IntraAlpha
Create free account Start free

First Trust Dow Jones Global Select Dividend Index Fund FGD

i

Market datapartial · fetched 2026-10-22T06:25:43.008Z

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 · 2026-10-22T00:00:00.160127241Z

FundamentalsAlpha Vantage · unavailable

Share price$33.36
1D-0.2%
AH$33.23$33.29$33.35$33.41$33.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFGD
Sold putSold callAH

First Trust Dow Jones Global Select Dividend Index Fund options

Live interpolated FGD call and put midpoint premiums by absolute delta.First Trust Dow Jones Global Select Dividend Index Fund$0.71$1.67$2.63$3.59$4.54$27.84$30.76$33.68$36.60$39.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FGD spot · $33.36FGD PRICE$0.81$1.10$1.40$1.48$1.48$1.53$1.64$1.75$1.93$2.17$2.40$2.64$2.87$1.48$1.49$1.56$1.65$1.78$1.95$2.17$2.48$3.08$3.67$4.27
PutsExpensive2.03×
CallsExpensive2.44×
SkewBullish-6.64 pp
Implied moveBearish±$3.41
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5165.7%20.9%
25Δ39.2875.3%21.1%
30Δ39.0685.0%21.3%30.6673.1%12.5%
35Δ37.1273.7%15.7%31.7760.8%9.2%
40Δ35.5260.1%10.9%32.5652.9%7.1%
45Δ34.5252.1%8.1%33.2047.2%5.4%
50Δ33.8147.0%6.3%33.7143.5%4.3%
55Δ33.2543.0%4.9%34.1940.7%3.3%
60Δ32.7440.6%3.9%34.6539.2%2.7%
65Δ32.2739.6%3.2%35.1638.0%2.0%
70Δ31.8237.9%2.6%35.8838.0%1.7%
75Δ31.4235.4%2.1%36.6038.0%1.3%
80Δ31.0132.9%1.6%37.3338.0%0.9%

20Δ

Calls
Pseudo strike
39.51
IV
65.7%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.28
IV
75.3%
B/E move
21.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.06
IV
85.0%
B/E move
21.3%
Puts
Pseudo strike
30.66
IV
73.1%
B/E move
12.5%

35Δ

Calls
Pseudo strike
37.12
IV
73.7%
B/E move
15.7%
Puts
Pseudo strike
31.77
IV
60.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
35.52
IV
60.1%
B/E move
10.9%
Puts
Pseudo strike
32.56
IV
52.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
34.52
IV
52.1%
B/E move
8.1%
Puts
Pseudo strike
33.20
IV
47.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
33.81
IV
47.0%
B/E move
6.3%
Puts
Pseudo strike
33.71
IV
43.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
33.25
IV
43.0%
B/E move
4.9%
Puts
Pseudo strike
34.19
IV
40.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
32.74
IV
40.6%
B/E move
3.9%
Puts
Pseudo strike
34.65
IV
39.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
32.27
IV
39.6%
B/E move
3.2%
Puts
Pseudo strike
35.16
IV
38.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
31.82
IV
37.9%
B/E move
2.6%
Puts
Pseudo strike
35.88
IV
38.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
31.42
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
36.60
IV
38.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
31.01
IV
32.9%
B/E move
1.6%
Puts
Pseudo strike
37.33
IV
38.0%
B/E move
0.9%

Options history

No recorded observations