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First Trust Global Wind Energy ETF FAN

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Market datapartial · fetched 2026-10-22T14:52:26.978Z

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 · 2026-10-22T14:43:56.817370569Z

FundamentalsAlpha Vantage · unavailable

Share price$21.79
1D-1.1%
$21.77$21.84$21.91$21.98$22.055:30 AM6:30 AM9:00 AM1:00 PMFAN
Sold putSold call

First Trust Global Wind Energy ETF options

Live interpolated FAN call and put midpoint premiums by absolute delta.First Trust Global Wind Energy ETF$1.14$2.33$3.53$4.73$5.92$14.03$17.94$21.85$25.76$29.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAN spot · $21.79FAN PRICE$1.54$1.99$2.44$2.89$3.34$3.79$4.23$4.68$5.13$5.58$1.27$1.37$1.47$1.58$1.68$1.78$1.89$1.99$2.09$2.20$2.30$2.40
PutsExpensive4.19×
CallsExpensive5.91×
SkewBullish-1.92 pp
Implied moveBullish±$4.78
TiltBullish23.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.26157.0%31.2%
25Δ16.94146.9%28.5%
30Δ17.61136.8%25.9%
35Δ26.33113.6%27.9%18.29126.7%23.3%
40Δ25.39111.3%25.7%18.96116.5%20.7%
45Δ24.45109.0%23.4%19.64106.4%18.0%
50Δ23.51106.7%21.2%20.3296.3%15.4%
55Δ22.57104.4%18.9%20.9986.2%12.8%
60Δ21.63102.2%16.6%21.6776.1%10.2%
65Δ20.6999.9%14.4%22.3466.0%7.5%
70Δ19.7597.6%12.1%23.0255.9%4.9%
75Δ18.8195.3%9.9%23.6945.8%2.3%
80Δ17.8793.0%7.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.26
IV
157.0%
B/E move
31.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.94
IV
146.9%
B/E move
28.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.61
IV
136.8%
B/E move
25.9%

35Δ

Calls
Pseudo strike
26.33
IV
113.6%
B/E move
27.9%
Puts
Pseudo strike
18.29
IV
126.7%
B/E move
23.3%

40Δ

Calls
Pseudo strike
25.39
IV
111.3%
B/E move
25.7%
Puts
Pseudo strike
18.96
IV
116.5%
B/E move
20.7%

45Δ

Calls
Pseudo strike
24.45
IV
109.0%
B/E move
23.4%
Puts
Pseudo strike
19.64
IV
106.4%
B/E move
18.0%

50Δ

Calls
Pseudo strike
23.51
IV
106.7%
B/E move
21.2%
Puts
Pseudo strike
20.32
IV
96.3%
B/E move
15.4%

55Δ

Calls
Pseudo strike
22.57
IV
104.4%
B/E move
18.9%
Puts
Pseudo strike
20.99
IV
86.2%
B/E move
12.8%

60Δ

Calls
Pseudo strike
21.63
IV
102.2%
B/E move
16.6%
Puts
Pseudo strike
21.67
IV
76.1%
B/E move
10.2%

65Δ

Calls
Pseudo strike
20.69
IV
99.9%
B/E move
14.4%
Puts
Pseudo strike
22.34
IV
66.0%
B/E move
7.5%

70Δ

Calls
Pseudo strike
19.75
IV
97.6%
B/E move
12.1%
Puts
Pseudo strike
23.02
IV
55.9%
B/E move
4.9%

75Δ

Calls
Pseudo strike
18.81
IV
95.3%
B/E move
9.9%
Puts
Pseudo strike
23.69
IV
45.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
17.87
IV
93.0%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations