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First Trust NYSE Arca Biotechnology Index Fund FBT

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Market datapartial · fetched 2026-10-22T21:08:33.688Z

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 · 2026-10-22T20:10:00.004171291Z

FundamentalsAlpha Vantage · unavailable

Share price$272.68
1D+0.5%
AH$269$270$271$272$2745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBT
Sold putSold callAH

First Trust NYSE Arca Biotechnology Index Fund options

Live interpolated FBT call and put midpoint premiums by absolute delta.First Trust NYSE Arca Biotechnology Index Fund$1.75$7.99$14.24$20.48$26.72$245.19$258.05$270.90$283.75$296.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBT spot · $272.68FBT PRICE$2.42$2.73$3.46$4.27$5.15$6.12$7.16$8.34$9.59$11.11$12.73$14.76$16.79$2.64$3.42$4.23$5.25$6.51$7.93$9.46$11.37$13.38$15.50$17.71$20.16$24.92
PutsExpensive1.16×
CallsExpensive1.16×
SkewBearish+4.64 pp
Implied moveBearish±$16.62
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ294.4629.4%8.9%255.9429.5%7.1%
25Δ287.4624.5%6.4%259.8728.6%6.0%
30Δ284.3024.4%5.5%263.2627.7%5.0%
35Δ281.5924.3%4.8%266.2927.5%4.3%
40Δ279.0024.3%4.2%268.9528.1%3.8%
45Δ276.5724.3%3.7%271.6928.7%3.3%
50Δ274.1724.3%3.2%274.4829.2%2.8%
55Δ271.8324.2%2.7%277.4929.8%2.4%
60Δ269.4624.2%2.3%280.5830.4%2.0%
65Δ267.0024.2%2.0%283.7930.4%1.6%
70Δ264.4724.3%1.7%287.0430.1%1.2%
75Δ261.6624.4%1.4%290.4729.7%0.9%
80Δ258.8624.1%1.1%295.9431.4%0.6%

20Δ

Calls
Pseudo strike
294.46
IV
29.4%
B/E move
8.9%
Puts
Pseudo strike
255.94
IV
29.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
287.46
IV
24.5%
B/E move
6.4%
Puts
Pseudo strike
259.87
IV
28.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
284.30
IV
24.4%
B/E move
5.5%
Puts
Pseudo strike
263.26
IV
27.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
281.59
IV
24.3%
B/E move
4.8%
Puts
Pseudo strike
266.29
IV
27.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
279.00
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
268.95
IV
28.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
276.57
IV
24.3%
B/E move
3.7%
Puts
Pseudo strike
271.69
IV
28.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
274.17
IV
24.3%
B/E move
3.2%
Puts
Pseudo strike
274.48
IV
29.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
271.83
IV
24.2%
B/E move
2.7%
Puts
Pseudo strike
277.49
IV
29.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
269.46
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
280.58
IV
30.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
267.00
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
283.79
IV
30.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
264.47
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
287.04
IV
30.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
261.66
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
290.47
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
258.86
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
295.94
IV
31.4%
B/E move
0.6%

Options history

FBT24.3624.7125.062026-10-20: 24.41%2026-10-21: 25.01%Oct 20Oct 21
Table
DateIV
24.41%
25.01%