IntraAlpha
Create free account Start free

First Trust Emerging Markets AlphaDEX Fund FEM

i

Market datapartial · fetched 2026-10-22T06:24:33.783Z

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 · 2026-10-21T20:00:00.638266139Z

FundamentalsAlpha Vantage · unavailable

Share price$32.52
1D-0.0%
AH$32.34$32.41$32.47$32.54$32.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEM
Sold putSold callAH

First Trust Emerging Markets AlphaDEX Fund options

Live interpolated FEM call and put midpoint premiums by absolute delta.First Trust Emerging Markets AlphaDEX Fund$0.55$1.02$1.48$1.95$2.42$29.01$30.76$32.50$34.25$36.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEM spot · $32.52FEM PRICE$0.60$0.60$0.65$0.70$0.77$0.84$0.90$0.97$1.04$1.11$1.29$1.47$1.65$0.62$0.66$0.72$0.79$0.86$0.93$1.00$1.07$1.23$1.39$1.55$1.77$2.28
PutsExpensive1.48×
CallsExpensive1.36×
SkewBearish+0.41 pp
Implied moveBearish±$1.91
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7063.6%20.8%28.9155.8%13.0%
25Δ35.9946.4%12.5%30.1645.1%9.3%
30Δ35.0240.1%9.7%30.9938.7%6.9%
35Δ34.0433.8%6.8%31.5334.7%5.5%
40Δ33.5530.8%5.5%32.0430.9%4.1%
45Δ33.0928.0%4.3%32.3628.6%3.4%
50Δ32.7825.9%3.6%32.6826.2%2.6%
55Δ32.5223.9%3.0%33.0023.8%1.8%
60Δ32.2521.9%2.3%33.2623.3%1.5%
65Δ31.9820.1%1.8%33.5222.7%1.2%
70Δ31.7119.8%1.5%33.7922.2%0.9%
75Δ31.4519.6%1.2%34.1122.1%0.6%
80Δ31.1919.3%1.0%34.6724.1%0.4%

20Δ

Calls
Pseudo strike
38.70
IV
63.6%
B/E move
20.8%
Puts
Pseudo strike
28.91
IV
55.8%
B/E move
13.0%

25Δ

Calls
Pseudo strike
35.99
IV
46.4%
B/E move
12.5%
Puts
Pseudo strike
30.16
IV
45.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
35.02
IV
40.1%
B/E move
9.7%
Puts
Pseudo strike
30.99
IV
38.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
34.04
IV
33.8%
B/E move
6.8%
Puts
Pseudo strike
31.53
IV
34.7%
B/E move
5.5%

40Δ

Calls
Pseudo strike
33.55
IV
30.8%
B/E move
5.5%
Puts
Pseudo strike
32.04
IV
30.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
33.09
IV
28.0%
B/E move
4.3%
Puts
Pseudo strike
32.36
IV
28.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
32.78
IV
25.9%
B/E move
3.6%
Puts
Pseudo strike
32.68
IV
26.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
32.52
IV
23.9%
B/E move
3.0%
Puts
Pseudo strike
33.00
IV
23.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
32.25
IV
21.9%
B/E move
2.3%
Puts
Pseudo strike
33.26
IV
23.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
31.98
IV
20.1%
B/E move
1.8%
Puts
Pseudo strike
33.52
IV
22.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
31.71
IV
19.8%
B/E move
1.5%
Puts
Pseudo strike
33.79
IV
22.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
31.45
IV
19.6%
B/E move
1.2%
Puts
Pseudo strike
34.11
IV
22.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
31.19
IV
19.3%
B/E move
1.0%
Puts
Pseudo strike
34.67
IV
24.1%
B/E move
0.4%

Options history

No recorded observations