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

i

Market datapartial · fetched 2026-11-12T01:45:20.594Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.408097501Z

FundamentalsAlpha Vantage · unavailable

Share price$22.36
1D+0.2%
AH$22.24$22.28$22.31$22.35$22.385:30 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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFID PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.10%
Daily close
FID23.5%48.2%72.9%2026-08-13: 32.68%2026-08-14: 33.85%2026-08-17: 38.03%2026-08-18: 40.14%2026-08-19: 45.62%2026-08-20: 53.16%2026-08-21: 28.45%2026-08-24: 29.75%2026-08-25: 29.56%2026-08-26: 29.62%2026-08-27: 30.06%2026-08-28: 29.79%2026-08-31: 30.58%2026-09-01: 31.00%2026-09-02: 31.29%2026-09-03: 31.51%2026-09-04: 31.63%2026-09-08: 33.67%2026-09-09: 34.00%2026-09-10: 35.13%2026-09-11: 35.46%2026-09-14: 39.79%2026-09-15: 43.93%2026-09-16: 49.12%2026-09-17: 53.69%2026-09-18: 29.15%2026-09-21: 30.03%2026-09-22: 29.19%2026-09-23: 29.84%2026-09-24: 29.98%2026-09-25: 27.81%2026-09-28: 28.58%2026-09-29: 29.54%2026-09-30: 29.95%2026-10-01: 30.16%2026-10-02: 30.61%2026-10-05: 31.82%2026-10-06: 32.39%2026-10-07: 33.12%2026-10-08: 33.53%2026-10-09: 34.16%2026-10-12: 38.90%2026-10-13: 43.22%2026-10-14: 47.47%2026-10-15: 69.45%2026-10-16: 26.91%2026-10-19: 27.37%2026-10-20: 27.10%2026-10-21: 26.87%2026-10-22: 27.68%2026-10-23: 29.67%2026-10-26: 28.47%2026-10-27: 28.62%2026-10-28: 28.47%2026-10-29: 28.66%2026-10-30: 29.10%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.68%
33.85%
38.03%
40.14%
45.62%
53.16%
28.45%
29.75%
29.56%
29.62%
30.06%
29.79%
30.58%
31.00%
31.29%
31.51%
31.63%
33.67%
34.00%
35.13%
35.46%
39.79%
43.93%
49.12%
53.69%
29.15%
30.03%
29.19%
29.84%
29.98%
27.81%
28.58%
29.54%
29.95%
30.16%
30.61%
31.82%
32.39%
33.12%
33.53%
34.16%
38.90%
43.22%
47.47%
69.45%
26.91%
27.37%
27.10%
26.87%
27.68%
29.67%
28.47%
28.62%
28.47%
28.66%
29.10%