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

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Market datapartial · fetched 2026-10-22T15:44:55.705Z

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 · 2026-10-21T20:00:00.074245338Z

FundamentalsAlpha Vantage · unavailable

Share price$63.77
1D-0.1%
AH$63.51$63.56$63.61$63.67$63.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEUZ
Sold putSold callAH

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$0.36$2.16$3.95$5.75$7.54$57.52$60.06$62.61$65.15$67.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEUZ spot · $63.77FEUZ PRICE$0.56$0.62$0.69$0.74$0.80$0.87$0.94$1.04$1.15$1.25$1.36$1.52$1.68$0.71$0.86$0.98$1.10$1.25$1.54$1.87$2.30$2.87$3.63$4.73$7.02
PutsExpensive1.22×
CallsFair0.96×
SkewBearish+13.60 pp
Implied moveBearish±$2.81
TiltBearish37.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.7728.7%8.7%59.3033.8%8.1%
25Δ67.1323.8%6.2%60.5730.6%6.4%
30Δ66.1320.8%4.8%61.6127.4%4.9%
35Δ65.4118.2%3.7%62.3925.1%3.9%
40Δ64.8416.1%2.9%63.0423.4%3.1%
45Δ64.4514.8%2.4%63.5824.0%2.7%
50Δ64.0513.4%1.9%64.1324.8%2.4%
55Δ63.7712.7%1.6%64.7526.0%2.1%
60Δ63.5112.1%1.4%65.4827.9%1.8%
65Δ63.2411.5%1.1%66.3830.4%1.6%
70Δ62.9810.8%0.9%67.6034.1%1.4%
75Δ62.7410.3%0.8%69.9242.9%1.4%
80Δ62.519.7%0.7%

20Δ

Calls
Pseudo strike
68.77
IV
28.7%
B/E move
8.7%
Puts
Pseudo strike
59.30
IV
33.8%
B/E move
8.1%

25Δ

Calls
Pseudo strike
67.13
IV
23.8%
B/E move
6.2%
Puts
Pseudo strike
60.57
IV
30.6%
B/E move
6.4%

30Δ

Calls
Pseudo strike
66.13
IV
20.8%
B/E move
4.8%
Puts
Pseudo strike
61.61
IV
27.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
65.41
IV
18.2%
B/E move
3.7%
Puts
Pseudo strike
62.39
IV
25.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
64.84
IV
16.1%
B/E move
2.9%
Puts
Pseudo strike
63.04
IV
23.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
64.45
IV
14.8%
B/E move
2.4%
Puts
Pseudo strike
63.58
IV
24.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
64.05
IV
13.4%
B/E move
1.9%
Puts
Pseudo strike
64.13
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
63.77
IV
12.7%
B/E move
1.6%
Puts
Pseudo strike
64.75
IV
26.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
63.51
IV
12.1%
B/E move
1.4%
Puts
Pseudo strike
65.48
IV
27.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
63.24
IV
11.5%
B/E move
1.1%
Puts
Pseudo strike
66.38
IV
30.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
62.98
IV
10.8%
B/E move
0.9%
Puts
Pseudo strike
67.60
IV
34.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
62.74
IV
10.3%
B/E move
0.8%
Puts
Pseudo strike
69.92
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
62.51
IV
9.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations