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First Trust Mid Cap Core AlphaDEX Fund FNX

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Market dataready · fetched 2026-10-22T12:32:32.698Z

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 · 2026-10-21T20:00:00.258540897Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:32:29.181751+00:00

Share price$138.85
1D-0.1%
AH$138.36$138.61$138.85$139.09$139.345:30 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$0.72$2.34$3.95$5.57$7.19$130.40$134.74$139.08$143.42$147.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNX spot · $138.85FNX PRICE$1.19$1.50$1.56$1.80$2.30$2.91$3.16$3.17$4.48$4.84$5.79$6.73$0.89$1.20$1.59$1.76$2.23$2.58$2.80$3.01$3.04$3.60$4.32$5.02$5.87
PutsExpensive1.29×
CallsExpensive1.39×
SkewBullish-1.14 pp
Implied moveBalanced±$5.71
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.1319.8%4.8%
25Δ145.2520.6%5.5%134.3719.8%4.1%
30Δ143.9520.6%4.8%135.3120.7%3.7%
35Δ142.1417.4%3.5%136.6818.6%2.8%
40Δ141.1016.6%2.9%137.6119.2%2.5%
45Δ140.3217.7%2.7%138.5318.9%2.1%
50Δ139.4719.2%2.5%139.4417.4%1.6%
55Δ138.6618.2%2.1%140.1916.1%1.2%
60Δ137.8815.4%1.6%140.7614.1%0.8%
65Δ136.6419.2%1.6%141.6114.3%0.6%
70Δ135.8118.0%1.3%142.5314.9%0.5%
75Δ134.6018.7%1.1%143.4615.0%0.3%
80Δ133.3918.8%0.9%144.5215.1%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.13
IV
19.8%
B/E move
4.8%

25Δ

Calls
Pseudo strike
145.25
IV
20.6%
B/E move
5.5%
Puts
Pseudo strike
134.37
IV
19.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
143.95
IV
20.6%
B/E move
4.8%
Puts
Pseudo strike
135.31
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
142.14
IV
17.4%
B/E move
3.5%
Puts
Pseudo strike
136.68
IV
18.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
141.10
IV
16.6%
B/E move
2.9%
Puts
Pseudo strike
137.61
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
140.32
IV
17.7%
B/E move
2.7%
Puts
Pseudo strike
138.53
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
139.47
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
139.44
IV
17.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
138.66
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
140.19
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
137.88
IV
15.4%
B/E move
1.6%
Puts
Pseudo strike
140.76
IV
14.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
136.64
IV
19.2%
B/E move
1.6%
Puts
Pseudo strike
141.61
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
135.81
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
142.53
IV
14.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
134.60
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
143.46
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
133.39
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
144.52
IV
15.1%
B/E move
0.1%

Options history

No recorded observations