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

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Market datapartial · fetched 2026-10-22T06:25:47.719Z

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 · 2026-10-21T20:00:00.110596789Z

FundamentalsAlpha Vantage · unavailable

Share price$26.01
1D-0.4%
AH$25.91$25.97$26.04$26.10$26.175:30 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$16.88$21.34$25.81$30.27$34.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDNI spot · $26.01FDNI PRICE$2.45$2.45$2.45$2.45$2.45$3.15$4.80$5.03$2.69$2.45$2.45$2.45$2.45$2.45$2.45$2.45$3.47$5.03$5.03$2.46$3.08$3.69
PutsExpensive3.62×
CallsExpensive4.11×
SkewBearish+5.52 pp
Implied moveBalanced±$4.90
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.81214.1%37.1%
25Δ21.17170.0%28.0%
30Δ22.94138.8%21.2%
35Δ24.25116.0%16.2%
40Δ31.54144.4%30.7%25.2698.4%12.3%
45Δ28.82117.7%20.2%26.0584.0%9.3%
50Δ27.1597.9%13.8%26.6173.2%7.1%
55Δ26.0682.4%9.6%27.7983.2%6.5%
60Δ25.3870.6%7.0%29.24103.6%6.9%
65Δ24.4579.0%6.1%29.7191.6%5.1%
70Δ23.17114.3%7.6%28.0142.3%1.8%
75Δ22.44104.0%5.6%28.7342.7%1.4%
80Δ23.7540.7%1.7%29.4543.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.81
IV
214.1%
B/E move
37.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.17
IV
170.0%
B/E move
28.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.94
IV
138.8%
B/E move
21.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.25
IV
116.0%
B/E move
16.2%

40Δ

Calls
Pseudo strike
31.54
IV
144.4%
B/E move
30.7%
Puts
Pseudo strike
25.26
IV
98.4%
B/E move
12.3%

45Δ

Calls
Pseudo strike
28.82
IV
117.7%
B/E move
20.2%
Puts
Pseudo strike
26.05
IV
84.0%
B/E move
9.3%

50Δ

Calls
Pseudo strike
27.15
IV
97.9%
B/E move
13.8%
Puts
Pseudo strike
26.61
IV
73.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
26.06
IV
82.4%
B/E move
9.6%
Puts
Pseudo strike
27.79
IV
83.2%
B/E move
6.5%

60Δ

Calls
Pseudo strike
25.38
IV
70.6%
B/E move
7.0%
Puts
Pseudo strike
29.24
IV
103.6%
B/E move
6.9%

65Δ

Calls
Pseudo strike
24.45
IV
79.0%
B/E move
6.1%
Puts
Pseudo strike
29.71
IV
91.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
23.17
IV
114.3%
B/E move
7.6%
Puts
Pseudo strike
28.01
IV
42.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.44
IV
104.0%
B/E move
5.6%
Puts
Pseudo strike
28.73
IV
42.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
23.75
IV
40.7%
B/E move
1.7%
Puts
Pseudo strike
29.45
IV
43.1%
B/E move
1.0%

Options history

No recorded observations