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First Trust North American Energy Infrastructure Fund EMLP

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Market datapartial · fetched 2026-10-22T10:02:45.440Z

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 · 2026-10-22T00:00:00.120696992Z

FundamentalsAlpha Vantage · unavailable

Share price$43.18
1D-0.1%
AH$43.11$43.15$43.20$43.25$43.295:30 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$0.72$1.20$1.68$2.16$2.64$38.68$40.79$42.90$45.02$47.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMLP spot · $43.18EMLP PRICE$0.78$0.78$0.83$0.89$0.96$1.06$1.15$1.23$1.32$1.40$1.49$1.66$0.78$0.78$0.83$0.89$0.99$1.14$1.60$2.00$2.00$2.00$2.00$2.00$2.50
PutsExpensive1.15×
CallsCheap0.94×
SkewBearish+5.98 pp
Implied moveBearish±$2.65
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.6252.8%12.4%
25Δ47.6745.2%12.2%40.3440.6%8.4%
30Δ45.9135.2%8.1%41.3633.9%6.1%
35Δ44.9630.1%6.0%42.0929.6%4.6%
40Δ44.3526.8%4.8%42.5827.3%3.7%
45Δ43.8424.2%3.8%43.0725.9%2.9%
50Δ43.4822.6%3.1%43.5629.9%2.8%
55Δ43.1121.0%2.5%44.0333.1%2.7%
60Δ42.8419.5%2.1%44.2629.6%2.1%
65Δ42.6118.1%1.7%44.5026.1%1.6%
70Δ42.3916.7%1.4%44.7322.7%1.0%
75Δ42.1615.3%1.1%44.9719.2%0.5%
80Δ41.8514.5%0.8%45.5620.2%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.62
IV
52.8%
B/E move
12.4%

25Δ

Calls
Pseudo strike
47.67
IV
45.2%
B/E move
12.2%
Puts
Pseudo strike
40.34
IV
40.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
45.91
IV
35.2%
B/E move
8.1%
Puts
Pseudo strike
41.36
IV
33.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
44.96
IV
30.1%
B/E move
6.0%
Puts
Pseudo strike
42.09
IV
29.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
44.35
IV
26.8%
B/E move
4.8%
Puts
Pseudo strike
42.58
IV
27.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
43.84
IV
24.2%
B/E move
3.8%
Puts
Pseudo strike
43.07
IV
25.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
43.48
IV
22.6%
B/E move
3.1%
Puts
Pseudo strike
43.56
IV
29.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
43.11
IV
21.0%
B/E move
2.5%
Puts
Pseudo strike
44.03
IV
33.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
42.84
IV
19.5%
B/E move
2.1%
Puts
Pseudo strike
44.26
IV
29.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
42.61
IV
18.1%
B/E move
1.7%
Puts
Pseudo strike
44.50
IV
26.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
42.39
IV
16.7%
B/E move
1.4%
Puts
Pseudo strike
44.73
IV
22.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
42.16
IV
15.3%
B/E move
1.1%
Puts
Pseudo strike
44.97
IV
19.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
41.85
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
45.56
IV
20.2%
B/E move
0.3%

Options history

No recorded observations