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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 2026-11-13T19:11:35.331Z

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 · 2026-11-12T21:00:00.423570397Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:34.274642+00:00

Share price$22.72
1D-0.2%
AH$22.75$22.77$22.79$22.80$22.825:30 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$1.11$1.23$1.35$1.47$1.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEKG PRICE$1.12$1.26$1.41$1.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ23.1370.9%3.1%
60Δ23.3968.6%2.6%
65Δ23.6566.4%2.1%
70Δ23.9164.1%1.6%
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.13
IV
70.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.39
IV
68.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.65
IV
66.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.91
IV
64.1%
B/E move
1.6%

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 blend37.58%
Daily close
EKG34.2%54.6%75.0%2026-08-17: 57.78%2026-08-18: 61.34%2026-08-19: 63.77%2026-08-20: 72.22%2026-08-21: 38.29%2026-08-24: 40.51%2026-08-25: 40.25%2026-08-26: 40.76%2026-08-27: 40.17%2026-08-28: 41.40%2026-08-31: 42.10%2026-09-01: 42.84%2026-09-02: 42.29%2026-09-03: 44.67%2026-09-04: 43.41%2026-09-08: 47.47%2026-09-09: 48.91%2026-09-10: 48.89%2026-09-11: 50.82%2026-09-14: 53.88%2026-09-15: 58.54%2026-09-16: 63.56%2026-09-17: 71.65%2026-09-18: 39.33%2026-09-21: 38.25%2026-09-22: 38.20%2026-09-23: 38.56%2026-09-24: 37.76%2026-09-25: 38.43%2026-09-28: 39.51%2026-09-29: 39.25%2026-09-30: 39.53%2026-10-01: 40.17%2026-10-02: 41.22%2026-10-05: 40.13%2026-10-06: 41.74%2026-10-07: 44.31%2026-10-08: 46.39%2026-10-09: 46.28%2026-10-12: 51.91%2026-10-13: 55.30%2026-10-14: 60.94%2026-10-15: 68.94%2026-10-16: 37.68%2026-10-19: 38.52%2026-10-20: 37.04%2026-10-21: 37.28%2026-10-22: 38.78%2026-10-23: 38.57%2026-10-26: 39.04%2026-10-27: 37.93%2026-10-28: 37.19%2026-10-29: 37.69%2026-10-30: 37.58%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
57.78%
61.34%
63.77%
72.22%
38.29%
40.51%
40.25%
40.76%
40.17%
41.40%
42.10%
42.84%
42.29%
44.67%
43.41%
47.47%
48.91%
48.89%
50.82%
53.88%
58.54%
63.56%
71.65%
39.33%
38.25%
38.20%
38.56%
37.76%
38.43%
39.51%
39.25%
39.53%
40.17%
41.22%
40.13%
41.74%
44.31%
46.39%
46.28%
51.91%
55.30%
60.94%
68.94%
37.68%
38.52%
37.04%
37.28%
38.78%
38.57%
39.04%
37.93%
37.19%
37.69%
37.58%