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First Trust Mid Cap Core AlphaDEX Fund FNX

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Market datapartial · fetched 2026-10-22T17:08:20.432Z

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 · 2026-10-22T17:07:53.216243398Z

FundamentalsAlpha Vantage · unavailable

Share price$138.77
1D+0.1%
$138.39$138.63$138.86$139.09$139.335:30 AM6:30 AM9:00 AM1:00 PMFNX
Sold putSold call

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$0.65$2.45$4.25$6.04$7.84$130.77$134.73$138.69$142.66$146.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNX spot · $138.77FNX PRICE$0.85$1.07$1.34$1.64$1.93$2.29$2.69$3.15$3.69$4.98$5.92$7.32$1.11$1.37$1.66$1.99$2.33$2.68$3.04$3.34$3.93$4.47$5.12$5.89
PutsExpensive1.21×
CallsExpensive1.21×
SkewBearish+0.39 pp
Implied moveBearish±$4.97
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ143.4114.8%4.0%134.5518.5%3.8%
30Δ142.3914.6%3.4%135.7417.9%3.2%
35Δ141.5814.8%3.0%136.7317.5%2.7%
40Δ140.8315.0%2.7%137.6517.3%2.2%
45Δ140.0614.9%2.3%138.5217.0%1.9%
50Δ139.3215.0%2.0%139.3516.7%1.5%
55Δ138.5815.2%1.8%140.1416.2%1.2%
60Δ137.8115.4%1.6%140.8715.4%0.9%
65Δ136.9915.7%1.4%141.7415.6%0.7%
70Δ135.6318.5%1.3%142.5515.4%0.5%
75Δ134.4219.1%1.1%143.4615.3%0.3%
80Δ132.7920.6%1.0%144.4615.2%0.1%

20Δ

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

25Δ

Calls
Pseudo strike
143.41
IV
14.8%
B/E move
4.0%
Puts
Pseudo strike
134.55
IV
18.5%
B/E move
3.8%

30Δ

Calls
Pseudo strike
142.39
IV
14.6%
B/E move
3.4%
Puts
Pseudo strike
135.74
IV
17.9%
B/E move
3.2%

35Δ

Calls
Pseudo strike
141.58
IV
14.8%
B/E move
3.0%
Puts
Pseudo strike
136.73
IV
17.5%
B/E move
2.7%

40Δ

Calls
Pseudo strike
140.83
IV
15.0%
B/E move
2.7%
Puts
Pseudo strike
137.65
IV
17.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
140.06
IV
14.9%
B/E move
2.3%
Puts
Pseudo strike
138.52
IV
17.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
139.32
IV
15.0%
B/E move
2.0%
Puts
Pseudo strike
139.35
IV
16.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
138.58
IV
15.2%
B/E move
1.8%
Puts
Pseudo strike
140.14
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
137.81
IV
15.4%
B/E move
1.6%
Puts
Pseudo strike
140.87
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
136.99
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
141.74
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
135.63
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
142.55
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
134.42
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
143.46
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
132.79
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
144.46
IV
15.2%
B/E move
0.1%

Options history

No recorded observations