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First Trust Europe AlphaDEX Fund FEP

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Market datapartial · fetched 2026-10-22T23:06:45.934Z

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 · 2026-10-22T20:00:00.271750803Z

FundamentalsAlpha Vantage · unavailable

Share price$55.80
1D-0.6%
AH$55.62$55.76$55.89$56.02$56.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEP
Sold putSold callAH

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$1.95$2.58$3.21$51.16$53.52$55.87$58.22$60.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEP spot · $55.80FEP PRICE$0.75$0.77$0.83$0.91$1.01$1.14$1.27$1.43$1.59$1.79$2.12$2.45$3.03$0.82$0.89$0.97$1.06$1.15$1.25$1.35$1.47$1.59$1.73$1.91$2.10$2.31
PutsExpensive1.26×
CallsExpensive1.59×
SkewBullish-0.86 pp
Implied moveBearish±$2.62
TiltBalanced1.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8845.4%14.0%50.8344.1%10.4%
25Δ60.1034.6%9.1%52.5336.2%7.5%
30Δ58.6628.9%6.6%53.6631.3%5.6%
35Δ57.7625.7%5.1%54.4827.6%4.3%
40Δ57.0923.5%4.1%55.1324.8%3.3%
45Δ56.5922.2%3.4%55.6322.7%2.6%
50Δ56.1121.0%2.8%56.0820.8%1.9%
55Δ55.7020.2%2.4%56.4219.5%1.5%
60Δ55.3119.4%2.0%56.7618.2%1.1%
65Δ54.9119.0%1.6%57.0917.0%0.8%
70Δ54.4519.4%1.4%57.4016.3%0.6%
75Δ53.9919.8%1.2%57.7115.5%0.4%
80Δ53.3221.0%1.0%58.0414.8%0.1%

20Δ

Calls
Pseudo strike
62.88
IV
45.4%
B/E move
14.0%
Puts
Pseudo strike
50.83
IV
44.1%
B/E move
10.4%

25Δ

Calls
Pseudo strike
60.10
IV
34.6%
B/E move
9.1%
Puts
Pseudo strike
52.53
IV
36.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
58.66
IV
28.9%
B/E move
6.6%
Puts
Pseudo strike
53.66
IV
31.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
57.76
IV
25.7%
B/E move
5.1%
Puts
Pseudo strike
54.48
IV
27.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
57.09
IV
23.5%
B/E move
4.1%
Puts
Pseudo strike
55.13
IV
24.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
56.59
IV
22.2%
B/E move
3.4%
Puts
Pseudo strike
55.63
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
56.11
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
56.08
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
55.70
IV
20.2%
B/E move
2.4%
Puts
Pseudo strike
56.42
IV
19.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
55.31
IV
19.4%
B/E move
2.0%
Puts
Pseudo strike
56.76
IV
18.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
54.91
IV
19.0%
B/E move
1.6%
Puts
Pseudo strike
57.09
IV
17.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
54.45
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
57.40
IV
16.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
53.99
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
57.71
IV
15.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
53.32
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
58.04
IV
14.8%
B/E move
0.1%

Options history

FEP18.9519.0719.202026-10-20: 19.18%2026-10-21: 18.97%Oct 20Oct 21
Table
DateIV
19.18%
18.97%