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First Trust Large Cap Core AlphaDEX Fund FEX

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Market dataready · fetched 2026-11-12T00:52:28.193Z

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: 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 · 2026-11-11T21:00:00.280996255Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:27.822301+00:00

Share price$138.51
1D+0.7%
AH$137.44$137.76$138.08$138.41$138.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEX
Sold putSold callAH

First Trust Large Cap Core AlphaDEX Fund options

Live interpolated FEX call and put midpoint premiums by absolute delta.First Trust Large Cap Core AlphaDEX Fund$1.78$2.43$3.08$3.73$4.38$129.70$133.28$136.86$140.44$144.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FEX spot · $138.51FEX PRICE$1.89$1.97$2.07$2.28$2.57$2.86$3.15$3.44$3.54$3.57$1.85$1.91$1.95$2.07$2.15$2.30$2.54$2.77$3.01$3.25$3.59$4.04$4.20
PutsExpensive2.19×
Calls——
Skew——
Implied moveBearish±$4.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.8672.8%9.7%
25Δ131.1556.8%6.7%
30Δ133.9145.8%4.7%
35Δ142.1738.5%4.0%135.6639.4%3.5%
40Δ140.6933.0%3.0%137.0134.0%2.6%
45Δ139.6329.2%2.3%137.9930.5%2.0%
50Δ138.8127.1%1.9%138.6628.8%1.7%
55Δ138.1626.0%1.6%139.3327.0%1.4%
60Δ137.5024.9%1.3%139.9925.3%1.1%
65Δ136.8423.8%1.1%140.6623.5%0.8%
70Δ136.1922.7%0.8%141.3222.4%0.6%
75Δ135.8220.5%0.6%141.9922.0%0.4%
80Δ135.5618.0%0.4%142.3319.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.86
IV
72.8%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.15
IV
56.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.91
IV
45.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
142.17
IV
38.5%
B/E move
4.0%
Puts
Pseudo strike
135.66
IV
39.4%
B/E move
3.5%

40Δ

Calls
Pseudo strike
140.69
IV
33.0%
B/E move
3.0%
Puts
Pseudo strike
137.01
IV
34.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
139.63
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
137.99
IV
30.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
138.81
IV
27.1%
B/E move
1.9%
Puts
Pseudo strike
138.66
IV
28.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
138.16
IV
26.0%
B/E move
1.6%
Puts
Pseudo strike
139.33
IV
27.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
137.50
IV
24.9%
B/E move
1.3%
Puts
Pseudo strike
139.99
IV
25.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
136.84
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
140.66
IV
23.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
136.19
IV
22.7%
B/E move
0.8%
Puts
Pseudo strike
141.32
IV
22.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
135.82
IV
20.5%
B/E move
0.6%
Puts
Pseudo strike
141.99
IV
22.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
135.56
IV
18.0%
B/E move
0.4%
Puts
Pseudo strike
142.33
IV
19.7%
B/E move
0.3%

Options history

IV · four-Friday blend16.24%
Daily close
FEX13.9%22.1%30.3%2026-08-19: 24.09%2026-08-20: 29.17%2026-08-21: 16.68%2026-08-24: 16.66%2026-08-25: 16.72%2026-08-26: 17.00%2026-08-27: 16.17%2026-08-28: 15.82%2026-08-31: 16.66%2026-09-02: 17.25%2026-09-04: 16.39%2026-09-11: 19.05%2026-09-16: 22.57%2026-09-17: 26.98%2026-09-18: 15.95%2026-09-21: 15.24%2026-09-22: 14.99%2026-09-23: 15.01%2026-09-24: 15.57%2026-09-25: 15.71%2026-09-28: 15.75%2026-09-29: 16.00%2026-09-30: 16.48%2026-10-01: 16.02%2026-10-02: 16.00%2026-10-05: 15.83%2026-10-06: 16.39%2026-10-07: 16.67%2026-10-08: 16.48%2026-10-09: 16.87%2026-10-12: 18.22%2026-10-13: 18.75%2026-10-14: 21.19%2026-10-15: 24.63%2026-10-16: 15.14%2026-10-19: 15.40%2026-10-20: 15.00%2026-10-21: 15.40%2026-10-22: 15.54%2026-10-23: 15.72%2026-10-26: 15.95%2026-10-27: 15.94%2026-10-28: 16.23%2026-10-29: 16.10%2026-10-30: 16.24%Aug 19Sep 30Oct 30
45 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
24.09%
29.17%
16.68%
16.66%
16.72%
17.00%
16.17%
15.82%
16.66%
17.25%
16.39%
19.05%
22.57%
26.98%
15.95%
15.24%
14.99%
15.01%
15.57%
15.71%
15.75%
16.00%
16.48%
16.02%
16.00%
15.83%
16.39%
16.67%
16.48%
16.87%
18.22%
18.75%
21.19%
24.63%
15.14%
15.40%
15.00%
15.40%
15.54%
15.72%
15.95%
15.94%
16.23%
16.10%
16.24%