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First Trust S-Network Streaming and Gaming ETF BNGE

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Market datapartial · fetched 2026-10-23T12:35:58.793Z

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 · 2026-10-23T00:00:00.174744633Z

FundamentalsAlpha Vantage · unavailable

Share price$31.96
1D+0.0%
AH$32.00$32.01$32.02$32.03$32.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNGE
Sold putSold callAH

First Trust S-Network Streaming and Gaming ETF options

Live interpolated BNGE call and put midpoint premiums by absolute delta.First Trust S-Network Streaming and Gaming ETF$0.66$1.00$1.33$1.67$2.00$28.10$30.05$31.99$33.94$35.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNGE spot · $31.96BNGE PRICE$0.70$0.70$0.72$0.78$0.85$0.93$1.02$1.11$1.19$1.27$1.36$1.54$1.84$0.70$0.72$0.78$0.85$0.94$1.03$1.12$1.20$1.28$1.36$1.62$1.91
PutsExpensive4.47×
CallsExpensive1.77×
SkewBullish-0.71 pp
Implied moveBearish±$2.14
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.4277.8%25.5%28.0264.5%14.5%
25Δ36.1757.0%15.3%29.4250.9%10.2%
30Δ34.5945.6%10.5%30.2943.4%7.7%
35Δ33.7139.6%7.9%30.9638.0%5.8%
40Δ33.0535.2%6.0%31.3935.2%4.7%
45Δ32.6332.8%5.0%31.8232.5%3.7%
50Δ32.2230.5%4.0%32.1530.1%2.9%
55Δ31.8928.3%3.2%32.4227.9%2.3%
60Δ31.6426.4%2.7%32.6925.7%1.7%
65Δ31.3924.4%2.2%32.9523.5%1.2%
70Δ31.1422.4%1.7%33.3023.6%0.9%
75Δ30.8321.6%1.3%33.6624.1%0.6%
80Δ30.4522.1%1.0%

20Δ

Calls
Pseudo strike
39.42
IV
77.8%
B/E move
25.5%
Puts
Pseudo strike
28.02
IV
64.5%
B/E move
14.5%

25Δ

Calls
Pseudo strike
36.17
IV
57.0%
B/E move
15.3%
Puts
Pseudo strike
29.42
IV
50.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
34.59
IV
45.6%
B/E move
10.5%
Puts
Pseudo strike
30.29
IV
43.4%
B/E move
7.7%

35Δ

Calls
Pseudo strike
33.71
IV
39.6%
B/E move
7.9%
Puts
Pseudo strike
30.96
IV
38.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
33.05
IV
35.2%
B/E move
6.0%
Puts
Pseudo strike
31.39
IV
35.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
32.63
IV
32.8%
B/E move
5.0%
Puts
Pseudo strike
31.82
IV
32.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
32.22
IV
30.5%
B/E move
4.0%
Puts
Pseudo strike
32.15
IV
30.1%
B/E move
2.9%

55Δ

Calls
Pseudo strike
31.89
IV
28.3%
B/E move
3.2%
Puts
Pseudo strike
32.42
IV
27.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
31.64
IV
26.4%
B/E move
2.7%
Puts
Pseudo strike
32.69
IV
25.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
31.39
IV
24.4%
B/E move
2.2%
Puts
Pseudo strike
32.95
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
31.14
IV
22.4%
B/E move
1.7%
Puts
Pseudo strike
33.30
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
30.83
IV
21.6%
B/E move
1.3%
Puts
Pseudo strike
33.66
IV
24.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
30.45
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations