IntraAlpha
Create free account Start free

First Trust Japan AlphaDEX Fund FJP

i

Market dataready · fetched 2026-11-12T02:46:10.343Z

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 · 2026-11-11T21:00:00.336107616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:46:10.031519+00:00

Share price$70.95
1D-0.3%
AH$70.85$71.13$71.40$71.67$71.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFJP
Sold putSold callAH

First Trust Japan AlphaDEX Fund options

Live interpolated FJP call and put midpoint premiums by absolute delta.First Trust Japan AlphaDEX Fund$0.64$1.54$2.44$3.34$4.24$65.02$67.82$70.62$73.42$76.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FJP spot · $70.95FJP PRICE$0.74$0.78$0.85$0.96$1.07$1.21$1.34$1.53$1.74$2.06$2.54$3.19$3.98$0.77$0.83$0.91$0.99$1.07$1.15$1.22$1.31$1.40$1.49$1.63$1.77$1.92
PutsCheap0.71×
CallsFair0.99×
SkewBullish-6.66 pp
Implied moveBullish±$2.56
TiltBullish14.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.4963.0%10.3%65.9460.3%8.2%
25Δ74.9949.1%6.8%67.6549.1%5.8%
30Δ73.7042.4%5.1%68.7742.1%4.4%
35Δ72.8238.3%4.0%69.5437.4%3.4%
40Δ72.1535.4%3.2%70.1633.5%2.6%
45Δ71.6233.4%2.6%70.6430.2%2.1%
50Δ71.1231.5%2.1%71.0727.2%1.5%
55Δ70.6930.6%1.8%71.3725.3%1.3%
60Δ70.2629.9%1.5%71.6723.3%1.0%
65Δ69.7830.5%1.2%71.9721.4%0.7%
70Δ69.1932.9%1.1%72.2220.0%0.5%
75Δ68.4436.0%1.0%72.4618.7%0.4%
80Δ67.5339.2%0.8%72.7017.4%0.2%

20Δ

Calls
Pseudo strike
77.49
IV
63.0%
B/E move
10.3%
Puts
Pseudo strike
65.94
IV
60.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
74.99
IV
49.1%
B/E move
6.8%
Puts
Pseudo strike
67.65
IV
49.1%
B/E move
5.8%

30Δ

Calls
Pseudo strike
73.70
IV
42.4%
B/E move
5.1%
Puts
Pseudo strike
68.77
IV
42.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
72.82
IV
38.3%
B/E move
4.0%
Puts
Pseudo strike
69.54
IV
37.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
72.15
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
70.16
IV
33.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
71.62
IV
33.4%
B/E move
2.6%
Puts
Pseudo strike
70.64
IV
30.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
71.12
IV
31.5%
B/E move
2.1%
Puts
Pseudo strike
71.07
IV
27.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
70.69
IV
30.6%
B/E move
1.8%
Puts
Pseudo strike
71.37
IV
25.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
70.26
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
71.67
IV
23.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
69.78
IV
30.5%
B/E move
1.2%
Puts
Pseudo strike
71.97
IV
21.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
69.19
IV
32.9%
B/E move
1.1%
Puts
Pseudo strike
72.22
IV
20.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
68.44
IV
36.0%
B/E move
1.0%
Puts
Pseudo strike
72.46
IV
18.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
67.53
IV
39.2%
B/E move
0.8%
Puts
Pseudo strike
72.70
IV
17.4%
B/E move
0.2%

Options history

IV · four-Friday blend25.19%
Daily close
FJP20.3%29.1%37.9%2026-08-13: 26.37%2026-08-14: 26.49%2026-08-17: 28.42%2026-08-18: 30.60%2026-08-19: 33.01%2026-08-20: 35.73%2026-08-21: 25.10%2026-08-24: 25.30%2026-08-25: 24.80%2026-08-26: 24.52%2026-08-27: 23.62%2026-08-28: 22.21%2026-08-31: 21.53%2026-09-01: 22.30%2026-09-02: 22.34%2026-09-03: 21.62%2026-09-04: 22.25%2026-09-08: 24.49%2026-09-09: 25.42%2026-09-10: 25.31%2026-09-11: 25.16%2026-09-14: 27.65%2026-09-15: 29.65%2026-09-16: 29.24%2026-09-17: 34.33%2026-09-18: 23.81%2026-09-21: 23.73%2026-09-22: 22.92%2026-09-23: 24.10%2026-09-24: 23.91%2026-09-25: 22.90%2026-09-28: 22.66%2026-09-29: 23.21%2026-09-30: 22.91%2026-10-01: 23.81%2026-10-02: 22.74%2026-10-05: 23.66%2026-10-06: 23.73%2026-10-07: 24.64%2026-10-08: 24.97%2026-10-09: 24.53%2026-10-12: 26.86%2026-10-13: 27.48%2026-10-14: 29.58%2026-10-15: 36.65%2026-10-16: 24.73%2026-10-19: 25.05%2026-10-20: 24.73%2026-10-21: 24.35%2026-10-22: 24.48%2026-10-23: 24.82%2026-10-26: 24.86%2026-10-27: 24.34%2026-10-28: 24.12%2026-10-29: 23.90%2026-10-30: 25.19%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.37%
26.49%
28.42%
30.60%
33.01%
35.73%
25.10%
25.30%
24.80%
24.52%
23.62%
22.21%
21.53%
22.30%
22.34%
21.62%
22.25%
24.49%
25.42%
25.31%
25.16%
27.65%
29.65%
29.24%
34.33%
23.81%
23.73%
22.92%
24.10%
23.91%
22.90%
22.66%
23.21%
22.91%
23.81%
22.74%
23.66%
23.73%
24.64%
24.97%
24.53%
26.86%
27.48%
29.58%
36.65%
24.73%
25.05%
24.73%
24.35%
24.48%
24.82%
24.86%
24.34%
24.12%
23.90%
25.19%