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First Trust Europe AlphaDEX Fund FEP

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Market datapartial · fetched 2026-10-22T16:53:54.827Z

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 · 2026-10-22T16:46:31.474563182Z

FundamentalsAlpha Vantage · unavailable

Share price$55.76
1D-0.6%
$55.63$55.76$55.89$56.02$56.155:30 AM6:30 AM9:00 AM1:00 PMFEP
Sold putSold call

First Trust Europe AlphaDEX Fund options

Live interpolated FEP call and put midpoint premiums by absolute delta.First Trust Europe AlphaDEX Fund$0.68$1.31$1.93$2.55$3.17$51.16$53.50$55.84$58.18$60.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEP spot · $55.76FEP PRICE$0.75$0.77$0.83$0.92$1.02$1.15$1.28$1.43$1.57$1.77$2.09$2.43$2.99$0.82$0.89$0.97$1.05$1.14$1.24$1.34$1.45$1.57$1.68$1.86$2.03$2.21
PutsExpensive1.20×
CallsExpensive1.57×
SkewBullish-1.10 pp
Implied moveBearish±$2.62
TiltBullish2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8445.3%14.0%50.7843.9%10.4%
25Δ60.0634.5%9.1%52.5036.0%7.4%
30Δ58.6328.9%6.6%53.6231.1%5.6%
35Δ57.7325.7%5.2%54.4427.4%4.3%
40Δ57.0423.6%4.1%55.1024.5%3.2%
45Δ56.5522.3%3.5%55.5822.5%2.5%
50Δ56.0621.2%2.9%56.0420.6%1.9%
55Δ55.6620.2%2.4%56.3719.2%1.5%
60Δ55.2819.2%2.0%56.6917.9%1.1%
65Δ54.8718.7%1.6%57.0116.7%0.8%
70Δ54.4219.1%1.4%57.3015.8%0.6%
75Δ53.9619.6%1.1%57.6015.0%0.3%
80Δ53.3020.8%1.0%57.8914.2%0.1%

20Δ

Calls
Pseudo strike
62.84
IV
45.3%
B/E move
14.0%
Puts
Pseudo strike
50.78
IV
43.9%
B/E move
10.4%

25Δ

Calls
Pseudo strike
60.06
IV
34.5%
B/E move
9.1%
Puts
Pseudo strike
52.50
IV
36.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
58.63
IV
28.9%
B/E move
6.6%
Puts
Pseudo strike
53.62
IV
31.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
57.73
IV
25.7%
B/E move
5.2%
Puts
Pseudo strike
54.44
IV
27.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
57.04
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
55.10
IV
24.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
56.55
IV
22.3%
B/E move
3.5%
Puts
Pseudo strike
55.58
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
56.06
IV
21.2%
B/E move
2.9%
Puts
Pseudo strike
56.04
IV
20.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
55.66
IV
20.2%
B/E move
2.4%
Puts
Pseudo strike
56.37
IV
19.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
55.28
IV
19.2%
B/E move
2.0%
Puts
Pseudo strike
56.69
IV
17.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
54.87
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
57.01
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
54.42
IV
19.1%
B/E move
1.4%
Puts
Pseudo strike
57.30
IV
15.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
53.96
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
57.60
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
53.30
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
57.89
IV
14.2%
B/E move
0.1%

Options history

No recorded observations