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First Trust Morningstar Dividend Leaders Index Fund FDL

i

Market dataready · fetched 2026-10-22T22:56:07.276Z

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 · 2026-10-22T22:30:00.00415511Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:56:05.933413+00:00

Share price$53.34
1D+2.2%
AH$52.08$52.42$52.76$53.11$53.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDL
Sold putSold callAH

First Trust Morningstar Dividend Leaders Index Fund options

Live interpolated FDL call and put midpoint premiums by absolute delta.First Trust Morningstar Dividend Leaders Index Fund$0.89$1.65$2.40$3.15$3.91$47.63$50.22$52.80$55.39$57.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDL spot · $53.34FDL PRICE$0.97$0.97$0.99$1.05$1.13$1.22$1.31$1.48$1.88$2.27$2.67$3.06$0.99$1.02$1.08$1.15$1.21$1.30$1.43$1.57$1.71$1.86$2.04$2.59$3.69
PutsExpensive1.87×
CallsExpensive1.49×
SkewBearish+3.64 pp
Implied moveBearish±$2.66
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.5654.8%12.7%
25Δ58.9746.4%12.4%49.6942.8%8.7%
30Δ56.7736.1%8.3%51.0335.7%6.3%
35Δ55.4929.4%5.9%51.9630.9%4.7%
40Δ54.6925.6%4.5%52.6127.3%3.6%
45Δ54.1023.2%3.6%53.1724.6%2.8%
50Δ53.6821.3%2.9%53.6123.0%2.2%
55Δ53.2919.6%2.4%54.0321.5%1.6%
60Δ52.8618.2%1.9%54.3620.4%1.3%
65Δ52.3318.0%1.6%54.6919.2%1.0%
70Δ51.8017.9%1.4%55.0418.2%0.6%
75Δ51.2817.7%1.1%55.6819.7%0.5%
80Δ50.7517.5%0.9%56.8224.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.56
IV
54.8%
B/E move
12.7%

25Δ

Calls
Pseudo strike
58.97
IV
46.4%
B/E move
12.4%
Puts
Pseudo strike
49.69
IV
42.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
56.77
IV
36.1%
B/E move
8.3%
Puts
Pseudo strike
51.03
IV
35.7%
B/E move
6.3%

35Δ

Calls
Pseudo strike
55.49
IV
29.4%
B/E move
5.9%
Puts
Pseudo strike
51.96
IV
30.9%
B/E move
4.7%

40Δ

Calls
Pseudo strike
54.69
IV
25.6%
B/E move
4.5%
Puts
Pseudo strike
52.61
IV
27.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
54.10
IV
23.2%
B/E move
3.6%
Puts
Pseudo strike
53.17
IV
24.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
53.68
IV
21.3%
B/E move
2.9%
Puts
Pseudo strike
53.61
IV
23.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
53.29
IV
19.6%
B/E move
2.4%
Puts
Pseudo strike
54.03
IV
21.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
52.86
IV
18.2%
B/E move
1.9%
Puts
Pseudo strike
54.36
IV
20.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
52.33
IV
18.0%
B/E move
1.6%
Puts
Pseudo strike
54.69
IV
19.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
51.80
IV
17.9%
B/E move
1.4%
Puts
Pseudo strike
55.04
IV
18.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
51.28
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
55.68
IV
19.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
50.75
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
56.82
IV
24.2%
B/E move
0.4%

Options history

FDL38.2643.6649.052026-10-20: 48.31%2026-10-21: 39.01%Oct 20Oct 21
Table
DateIV
48.31%
39.01%