.0%
65Δ95.7837.7%3.0%102.6928.0%1.5%
70Δ94.2339.1%2.5%104.2730.7%1.3%
75Δ92.3540.5%2.1%104.7826.9%0.8%
80Δ90.4642.0%1.7%106.6428.5%0.5%

20Δ

Calls
Pseudo strike
108.13
IV
33.3%
B/E move
10.2%
Puts
Pseudo strike
91.20
IV
37.3%
B/E move
9.1%

25Δ

Calls
Pseudo strike
106.11
IV
32.5%
B/E move
8.5%
Puts
Pseudo strike
93.13
IV
35.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
104.51
IV
31.6%
B/E move
7.2%
Puts
Pseudo strike
95.03
IV
32.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
103.42
IV
33.5%
B/E move
6.6%
Puts
Pseudo strike
96.21
IV
32.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
102.34
IV
34.8%
B/E move
6.0%
Puts
Pseudo strike
97.38
IV
32.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
101.17
IV
36.7%
B/E move
5.5%
Puts
Pseudo strike
98.55
IV
32.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
99.75
IV
33.6%
B/E move
4.3%
Puts
Pseudo strike
99.73
IV
31.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
98.43
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
100.97
IV
33.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
97.10
IV
36.3%
B/E move
3.4%
Puts
Pseudo strike
101.94
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
95.78
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
102.69
IV
28.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
94.23
IV
39.1%
B/E move
2.5%
Puts
Pseudo strike
104.27
IV
30.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
92.35
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
104.78
IV
26.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
90.46
IV
42.0%
B/E move
1.7%
Puts
Pseudo strike
106.64
IV
28.5%
B/E move
0.5%

Options history

No recorded observations