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First Trust Mid Cap Growth AlphaDEX Fund FNY

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Market datapartial · fetched 2026-10-22T13:26:36.979Z

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 · 2026-10-21T20:00:00.53930589Z

FundamentalsAlpha Vantage · unavailable

Share price$98.73
1D-0.0%
AH$98.46$98.67$98.87$99.08$99.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNY
Sold putSold callAH

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$0.48$2.09$3.70$5.30$6.91$90.74$94.73$98.73$102.73$106.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNY spot · $98.73FNY PRICE$0.66$0.86$1.11$1.39$1.69$2.00$2.48$2.96$3.40$3.90$4.63$5.44$6.45$0.85$1.08$1.34$1.60$1.88$2.21$2.60$3.01$3.47$3.90$4.45$5.40$6.45
PutsExpensive1.36×
CallsExpensive1.44×
SkewNeutral-0.01 pp
Implied moveBearish±$5.08
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.5721.7%6.6%93.2826.4%6.4%
25Δ103.3521.3%5.6%94.6325.2%5.3%
30Δ102.4521.6%4.9%95.7524.3%4.4%
35Δ101.6221.9%4.3%96.7423.6%3.6%
40Δ100.8122.1%3.8%97.6322.8%3.0%
45Δ100.0022.0%3.3%98.4522.5%2.5%
50Δ99.2423.1%3.0%99.2422.4%2.1%
55Δ98.4223.8%2.7%100.0222.3%1.7%
60Δ97.6023.7%2.3%100.8122.1%1.4%
65Δ96.7423.6%1.9%101.5721.6%1.1%
70Δ95.7424.4%1.7%102.4121.3%0.8%
75Δ94.6625.0%1.4%103.5522.3%0.6%
80Δ93.4025.7%1.1%104.8123.0%0.4%

20Δ

Calls
Pseudo strike
104.57
IV
21.7%
B/E move
6.6%
Puts
Pseudo strike
93.28
IV
26.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
103.35
IV
21.3%
B/E move
5.6%
Puts
Pseudo strike
94.63
IV
25.2%
B/E move
5.3%

30Δ

Calls
Pseudo strike
102.45
IV
21.6%
B/E move
4.9%
Puts
Pseudo strike
95.75
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
101.62
IV
21.9%
B/E move
4.3%
Puts
Pseudo strike
96.74
IV
23.6%
B/E move
3.6%

40Δ

Calls
Pseudo strike
100.81
IV
22.1%
B/E move
3.8%
Puts
Pseudo strike
97.63
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
100.00
IV
22.0%
B/E move
3.3%
Puts
Pseudo strike
98.45
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
99.24
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
99.24
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
98.42
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
100.02
IV
22.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
97.60
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
100.81
IV
22.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
96.74
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
101.57
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
95.74
IV
24.4%
B/E move
1.7%
Puts
Pseudo strike
102.41
IV
21.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
94.66
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
103.55
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
93.40
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
104.81
IV
23.0%
B/E move
0.4%

Options history

No recorded observations