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

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Market datapartial · fetched 2026-10-23T21:50:38.137Z

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 · 2026-10-23T20:00:00.318278115Z

FundamentalsAlpha Vantage · unavailable

Share price$62.69
1D+0.4%
AH$62.38$62.50$62.62$62.74$62.865:30 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$0.46$1.42$2.37$3.33$4.28$57.47$59.95$62.42$64.89$67.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEUZ spot · $62.69FEUZ PRICE$0.56$0.64$0.75$0.84$0.93$1.06$1.21$1.47$1.72$2.10$2.52$3.00$3.47$0.72$0.81$0.89$0.98$1.08$1.26$1.44$1.68$1.92$2.24$2.62$3.18$4.01
PutsCheap0.94×
CallsExpensive1.30×
SkewBearish+1.61 pp
Implied moveBearish±$2.65
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.7530.3%9.0%58.2035.3%8.3%
25Δ66.1825.7%6.6%59.6630.1%6.1%
30Δ65.2323.4%5.3%60.6926.2%4.6%
35Δ64.5021.3%4.2%61.4523.3%3.5%
40Δ63.8719.5%3.4%62.0821.1%2.7%
45Δ63.4118.6%2.8%62.5320.6%2.3%
50Δ62.9517.9%2.3%62.9720.1%1.8%
55Δ62.5418.4%2.1%63.4119.8%1.5%
60Δ62.1219.0%1.8%63.8519.6%1.2%
65Δ61.6220.0%1.6%64.3419.8%1.0%
70Δ61.0721.1%1.4%64.8520.1%0.7%
75Δ60.4621.8%1.2%65.5421.0%0.5%
80Δ59.8421.9%1.0%66.4722.8%0.4%

20Δ

Calls
Pseudo strike
67.75
IV
30.3%
B/E move
9.0%
Puts
Pseudo strike
58.20
IV
35.3%
B/E move
8.3%

25Δ

Calls
Pseudo strike
66.18
IV
25.7%
B/E move
6.6%
Puts
Pseudo strike
59.66
IV
30.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
65.23
IV
23.4%
B/E move
5.3%
Puts
Pseudo strike
60.69
IV
26.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
64.50
IV
21.3%
B/E move
4.2%
Puts
Pseudo strike
61.45
IV
23.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
63.87
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
62.08
IV
21.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
63.41
IV
18.6%
B/E move
2.8%
Puts
Pseudo strike
62.53
IV
20.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
62.95
IV
17.9%
B/E move
2.3%
Puts
Pseudo strike
62.97
IV
20.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
62.54
IV
18.4%
B/E move
2.1%
Puts
Pseudo strike
63.41
IV
19.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
62.12
IV
19.0%
B/E move
1.8%
Puts
Pseudo strike
63.85
IV
19.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
61.62
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
64.34
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
61.07
IV
21.1%
B/E move
1.4%
Puts
Pseudo strike
64.85
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
60.46
IV
21.8%
B/E move
1.2%
Puts
Pseudo strike
65.54
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
59.84
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
66.47
IV
22.8%
B/E move
0.4%

Options history

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