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First Trust Mid Cap Value AlphaDEX Fund FNK

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Market dataready · fetched 2026-11-11T13:55:08.056Z

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 · 2026-11-10T21:00:00.587214131Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:55:07.673147+00:00

Share price$64.67
1D+0.7%
AH$64.12$64.29$64.47$64.64$64.825:30 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$1.10$1.24$1.39$1.54$1.68$62.08$63.43$64.78$66.13$67.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FNK spot · $64.67FNK PRICE$1.11$1.20$1.29$1.39$1.51$1.64$1.11$1.20$1.30$1.37$1.45$1.52
Puts——
Calls——
Skew——
Implied moveBearish±$2.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ60.4968.5%8.2%
30Δ61.9458.0%6.1%
35Δ66.8847.7%5.1%62.9551.0%4.7%
40Δ66.0242.3%3.9%63.7245.0%3.6%
45Δ65.4138.4%3.1%64.3240.1%2.8%
50Δ64.8735.0%2.4%64.8235.9%2.1%
55Δ64.4532.7%2.0%
60Δ64.0330.5%1.5%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.49
IV
68.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.94
IV
58.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
66.88
IV
47.7%
B/E move
5.1%
Puts
Pseudo strike
62.95
IV
51.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
66.02
IV
42.3%
B/E move
3.9%
Puts
Pseudo strike
63.72
IV
45.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
65.41
IV
38.4%
B/E move
3.1%
Puts
Pseudo strike
64.32
IV
40.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
64.87
IV
35.0%
B/E move
2.4%
Puts
Pseudo strike
64.82
IV
35.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
64.45
IV
32.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
64.03
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.54%
Daily close
FNK18.3%32.7%47.2%2026-08-20: 43.00%2026-08-21: 22.67%2026-08-24: 22.34%2026-08-25: 22.46%2026-08-26: 22.27%2026-08-27: 22.50%2026-08-28: 22.81%2026-08-31: 24.08%2026-09-01: 24.67%2026-09-02: 24.42%2026-09-03: 24.30%2026-09-04: 24.31%2026-09-08: 26.26%2026-09-09: 27.30%2026-09-10: 28.55%2026-09-11: 28.79%2026-09-14: 32.44%2026-09-15: 34.81%2026-09-16: 36.69%2026-09-17: 45.18%2026-09-18: 22.91%2026-09-21: 22.10%2026-09-22: 22.09%2026-09-23: 22.38%2026-09-24: 21.91%2026-09-25: 23.03%2026-09-28: 23.60%2026-09-29: 23.95%2026-09-30: 23.95%2026-10-01: 24.08%2026-10-02: 23.83%2026-10-05: 24.84%2026-10-06: 25.46%2026-10-07: 25.96%2026-10-08: 26.41%2026-10-09: 27.55%2026-10-12: 30.05%2026-10-13: 31.62%2026-10-14: 36.31%2026-10-15: 43.89%2026-10-16: 20.75%2026-10-19: 21.37%2026-10-20: 21.43%2026-10-21: 21.08%2026-10-22: 22.15%2026-10-23: 20.32%2026-10-26: 21.35%2026-10-27: 21.35%2026-10-28: 21.09%2026-10-29: 20.61%2026-10-30: 21.54%Aug 20Sep 25Oct 30
51 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
43.00%
22.67%
22.34%
22.46%
22.27%
22.50%
22.81%
24.08%
24.67%
24.42%
24.30%
24.31%
26.26%
27.30%
28.55%
28.79%
32.44%
34.81%
36.69%
45.18%
22.91%
22.10%
22.09%
22.38%
21.91%
23.03%
23.60%
23.95%
23.95%
24.08%
23.83%
24.84%
25.46%
25.96%
26.41%
27.55%
30.05%
31.62%
36.31%
43.89%
20.75%
21.37%
21.43%
21.08%
22.15%
20.32%
21.35%
21.35%
21.09%
20.61%
21.54%