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First Trust Germany AlphaDex Fund FGM

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Market datapartial · fetched 2026-10-22T20:57:45.470Z

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 · 2026-10-22T20:00:00.30354282Z

FundamentalsAlpha Vantage · unavailable

Share price$56.99
1D-0.2%
AH$56.80$56.88$56.96$57.03$57.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFGM
Sold putSold callAH

First Trust Germany AlphaDex Fund options

Live interpolated FGM call and put midpoint premiums by absolute delta.First Trust Germany AlphaDex Fund$0.67$1.75$2.82$3.89$4.97$49.62$53.07$56.52$59.97$63.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FGM spot · $56.99FGM PRICE$0.79$0.88$0.98$1.10$1.24$1.40$1.66$1.97$2.36$2.80$3.29$3.87$4.66$0.93$1.04$1.15$1.26$1.37$1.52$1.72$1.96$2.24$2.55$2.96$3.43$4.00
PutsCheap0.79×
CallsFair1.02×
SkewBullish-2.06 pp
Implied moveBalanced±$3.38
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4846.8%14.5%51.3948.8%11.5%
25Δ61.9338.7%10.2%53.2441.1%8.4%
30Δ60.4233.9%7.7%54.5035.8%6.4%
35Δ59.3730.7%6.1%55.4531.8%4.9%
40Δ58.5728.3%4.9%56.1928.7%3.8%
45Δ57.9026.8%4.0%56.7726.7%3.0%
50Δ57.3427.0%3.5%57.3125.6%2.5%
55Δ56.7727.6%3.1%57.8225.0%2.0%
60Δ56.1828.6%2.7%58.3224.6%1.6%
65Δ55.5429.5%2.4%58.8324.2%1.2%
70Δ54.8530.4%2.0%59.4224.3%0.9%
75Δ54.0731.3%1.7%60.0424.5%0.7%
80Δ53.1132.8%1.4%60.7524.5%0.4%

20Δ

Calls
Pseudo strike
64.48
IV
46.8%
B/E move
14.5%
Puts
Pseudo strike
51.39
IV
48.8%
B/E move
11.5%

25Δ

Calls
Pseudo strike
61.93
IV
38.7%
B/E move
10.2%
Puts
Pseudo strike
53.24
IV
41.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
60.42
IV
33.9%
B/E move
7.7%
Puts
Pseudo strike
54.50
IV
35.8%
B/E move
6.4%

35Δ

Calls
Pseudo strike
59.37
IV
30.7%
B/E move
6.1%
Puts
Pseudo strike
55.45
IV
31.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
58.57
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
56.19
IV
28.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
57.90
IV
26.8%
B/E move
4.0%
Puts
Pseudo strike
56.77
IV
26.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
57.34
IV
27.0%
B/E move
3.5%
Puts
Pseudo strike
57.31
IV
25.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
56.77
IV
27.6%
B/E move
3.1%
Puts
Pseudo strike
57.82
IV
25.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
56.18
IV
28.6%
B/E move
2.7%
Puts
Pseudo strike
58.32
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
55.54
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
58.83
IV
24.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
54.85
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
59.42
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
54.07
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
60.04
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
53.11
IV
32.8%
B/E move
1.4%
Puts
Pseudo strike
60.75
IV
24.5%
B/E move
0.4%

Options history

FGM25.8626.0026.142026-10-20: 26.12%2026-10-21: 25.88%Oct 20Oct 21
Table
DateIV
26.12%
25.88%