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First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF CARZ

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Market dataready · fetched 2026-11-13T19:11:42.894Z

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 · 2026-11-13T18:46:03.228604288Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:42.457455+00:00

Share price$92.22
1D-1.4%
$91.65$92.16$92.68$93.19$93.705:30 AM6:30 AM9:00 AM1:00 PMCARZ
Sold putSold call

First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF options

Live interpolated CARZ call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF$1.37$2.32$3.26$4.21$5.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECARZ PRICE$1.47$1.75$2.09$2.55$3.02$3.52$4.13$4.89$2.39$2.74$3.29$3.94$4.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ92.9634.9%2.4%
50Δ92.4035.2%2.1%
55Δ91.8035.9%1.8%
60Δ91.1437.3%1.6%93.4933.5%1.2%
65Δ90.4738.8%1.4%94.0533.4%1.0%
70Δ89.7740.1%1.2%94.7634.5%0.8%
75Δ88.9641.1%0.9%95.5735.8%0.6%
80Δ88.0242.1%0.7%96.4236.3%0.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
92.96
IV
34.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
92.40
IV
35.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
91.80
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
91.14
IV
37.3%
B/E move
1.6%
Puts
Pseudo strike
93.49
IV
33.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
90.47
IV
38.8%
B/E move
1.4%
Puts
Pseudo strike
94.05
IV
33.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
89.77
IV
40.1%
B/E move
1.2%
Puts
Pseudo strike
94.76
IV
34.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
88.96
IV
41.1%
B/E move
0.9%
Puts
Pseudo strike
95.57
IV
35.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
88.02
IV
42.1%
B/E move
0.7%
Puts
Pseudo strike
96.42
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend33.49%
Daily EOD
CARZ30.9%32.3%33.7%2026-10-19: 31.95%2026-10-20: 32.14%2026-10-21: 31.68%2026-10-22: 33.34%2026-10-26: 32.09%2026-10-27: 31.69%2026-10-28: 31.07%2026-10-29: 31.26%2026-10-30: 33.49%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.95%
32.14%
31.68%
33.34%
32.09%
31.69%
31.07%
31.26%
33.49%