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First Trust Mid Cap Growth AlphaDEX Fund FNY

i

Market dataready · fetched 2026-11-11T14:54:36.143Z

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 · 2026-11-11T14:37:45.130405038Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:35.750322+00:00

Share price$99.23
1D-0.5%
$99.18$99.32$99.45$99.59$99.735:30 AM6:30 AM9:00 AM1:00 PMFNY
Sold putSold call

First Trust Mid Cap Growth AlphaDEX Fund options

Live interpolated FNY call and put midpoint premiums by absolute delta.First Trust Mid Cap Growth AlphaDEX Fund$0.42$1.32$2.21$3.11$4.00$93.11$96.13$99.14$102.15$105.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FNY spot · $99.23FNY PRICE$0.52$0.61$0.77$0.95$1.14$1.36$1.59$1.90$2.21$2.61$3.07$3.74$0.86$1.02$1.18$1.38$1.57$1.82$2.11$2.43$2.86$3.37
Puts——
Calls——
Skew——
Implied moveBalanced±$2.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ101.8522.5%3.2%
30Δ101.1220.9%2.5%
35Δ100.6521.1%2.2%98.0222.9%2.1%
40Δ100.2321.6%2.0%98.4822.4%1.8%
45Δ99.8121.9%1.7%98.9521.9%1.5%
50Δ99.3822.1%1.5%99.3721.5%1.2%
55Δ98.9422.4%1.3%99.7921.2%1.0%
60Δ98.4722.9%1.1%100.2221.0%0.8%
65Δ97.9923.4%1.0%100.6621.0%0.7%
70Δ97.4423.8%0.8%101.1321.1%0.5%
75Δ96.8324.5%0.7%101.6921.5%0.4%
80Δ96.0426.0%0.6%102.3221.6%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
101.85
IV
22.5%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
101.12
IV
20.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
100.65
IV
21.1%
B/E move
2.2%
Puts
Pseudo strike
98.02
IV
22.9%
B/E move
2.1%

40Δ

Calls
Pseudo strike
100.23
IV
21.6%
B/E move
2.0%
Puts
Pseudo strike
98.48
IV
22.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
99.81
IV
21.9%
B/E move
1.7%
Puts
Pseudo strike
98.95
IV
21.9%
B/E move
1.5%

50Δ

Calls
Pseudo strike
99.38
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
99.37
IV
21.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
98.94
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
99.79
IV
21.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
98.47
IV
22.9%
B/E move
1.1%
Puts
Pseudo strike
100.22
IV
21.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
97.99
IV
23.4%
B/E move
1.0%
Puts
Pseudo strike
100.66
IV
21.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
97.44
IV
23.8%
B/E move
0.8%
Puts
Pseudo strike
101.13
IV
21.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
96.83
IV
24.5%
B/E move
0.7%
Puts
Pseudo strike
101.69
IV
21.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
96.04
IV
26.0%
B/E move
0.6%
Puts
Pseudo strike
102.32
IV
21.6%
B/E move
0.3%

Options history

IV · four-Friday blend23.49%
Daily close
FNY14.5%31.2%47.9%2026-08-13: 16.99%2026-08-14: 16.76%2026-08-17: 17.42%2026-08-18: 18.45%2026-08-19: 18.66%2026-08-20: 21.07%2026-08-21: 18.35%2026-08-24: 18.65%2026-08-25: 18.31%2026-08-26: 17.64%2026-08-27: 17.62%2026-08-28: 18.14%2026-08-31: 17.97%2026-09-01: 18.59%2026-09-02: 17.79%2026-09-03: 17.26%2026-09-04: 16.99%2026-09-08: 18.03%2026-09-09: 19.49%2026-09-10: 20.22%2026-09-11: 18.46%2026-09-14: 19.95%2026-09-15: 20.96%2026-09-16: 21.17%2026-09-17: 45.55%2026-09-18: 20.41%2026-09-21: 21.57%2026-09-22: 21.66%2026-09-23: 22.51%2026-09-24: 23.03%2026-09-25: 22.54%2026-09-28: 22.92%2026-09-29: 23.12%2026-09-30: 23.12%2026-10-01: 23.77%2026-10-02: 22.41%2026-10-05: 22.32%2026-10-06: 22.49%2026-10-07: 22.94%2026-10-08: 22.97%2026-10-09: 22.40%2026-10-12: 22.86%2026-10-13: 23.37%2026-10-14: 24.70%2026-10-15: 24.42%2026-10-16: 22.93%2026-10-19: 22.21%2026-10-20: 22.51%2026-10-21: 22.54%2026-10-22: 23.46%2026-10-23: 23.44%2026-10-26: 22.95%2026-10-27: 22.56%2026-10-28: 21.96%2026-10-29: 21.32%2026-10-30: 23.49%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.99%
16.76%
17.42%
18.45%
18.66%
21.07%
18.35%
18.65%
18.31%
17.64%
17.62%
18.14%
17.97%
18.59%
17.79%
17.26%
16.99%
18.03%
19.49%
20.22%
18.46%
19.95%
20.96%
21.17%
45.55%
20.41%
21.57%
21.66%
22.51%
23.03%
22.54%
22.92%
23.12%
23.12%
23.77%
22.41%
22.32%
22.49%
22.94%
22.97%
22.40%
22.86%
23.37%
24.70%
24.42%
22.93%
22.21%
22.51%
22.54%
23.46%
23.44%
22.95%
22.56%
21.96%
21.32%
23.49%