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First Trust Exchange-Traded Fund II First Trust Nasdaq Lux Digital Health Solutions ETF EKG

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Market datapartial · fetched 2026-10-22T21:27:52.388Z

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 · 2026-10-22T20:00:00.500412013Z

FundamentalsAlpha Vantage · unavailable

Share price$23.89
1D-1.1%
AH$23.63$23.70$23.78$23.86$23.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEKG
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Nasdaq Lux Digital Health Solutions ETF options

Live interpolated EKG call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Nasdaq Lux Digital Health Solutions ETF$0.68$1.30$1.91$2.52$3.13$19.81$21.75$23.70$25.64$27.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EKG spot · $23.89EKG PRICE$0.75$0.78$0.83$0.89$0.96$1.02$1.09$1.15$1.21$1.28$1.37$1.49$0.75$0.79$0.85$0.93$1.02$1.12$1.23$1.35$1.47$1.61$2.00$2.39$2.95
PutsExpensive1.76×
CallsExpensive1.45×
SkewBearish+5.66 pp
Implied moveBearish±$2.25
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0588.4%19.2%
25Δ28.9183.7%24.1%21.3371.6%14.0%
30Δ26.9466.8%16.0%22.2160.9%10.6%
35Δ25.8857.5%11.8%22.8554.1%8.2%
40Δ25.1250.4%8.9%23.3349.5%6.6%
45Δ24.6245.6%7.1%23.7545.6%5.3%
50Δ24.1741.2%5.5%24.1342.3%4.1%
55Δ23.8437.6%4.4%24.4340.0%3.4%
60Δ23.6034.5%3.6%24.7337.6%2.6%
65Δ23.3531.4%2.8%25.0435.6%1.9%
70Δ23.1028.3%2.0%25.5137.4%1.6%
75Δ22.8825.7%1.5%25.9839.2%1.2%
80Δ22.6823.3%1.2%26.6341.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.05
IV
88.4%
B/E move
19.2%

25Δ

Calls
Pseudo strike
28.91
IV
83.7%
B/E move
24.1%
Puts
Pseudo strike
21.33
IV
71.6%
B/E move
14.0%

30Δ

Calls
Pseudo strike
26.94
IV
66.8%
B/E move
16.0%
Puts
Pseudo strike
22.21
IV
60.9%
B/E move
10.6%

35Δ

Calls
Pseudo strike
25.88
IV
57.5%
B/E move
11.8%
Puts
Pseudo strike
22.85
IV
54.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
25.12
IV
50.4%
B/E move
8.9%
Puts
Pseudo strike
23.33
IV
49.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
24.62
IV
45.6%
B/E move
7.1%
Puts
Pseudo strike
23.75
IV
45.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
24.17
IV
41.2%
B/E move
5.5%
Puts
Pseudo strike
24.13
IV
42.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
23.84
IV
37.6%
B/E move
4.4%
Puts
Pseudo strike
24.43
IV
40.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
23.60
IV
34.5%
B/E move
3.6%
Puts
Pseudo strike
24.73
IV
37.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
23.35
IV
31.4%
B/E move
2.8%
Puts
Pseudo strike
25.04
IV
35.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
23.10
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
25.51
IV
37.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
22.88
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
25.98
IV
39.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
22.68
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
26.63
IV
41.1%
B/E move
0.9%

Options history

EKG36.9937.1537.302026-10-20: 37.03%2026-10-21: 37.27%Oct 20Oct 21
Table
DateIV
37.03%
37.27%