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First Trust Emerging Markets AlphaDEX Fund FEM

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Market datapartial · fetched 2026-10-22T23:59:57.783Z

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 · 2026-10-22T20:00:00.698533669Z

FundamentalsAlpha Vantage · unavailable

Share price$31.70
1D-0.5%
AH$31.62$31.69$31.77$31.84$31.915:30 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$1.01$1.46$1.92$2.38$28.11$29.91$31.71$33.50$35.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEM spot · $31.70FEM PRICE$0.60$0.61$0.65$0.70$0.77$0.85$0.93$1.02$1.12$1.21$1.40$1.64$1.89$0.63$0.67$0.74$0.81$0.89$0.97$1.05$1.16$1.28$1.41$1.53$1.86$2.24
PutsExpensive1.43×
CallsExpensive1.48×
SkewNeutral-0.05 pp
Implied moveBearish±$1.98
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.0466.7%21.9%28.0958.3%13.4%
25Δ35.4450.2%13.7%29.3047.6%9.7%
30Δ34.0040.6%9.3%30.1241.2%7.3%
35Δ33.2735.6%7.2%30.7036.8%5.7%
40Δ32.7332.2%5.7%31.1733.4%4.5%
45Δ32.3129.6%4.6%31.5430.8%3.6%
50Δ31.9227.3%3.6%31.9028.2%2.7%
55Δ31.6525.8%3.1%32.1826.6%2.2%
60Δ31.3824.4%2.5%32.4425.3%1.7%
65Δ31.1022.9%1.9%32.7024.0%1.3%
70Δ30.8022.5%1.6%32.9622.8%0.9%
75Δ30.4822.7%1.3%33.3723.4%0.6%
80Δ30.1523.0%1.1%33.8224.5%0.4%

20Δ

Calls
Pseudo strike
38.04
IV
66.7%
B/E move
21.9%
Puts
Pseudo strike
28.09
IV
58.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
35.44
IV
50.2%
B/E move
13.7%
Puts
Pseudo strike
29.30
IV
47.6%
B/E move
9.7%

30Δ

Calls
Pseudo strike
34.00
IV
40.6%
B/E move
9.3%
Puts
Pseudo strike
30.12
IV
41.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
33.27
IV
35.6%
B/E move
7.2%
Puts
Pseudo strike
30.70
IV
36.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
32.73
IV
32.2%
B/E move
5.7%
Puts
Pseudo strike
31.17
IV
33.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
32.31
IV
29.6%
B/E move
4.6%
Puts
Pseudo strike
31.54
IV
30.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
31.92
IV
27.3%
B/E move
3.6%
Puts
Pseudo strike
31.90
IV
28.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
31.65
IV
25.8%
B/E move
3.1%
Puts
Pseudo strike
32.18
IV
26.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
31.38
IV
24.4%
B/E move
2.5%
Puts
Pseudo strike
32.44
IV
25.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
31.10
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
32.70
IV
24.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
30.80
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
32.96
IV
22.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
30.48
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
33.37
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
30.15
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
33.82
IV
24.5%
B/E move
0.4%

Options history

FEM28.9454.2879.622026-10-20: 32.43%2026-10-21: 76.12%Oct 20Oct 21
Table
DateIV
32.43%
76.12%