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First Trust Water ETF FIW

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Market datapartial · fetched 2026-10-22T10:42:51.516Z

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 · 2026-10-22T00:00:00.146531967Z

FundamentalsAlpha Vantage · unavailable

Share price$108.32
1D+0.4%
AH$107.79$108.00$108.20$108.41$108.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIW
Sold putSold callAH

First Trust Water ETF options

Live interpolated FIW call and put midpoint premiums by absolute delta.First Trust Water ETF$0.78$2.14$3.49$4.85$6.20$100.48$104.23$107.97$111.71$115.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIW spot · $108.32FIW PRICE$0.93$1.10$1.23$1.38$1.57$1.78$2.04$2.41$2.52$2.58$3.03$3.69$4.67$1.15$1.31$1.43$1.61$1.76$1.93$2.27$2.74$3.18$3.51$4.12$4.70$5.81
PutsExpensive1.44×
CallsExpensive1.15×
SkewBearish+2.30 pp
Implied moveBearish±$4.32
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.4527.2%8.4%101.0832.2%7.7%
25Δ114.3224.9%6.6%103.4427.5%5.7%
30Δ112.5421.8%5.0%105.1923.6%4.2%
35Δ111.2719.7%4.0%106.3721.5%3.3%
40Δ110.3418.5%3.3%107.3219.5%2.5%
45Δ109.5217.6%2.8%108.1118.0%2.0%
50Δ108.7817.2%2.3%108.8018.0%1.7%
55Δ108.1117.5%2.0%109.5418.5%1.4%
60Δ107.6016.0%1.7%110.2618.6%1.1%
65Δ107.1214.1%1.3%110.9217.9%0.8%
70Δ106.4614.2%1.1%111.7618.1%0.6%
75Δ105.6615.1%1.0%112.5717.9%0.4%
80Δ104.5416.5%0.8%113.8519.0%0.3%

20Δ

Calls
Pseudo strike
116.45
IV
27.2%
B/E move
8.4%
Puts
Pseudo strike
101.08
IV
32.2%
B/E move
7.7%

25Δ

Calls
Pseudo strike
114.32
IV
24.9%
B/E move
6.6%
Puts
Pseudo strike
103.44
IV
27.5%
B/E move
5.7%

30Δ

Calls
Pseudo strike
112.54
IV
21.8%
B/E move
5.0%
Puts
Pseudo strike
105.19
IV
23.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
111.27
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
106.37
IV
21.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
110.34
IV
18.5%
B/E move
3.3%
Puts
Pseudo strike
107.32
IV
19.5%
B/E move
2.5%

45Δ

Calls
Pseudo strike
109.52
IV
17.6%
B/E move
2.8%
Puts
Pseudo strike
108.11
IV
18.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
108.78
IV
17.2%
B/E move
2.3%
Puts
Pseudo strike
108.80
IV
18.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
108.11
IV
17.5%
B/E move
2.0%
Puts
Pseudo strike
109.54
IV
18.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
107.60
IV
16.0%
B/E move
1.7%
Puts
Pseudo strike
110.26
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
107.12
IV
14.1%
B/E move
1.3%
Puts
Pseudo strike
110.92
IV
17.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
106.46
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
111.76
IV
18.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
105.66
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
112.57
IV
17.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
104.54
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
113.85
IV
19.0%
B/E move
0.3%

Options history

No recorded observations