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First Trust Dow Jones Internet Index Fund ETF FDN

i

Market dataready · fetched 2026-11-12T15:27:38.863Z

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 · 2026-11-12T15:27:37.618146329Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:27:38.506991+00:00

Share price$270.96
1D+0.2%
$268.85$269.58$270.31$271.03$271.765:30 AM6:30 AM9:00 AM1:00 PMFDN
Sold putSold call

First Trust Dow Jones Internet Index Fund ETF options

Live interpolated FDN call and put midpoint premiums by absolute delta.First Trust Dow Jones Internet Index Fund ETF$1.27$4.66$8.05$11.43$14.82$253.82$262.65$271.47$280.29$289.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDN spot · $270.96FDN PRICE$1.64$1.86$2.27$2.69$3.25$3.99$4.74$5.49$6.55$7.61$8.70$11.27$13.84$1.84$2.43$3.05$3.67$4.30$4.93$5.56$6.19$6.82$7.77$8.83$9.89$11.87
PutsExpensive1.05×
CallsCheap0.87×
SkewBearish+2.28 pp
Implied moveBearish±$10.30
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ284.7137.7%5.7%258.5139.4%5.3%
25Δ280.3231.9%4.1%261.1139.3%4.5%
30Δ278.1430.3%3.5%263.5238.5%3.9%
35Δ276.1329.1%2.9%265.6837.5%3.3%
40Δ274.3628.6%2.5%267.4536.1%2.9%
45Δ272.8929.2%2.2%269.2134.7%2.5%
50Δ271.4129.7%1.9%270.9833.4%2.0%
55Δ269.9430.3%1.6%272.7432.0%1.6%
60Δ268.2830.6%1.4%274.5130.6%1.2%
65Δ266.6331.0%1.2%276.1629.8%0.9%
70Δ264.9531.3%1.0%277.7729.2%0.7%
75Δ261.9533.5%0.8%279.3828.7%0.5%
80Δ258.9635.7%0.7%281.7929.4%0.4%

20Δ

Calls
Pseudo strike
284.71
IV
37.7%
B/E move
5.7%
Puts
Pseudo strike
258.51
IV
39.4%
B/E move
5.3%

25Δ

Calls
Pseudo strike
280.32
IV
31.9%
B/E move
4.1%
Puts
Pseudo strike
261.11
IV
39.3%
B/E move
4.5%

30Δ

Calls
Pseudo strike
278.14
IV
30.3%
B/E move
3.5%
Puts
Pseudo strike
263.52
IV
38.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
276.13
IV
29.1%
B/E move
2.9%
Puts
Pseudo strike
265.68
IV
37.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
274.36
IV
28.6%
B/E move
2.5%
Puts
Pseudo strike
267.45
IV
36.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
272.89
IV
29.2%
B/E move
2.2%
Puts
Pseudo strike
269.21
IV
34.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
271.41
IV
29.7%
B/E move
1.9%
Puts
Pseudo strike
270.98
IV
33.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
269.94
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
272.74
IV
32.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
268.28
IV
30.6%
B/E move
1.4%
Puts
Pseudo strike
274.51
IV
30.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
266.63
IV
31.0%
B/E move
1.2%
Puts
Pseudo strike
276.16
IV
29.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
264.95
IV
31.3%
B/E move
1.0%
Puts
Pseudo strike
277.77
IV
29.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
261.95
IV
33.5%
B/E move
0.8%
Puts
Pseudo strike
279.38
IV
28.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
258.96
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
281.79
IV
29.4%
B/E move
0.4%

Options history

IV · four-Friday blend25.67%
Daily close
FDN19.2%22.7%26.2%2026-08-14: 21.43%2026-08-17: 23.42%2026-08-18: 23.98%2026-08-19: 23.42%2026-08-20: 25.57%2026-08-21: 22.08%2026-08-24: 22.16%2026-08-25: 22.04%2026-08-26: 22.03%2026-08-27: 21.23%2026-08-28: 21.07%2026-08-31: 21.40%2026-09-01: 21.46%2026-09-02: 21.11%2026-09-03: 20.39%2026-09-04: 20.40%2026-09-08: 21.69%2026-09-09: 21.68%2026-09-10: 22.40%2026-09-11: 21.46%2026-09-14: 21.67%2026-09-15: 23.17%2026-09-16: 22.88%2026-09-18: 20.39%2026-09-21: 20.21%2026-09-22: 20.36%2026-09-23: 20.55%2026-09-24: 20.45%2026-09-25: 20.48%2026-09-28: 21.55%2026-09-29: 20.64%2026-09-30: 21.09%2026-10-01: 20.74%2026-10-02: 20.63%2026-10-05: 20.72%2026-10-06: 20.30%2026-10-07: 20.41%2026-10-08: 20.03%2026-10-09: 19.70%2026-10-12: 21.68%2026-10-13: 21.59%2026-10-14: 23.72%2026-10-15: 24.28%2026-10-16: 22.22%2026-10-19: 21.60%2026-10-20: 21.78%2026-10-21: 21.68%2026-10-22: 22.64%2026-10-23: 24.10%2026-10-26: 23.92%2026-10-27: 23.45%2026-10-28: 22.84%2026-10-29: 23.61%2026-10-30: 25.67%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.43%
23.42%
23.98%
23.42%
25.57%
22.08%
22.16%
22.04%
22.03%
21.23%
21.07%
21.40%
21.46%
21.11%
20.39%
20.40%
21.69%
21.68%
22.40%
21.46%
21.67%
23.17%
22.88%
20.39%
20.21%
20.36%
20.55%
20.45%
20.48%
21.55%
20.64%
21.09%
20.74%
20.63%
20.72%
20.30%
20.41%
20.03%
19.70%
21.68%
21.59%
23.72%
24.28%
22.22%
21.60%
21.78%
21.68%
22.64%
24.10%
23.92%
23.45%
22.84%
23.61%
25.67%