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First Trust Dow Jones Internet Index Fund ETF FDN

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Market datapartial · fetched 2026-10-22T23:20:32.106Z

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 · 2026-10-22T22:30:00.004212337Z

FundamentalsAlpha Vantage · unavailable

Share price$281.32
1D-1.2%
AH$280$281$282$284$2855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDN
Sold putSold callAH

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$1.53$6.92$12.32$17.71$23.10$256.82$269.35$281.88$294.40$306.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDN spot · $281.32FDN PRICE$2.11$2.72$3.23$3.86$4.79$5.72$6.91$8.09$9.64$11.30$13.56$15.93$18.10$2.64$3.19$4.03$4.93$5.85$6.81$7.99$9.17$10.44$11.70$14.18$17.24$21.55
PutsExpensive1.24×
CallsExpensive1.35×
SkewBearish+1.47 pp
Implied moveBearish±$14.89
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ299.9224.6%7.4%264.5528.5%6.9%
25Δ295.9923.8%6.2%269.2126.1%5.4%
30Δ292.3622.2%5.1%272.3925.5%4.6%
35Δ289.2821.2%4.2%275.2325.3%3.9%
40Δ287.1221.6%3.8%277.8524.8%3.3%
45Δ284.9622.1%3.3%280.4324.2%2.7%
50Δ282.7322.4%3.0%282.8324.0%2.3%
55Δ280.4922.8%2.6%285.2223.8%1.9%
60Δ278.0423.3%2.3%287.5223.2%1.5%
65Δ275.5424.0%2.0%289.8322.7%1.1%
70Δ272.5225.0%1.7%292.9823.5%0.9%
75Δ269.4025.7%1.4%296.6624.8%0.7%
80Δ266.3925.2%1.1%301.5426.6%0.5%

20Δ

Calls
Pseudo strike
299.92
IV
24.6%
B/E move
7.4%
Puts
Pseudo strike
264.55
IV
28.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
295.99
IV
23.8%
B/E move
6.2%
Puts
Pseudo strike
269.21
IV
26.1%
B/E move
5.4%

30Δ

Calls
Pseudo strike
292.36
IV
22.2%
B/E move
5.1%
Puts
Pseudo strike
272.39
IV
25.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
289.28
IV
21.2%
B/E move
4.2%
Puts
Pseudo strike
275.23
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
287.12
IV
21.6%
B/E move
3.8%
Puts
Pseudo strike
277.85
IV
24.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
284.96
IV
22.1%
B/E move
3.3%
Puts
Pseudo strike
280.43
IV
24.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
282.73
IV
22.4%
B/E move
3.0%
Puts
Pseudo strike
282.83
IV
24.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
280.49
IV
22.8%
B/E move
2.6%
Puts
Pseudo strike
285.22
IV
23.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
278.04
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
287.52
IV
23.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
275.54
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
289.83
IV
22.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
272.52
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
292.98
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
269.40
IV
25.7%
B/E move
1.4%
Puts
Pseudo strike
296.66
IV
24.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
266.39
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
301.54
IV
26.6%
B/E move
0.5%

Options history

FDN21.6521.7221.782026-10-20: 21.76%2026-10-21: 21.67%Oct 20Oct 21
Table
DateIV
21.76%
21.67%