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First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF FIXD

i

Market dataready · fetched 2026-11-11T13:58:43.070Z

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: 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 · 2026-11-10T21:00:00.106200177Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:58:42.579373+00:00

Share price$41.94
1D+0.0%
AH$41.81$41.85$41.89$41.93$41.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIXD
Sold putSold callAH

First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF options

Live interpolated FIXD call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF$0.74$1.26$1.78$2.30$2.83$38.31$39.53$40.76$41.98$43.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FIXD spot · $41.94FIXD PRICE$0.80$0.80$0.80$0.81$0.83$0.85$0.80$0.80$0.80$0.80$0.86$0.94$1.02$1.15$1.27$1.39$1.65$2.02$2.68
PutsExpensive4.31×
Calls——
Skew——
Implied moveBearish±$1.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.2099.4%13.2%
25Δ46.5185.9%12.8%39.0075.4%8.9%
30Δ44.6866.7%8.4%40.1060.0%6.3%
35Δ43.6053.7%5.9%40.8449.0%4.5%
40Δ42.8944.4%4.2%41.3043.8%3.6%
45Δ42.4838.7%3.3%41.6940.2%2.8%
50Δ42.0733.0%2.3%42.0536.9%2.2%
55Δ42.3335.4%1.8%
60Δ42.6033.8%1.5%
65Δ42.8732.2%1.1%
70Δ43.2432.6%0.8%
75Δ43.6834.8%0.7%
80Δ44.3840.0%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.20
IV
99.4%
B/E move
13.2%

25Δ

Calls
Pseudo strike
46.51
IV
85.9%
B/E move
12.8%
Puts
Pseudo strike
39.00
IV
75.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
44.68
IV
66.7%
B/E move
8.4%
Puts
Pseudo strike
40.10
IV
60.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
43.60
IV
53.7%
B/E move
5.9%
Puts
Pseudo strike
40.84
IV
49.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
42.89
IV
44.4%
B/E move
4.2%
Puts
Pseudo strike
41.30
IV
43.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
42.48
IV
38.7%
B/E move
3.3%
Puts
Pseudo strike
41.69
IV
40.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
42.07
IV
33.0%
B/E move
2.3%
Puts
Pseudo strike
42.05
IV
36.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.33
IV
35.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.60
IV
33.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.87
IV
32.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.24
IV
32.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.68
IV
34.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.38
IV
40.0%
B/E move
0.6%

Options history

IV · four-Friday blend21.04%
Daily close
FIXD16.2%28.8%41.4%2026-08-13: 23.44%2026-08-14: 23.64%2026-08-17: 26.98%2026-08-18: 28.91%2026-08-19: 32.37%2026-08-20: 35.55%2026-08-21: 17.97%2026-08-24: 18.03%2026-08-25: 18.34%2026-08-26: 18.38%2026-08-27: 18.58%2026-08-28: 18.11%2026-08-31: 19.23%2026-09-01: 19.22%2026-09-02: 20.02%2026-09-03: 19.91%2026-09-04: 20.01%2026-09-08: 21.28%2026-09-09: 21.96%2026-09-10: 22.94%2026-09-11: 23.45%2026-09-14: 26.46%2026-09-15: 28.45%2026-09-16: 31.50%2026-09-17: 39.63%2026-09-18: 19.45%2026-09-21: 19.70%2026-09-22: 19.79%2026-09-23: 19.24%2026-09-24: 19.72%2026-09-25: 20.29%2026-09-28: 21.18%2026-09-29: 21.36%2026-09-30: 21.22%2026-10-01: 21.45%2026-10-02: 21.76%2026-10-05: 23.12%2026-10-06: 23.83%2026-10-07: 24.04%2026-10-08: 24.24%2026-10-09: 25.07%2026-10-12: 28.34%2026-10-13: 30.22%2026-10-14: 33.54%2026-10-15: 38.29%2026-10-16: 19.78%2026-10-19: 20.02%2026-10-20: 20.04%2026-10-21: 19.87%2026-10-22: 20.03%2026-10-23: 20.42%2026-10-26: 20.49%2026-10-27: 20.50%2026-10-28: 20.50%2026-10-29: 20.83%2026-10-30: 21.04%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.44%
23.64%
26.98%
28.91%
32.37%
35.55%
17.97%
18.03%
18.34%
18.38%
18.58%
18.11%
19.23%
19.22%
20.02%
19.91%
20.01%
21.28%
21.96%
22.94%
23.45%
26.46%
28.45%
31.50%
39.63%
19.45%
19.70%
19.79%
19.24%
19.72%
20.29%
21.18%
21.36%
21.22%
21.45%
21.76%
23.12%
23.83%
24.04%
24.24%
25.07%
28.34%
30.22%
33.54%
38.29%
19.78%
20.02%
20.04%
19.87%
20.03%
20.42%
20.49%
20.50%
20.50%
20.83%
21.04%