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First Trust China AlphaDEX Fund FCA

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Market datapartial · fetched 2026-10-22T22:07:09.322Z

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 · 2026-10-22T20:00:00.388264134Z

FundamentalsAlpha Vantage · unavailable

Share price$23.32
1D+0.3%
AH$23.02$23.10$23.18$23.25$23.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCA
Sold putSold callAH

First Trust China AlphaDEX Fund options

Live interpolated FCA call and put midpoint premiums by absolute delta.First Trust China AlphaDEX Fund$0.51$1.07$1.63$2.18$2.74$20.10$21.72$23.33$24.94$26.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCA spot · $23.32FCA PRICE$0.57$0.57$0.60$0.64$0.68$0.73$0.80$0.86$0.92$1.00$1.07$1.15$1.23$0.58$0.61$0.65$0.70$0.76$0.83$0.91$0.98$1.06$1.28$1.54$1.81$2.58
PutsExpensive1.29×
CallsExpensive2.43×
SkewBearish+0.72 pp
Implied moveBearish±$1.70
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7387.9%30.0%20.1471.7%16.1%
25Δ26.8864.2%17.8%21.2257.9%11.6%
30Δ25.5751.8%12.2%21.9948.3%8.5%
35Δ24.8044.7%9.1%22.4443.3%6.8%
40Δ24.2539.1%6.9%22.8838.4%5.1%
45Δ23.8535.1%5.4%23.1835.4%4.1%
50Δ23.5832.6%4.5%23.4433.0%3.4%
55Δ23.3030.0%3.6%23.6930.7%2.6%
60Δ23.0227.4%2.7%23.9528.4%1.9%
65Δ22.8425.6%2.2%24.2628.7%1.5%
70Δ22.6723.8%1.8%24.5929.7%1.2%
75Δ22.5022.0%1.4%24.9230.8%0.9%
80Δ22.3320.2%1.0%25.7237.1%0.8%

20Δ

Calls
Pseudo strike
29.73
IV
87.9%
B/E move
30.0%
Puts
Pseudo strike
20.14
IV
71.7%
B/E move
16.1%

25Δ

Calls
Pseudo strike
26.88
IV
64.2%
B/E move
17.8%
Puts
Pseudo strike
21.22
IV
57.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
25.57
IV
51.8%
B/E move
12.2%
Puts
Pseudo strike
21.99
IV
48.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
24.80
IV
44.7%
B/E move
9.1%
Puts
Pseudo strike
22.44
IV
43.3%
B/E move
6.8%

40Δ

Calls
Pseudo strike
24.25
IV
39.1%
B/E move
6.9%
Puts
Pseudo strike
22.88
IV
38.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
23.85
IV
35.1%
B/E move
5.4%
Puts
Pseudo strike
23.18
IV
35.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
23.58
IV
32.6%
B/E move
4.5%
Puts
Pseudo strike
23.44
IV
33.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
23.30
IV
30.0%
B/E move
3.6%
Puts
Pseudo strike
23.69
IV
30.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
23.02
IV
27.4%
B/E move
2.7%
Puts
Pseudo strike
23.95
IV
28.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
22.84
IV
25.6%
B/E move
2.2%
Puts
Pseudo strike
24.26
IV
28.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.67
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
24.59
IV
29.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.50
IV
22.0%
B/E move
1.4%
Puts
Pseudo strike
24.92
IV
30.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.33
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
25.72
IV
37.1%
B/E move
0.8%

Options history

FCA27.5732.3737.172026-10-20: 36.50%2026-10-21: 28.23%Oct 20Oct 21
Table
DateIV
36.50%
28.23%