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First Trust Developed Markets ex-US AlphaDEX Fund FDT

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Market dataready · fetched 2026-11-12T02:46:45.072Z

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 · 2026-11-11T21:00:00.151301058Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:46:44.582483+00:00

Share price$88.91
1D-0.8%
AH$88.34$88.69$89.05$89.40$89.755:30 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$0.91$1.73$2.54$3.36$4.17$81.85$85.17$88.50$91.83$95.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FDT spot · $88.91FDT PRICE$1.00$1.02$1.09$1.20$1.27$1.43$1.66$1.83$2.00$2.28$2.59$3.25$3.94$1.14$1.23$1.33$1.42$1.57$1.72$1.81$1.91$2.27$2.67$3.14$3.69
Puts——
CallsFair1.02×
Skew——
Implied moveBalanced±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.8868.6%11.2%
25Δ94.2551.7%7.2%84.4753.1%6.3%
30Δ92.4143.2%5.2%86.0145.1%4.6%
35Δ91.2338.1%4.0%87.0739.8%3.6%
40Δ90.3433.6%3.0%87.9135.0%2.7%
45Δ89.6731.4%2.5%88.5332.7%2.2%
50Δ89.1131.0%2.1%89.0930.4%1.7%
55Δ88.6229.5%1.7%89.5127.6%1.4%
60Δ88.1327.8%1.4%89.9324.8%1.0%
65Δ87.6427.1%1.1%90.4625.1%0.8%
70Δ87.1326.7%0.9%90.9925.9%0.7%
75Δ86.3629.1%0.8%91.6126.2%0.5%
80Δ85.5430.6%0.6%92.2826.6%0.4%

20Δ

Calls
Pseudo strike
97.88
IV
68.6%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
94.25
IV
51.7%
B/E move
7.2%
Puts
Pseudo strike
84.47
IV
53.1%
B/E move
6.3%

30Δ

Calls
Pseudo strike
92.41
IV
43.2%
B/E move
5.2%
Puts
Pseudo strike
86.01
IV
45.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
91.23
IV
38.1%
B/E move
4.0%
Puts
Pseudo strike
87.07
IV
39.8%
B/E move
3.6%

40Δ

Calls
Pseudo strike
90.34
IV
33.6%
B/E move
3.0%
Puts
Pseudo strike
87.91
IV
35.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
89.67
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
88.53
IV
32.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
89.11
IV
31.0%
B/E move
2.1%
Puts
Pseudo strike
89.09
IV
30.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
88.62
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
89.51
IV
27.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
88.13
IV
27.8%
B/E move
1.4%
Puts
Pseudo strike
89.93
IV
24.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
87.64
IV
27.1%
B/E move
1.1%
Puts
Pseudo strike
90.46
IV
25.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
87.13
IV
26.7%
B/E move
0.9%
Puts
Pseudo strike
90.99
IV
25.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
86.36
IV
29.1%
B/E move
0.8%
Puts
Pseudo strike
91.61
IV
26.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
85.54
IV
30.6%
B/E move
0.6%
Puts
Pseudo strike
92.28
IV
26.6%
B/E move
0.4%

Options history

IV · four-Friday blend23.60%
Daily close
FDT16.6%26.9%37.1%2026-08-13: 19.56%2026-08-14: 19.85%2026-08-17: 21.40%2026-08-18: 24.23%2026-08-19: 26.34%2026-08-20: 31.42%2026-08-21: 18.19%2026-08-24: 18.76%2026-08-25: 18.64%2026-08-26: 18.54%2026-08-27: 18.38%2026-08-28: 17.99%2026-08-31: 18.85%2026-09-01: 18.78%2026-09-02: 19.51%2026-09-03: 18.86%2026-09-04: 18.88%2026-09-08: 20.18%2026-09-09: 20.70%2026-09-10: 21.75%2026-09-11: 21.16%2026-09-14: 24.31%2026-09-15: 29.12%2026-09-16: 31.60%2026-09-17: 35.71%2026-09-18: 22.51%2026-09-21: 22.36%2026-09-22: 20.63%2026-09-23: 21.93%2026-09-24: 22.53%2026-09-25: 21.62%2026-09-28: 22.40%2026-09-29: 22.29%2026-09-30: 22.23%2026-10-01: 23.89%2026-10-02: 22.84%2026-10-05: 23.59%2026-10-06: 22.88%2026-10-07: 23.41%2026-10-08: 23.90%2026-10-09: 23.72%2026-10-12: 25.40%2026-10-13: 25.78%2026-10-14: 28.10%2026-10-15: 32.95%2026-10-16: 21.79%2026-10-19: 22.36%2026-10-20: 22.22%2026-10-21: 22.08%2026-10-22: 22.63%2026-10-23: 23.64%2026-10-26: 23.34%2026-10-27: 23.34%2026-10-28: 22.83%2026-10-29: 22.59%2026-10-30: 23.60%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.56%
19.85%
21.40%
24.23%
26.34%
31.42%
18.19%
18.76%
18.64%
18.54%
18.38%
17.99%
18.85%
18.78%
19.51%
18.86%
18.88%
20.18%
20.70%
21.75%
21.16%
24.31%
29.12%
31.60%
35.71%
22.51%
22.36%
20.63%
21.93%
22.53%
21.62%
22.40%
22.29%
22.23%
23.89%
22.84%
23.59%
22.88%
23.41%
23.90%
23.72%
25.40%
25.78%
28.10%
32.95%
21.79%
22.36%
22.22%
22.08%
22.63%
23.64%
23.34%
23.34%
22.83%
22.59%
23.60%