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First Trust Exchange-Traded Fund II First Trust Indxx Metaverse ETF ARVR

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Market dataready · fetched 2026-10-27T12:01:01.180Z

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 · 2026-10-26T20:00:00.104201208Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-27T12:01:01.509996+00:00

Share price$57.05
1D+0.0%
AH$56.69$56.71$56.72$56.73$56.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARVR
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Indxx Metaverse ETF options

Live interpolated ARVR call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Indxx Metaverse ETF$0.44$1.62$2.79$3.96$5.14$52.36$54.83$57.31$59.78$62.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARVR spot · $57.05ARVR PRICE$0.57$0.64$0.75$0.87$0.99$1.18$1.43$1.70$1.99$2.37$2.93$4.80$0.79$0.91$1.00$1.11$1.24$1.41$1.61$1.82$2.07$2.31
PutsExpensive1.72×
CallsExpensive5.52×
SkewBullish-3.47 pp
Implied moveBalanced±$2.84
TiltBullish17.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.2036.3%10.0%
25Δ60.5230.2%7.2%54.1034.3%6.5%
30Δ59.5927.7%5.8%55.0431.0%5.1%
35Δ58.8826.2%4.7%55.7627.8%4.0%
40Δ58.2924.5%3.9%56.3425.7%3.2%
45Δ57.7724.2%3.3%56.8524.0%2.5%
50Δ57.3125.1%3.0%57.2923.2%2.1%
55Δ56.8425.9%2.6%57.7122.7%1.7%
60Δ56.3526.2%2.3%58.1222.2%1.3%
65Δ55.8027.2%2.0%58.5321.7%1.0%
70Δ55.1229.5%1.7%58.9421.2%0.7%
75Δ53.3743.1%2.0%
80Δ

20Δ

Calls
Pseudo strike
62.20
IV
36.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.52
IV
30.2%
B/E move
7.2%
Puts
Pseudo strike
54.10
IV
34.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
59.59
IV
27.7%
B/E move
5.8%
Puts
Pseudo strike
55.04
IV
31.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
58.88
IV
26.2%
B/E move
4.7%
Puts
Pseudo strike
55.76
IV
27.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
58.29
IV
24.5%
B/E move
3.9%
Puts
Pseudo strike
56.34
IV
25.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
57.77
IV
24.2%
B/E move
3.3%
Puts
Pseudo strike
56.85
IV
24.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
57.31
IV
25.1%
B/E move
3.0%
Puts
Pseudo strike
57.29
IV
23.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
56.84
IV
25.9%
B/E move
2.6%
Puts
Pseudo strike
57.71
IV
22.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
56.35
IV
26.2%
B/E move
2.3%
Puts
Pseudo strike
58.12
IV
22.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
55.80
IV
27.2%
B/E move
2.0%
Puts
Pseudo strike
58.53
IV
21.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
55.12
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
58.94
IV
21.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
53.37
IV
43.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations