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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 2026-10-23T06:05:09.804Z

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 · 2026-10-22T20:00:00.697107077Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:05:09.474490+00:00

Share price$96.74
1D-0.2%
AH$96.49$96.59$96.69$96.79$96.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCARZ
Sold putSold callAH

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$1.00$3.30$5.60$7.90$10.21$84.61$91.81$99.01$106.21$113.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CARZ spot · $96.74CARZ PRICE$1.25$1.52$1.77$2.10$2.49$2.94$3.47$4.06$3.38$3.97$4.58$5.28$6.14$7.12$8.21$9.54
PutsFair1.01×
CallsExpensive2.56×
SkewBullish-2.00 pp
Implied moveBearish±$7.44
TiltBearish42.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.4043.6%13.3%
25Δ105.3139.7%10.4%
30Δ102.9036.2%8.2%
35Δ101.2335.1%6.8%
40Δ99.8634.5%5.8%
45Δ98.6334.1%5.0%96.3135.0%3.9%
50Δ97.4734.4%4.3%97.4834.9%3.3%
55Δ96.3134.6%3.8%98.6534.5%2.8%
60Δ99.8434.2%2.3%
65Δ101.1334.4%1.8%
70Δ102.4934.5%1.4%
75Δ103.9534.4%1.0%
80Δ105.6234.4%0.7%

20Δ

Calls
Pseudo strike
108.40
IV
43.6%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
105.31
IV
39.7%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
102.90
IV
36.2%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
101.23
IV
35.1%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
99.86
IV
34.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
98.63
IV
34.1%
B/E move
5.0%
Puts
Pseudo strike
96.31
IV
35.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
97.47
IV
34.4%
B/E move
4.3%
Puts
Pseudo strike
97.48
IV
34.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
96.31
IV
34.6%
B/E move
3.8%
Puts
Pseudo strike
98.65
IV
34.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.84
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.13
IV
34.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.49
IV
34.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.95
IV
34.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.62
IV
34.4%
B/E move
0.7%

Options history

CARZ31.6431.9132.172026-10-20: 32.14%2026-10-21: 31.68%Oct 20Oct 21
Table
DateIV
32.14%
31.68%