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First Trust Mid Cap Value AlphaDEX Fund FNK

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Market datapartial · fetched 2026-10-22T16:03:21.820Z

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 · 2026-10-22T15:17:40.657946871Z

FundamentalsAlpha Vantage · unavailable

Share price$62.55
1D+1.0%
$61.89$62.06$62.24$62.42$62.605:30 AM6:30 AM9:00 AM1:00 PMFNK
Sold putSold call

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$1.45$2.13$2.81$3.49$4.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFNK PRICE$2.33$2.68$1.52$1.65$1.77$1.90$2.03$2.16$2.42$2.72$3.23$3.98
PutsExpensive1.71×
CallsExpensive1.08×
SkewBearish+8.93 pp
Implied move——
TiltBearish64.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ60.7234.7%5.4%
40Δ61.4431.7%4.4%
45Δ62.0429.2%3.7%
50Δ62.6326.8%2.9%
55Δ63.2324.4%2.2%
60Δ63.8221.9%1.4%
65Δ64.3320.9%1.0%
70Δ64.8020.5%0.8%
75Δ60.8616.5%1.0%65.4521.0%0.5%
80Δ60.4016.3%0.8%66.3122.3%0.4%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.72
IV
34.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.44
IV
31.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.04
IV
29.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.63
IV
26.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.23
IV
24.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.82
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.33
IV
20.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.80
IV
20.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
60.86
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
65.45
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
60.40
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
66.31
IV
22.3%
B/E move
0.4%

Options history

No recorded observations