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First Trust Exchange-Traded Fund II First Trust Dow Jones International Internet ETF FDNI

i

Market dataready · fetched 2026-11-11T14:17:11.077Z

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 · 2026-11-10T21:00:00.653498559Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:17:10.753029+00:00

Share price$26.14
1D-0.8%
AH$25.97$26.08$26.19$26.30$26.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDNI
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Dow Jones International Internet ETF options

Live interpolated FDNI call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Dow Jones International Internet ETF$2.37$3.09$3.80$4.52$5.23$24.78$25.63$26.49$27.34$28.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FDNI spot · $26.14FDNI PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$5.03$5.03$5.03
Puts——
Calls——
Skew——
Implied moveBalanced±$4.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.87380.8%37.2%
25Δ21.23302.6%28.2%
30Δ23.01246.8%21.4%
35Δ24.31206.5%16.4%
40Δ31.57256.3%30.1%25.32175.0%12.5%
45Δ28.86209.0%19.8%26.11149.7%9.5%
50Δ27.22173.8%13.5%26.68130.0%7.3%
55Δ26.14146.5%9.4%27.14113.3%5.5%
60Δ25.45125.5%6.7%
65Δ24.92107.4%4.7%
70Δ24.6494.3%3.6%30.13144.6%4.0%
75Δ30.37128.6%3.0%
80Δ30.61112.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.87
IV
380.8%
B/E move
37.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.23
IV
302.6%
B/E move
28.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.01
IV
246.8%
B/E move
21.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.31
IV
206.5%
B/E move
16.4%

40Δ

Calls
Pseudo strike
31.57
IV
256.3%
B/E move
30.1%
Puts
Pseudo strike
25.32
IV
175.0%
B/E move
12.5%

45Δ

Calls
Pseudo strike
28.86
IV
209.0%
B/E move
19.8%
Puts
Pseudo strike
26.11
IV
149.7%
B/E move
9.5%

50Δ

Calls
Pseudo strike
27.22
IV
173.8%
B/E move
13.5%
Puts
Pseudo strike
26.68
IV
130.0%
B/E move
7.3%

55Δ

Calls
Pseudo strike
26.14
IV
146.5%
B/E move
9.4%
Puts
Pseudo strike
27.14
IV
113.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
25.45
IV
125.5%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.92
IV
107.4%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.64
IV
94.3%
B/E move
3.6%
Puts
Pseudo strike
30.13
IV
144.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.37
IV
128.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.61
IV
112.5%
B/E move
2.1%

Options history

IV · four-Friday blend66.14%
Daily EOD
FDNI59.3%96.4%133.5%2026-10-19: 110.68%2026-10-20: 97.66%2026-10-21: 118.93%2026-10-22: 66.18%2026-10-23: 93.35%2026-10-26: 128.40%2026-10-27: 119.46%2026-10-28: 78.58%2026-10-29: 64.45%2026-10-30: 66.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
110.68%
97.66%
118.93%
66.18%
93.35%
128.40%
119.46%
78.58%
64.45%
66.14%