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

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Market dataready · fetched 2026-11-11T13:55:00.027Z

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 · 2026-11-10T21:00:00.181787856Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:59.595893+00:00

Share price$37.07
1D+0.9%
AH$36.71$36.82$36.93$37.04$37.155:30 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$1.17$1.20$1.24$1.27$1.30$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDVOL PRICE$1.18$1.18$1.19$1.24$1.18$1.18$1.18$1.20$1.24$1.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.02157.1%19.5%
25Δ33.19120.8%13.6%
30Δ34.6296.6%9.8%
35Δ39.7191.5%10.3%35.5781.0%7.3%
40Δ38.5875.1%7.2%36.2669.9%5.5%
45Δ37.8263.5%5.2%36.8160.9%4.2%
50Δ37.3256.2%4.0%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.02
IV
157.1%
B/E move
19.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.19
IV
120.8%
B/E move
13.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.62
IV
96.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
39.71
IV
91.5%
B/E move
10.3%
Puts
Pseudo strike
35.57
IV
81.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
38.58
IV
75.1%
B/E move
7.2%
Puts
Pseudo strike
36.26
IV
69.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
37.82
IV
63.5%
B/E move
5.2%
Puts
Pseudo strike
36.81
IV
60.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
37.32
IV
56.2%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend33.50%
Daily EOD
DVOL25.7%29.9%34.1%2026-10-19: 28.03%2026-10-20: 27.80%2026-10-21: 28.19%2026-10-22: 26.31%2026-10-26: 32.55%2026-10-27: 33.01%2026-10-28: 33.23%2026-10-29: 32.71%2026-10-30: 33.50%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.03%
27.80%
28.19%
26.31%
32.55%
33.01%
33.23%
32.71%
33.50%