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First Trust Natural Gas ETF FCG

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Market datapartial · fetched 2026-10-22T23:44:41.615Z

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 · 2026-10-22T22:30:00.003774022Z

FundamentalsAlpha Vantage · unavailable

Share price$31.05
1D-1.4%
AH$30.38$30.68$30.98$31.27$31.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCG
Sold putSold callAH

First Trust Natural Gas ETF options

Live interpolated FCG call and put midpoint premiums by absolute delta.First Trust Natural Gas ETF$0.41$1.26$2.11$2.96$3.81$26.98$28.96$30.95$32.93$34.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCG spot · $31.05FCG PRICE$0.50$0.55$0.57$0.69$0.81$0.95$1.11$1.27$1.47$1.67$1.86$2.04$2.22$0.50$0.54$0.69$0.84$0.99$1.14$1.34$1.56$1.81$2.16$2.51$2.89$3.56
PutsExpensive1.14×
CallsExpensive1.05×
SkewBearish+2.40 pp
Implied moveBearish±$2.45
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9455.1%17.4%28.0648.1%11.3%
25Δ34.2745.5%12.1%29.1138.7%8.0%
30Δ33.0536.4%8.3%29.5838.6%6.9%
35Δ32.5535.1%7.0%30.0538.4%5.9%
40Δ32.0734.1%5.9%30.4837.2%5.0%
45Δ31.6833.7%5.1%30.9036.1%4.1%
50Δ31.3033.3%4.4%31.3135.7%3.5%
55Δ30.9233.0%3.7%31.7035.6%2.9%
60Δ30.5532.8%3.1%32.1235.6%2.4%
65Δ30.1932.5%2.6%32.6036.3%2.0%
70Δ29.8531.6%2.1%33.0836.9%1.5%
75Δ29.5429.9%1.7%33.5836.5%1.1%
80Δ29.2328.1%1.3%34.3638.6%0.8%

20Δ

Calls
Pseudo strike
35.94
IV
55.1%
B/E move
17.4%
Puts
Pseudo strike
28.06
IV
48.1%
B/E move
11.3%

25Δ

Calls
Pseudo strike
34.27
IV
45.5%
B/E move
12.1%
Puts
Pseudo strike
29.11
IV
38.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
33.05
IV
36.4%
B/E move
8.3%
Puts
Pseudo strike
29.58
IV
38.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
32.55
IV
35.1%
B/E move
7.0%
Puts
Pseudo strike
30.05
IV
38.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
32.07
IV
34.1%
B/E move
5.9%
Puts
Pseudo strike
30.48
IV
37.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
31.68
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
30.90
IV
36.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
31.30
IV
33.3%
B/E move
4.4%
Puts
Pseudo strike
31.31
IV
35.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
30.92
IV
33.0%
B/E move
3.7%
Puts
Pseudo strike
31.70
IV
35.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
30.55
IV
32.8%
B/E move
3.1%
Puts
Pseudo strike
32.12
IV
35.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
30.19
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
32.60
IV
36.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
29.85
IV
31.6%
B/E move
2.1%
Puts
Pseudo strike
33.08
IV
36.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
29.54
IV
29.9%
B/E move
1.7%
Puts
Pseudo strike
33.58
IV
36.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
29.23
IV
28.1%
B/E move
1.3%
Puts
Pseudo strike
34.36
IV
38.6%
B/E move
0.8%

Options history

FCG32.6332.8633.092026-10-20: 33.06%2026-10-21: 32.67%Oct 20Oct 21
Table
DateIV
33.06%
32.67%