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

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Market datapartial · fetched 2026-10-23T01:37:42.282Z

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 · 2026-10-22T20:00:00.655129828Z

FundamentalsAlpha Vantage · unavailable

Share price$62.85
1D+0.0%
AH$62.64$62.65$62.67$62.69$62.705:30 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$0.48$1.34$2.20$3.05$3.91$57.54$60.06$62.59$65.11$67.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEUZ spot · $62.85FEUZ PRICE$0.57$0.65$0.75$0.86$0.98$1.13$1.30$1.51$1.76$2.06$2.46$2.98$3.66$0.70$0.79$0.89$0.99$1.11$1.24$1.40$1.64$1.88$2.17$2.46$2.87$3.30
PutsCheap0.89×
CallsExpensive1.31×
SkewBearish+0.35 pp
Implied moveBearish±$2.70
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.0230.3%9.1%58.4633.9%8.1%
25Δ66.3925.5%6.7%59.9028.9%6.0%
30Δ65.4223.1%5.3%60.9025.5%4.5%
35Δ64.7021.4%4.3%61.6223.1%3.5%
40Δ64.1020.1%3.5%62.2121.3%2.8%
45Δ63.6219.5%3.0%62.6820.0%2.2%
50Δ63.1518.9%2.5%63.1419.1%1.8%
55Δ62.7118.8%2.2%63.5719.0%1.5%
60Δ62.2819.0%1.9%64.0018.9%1.2%
65Δ61.8219.3%1.6%64.4518.8%0.9%
70Δ61.2820.1%1.4%64.9118.6%0.7%
75Δ60.6421.2%1.2%65.4418.6%0.4%
80Δ59.8422.8%1.0%66.0018.7%0.2%

20Δ

Calls
Pseudo strike
68.02
IV
30.3%
B/E move
9.1%
Puts
Pseudo strike
58.46
IV
33.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
66.39
IV
25.5%
B/E move
6.7%
Puts
Pseudo strike
59.90
IV
28.9%
B/E move
6.0%

30Δ

Calls
Pseudo strike
65.42
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
60.90
IV
25.5%
B/E move
4.5%

35Δ

Calls
Pseudo strike
64.70
IV
21.4%
B/E move
4.3%
Puts
Pseudo strike
61.62
IV
23.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
64.10
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
62.21
IV
21.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
63.62
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
62.68
IV
20.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
63.15
IV
18.9%
B/E move
2.5%
Puts
Pseudo strike
63.14
IV
19.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
62.71
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
63.57
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
62.28
IV
19.0%
B/E move
1.9%
Puts
Pseudo strike
64.00
IV
18.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
61.82
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
64.45
IV
18.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
61.28
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
64.91
IV
18.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
60.64
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
65.44
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
59.84
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
66.00
IV
18.7%
B/E move
0.2%

Options history

FEUZ18.1118.2718.422026-10-20: 18.40%2026-10-21: 18.13%Oct 20Oct 21
Table
DateIV
18.40%
18.13%