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First Trust Water ETF FIW

i

Market dataready · fetched 2026-11-11T14:57:55.863Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:38:14.956242569Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:55.077696+00:00

Share price$117.54
1D-0.3%
$117.48$117.59$117.71$117.82$117.935:30 AM6:30 AM9:00 AM1:00 PMFIW
Sold putSold call

First Trust Water ETF options

Live interpolated FIW call and put midpoint premiums by absolute delta.First Trust Water ETF$1.33$2.74$4.14$5.55$6.95$100.25$107.19$114.13$121.07$128.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FIW spot · $117.54FIW PRICE$1.75$2.24$2.73$3.26$3.81$4.69$5.12$5.69$6.55$1.48$1.75$2.02$2.29$2.55$2.82$3.09
Puts——
Calls——
Skew——
Implied moveBearish±$5.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.6734.8%9.7%
25Δ109.3232.5%8.5%
30Δ110.9630.1%7.3%
35Δ112.6127.8%6.1%
40Δ119.7516.7%3.4%114.2625.5%5.0%
45Δ118.9817.8%3.1%115.9023.1%3.8%
50Δ118.2018.8%2.9%117.5520.8%2.6%
55Δ117.3019.3%2.6%
60Δ116.3719.6%2.2%
65Δ115.2421.1%2.0%
70Δ114.3820.1%1.7%
75Δ113.4219.2%1.3%
80Δ112.2719.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.67
IV
34.8%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.32
IV
32.5%
B/E move
8.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.96
IV
30.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.61
IV
27.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
119.75
IV
16.7%
B/E move
3.4%
Puts
Pseudo strike
114.26
IV
25.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
118.98
IV
17.8%
B/E move
3.1%
Puts
Pseudo strike
115.90
IV
23.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
118.20
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
117.55
IV
20.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
117.30
IV
19.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
116.37
IV
19.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
115.24
IV
21.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
114.38
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
113.42
IV
19.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
112.27
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.44%
Daily close
FIW14.7%20.3%25.9%2026-08-13: 18.50%2026-08-14: 20.01%2026-08-17: 21.02%2026-08-18: 20.52%2026-08-19: 21.54%2026-08-20: 23.36%2026-08-21: 17.31%2026-08-24: 17.13%2026-08-25: 17.27%2026-08-26: 16.40%2026-08-27: 17.12%2026-08-28: 17.71%2026-08-31: 17.38%2026-09-01: 18.21%2026-09-02: 17.08%2026-09-03: 17.15%2026-09-04: 17.54%2026-09-08: 19.62%2026-09-09: 20.21%2026-09-10: 19.80%2026-09-11: 19.83%2026-09-14: 22.33%2026-09-15: 23.66%2026-09-16: 24.52%2026-09-17: 25.09%2026-09-18: 17.73%2026-09-21: 17.71%2026-09-22: 16.69%2026-09-23: 17.14%2026-09-24: 17.51%2026-09-25: 17.56%2026-09-28: 17.65%2026-09-29: 17.64%2026-09-30: 16.32%2026-10-01: 18.13%2026-10-02: 17.85%2026-10-05: 17.18%2026-10-06: 17.86%2026-10-07: 17.74%2026-10-08: 18.17%2026-10-09: 17.89%2026-10-12: 19.94%2026-10-13: 20.96%2026-10-14: 20.99%2026-10-15: 23.40%2026-10-16: 16.50%2026-10-19: 16.67%2026-10-20: 15.47%2026-10-21: 16.41%2026-10-22: 17.33%2026-10-23: 17.02%2026-10-26: 17.11%2026-10-27: 16.17%2026-10-28: 16.68%2026-10-29: 16.80%2026-10-30: 17.44%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.50%
20.01%
21.02%
20.52%
21.54%
23.36%
17.31%
17.13%
17.27%
16.40%
17.12%
17.71%
17.38%
18.21%
17.08%
17.15%
17.54%
19.62%
20.21%
19.80%
19.83%
22.33%
23.66%
24.52%
25.09%
17.73%
17.71%
16.69%
17.14%
17.51%
17.56%
17.65%
17.64%
16.32%
18.13%
17.85%
17.18%
17.86%
17.74%
18.17%
17.89%
19.94%
20.96%
20.99%
23.40%
16.50%
16.67%
15.47%
16.41%
17.33%
17.02%
17.11%
16.17%
16.68%
16.80%
17.44%