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First Trust Mid Cap Value AlphaDEX Fund FNK

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Market datapartial · fetched 2026-10-22T12:29:28.668Z

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 · 2026-10-21T20:00:00.362472569Z

FundamentalsAlpha Vantage · unavailable

Share price$62.03
1D-0.5%
AH$61.83$61.97$62.12$62.27$62.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNK
Sold putSold callAH

First Trust Mid Cap Value AlphaDEX Fund options

Live interpolated FNK call and put midpoint premiums by absolute delta.First Trust Mid Cap Value AlphaDEX Fund$1.16$1.77$2.39$3.01$3.62$55.29$58.49$61.69$64.89$68.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNK spot · $62.03FNK PRICE$1.24$1.62$1.45$1.59$1.74$1.91$2.15$2.42$2.73$3.04$3.36$1.23$1.30$1.41$1.51$1.66$1.77$2.16$2.55$2.57$2.59$2.80$3.07$3.44
PutsExpensive2.12×
CallsExpensive1.86×
SkewBearish+3.91 pp
Implied moveBearish±$3.90
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.9957.6%13.3%
25Δ57.4646.3%9.5%
30Δ66.4339.3%9.1%59.0739.5%7.0%
35Δ65.5041.0%8.2%60.2234.6%5.4%
40Δ63.8830.3%5.3%61.1031.6%4.2%
45Δ63.0827.8%4.2%61.8128.4%3.2%
50Δ62.4625.9%3.5%62.4829.0%2.8%
55Δ61.8724.4%2.8%63.0829.8%2.4%
60Δ61.3323.8%2.3%63.4926.4%1.8%
65Δ60.8123.2%1.9%63.8922.9%1.2%
70Δ60.2922.8%1.6%64.3321.3%0.8%
75Δ59.7822.1%1.3%64.7820.2%0.5%
80Δ59.2921.0%1.0%65.3019.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.99
IV
57.6%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.46
IV
46.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
66.43
IV
39.3%
B/E move
9.1%
Puts
Pseudo strike
59.07
IV
39.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
65.50
IV
41.0%
B/E move
8.2%
Puts
Pseudo strike
60.22
IV
34.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
63.88
IV
30.3%
B/E move
5.3%
Puts
Pseudo strike
61.10
IV
31.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
63.08
IV
27.8%
B/E move
4.2%
Puts
Pseudo strike
61.81
IV
28.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
62.46
IV
25.9%
B/E move
3.5%
Puts
Pseudo strike
62.48
IV
29.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
61.87
IV
24.4%
B/E move
2.8%
Puts
Pseudo strike
63.08
IV
29.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
61.33
IV
23.8%
B/E move
2.3%
Puts
Pseudo strike
63.49
IV
26.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
60.81
IV
23.2%
B/E move
1.9%
Puts
Pseudo strike
63.89
IV
22.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
60.29
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
64.33
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
59.78
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
64.78
IV
20.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
59.29
IV
21.0%
B/E move
1.0%
Puts
Pseudo strike
65.30
IV
19.5%
B/E move
0.3%

Options history

No recorded observations