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First Trust Mid Cap Growth AlphaDEX Fund FNY

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Market datapartial · fetched 2026-10-22T21:14:14.561Z

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 · 2026-10-22T20:00:00.615617979Z

FundamentalsAlpha Vantage · unavailable

Share price$97.06
1D-0.8%
AH$96.58$96.92$97.26$97.60$97.945:30 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$0.46$2.26$4.05$5.84$7.63$88.33$92.48$96.62$100.76$104.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNY spot · $97.06FNY PRICE$0.66$0.84$1.09$1.34$1.66$2.00$2.40$2.83$3.27$3.83$4.48$5.25$6.21$0.91$1.20$1.49$1.80$2.12$2.45$2.83$3.30$3.91$4.56$5.16$6.21$7.11
PutsExpensive1.45×
CallsExpensive1.39×
SkewBearish+3.20 pp
Implied moveBearish±$5.23
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.8922.2%6.7%91.2828.5%6.9%
25Δ101.5721.2%5.5%92.5528.2%5.9%
30Δ100.6921.4%4.9%93.7527.5%4.9%
35Δ99.8421.5%4.3%94.8326.8%4.1%
40Δ99.0922.0%3.8%95.8226.0%3.5%
45Δ98.3322.3%3.4%96.7325.3%2.9%
50Δ97.5522.7%3.0%97.6024.8%2.4%
55Δ96.7723.1%2.6%98.4624.7%2.0%
60Δ95.9623.2%2.2%99.3925.2%1.6%
65Δ95.1023.6%1.9%100.3425.4%1.3%
70Δ94.1724.1%1.6%101.2724.9%1.0%
75Δ93.1424.5%1.4%102.5725.9%0.7%
80Δ91.9325.2%1.1%103.7325.6%0.5%

20Δ

Calls
Pseudo strike
102.89
IV
22.2%
B/E move
6.7%
Puts
Pseudo strike
91.28
IV
28.5%
B/E move
6.9%

25Δ

Calls
Pseudo strike
101.57
IV
21.2%
B/E move
5.5%
Puts
Pseudo strike
92.55
IV
28.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
100.69
IV
21.4%
B/E move
4.9%
Puts
Pseudo strike
93.75
IV
27.5%
B/E move
4.9%

35Δ

Calls
Pseudo strike
99.84
IV
21.5%
B/E move
4.3%
Puts
Pseudo strike
94.83
IV
26.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
99.09
IV
22.0%
B/E move
3.8%
Puts
Pseudo strike
95.82
IV
26.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
98.33
IV
22.3%
B/E move
3.4%
Puts
Pseudo strike
96.73
IV
25.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
97.55
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
97.60
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
96.77
IV
23.1%
B/E move
2.6%
Puts
Pseudo strike
98.46
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
95.96
IV
23.2%
B/E move
2.2%
Puts
Pseudo strike
99.39
IV
25.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
95.10
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
100.34
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
94.17
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
101.27
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
93.14
IV
24.5%
B/E move
1.4%
Puts
Pseudo strike
102.57
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
91.93
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
103.73
IV
25.6%
B/E move
0.5%

Options history

No recorded observations