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First Trust China AlphaDEX Fund FCA

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Market dataready · fetched 2026-11-12T02:46:35.345Z

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: 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 · 2026-11-11T21:00:00.359222918Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:46:35.019537+00:00

Share price$23.98
1D+3.2%
AH$23.18$23.40$23.62$23.83$24.055:30 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$0.48$0.64$0.80$0.96$1.12$21.51$22.77$24.04$25.31$26.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCA spot · $23.98FCA PRICE$0.50$0.50$0.51$0.52$0.56$0.60$0.64$0.70$0.76$0.82$0.88$0.94$1.01$0.50$0.50$0.52$0.55$0.60$0.64$0.69$0.76$0.82$0.89$0.95$1.01$1.08
PutsExpensive2.05×
CallsExpensive1.45×
SkewBullish-3.45 pp
Implied moveBearish±$1.33
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.15132.6%23.7%21.07111.2%14.2%
25Δ26.8997.4%14.2%22.1285.6%9.8%
30Δ25.7776.9%9.6%22.7770.4%7.2%
35Δ25.0663.3%6.7%23.1961.2%5.6%
40Δ24.7156.9%5.4%23.4955.5%4.5%
45Δ24.4051.2%4.3%23.7949.7%3.5%
50Δ24.0945.4%3.1%24.0444.9%2.6%
55Δ23.8942.0%2.6%24.1942.3%2.2%
60Δ23.7539.5%2.2%24.3439.7%1.9%
65Δ23.6036.9%1.9%24.4937.1%1.5%
70Δ23.4534.4%1.5%24.6434.5%1.2%
75Δ23.3131.9%1.2%24.8031.9%0.8%
80Δ23.1629.3%0.8%24.9529.3%0.4%

20Δ

Calls
Pseudo strike
29.15
IV
132.6%
B/E move
23.7%
Puts
Pseudo strike
21.07
IV
111.2%
B/E move
14.2%

25Δ

Calls
Pseudo strike
26.89
IV
97.4%
B/E move
14.2%
Puts
Pseudo strike
22.12
IV
85.6%
B/E move
9.8%

30Δ

Calls
Pseudo strike
25.77
IV
76.9%
B/E move
9.6%
Puts
Pseudo strike
22.77
IV
70.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
25.06
IV
63.3%
B/E move
6.7%
Puts
Pseudo strike
23.19
IV
61.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
24.71
IV
56.9%
B/E move
5.4%
Puts
Pseudo strike
23.49
IV
55.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
24.40
IV
51.2%
B/E move
4.3%
Puts
Pseudo strike
23.79
IV
49.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
24.09
IV
45.4%
B/E move
3.1%
Puts
Pseudo strike
24.04
IV
44.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
23.89
IV
42.0%
B/E move
2.6%
Puts
Pseudo strike
24.19
IV
42.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
23.75
IV
39.5%
B/E move
2.2%
Puts
Pseudo strike
24.34
IV
39.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
23.60
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
24.49
IV
37.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
23.45
IV
34.4%
B/E move
1.5%
Puts
Pseudo strike
24.64
IV
34.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
23.31
IV
31.9%
B/E move
1.2%
Puts
Pseudo strike
24.80
IV
31.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.16
IV
29.3%
B/E move
0.8%
Puts
Pseudo strike
24.95
IV
29.3%
B/E move
0.4%

Options history

IV · four-Friday blend29.86%
Daily close
FCA25.0%43.5%62.0%2026-08-13: 41.06%2026-08-14: 44.20%2026-08-17: 47.12%2026-08-18: 52.54%2026-08-19: 59.45%2026-08-20: 58.38%2026-08-21: 30.93%2026-08-24: 31.32%2026-08-25: 31.62%2026-08-26: 32.00%2026-08-27: 31.90%2026-08-28: 31.77%2026-08-31: 30.96%2026-09-01: 30.59%2026-09-02: 31.98%2026-09-03: 32.02%2026-09-04: 31.50%2026-09-08: 34.24%2026-09-09: 35.19%2026-09-10: 36.33%2026-09-11: 36.53%2026-09-14: 41.85%2026-09-15: 43.92%2026-09-16: 48.66%2026-09-17: 58.11%2026-09-18: 30.80%2026-09-21: 30.89%2026-09-22: 27.57%2026-09-23: 27.82%2026-09-24: 28.21%2026-09-25: 27.83%2026-09-28: 28.84%2026-09-29: 28.54%2026-09-30: 29.12%2026-10-01: 28.16%2026-10-02: 29.77%2026-10-05: 30.53%2026-10-06: 30.85%2026-10-07: 31.98%2026-10-08: 32.17%2026-10-09: 32.18%2026-10-12: 37.21%2026-10-13: 40.76%2026-10-14: 42.21%2026-10-15: 54.65%2026-10-16: 27.77%2026-10-19: 27.77%2026-10-20: 28.43%2026-10-21: 28.24%2026-10-22: 29.74%2026-10-23: 30.02%2026-10-26: 30.39%2026-10-27: 29.90%2026-10-28: 29.96%2026-10-29: 29.96%2026-10-30: 29.86%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
41.06%
44.20%
47.12%
52.54%
59.45%
58.38%
30.93%
31.32%
31.62%
32.00%
31.90%
31.77%
30.96%
30.59%
31.98%
32.02%
31.50%
34.24%
35.19%
36.33%
36.53%
41.85%
43.92%
48.66%
58.11%
30.80%
30.89%
27.57%
27.82%
28.21%
27.83%
28.84%
28.54%
29.12%
28.16%
29.77%
30.53%
30.85%
31.98%
32.17%
32.18%
37.21%
40.76%
42.21%
54.65%
27.77%
27.77%
28.43%
28.24%
29.74%
30.02%
30.39%
29.90%
29.96%
29.96%
29.86%