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First Trust Large Cap Core AlphaDEX Fund FEX

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Market datapartial · fetched 2026-10-22T16:54:16.739Z

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 · 2026-10-22T16:50:46.051491179Z

FundamentalsAlpha Vantage · unavailable

Share price$136.77
1D-0.3%
$136.31$136.55$136.78$137.01$137.255:30 AM6:30 AM9:00 AM1:00 PMFEX
Sold putSold call

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$0.71$2.36$4.02$5.67$7.32$127.67$132.14$136.62$141.09$145.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEX spot · $136.77FEX PRICE$0.89$1.26$1.55$1.73$1.88$2.13$2.50$2.90$3.31$3.75$4.76$5.79$6.85$1.59$1.70$1.89$2.00$2.09$2.32$2.59$2.86$3.15$3.48$3.89$4.64$5.44
PutsExpensive1.78×
CallsExpensive1.88×
SkewBearish+0.79 pp
Implied moveBalanced±$5.09
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.5218.7%5.6%126.8635.2%8.4%
25Δ143.1721.6%5.6%130.4628.3%5.9%
30Δ142.0221.7%5.0%132.6224.8%4.4%
35Δ140.4619.6%4.0%134.3421.3%3.2%
40Δ139.1917.6%3.1%135.6218.5%2.4%
45Δ138.2416.7%2.6%136.5217.2%1.9%
50Δ137.3916.5%2.3%137.3016.4%1.5%
55Δ136.5616.5%2.0%138.0815.5%1.1%
60Δ135.7416.4%1.7%138.7614.7%0.8%
65Δ134.9516.2%1.4%139.4214.1%0.6%
70Δ133.7717.9%1.3%140.1113.7%0.4%
75Δ132.5119.0%1.1%141.0514.1%0.3%
80Δ131.1919.5%0.9%142.0514.3%0.1%

20Δ

Calls
Pseudo strike
143.52
IV
18.7%
B/E move
5.6%
Puts
Pseudo strike
126.86
IV
35.2%
B/E move
8.4%

25Δ

Calls
Pseudo strike
143.17
IV
21.6%
B/E move
5.6%
Puts
Pseudo strike
130.46
IV
28.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
142.02
IV
21.7%
B/E move
5.0%
Puts
Pseudo strike
132.62
IV
24.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
140.46
IV
19.6%
B/E move
4.0%
Puts
Pseudo strike
134.34
IV
21.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
139.19
IV
17.6%
B/E move
3.1%
Puts
Pseudo strike
135.62
IV
18.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
138.24
IV
16.7%
B/E move
2.6%
Puts
Pseudo strike
136.52
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
137.39
IV
16.5%
B/E move
2.3%
Puts
Pseudo strike
137.30
IV
16.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
136.56
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
138.08
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
135.74
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
138.76
IV
14.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
134.95
IV
16.2%
B/E move
1.4%
Puts
Pseudo strike
139.42
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
133.77
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
140.11
IV
13.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
132.51
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
141.05
IV
14.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
131.19
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
142.05
IV
14.3%
B/E move
0.1%

Options history

No recorded observations