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First Trust Multi Cap Value AlphaDEX Fund FAB

i

Market dataready · fetched 2026-10-22T22:58:25.268Z

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 · 2026-10-22T20:00:00.366132395Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:58:24.974241+00:00

Share price$105.81
1D+0.8%
AH$104.65$104.90$105.15$105.40$105.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAB
Sold putSold callAH

First Trust Multi Cap Value AlphaDEX Fund options

Live interpolated FAB call and put midpoint premiums by absolute delta.First Trust Multi Cap Value AlphaDEX Fund$0.95$2.26$3.56$4.87$6.17$96.93$100.92$104.92$108.91$112.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAB spot · $105.81FAB PRICE$1.50$1.61$2.00$1.86$2.31$2.97$2.95$2.93$4.71$5.80$1.10$1.21$1.37$1.50$1.71$1.96$2.26$2.61$2.95$3.37$3.89$4.33
PutsExpensive2.08×
CallsExpensive1.17×
SkewBearish+1.86 pp
Implied moveBearish±$4.13
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.9231.6%7.5%
25Δ101.2726.4%5.4%
30Δ102.8023.4%4.1%
35Δ108.9822.1%4.4%104.0020.7%3.1%
40Δ107.8119.4%3.4%104.8319.5%2.5%
45Δ107.0920.4%3.1%105.5718.8%2.1%
50Δ106.3216.3%2.2%106.2818.4%1.7%
55Δ105.5616.8%1.9%106.9618.2%1.4%
60Δ104.8919.3%1.9%107.6217.7%1.1%
65Δ104.4616.7%1.5%108.3217.5%0.8%
70Δ104.0414.2%1.1%109.0617.6%0.6%
75Δ102.3420.0%1.2%109.7316.9%0.4%
80Δ101.0621.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.92
IV
31.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.27
IV
26.4%
B/E move
5.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.80
IV
23.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
108.98
IV
22.1%
B/E move
4.4%
Puts
Pseudo strike
104.00
IV
20.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
107.81
IV
19.4%
B/E move
3.4%
Puts
Pseudo strike
104.83
IV
19.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
107.09
IV
20.4%
B/E move
3.1%
Puts
Pseudo strike
105.57
IV
18.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
106.32
IV
16.3%
B/E move
2.2%
Puts
Pseudo strike
106.28
IV
18.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
105.56
IV
16.8%
B/E move
1.9%
Puts
Pseudo strike
106.96
IV
18.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
104.89
IV
19.3%
B/E move
1.9%
Puts
Pseudo strike
107.62
IV
17.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
104.46
IV
16.7%
B/E move
1.5%
Puts
Pseudo strike
108.32
IV
17.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
104.04
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
109.06
IV
17.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
102.34
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
109.73
IV
16.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
101.06
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

FAB15.8616.0116.162026-10-20: 15.88%2026-10-21: 16.14%Oct 20Oct 21
Table
DateIV
15.88%
16.14%