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First Trust SkyBridge Crypto Industry and Digital Economy ETF CRPT

i

Market dataready · fetched 2026-11-13T04:11:39.464Z

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 · 2026-11-13T01:00:00.067958376Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:11:38.590740+00:00

Share price$11.60
1D+0.5%
AH$10.97$11.25$11.53$11.80$12.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRPT
Sold putSold callAH

First Trust SkyBridge Crypto Industry and Digital Economy ETF options

Live interpolated CRPT call and put midpoint premiums by absolute delta.First Trust SkyBridge Crypto Industry and Digital Economy ETF$0.41$0.73$1.04$1.36$1.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ 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 PRICECRPT PRICE$0.60$0.60$0.60$0.64$0.45$0.52$0.59$0.66$0.73$0.80$0.94$1.14$0.60$0.64$0.69$0.74$0.73$0.94$1.15$1.36$1.58
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.99412.2%103.4%9.04264.0%27.2%
25Δ16.88290.6%50.7%9.84217.9%20.7%
30Δ14.48220.0%30.0%10.39188.7%16.4%
35Δ13.43187.8%21.3%10.88163.6%12.6%
40Δ
45Δ11.8982.3%6.4%
50Δ11.7379.8%5.5%
55Δ11.5677.2%4.7%
60Δ11.4074.7%3.9%12.0072.7%2.8%
65Δ11.2372.1%3.1%12.2676.2%2.4%
70Δ11.0769.6%2.3%12.5179.6%2.0%
75Δ10.8569.0%1.7%12.7783.1%1.6%
80Δ10.6169.8%1.4%13.0485.9%1.3%

20Δ

Calls
Pseudo strike
22.99
IV
412.2%
B/E move
103.4%
Puts
Pseudo strike
9.04
IV
264.0%
B/E move
27.2%

25Δ

Calls
Pseudo strike
16.88
IV
290.6%
B/E move
50.7%
Puts
Pseudo strike
9.84
IV
217.9%
B/E move
20.7%

30Δ

Calls
Pseudo strike
14.48
IV
220.0%
B/E move
30.0%
Puts
Pseudo strike
10.39
IV
188.7%
B/E move
16.4%

35Δ

Calls
Pseudo strike
13.43
IV
187.8%
B/E move
21.3%
Puts
Pseudo strike
10.88
IV
163.6%
B/E move
12.6%

40Δ

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

45Δ

Calls
Pseudo strike
11.89
IV
82.3%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.73
IV
79.8%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.56
IV
77.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.40
IV
74.7%
B/E move
3.9%
Puts
Pseudo strike
12.00
IV
72.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
11.23
IV
72.1%
B/E move
3.1%
Puts
Pseudo strike
12.26
IV
76.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
11.07
IV
69.6%
B/E move
2.3%
Puts
Pseudo strike
12.51
IV
79.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
10.85
IV
69.0%
B/E move
1.7%
Puts
Pseudo strike
12.77
IV
83.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
10.61
IV
69.8%
B/E move
1.4%
Puts
Pseudo strike
13.04
IV
85.9%
B/E move
1.3%

Options history

IV · four-Friday blend65.61%
Daily EOD
CRPT62.9%66.4%69.8%2026-10-19: 64.05%2026-10-20: 68.29%2026-10-21: 69.33%2026-10-22: 65.85%2026-10-23: 68.05%2026-10-26: 63.64%2026-10-27: 65.67%2026-10-28: 64.02%2026-10-29: 63.39%2026-10-30: 65.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.05%
68.29%
69.33%
65.85%
68.05%
63.64%
65.67%
64.02%
63.39%
65.61%