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First Trust Mid Cap Core AlphaDEX Fund FNX

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Market dataready · fetched 2026-11-11T13:57:01.158Z

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 · 2026-11-10T21:00:00.215211526Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:57:00.715270+00:00

Share price$142.15
1D+0.8%
AH$140.77$141.17$141.58$141.98$142.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNX
Sold putSold callAH

First Trust Mid Cap Core AlphaDEX Fund options

Live interpolated FNX call and put midpoint premiums by absolute delta.First Trust Mid Cap Core AlphaDEX Fund$0.46$1.73$3.01$4.28$5.56$136.38$139.51$142.63$145.76$148.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNX spot · $142.15FNX PRICE$0.60$0.69$0.79$0.89$1.04$1.25$1.53$1.84$2.21$2.65$3.18$3.73$5.19$0.72$0.85$1.03$1.15$1.28$1.52$1.81$2.13$2.29$2.41$2.66$3.02$3.51
PutsExpensive1.06×
CallsCheap0.80×
SkewBearish+0.68 pp
Implied moveBearish±$3.34
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.0924.0%3.9%137.2127.9%4.0%
25Δ145.6320.7%2.9%138.6624.9%3.1%
30Δ144.6418.6%2.3%139.6223.7%2.5%
35Δ143.8616.9%1.8%140.4921.6%2.0%
40Δ143.3116.5%1.5%141.2419.7%1.5%
45Δ142.7916.6%1.3%141.8019.6%1.3%
50Δ142.3317.2%1.2%142.3719.8%1.1%
55Δ141.8317.9%1.1%142.9320.1%1.0%
60Δ141.2918.6%0.9%143.3718.7%0.8%
65Δ140.6719.4%0.8%143.7917.1%0.5%
70Δ139.9920.4%0.7%144.2716.2%0.4%
75Δ139.2620.7%0.6%144.7916.0%0.3%
80Δ137.7325.1%0.5%145.4116.0%0.2%

20Δ

Calls
Pseudo strike
147.09
IV
24.0%
B/E move
3.9%
Puts
Pseudo strike
137.21
IV
27.9%
B/E move
4.0%

25Δ

Calls
Pseudo strike
145.63
IV
20.7%
B/E move
2.9%
Puts
Pseudo strike
138.66
IV
24.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
144.64
IV
18.6%
B/E move
2.3%
Puts
Pseudo strike
139.62
IV
23.7%
B/E move
2.5%

35Δ

Calls
Pseudo strike
143.86
IV
16.9%
B/E move
1.8%
Puts
Pseudo strike
140.49
IV
21.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
143.31
IV
16.5%
B/E move
1.5%
Puts
Pseudo strike
141.24
IV
19.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
142.79
IV
16.6%
B/E move
1.3%
Puts
Pseudo strike
141.80
IV
19.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
142.33
IV
17.2%
B/E move
1.2%
Puts
Pseudo strike
142.37
IV
19.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
141.83
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
142.93
IV
20.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
141.29
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
143.37
IV
18.7%
B/E move
0.8%

65Δ

Calls
Pseudo strike
140.67
IV
19.4%
B/E move
0.8%
Puts
Pseudo strike
143.79
IV
17.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
139.99
IV
20.4%
B/E move
0.7%
Puts
Pseudo strike
144.27
IV
16.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
139.26
IV
20.7%
B/E move
0.6%
Puts
Pseudo strike
144.79
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
137.73
IV
25.1%
B/E move
0.5%
Puts
Pseudo strike
145.41
IV
16.0%
B/E move
0.2%

Options history

IV · four-Friday blend17.90%
Daily close
FNX14.3%16.4%18.6%2026-08-13: 14.90%2026-08-14: 14.59%2026-08-17: 15.56%2026-08-18: 15.78%2026-08-19: 16.23%2026-08-20: 17.79%2026-08-24: 16.07%2026-08-25: 16.14%2026-08-26: 15.22%2026-08-28: 15.08%2026-08-31: 15.09%2026-09-01: 15.77%2026-09-02: 15.61%2026-09-03: 14.94%2026-09-04: 15.15%2026-09-08: 16.02%2026-09-09: 16.29%2026-09-10: 16.76%2026-09-11: 16.11%2026-09-14: 17.45%2026-09-15: 17.27%2026-09-16: 17.82%2026-09-17: 18.26%2026-09-18: 15.81%2026-09-21: 15.28%2026-09-22: 15.31%2026-09-23: 16.08%2026-09-24: 15.78%2026-09-25: 15.51%2026-09-28: 16.13%2026-09-29: 16.21%2026-09-30: 16.39%2026-10-01: 16.67%2026-10-02: 15.93%2026-10-05: 16.07%2026-10-06: 16.08%2026-10-07: 16.64%2026-10-08: 15.89%2026-10-09: 16.56%2026-10-12: 16.40%2026-10-13: 16.54%2026-10-14: 17.64%2026-10-15: 17.33%2026-10-16: 16.20%2026-10-19: 16.20%2026-10-20: 15.77%2026-10-21: 15.95%2026-10-22: 16.64%2026-10-23: 16.82%2026-10-26: 16.29%2026-10-27: 16.39%2026-10-28: 16.38%2026-10-29: 15.52%2026-10-30: 17.90%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.90%
14.59%
15.56%
15.78%
16.23%
17.79%
16.07%
16.14%
15.22%
15.08%
15.09%
15.77%
15.61%
14.94%
15.15%
16.02%
16.29%
16.76%
16.11%
17.45%
17.27%
17.82%
18.26%
15.81%
15.28%
15.31%
16.08%
15.78%
15.51%
16.13%
16.21%
16.39%
16.67%
15.93%
16.07%
16.08%
16.64%
15.89%
16.56%
16.40%
16.54%
17.64%
17.33%
16.20%
16.20%
15.77%
15.95%
16.64%
16.82%
16.29%
16.39%
16.38%
15.52%
17.90%