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First Trust Global Wind Energy ETF FAN

i

Market datapartial · fetched 2026-11-11T15:55:28.274Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:52:06.541255122Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:26.525751+00:00

Share price$22.82
1D+0.1%
$22.72$22.75$22.77$22.80$22.835:30 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$2.57$4.45$6.34$8.22$10.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFAN PRICE$2.77$3.74$4.71$5.68$6.65$7.62$8.59$9.56
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ23.4147.6%9.5%
50Δ24.6648.3%8.3%
55Δ25.9049.0%7.1%
60Δ27.1449.6%5.9%
65Δ28.3950.3%4.7%
70Δ29.6351.0%3.5%
75Δ30.8751.7%2.3%
80Δ32.1252.4%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.41
IV
47.6%
B/E move
9.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.66
IV
48.3%
B/E move
8.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.90
IV
49.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.14
IV
49.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.39
IV
50.3%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.63
IV
51.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.87
IV
51.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.12
IV
52.4%
B/E move
1.1%

Options history

IV · four-Friday blend45.62%
Daily EOD
FAN41.9%46.5%51.1%2026-10-19: 47.10%2026-10-20: 47.31%2026-10-21: 47.54%2026-10-22: 48.29%2026-10-23: 50.48%2026-10-26: 47.61%2026-10-27: 42.50%2026-10-28: 44.98%2026-10-29: 45.67%2026-10-30: 45.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.10%
47.31%
47.54%
48.29%
50.48%
47.61%
42.50%
44.98%
45.67%
45.62%