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First Trust Mid Cap Core AlphaDEX Fund FNX

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Market datapartial · fetched 2026-10-22T21:30:44.655Z

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 · 2026-10-22T20:00:00.61679275Z

FundamentalsAlpha Vantage · unavailable

Share price$139.61
1D+0.7%
AH$138.37$138.70$139.04$139.37$139.705:30 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$0.78$2.39$3.99$5.59$7.19$130.98$135.31$139.64$143.96$148.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNX spot · $139.61FNX PRICE$1.00$1.38$1.59$1.78$2.02$2.56$3.21$4.02$4.46$4.91$5.64$6.73$0.96$1.17$1.45$1.75$2.09$2.48$2.76$2.71$3.62$4.20$4.89$5.80
PutsExpensive1.32×
CallsExpensive1.32×
SkewNeutral-0.13 pp
Implied moveBearish±$5.33
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.4321.2%5.1%
25Δ145.0217.5%4.6%135.1919.3%4.0%
30Δ144.2418.8%4.3%136.3918.8%3.3%
35Δ142.9317.6%3.5%137.4618.3%2.8%
40Δ141.8516.3%2.9%138.4218.1%2.4%
45Δ140.9415.5%2.4%139.3317.9%2.0%
50Δ140.1916.7%2.3%140.1717.2%1.6%
55Δ139.3118.1%2.1%140.8514.5%1.1%
60Δ138.2919.6%1.9%141.8716.5%1.0%
65Δ137.4119.0%1.6%142.7516.6%0.8%
70Δ136.5218.1%1.3%143.7316.7%0.6%
75Δ135.4818.1%1.1%144.8817.2%0.4%
80Δ134.1418.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.43
IV
21.2%
B/E move
5.1%

25Δ

Calls
Pseudo strike
145.02
IV
17.5%
B/E move
4.6%
Puts
Pseudo strike
135.19
IV
19.3%
B/E move
4.0%

30Δ

Calls
Pseudo strike
144.24
IV
18.8%
B/E move
4.3%
Puts
Pseudo strike
136.39
IV
18.8%
B/E move
3.3%

35Δ

Calls
Pseudo strike
142.93
IV
17.6%
B/E move
3.5%
Puts
Pseudo strike
137.46
IV
18.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
141.85
IV
16.3%
B/E move
2.9%
Puts
Pseudo strike
138.42
IV
18.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
140.94
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
139.33
IV
17.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
140.19
IV
16.7%
B/E move
2.3%
Puts
Pseudo strike
140.17
IV
17.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
139.31
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
140.85
IV
14.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
138.29
IV
19.6%
B/E move
1.9%
Puts
Pseudo strike
141.87
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
137.41
IV
19.0%
B/E move
1.6%
Puts
Pseudo strike
142.75
IV
16.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
136.52
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
143.73
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
135.48
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
144.88
IV
17.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
134.14
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations