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First Trust Exchange-Traded AlphDEX Fund II First Trust Eurozone AlphaDEX ETF FEUZ

i

Market datapartial · fetched 2026-11-12T16:43:30.990Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T16:41:43.730079906Z

FundamentalsAlpha Vantage · unavailable

Share price$64.14
1D+0.2%
$63.80$64.02$64.23$64.44$64.665:30 AM6:30 AM9:00 AM1:00 PMFEUZ
Sold putSold call

First Trust Exchange-Traded AlphDEX Fund II First Trust Eurozone AlphaDEX ETF options

Live interpolated FEUZ call and put midpoint premiums by absolute delta.First Trust Exchange-Traded AlphDEX Fund II First Trust Eurozone AlphaDEX ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFEUZ PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.94%
Daily close
FEUZ16.0%25.7%35.4%2026-08-14: 18.77%2026-08-17: 21.03%2026-08-18: 22.52%2026-08-19: 24.49%2026-08-20: 27.62%2026-08-21: 17.77%2026-08-24: 17.93%2026-08-25: 17.74%2026-08-26: 17.66%2026-08-27: 17.70%2026-08-28: 17.38%2026-08-31: 18.36%2026-09-01: 18.71%2026-09-02: 18.80%2026-09-03: 18.38%2026-09-04: 18.13%2026-09-08: 19.21%2026-09-09: 20.10%2026-09-10: 21.15%2026-09-11: 20.23%2026-09-14: 22.85%2026-09-15: 24.96%2026-09-16: 25.93%2026-09-17: 29.55%2026-09-18: 19.66%2026-09-21: 19.77%2026-09-22: 17.98%2026-09-23: 18.54%2026-09-24: 18.99%2026-09-25: 18.13%2026-09-28: 18.42%2026-09-29: 18.65%2026-09-30: 19.14%2026-10-01: 20.23%2026-10-02: 19.71%2026-10-05: 20.01%2026-10-06: 19.57%2026-10-07: 20.36%2026-10-08: 20.52%2026-10-09: 20.19%2026-10-12: 22.34%2026-10-13: 22.32%2026-10-14: 25.03%2026-10-15: 34.11%2026-10-16: 18.06%2026-10-19: 18.49%2026-10-20: 18.23%2026-10-21: 18.14%2026-10-22: 18.84%2026-10-23: 19.39%2026-10-26: 19.08%2026-10-27: 19.02%2026-10-28: 18.48%2026-10-29: 18.21%2026-10-30: 18.94%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
18.77%
21.03%
22.52%
24.49%
27.62%
17.77%
17.93%
17.74%
17.66%
17.70%
17.38%
18.36%
18.71%
18.80%
18.38%
18.13%
19.21%
20.10%
21.15%
20.23%
22.85%
24.96%
25.93%
29.55%
19.66%
19.77%
17.98%
18.54%
18.99%
18.13%
18.42%
18.65%
19.14%
20.23%
19.71%
20.01%
19.57%
20.36%
20.52%
20.19%
22.34%
22.32%
25.03%
34.11%
18.06%
18.49%
18.23%
18.14%
18.84%
19.39%
19.08%
19.02%
18.48%
18.21%
18.94%