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First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Momentum & Low Volatility ETF DVOL

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Market datapartial · fetched 2026-10-22T12:29:02.330Z

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 · 2026-10-21T20:00:00.31642998Z

FundamentalsAlpha Vantage · unavailable

Share price$36.16
1D+0.1%
AH$36.08$36.12$36.15$36.19$36.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVOL
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Momentum & Low Volatility ETF options

Live interpolated DVOL call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Momentum & Low Volatility ETF$0.22$0.84$1.47$2.09$2.71$31.87$33.85$35.83$37.80$39.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVOL spot · $36.16DVOL PRICE$0.29$0.47$0.64$0.82$0.99$1.16$1.26$1.37$1.54$1.71$1.89$2.08$2.27$0.62$0.85$1.09$1.12$1.18$1.26$1.39$1.53$1.69$1.87$2.05$2.27$2.53
PutsExpensive2.95×
CallsExpensive2.26×
SkewBearish+6.41 pp
Implied moveBearish±$2.66
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.8418.8%5.5%33.5139.1%9.0%
25Δ37.6722.3%5.5%33.7545.2%9.0%
30Δ37.5025.8%5.5%33.9951.3%9.0%
35Δ37.3229.3%5.5%34.8543.5%6.7%
40Δ37.1532.7%5.5%35.4638.4%5.2%
45Δ36.9535.5%5.4%36.0134.0%3.9%
50Δ36.4932.9%4.4%36.4132.2%3.2%
55Δ36.0430.3%3.4%36.8030.3%2.5%
60Δ35.6629.3%2.9%37.1628.8%1.9%
65Δ35.2928.4%2.3%37.4927.6%1.5%
70Δ34.9427.4%1.9%37.8226.4%1.1%
75Δ34.6225.9%1.5%38.1625.3%0.7%
80Δ34.3124.4%1.2%38.5324.1%0.4%

20Δ

Calls
Pseudo strike
37.84
IV
18.8%
B/E move
5.5%
Puts
Pseudo strike
33.51
IV
39.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
37.67
IV
22.3%
B/E move
5.5%
Puts
Pseudo strike
33.75
IV
45.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
37.50
IV
25.8%
B/E move
5.5%
Puts
Pseudo strike
33.99
IV
51.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
37.32
IV
29.3%
B/E move
5.5%
Puts
Pseudo strike
34.85
IV
43.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
37.15
IV
32.7%
B/E move
5.5%
Puts
Pseudo strike
35.46
IV
38.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
36.95
IV
35.5%
B/E move
5.4%
Puts
Pseudo strike
36.01
IV
34.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
36.49
IV
32.9%
B/E move
4.4%
Puts
Pseudo strike
36.41
IV
32.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
36.04
IV
30.3%
B/E move
3.4%
Puts
Pseudo strike
36.80
IV
30.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
35.66
IV
29.3%
B/E move
2.9%
Puts
Pseudo strike
37.16
IV
28.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
35.29
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
37.49
IV
27.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
34.94
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
37.82
IV
26.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
34.62
IV
25.9%
B/E move
1.5%
Puts
Pseudo strike
38.16
IV
25.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
34.31
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
38.53
IV
24.1%
B/E move
0.4%

Options history

No recorded observations