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First Trust Multi Cap Growth AlphaDEX Fund FAD

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Market datapartial · fetched 2026-10-22T10:29:05.167Z

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 · 2026-10-21T20:00:00.226803344Z

FundamentalsAlpha Vantage · unavailable

Share price$180.40
1D+0.2%
AH$179.96$180.22$180.48$180.74$180.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAD
Sold putSold callAH

First Trust Multi Cap Growth AlphaDEX Fund options

Live interpolated FAD call and put midpoint premiums by absolute delta.First Trust Multi Cap Growth AlphaDEX Fund$0.77$3.71$6.65$9.59$12.53$165.72$172.91$180.11$187.30$194.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAD spot · $180.40FAD PRICE$1.09$1.53$2.13$2.37$3.19$3.52$4.47$5.21$5.75$7.11$7.96$9.22$10.61$1.50$1.93$2.42$2.84$3.67$4.33$4.88$5.57$6.52$7.25$8.37$9.70$11.68
PutsExpensive1.31×
CallsExpensive1.23×
SkewBearish+1.14 pp
Implied moveBearish±$9.35
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.9219.7%5.9%170.6925.5%6.2%
25Δ188.4920.6%5.3%173.0424.5%5.1%
30Δ187.4622.6%5.1%175.0424.1%4.3%
35Δ185.3320.4%4.0%176.8822.9%3.5%
40Δ184.2622.7%3.9%178.2624.3%3.2%
45Δ182.5721.0%3.2%179.8424.0%2.7%
50Δ181.3522.9%3.0%181.3523.0%2.2%
55Δ179.8823.0%2.6%182.7822.6%1.8%
60Δ178.5121.9%2.1%184.3022.8%1.5%
65Δ176.7823.6%1.9%185.6921.9%1.1%
70Δ175.2823.0%1.6%187.3022.0%0.8%
75Δ173.5323.1%1.3%189.0722.0%0.6%
80Δ171.7022.9%1.1%191.4422.5%0.4%

20Δ

Calls
Pseudo strike
189.92
IV
19.7%
B/E move
5.9%
Puts
Pseudo strike
170.69
IV
25.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
188.49
IV
20.6%
B/E move
5.3%
Puts
Pseudo strike
173.04
IV
24.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
187.46
IV
22.6%
B/E move
5.1%
Puts
Pseudo strike
175.04
IV
24.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
185.33
IV
20.4%
B/E move
4.0%
Puts
Pseudo strike
176.88
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
184.26
IV
22.7%
B/E move
3.9%
Puts
Pseudo strike
178.26
IV
24.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
182.57
IV
21.0%
B/E move
3.2%
Puts
Pseudo strike
179.84
IV
24.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
181.35
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
181.35
IV
23.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
179.88
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
182.78
IV
22.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
178.51
IV
21.9%
B/E move
2.1%
Puts
Pseudo strike
184.30
IV
22.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
176.78
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
185.69
IV
21.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
175.28
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
187.30
IV
22.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
173.53
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
189.07
IV
22.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
171.70
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
191.44
IV
22.5%
B/E move
0.4%

Options history

No recorded observations