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First Trust Exchange-Traded Fund VI First Trust S&P International Dividend Aristocrats ETF FID

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Market datapartial · fetched 2026-10-22T23:42:47.379Z

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 · 2026-10-22T20:00:00.521710009Z

FundamentalsAlpha Vantage · unavailable

Share price$22.47
1D+0.3%
AH$22.39$22.43$22.47$22.51$22.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFID
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust S&P International Dividend Aristocrats ETF options

Live interpolated FID call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust S&P International Dividend Aristocrats ETF$0.53$0.75$0.97$1.19$1.42$18.58$20.51$22.43$24.35$26.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FID spot · $22.47FID PRICE$0.55$0.55$0.56$0.59$0.63$0.70$0.78$0.85$0.92$1.04$1.16$1.28$0.55$0.55$0.57$0.60$0.65$0.71$0.78$0.84$0.91$1.02$1.13$1.24$1.35
PutsCheap0.69×
CallsCheap0.68×
SkewBearish+1.61 pp
Implied moveBearish±$1.48
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4171.3%16.0%
25Δ25.8863.8%17.6%20.5354.8%11.1%
30Δ24.5449.6%11.7%21.2344.8%8.0%
35Δ23.7740.7%8.3%21.7038.9%6.1%
40Δ23.2935.0%6.2%22.0834.2%4.6%
45Δ22.9130.9%4.8%22.3232.0%3.8%
50Δ22.6829.4%4.1%22.5629.8%3.1%
55Δ22.4627.8%3.4%22.7927.6%2.3%
60Δ22.2326.2%2.7%23.0225.4%1.6%
65Δ22.0124.7%2.1%23.2024.2%1.3%
70Δ21.8223.4%1.8%23.3723.0%1.0%
75Δ21.6422.2%1.5%23.5521.8%0.7%
80Δ21.4620.9%1.2%23.7220.6%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.41
IV
71.3%
B/E move
16.0%

25Δ

Calls
Pseudo strike
25.88
IV
63.8%
B/E move
17.6%
Puts
Pseudo strike
20.53
IV
54.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
24.54
IV
49.6%
B/E move
11.7%
Puts
Pseudo strike
21.23
IV
44.8%
B/E move
8.0%

35Δ

Calls
Pseudo strike
23.77
IV
40.7%
B/E move
8.3%
Puts
Pseudo strike
21.70
IV
38.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
23.29
IV
35.0%
B/E move
6.2%
Puts
Pseudo strike
22.08
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
22.91
IV
30.9%
B/E move
4.8%
Puts
Pseudo strike
22.32
IV
32.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
22.68
IV
29.4%
B/E move
4.1%
Puts
Pseudo strike
22.56
IV
29.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
22.46
IV
27.8%
B/E move
3.4%
Puts
Pseudo strike
22.79
IV
27.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
22.23
IV
26.2%
B/E move
2.7%
Puts
Pseudo strike
23.02
IV
25.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
22.01
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
23.20
IV
24.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
21.82
IV
23.4%
B/E move
1.8%
Puts
Pseudo strike
23.37
IV
23.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.64
IV
22.2%
B/E move
1.5%
Puts
Pseudo strike
23.55
IV
21.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
21.46
IV
20.9%
B/E move
1.2%
Puts
Pseudo strike
23.72
IV
20.6%
B/E move
0.4%

Options history

No recorded observations