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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 2026-10-22T15:11:32.766Z

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 · 2026-10-22T13:32:28.93530506Z

FundamentalsAlpha Vantage · unavailable

Share price$25.85
1D+0.0%
$25.83$25.84$25.85$25.85$25.865:30 AM6:30 AM9:00 AM1:00 PMFDNI
Sold putSold call

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$5.01$5.11$5.21$5.31$5.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFDNI PRICE$5.03$5.03$5.03$5.03$5.03$5.03$5.18$5.36
PutsExpensive3.95×
CallsExpensive4.58×
SkewBullish-22.37 pp
Implied move——
TiltBearish25.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ29.10103.9%6.8%
65Δ29.5392.3%5.2%
70Δ22.97122.7%8.3%29.9680.7%3.5%
75Δ22.26104.5%5.6%30.3773.0%2.5%
80Δ21.8189.1%3.8%30.7965.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.10
IV
103.9%
B/E move
6.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.53
IV
92.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
22.97
IV
122.7%
B/E move
8.3%
Puts
Pseudo strike
29.96
IV
80.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
22.26
IV
104.5%
B/E move
5.6%
Puts
Pseudo strike
30.37
IV
73.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
21.81
IV
89.1%
B/E move
3.8%
Puts
Pseudo strike
30.79
IV
65.7%
B/E move
1.6%

Options history

No recorded observations