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First Trust Global Wind Energy ETF FAN

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Market datapartial · fetched 2026-10-22T18:35:43.687Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-22T18:32:38.721747323Z

FundamentalsAlpha Vantage · unavailable

Share price$21.74
1D-1.3%
$21.66$21.76$21.86$21.96$22.065:30 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$2.40$2.84$3.28$3.72$4.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFAN PRICE$2.45$2.45$2.45$2.45$2.51$2.65$2.83$3.06$4.03$2.45
PutsExpensive2.14×
CallsExpensive2.09×
SkewBearish+2.85 pp
Implied move——
TiltBullish82.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ29.5664.9%47.3%21.7040.3%11.4%
45Δ26.9954.6%35.5%
50Δ24.4244.4%23.6%
55Δ22.5636.0%15.1%
60Δ21.7031.4%11.4%
65Δ21.0128.4%8.8%
70Δ20.4926.3%7.3%
75Δ19.9324.4%5.8%
80Δ18.7826.7%5.0%

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
29.56
IV
64.9%
B/E move
47.3%
Puts
Pseudo strike
21.70
IV
40.3%
B/E move
11.4%

45Δ

Calls
Pseudo strike
26.99
IV
54.6%
B/E move
35.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.42
IV
44.4%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
22.56
IV
36.0%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.70
IV
31.4%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.01
IV
28.4%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.49
IV
26.3%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.93
IV
24.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.78
IV
26.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

FAN47.2647.4247.592026-10-20: 47.31%2026-10-21: 47.54%Oct 20Oct 21
Table
DateIV
47.31%
47.54%