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First Trust SkyBridge Crypto Industry and Digital Economy ETF CRPT

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Market dataready · fetched 2026-10-22T03:57:49.818Z

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 · 2026-10-22T00:00:00.078941448Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:54:39.204762+00:00

Share price$14.89
1D+4.1%
AH$14.25$14.46$14.67$14.88$15.095:30 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$0.22$1.67$3.13$4.58$6.04$10.45$12.61$14.77$16.93$19.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRPT spot · $14.89CRPT PRICE$0.38$0.38$0.43$0.49$0.67$0.86$1.05$1.17$1.16$1.14$1.13$1.11$0.53$0.75$0.76$0.77$0.98$1.18$1.51$1.91$2.51$3.04$3.29$3.71$5.62
PutsFair1.02×
CallsCheap0.75×
SkewBearish+25.37 pp
Implied moveBearish±$2.56
TiltBearish45.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1188.9%30.8%12.3694.6%20.6%
25Δ17.2665.2%18.4%12.84100.4%18.8%
30Δ16.5758.0%14.2%13.5184.4%14.4%
35Δ16.0553.7%11.1%14.1367.7%10.3%
40Δ15.7557.8%10.3%14.5069.3%9.2%
45Δ15.4762.8%9.6%14.8771.0%8.0%
50Δ15.1967.7%9.0%15.3375.3%7.2%
55Δ14.9368.3%8.1%15.8381.0%6.5%
60Δ14.7360.2%6.7%16.5189.4%6.0%
65Δ14.5452.1%5.3%17.1693.5%5.2%
70Δ14.3444.1%3.9%17.5987.9%4.0%
75Δ14.1436.0%2.4%18.1885.0%2.8%
80Δ20.14104.3%2.5%

20Δ

Calls
Pseudo strike
19.11
IV
88.9%
B/E move
30.8%
Puts
Pseudo strike
12.36
IV
94.6%
B/E move
20.6%

25Δ

Calls
Pseudo strike
17.26
IV
65.2%
B/E move
18.4%
Puts
Pseudo strike
12.84
IV
100.4%
B/E move
18.8%

30Δ

Calls
Pseudo strike
16.57
IV
58.0%
B/E move
14.2%
Puts
Pseudo strike
13.51
IV
84.4%
B/E move
14.4%

35Δ

Calls
Pseudo strike
16.05
IV
53.7%
B/E move
11.1%
Puts
Pseudo strike
14.13
IV
67.7%
B/E move
10.3%

40Δ

Calls
Pseudo strike
15.75
IV
57.8%
B/E move
10.3%
Puts
Pseudo strike
14.50
IV
69.3%
B/E move
9.2%

45Δ

Calls
Pseudo strike
15.47
IV
62.8%
B/E move
9.6%
Puts
Pseudo strike
14.87
IV
71.0%
B/E move
8.0%

50Δ

Calls
Pseudo strike
15.19
IV
67.7%
B/E move
9.0%
Puts
Pseudo strike
15.33
IV
75.3%
B/E move
7.2%

55Δ

Calls
Pseudo strike
14.93
IV
68.3%
B/E move
8.1%
Puts
Pseudo strike
15.83
IV
81.0%
B/E move
6.5%

60Δ

Calls
Pseudo strike
14.73
IV
60.2%
B/E move
6.7%
Puts
Pseudo strike
16.51
IV
89.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
14.54
IV
52.1%
B/E move
5.3%
Puts
Pseudo strike
17.16
IV
93.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
14.34
IV
44.1%
B/E move
3.9%
Puts
Pseudo strike
17.59
IV
87.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
14.14
IV
36.0%
B/E move
2.4%
Puts
Pseudo strike
18.18
IV
85.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.14
IV
104.3%
B/E move
2.5%

Options history

No recorded observations