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First Trust Japan AlphaDEX Fund FJP

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Market datapartial · fetched 2026-10-22T21:53:14.390Z

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 · 2026-10-22T20:00:00.378139537Z

FundamentalsAlpha Vantage · unavailable

Share price$73.66
1D+0.5%
AH$73.27$73.49$73.71$73.93$74.155:30 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$0.71$2.06$3.40$4.74$6.08$65.05$69.20$73.35$77.50$81.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FJP spot · $73.66FJP PRICE$0.86$0.99$1.15$1.31$1.49$1.73$2.02$2.41$2.86$3.34$3.81$4.39$5.23$0.94$1.09$1.24$1.40$1.60$1.86$2.16$2.52$2.94$3.43$4.10$4.75$5.69
PutsCheap0.82×
CallsFair0.96×
SkewBullish-0.84 pp
Implied moveBearish±$4.18
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.6139.1%12.0%67.8438.6%9.2%
25Δ79.1433.5%8.8%69.6433.6%6.9%
30Δ77.6230.4%6.9%70.9530.1%5.4%
35Δ76.4528.0%5.6%71.9727.4%4.2%
40Δ75.5326.3%4.6%72.7225.9%3.4%
45Δ74.7525.5%3.8%73.4125.2%2.9%
50Δ74.0825.4%3.3%74.0724.9%2.4%
55Δ73.3926.1%2.9%74.7224.9%2.0%
60Δ72.6826.8%2.6%75.4124.9%1.6%
65Δ71.9427.3%2.2%76.1425.2%1.3%
70Δ71.1927.1%1.8%77.0026.1%1.0%
75Δ70.3627.1%1.5%77.8626.1%0.7%
80Δ69.3228.1%1.2%78.9926.9%0.5%

20Δ

Calls
Pseudo strike
81.61
IV
39.1%
B/E move
12.0%
Puts
Pseudo strike
67.84
IV
38.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
79.14
IV
33.5%
B/E move
8.8%
Puts
Pseudo strike
69.64
IV
33.6%
B/E move
6.9%

30Δ

Calls
Pseudo strike
77.62
IV
30.4%
B/E move
6.9%
Puts
Pseudo strike
70.95
IV
30.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
76.45
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
71.97
IV
27.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
75.53
IV
26.3%
B/E move
4.6%
Puts
Pseudo strike
72.72
IV
25.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
74.75
IV
25.5%
B/E move
3.8%
Puts
Pseudo strike
73.41
IV
25.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
74.08
IV
25.4%
B/E move
3.3%
Puts
Pseudo strike
74.07
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
73.39
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
74.72
IV
24.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
72.68
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
75.41
IV
24.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
71.94
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
76.14
IV
25.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
71.19
IV
27.1%
B/E move
1.8%
Puts
Pseudo strike
77.00
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
70.36
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
77.86
IV
26.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
69.32
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
78.99
IV
26.9%
B/E move
0.5%

Options history

No recorded observations