IntraAlpha
Create free account Start free

First Trust Developed Markets ex-US AlphaDEX Fund FDT

i

Market datapartial · fetched 2026-10-22T21:24:44.599Z

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 · 2026-10-22T20:00:00.651718056Z

FundamentalsAlpha Vantage · unavailable

Share price$89.08
1D-0.7%
AH$88.64$88.97$89.29$89.62$89.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDT
Sold putSold callAH

First Trust Developed Markets ex-US AlphaDEX Fund options

Live interpolated FDT call and put midpoint premiums by absolute delta.First Trust Developed Markets ex-US AlphaDEX Fund$0.79$2.11$3.42$4.73$6.05$81.93$85.67$89.41$93.15$96.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDT spot · $89.08FDT PRICE$0.93$1.06$1.20$1.39$1.55$1.83$2.19$2.61$3.07$3.62$1.58$1.75$2.03$2.35$2.74$3.20$3.55$4.09$4.83$5.67
PutsFair1.04×
CallsExpensive1.38×
SkewBullish-2.62 pp
Implied moveBearish±$4.55
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.6135.0%10.6%
25Δ94.8729.4%7.7%
30Δ93.1826.1%6.0%
35Δ92.0324.5%4.9%87.1525.6%3.9%
40Δ91.0222.4%3.9%88.0623.5%3.1%
45Δ90.2622.2%3.4%88.8222.9%2.6%
50Δ89.5322.7%3.0%89.5422.5%2.1%
55Δ88.8123.3%2.6%90.2622.4%1.8%
60Δ88.0523.7%2.3%91.0022.6%1.4%
65Δ87.2224.3%2.0%91.6621.7%1.1%
70Δ92.4521.6%0.8%
75Δ93.4022.1%0.6%
80Δ94.4322.4%0.4%

20Δ

Calls
Pseudo strike
97.61
IV
35.0%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.87
IV
29.4%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
93.18
IV
26.1%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
92.03
IV
24.5%
B/E move
4.9%
Puts
Pseudo strike
87.15
IV
25.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
91.02
IV
22.4%
B/E move
3.9%
Puts
Pseudo strike
88.06
IV
23.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
90.26
IV
22.2%
B/E move
3.4%
Puts
Pseudo strike
88.82
IV
22.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
89.53
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
89.54
IV
22.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
88.81
IV
23.3%
B/E move
2.6%
Puts
Pseudo strike
90.26
IV
22.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
88.05
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
91.00
IV
22.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
87.22
IV
24.3%
B/E move
2.0%
Puts
Pseudo strike
91.66
IV
21.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.45
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.40
IV
22.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.43
IV
22.4%
B/E move
0.4%

Options history

FDT26.6327.0827.522026-10-20: 26.69%2026-10-21: 27.46%Oct 20Oct 21
Table
DateIV
26.69%
27.46%