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First Trust Multi Cap Growth AlphaDEX Fund FAD

i

Market dataready · fetched 2026-10-22T23:06:24.996Z

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 · 2026-10-22T20:00:00.161292216Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:57:51.592751+00:00

Share price$176.58
1D-0.9%
AH$175.56$176.22$176.88$177.53$178.195:30 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$1.02$3.92$6.82$9.72$12.62$161.27$168.77$176.27$183.78$191.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAD spot · $176.58FAD PRICE$1.34$1.65$2.11$2.64$3.21$3.77$4.53$5.06$6.22$6.85$8.12$9.63$11.77$1.77$2.15$2.59$3.10$3.71$4.27$5.02$5.78$6.68$7.63$8.72$10.06$11.79
PutsExpensive1.33×
CallsExpensive1.31×
SkewBearish+1.25 pp
Implied moveBearish±$9.55
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.2424.6%7.4%165.3130.5%7.4%
25Δ185.4623.0%6.0%168.2828.0%5.9%
30Δ183.5922.9%5.2%170.8126.2%4.7%
35Δ182.0723.3%4.6%172.7325.4%3.9%
40Δ180.5023.4%4.0%174.4225.1%3.3%
45Δ178.9823.2%3.5%176.0324.2%2.7%
50Δ177.5523.8%3.1%177.5424.2%2.3%
55Δ176.0722.8%2.6%179.0523.9%1.9%
60Δ174.5124.3%2.3%180.5623.8%1.5%
65Δ173.1023.2%1.9%182.1223.5%1.2%
70Δ171.3423.8%1.6%183.7423.3%0.9%
75Δ169.3724.6%1.4%185.5523.3%0.6%
80Δ166.8225.9%1.1%187.6923.5%0.4%

20Δ

Calls
Pseudo strike
188.24
IV
24.6%
B/E move
7.4%
Puts
Pseudo strike
165.31
IV
30.5%
B/E move
7.4%

25Δ

Calls
Pseudo strike
185.46
IV
23.0%
B/E move
6.0%
Puts
Pseudo strike
168.28
IV
28.0%
B/E move
5.9%

30Δ

Calls
Pseudo strike
183.59
IV
22.9%
B/E move
5.2%
Puts
Pseudo strike
170.81
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
182.07
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
172.73
IV
25.4%
B/E move
3.9%

40Δ

Calls
Pseudo strike
180.50
IV
23.4%
B/E move
4.0%
Puts
Pseudo strike
174.42
IV
25.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
178.98
IV
23.2%
B/E move
3.5%
Puts
Pseudo strike
176.03
IV
24.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
177.55
IV
23.8%
B/E move
3.1%
Puts
Pseudo strike
177.54
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
176.07
IV
22.8%
B/E move
2.6%
Puts
Pseudo strike
179.05
IV
23.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
174.51
IV
24.3%
B/E move
2.3%
Puts
Pseudo strike
180.56
IV
23.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
173.10
IV
23.2%
B/E move
1.9%
Puts
Pseudo strike
182.12
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
171.34
IV
23.8%
B/E move
1.6%
Puts
Pseudo strike
183.74
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
169.37
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
185.55
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
166.82
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
187.69
IV
23.5%
B/E move
0.4%

Options history

FAD20.6820.7220.752026-10-20: 20.73%2026-10-21: 20.70%Oct 20Oct 21
Table
DateIV
20.73%
20.70%