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First Trust Large Cap Core AlphaDEX Fund FEX

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Market datapartial · fetched 2026-10-22T21:15:15.669Z

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 · 2026-10-22T20:00:00.213029984Z

FundamentalsAlpha Vantage · unavailable

Share price$137.49
1D+0.2%
AH$136.29$136.62$136.94$137.26$137.595:30 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$0.65$2.17$3.70$5.23$6.76$127.92$132.31$136.69$141.08$145.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEX spot · $137.49FEX PRICE$0.81$1.18$1.49$1.65$1.82$1.94$2.17$2.47$2.90$3.43$3.80$4.80$5.62$1.60$1.75$1.90$2.01$2.22$2.45$2.65$2.93$3.46$4.15$4.91$5.93$6.32
PutsExpensive1.98×
CallsExpensive1.65×
SkewBearish+4.13 pp
Implied moveBearish±$4.82
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.5916.9%5.0%127.5335.3%8.4%
25Δ143.2619.5%5.0%131.0129.1%6.0%
30Δ142.5720.9%4.8%133.3324.8%4.4%
35Δ140.9918.6%3.7%135.0721.3%3.2%
40Δ139.8416.9%3.0%136.2719.5%2.5%
45Δ138.8615.2%2.4%137.2418.1%2.0%
50Δ138.1014.4%2.0%138.0716.6%1.5%
55Δ137.3714.0%1.7%138.8215.8%1.2%
60Δ136.6214.2%1.5%139.6616.0%0.9%
65Δ135.8614.6%1.3%140.6016.6%0.8%
70Δ135.1814.1%1.1%141.6117.0%0.6%
75Δ134.0215.6%1.0%142.8617.8%0.4%
80Δ132.9815.8%0.8%143.5416.4%0.2%

20Δ

Calls
Pseudo strike
143.59
IV
16.9%
B/E move
5.0%
Puts
Pseudo strike
127.53
IV
35.3%
B/E move
8.4%

25Δ

Calls
Pseudo strike
143.26
IV
19.5%
B/E move
5.0%
Puts
Pseudo strike
131.01
IV
29.1%
B/E move
6.0%

30Δ

Calls
Pseudo strike
142.57
IV
20.9%
B/E move
4.8%
Puts
Pseudo strike
133.33
IV
24.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
140.99
IV
18.6%
B/E move
3.7%
Puts
Pseudo strike
135.07
IV
21.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
139.84
IV
16.9%
B/E move
3.0%
Puts
Pseudo strike
136.27
IV
19.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
138.86
IV
15.2%
B/E move
2.4%
Puts
Pseudo strike
137.24
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
138.10
IV
14.4%
B/E move
2.0%
Puts
Pseudo strike
138.07
IV
16.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
137.37
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
138.82
IV
15.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
136.62
IV
14.2%
B/E move
1.5%
Puts
Pseudo strike
139.66
IV
16.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
135.86
IV
14.6%
B/E move
1.3%
Puts
Pseudo strike
140.60
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
135.18
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
141.61
IV
17.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
134.02
IV
15.6%
B/E move
1.0%
Puts
Pseudo strike
142.86
IV
17.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
132.98
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
143.54
IV
16.4%
B/E move
0.2%

Options history

FEX15.6516.4117.162026-10-20: 17.06%2026-10-21: 15.75%Oct 20Oct 21
Table
DateIV
17.06%
15.75%