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First Trust North American Energy Infrastructure Fund EMLP

i

Market dataready · fetched 2026-11-11T13:47:18.575Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T01:00:00.118256868Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:47:17.112767+00:00

Share price$43.59
1D+1.0%
AH$43.10$43.26$43.42$43.57$43.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMLP
Sold putSold callAH

First Trust North American Energy Infrastructure Fund options

Live interpolated EMLP call and put midpoint premiums by absolute delta.First Trust North American Energy Infrastructure Fund$0.43$1.33$2.24$3.14$4.04$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEMLP PRICE$0.53$0.72$0.91$1.10$1.29$1.48$1.67$1.87$2.10$2.33$2.56$2.79$3.21$3.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9514.1%11.2%
25Δ47.3814.4%10.3%
30Δ46.8114.8%9.5%
35Δ46.2415.2%8.6%
40Δ45.6715.5%7.7%
45Δ45.0915.9%6.9%
50Δ44.5216.3%6.0%
55Δ43.9516.5%5.1%
60Δ43.3415.9%4.3%46.0221.2%1.8%
65Δ42.7415.2%3.4%46.8321.4%1.2%
70Δ42.1414.5%2.6%
75Δ41.5413.8%1.7%
80Δ

20Δ

Calls
Pseudo strike
47.95
IV
14.1%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
47.38
IV
14.4%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
46.81
IV
14.8%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
46.24
IV
15.2%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
45.67
IV
15.5%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
45.09
IV
15.9%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.52
IV
16.3%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.95
IV
16.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.34
IV
15.9%
B/E move
4.3%
Puts
Pseudo strike
46.02
IV
21.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
42.74
IV
15.2%
B/E move
3.4%
Puts
Pseudo strike
46.83
IV
21.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
42.14
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.54
IV
13.8%
B/E move
1.7%
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 blend21.39%
Daily close
EMLP17.9%30.2%42.5%2026-08-13: 23.64%2026-08-14: 23.94%2026-08-17: 27.30%2026-08-18: 29.15%2026-08-19: 31.60%2026-08-20: 39.13%2026-08-21: 19.56%2026-08-24: 20.73%2026-08-25: 20.86%2026-08-26: 20.63%2026-08-27: 20.59%2026-08-28: 20.23%2026-08-31: 21.07%2026-09-01: 21.15%2026-09-02: 21.26%2026-09-03: 21.70%2026-09-04: 21.86%2026-09-08: 21.97%2026-09-09: 23.28%2026-09-10: 23.65%2026-09-11: 24.35%2026-09-14: 27.71%2026-09-15: 30.39%2026-09-16: 32.35%2026-09-17: 40.80%2026-09-18: 20.96%2026-09-21: 20.87%2026-09-22: 20.98%2026-09-23: 21.65%2026-09-24: 21.72%2026-09-25: 20.91%2026-09-28: 22.75%2026-09-29: 22.98%2026-09-30: 22.86%2026-10-01: 22.64%2026-10-02: 23.10%2026-10-05: 23.60%2026-10-06: 23.81%2026-10-07: 24.33%2026-10-08: 25.00%2026-10-09: 25.66%2026-10-12: 28.55%2026-10-13: 28.88%2026-10-14: 32.38%2026-10-15: 40.74%2026-10-16: 19.89%2026-10-19: 20.02%2026-10-20: 20.28%2026-10-21: 20.55%2026-10-22: 23.51%2026-10-23: 25.88%2026-10-26: 21.43%2026-10-27: 21.38%2026-10-28: 21.43%2026-10-29: 21.43%2026-10-30: 21.39%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.64%
23.94%
27.30%
29.15%
31.60%
39.13%
19.56%
20.73%
20.86%
20.63%
20.59%
20.23%
21.07%
21.15%
21.26%
21.70%
21.86%
21.97%
23.28%
23.65%
24.35%
27.71%
30.39%
32.35%
40.80%
20.96%
20.87%
20.98%
21.65%
21.72%
20.91%
22.75%
22.98%
22.86%
22.64%
23.10%
23.60%
23.81%
24.33%
25.00%
25.66%
28.55%
28.88%
32.38%
40.74%
19.89%
20.02%
20.28%
20.55%
23.51%
25.88%
21.43%
21.38%
21.43%
21.43%
21.39%