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First Trust Preferred Securities and Income ETF FPE

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Market dataready · fetched 2026-10-22T14:42:24.813Z

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 · 2026-10-22T14:42:07.832792618Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:42:23.315359+00:00

Share price$16.91
1D-0.1%
$16.90$16.91$16.92$16.92$16.935:30 AM6:30 AM9:00 AM1:00 PMFPE
Sold putSold call

First Trust Preferred Securities and Income ETF options

Live interpolated FPE call and put midpoint premiums by absolute delta.First Trust Preferred Securities and Income ETF$0.38$0.56$0.74$0.93$1.11$14.44$15.64$16.84$18.04$19.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FPE spot · $16.91FPE PRICE$0.40$0.40$0.40$0.42$0.47$0.52$0.57$0.62$0.66$0.71$0.76$0.81$0.86$0.42$0.44$0.46$0.47$0.49$0.51$0.53$0.62$0.71$0.79$0.88$0.97$1.06
PutsExpensive2.98×
CallsExpensive3.11×
SkewBearish+2.59 pp
Implied moveBullish±$1.10
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.6786.5%30.5%13.6688.8%21.7%
25Δ20.2368.8%22.0%14.2378.3%18.4%
30Δ18.7951.2%13.5%14.7967.8%15.2%
35Δ17.9240.4%8.5%15.3657.2%12.0%
40Δ17.7638.1%7.8%15.9246.7%8.7%
45Δ17.5935.9%7.1%16.4936.2%5.5%
50Δ17.4233.6%6.4%17.0126.5%2.5%
55Δ17.2531.4%5.7%17.1625.7%2.2%
60Δ17.0829.1%5.0%17.3024.8%1.8%
65Δ16.9226.9%4.3%17.4524.0%1.5%
70Δ16.7524.6%3.6%17.5923.1%1.1%
75Δ16.5822.4%2.9%17.7422.3%0.8%
80Δ16.4120.2%2.1%17.8821.5%0.5%

20Δ

Calls
Pseudo strike
21.67
IV
86.5%
B/E move
30.5%
Puts
Pseudo strike
13.66
IV
88.8%
B/E move
21.7%

25Δ

Calls
Pseudo strike
20.23
IV
68.8%
B/E move
22.0%
Puts
Pseudo strike
14.23
IV
78.3%
B/E move
18.4%

30Δ

Calls
Pseudo strike
18.79
IV
51.2%
B/E move
13.5%
Puts
Pseudo strike
14.79
IV
67.8%
B/E move
15.2%

35Δ

Calls
Pseudo strike
17.92
IV
40.4%
B/E move
8.5%
Puts
Pseudo strike
15.36
IV
57.2%
B/E move
12.0%

40Δ

Calls
Pseudo strike
17.76
IV
38.1%
B/E move
7.8%
Puts
Pseudo strike
15.92
IV
46.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
17.59
IV
35.9%
B/E move
7.1%
Puts
Pseudo strike
16.49
IV
36.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
17.42
IV
33.6%
B/E move
6.4%
Puts
Pseudo strike
17.01
IV
26.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
17.25
IV
31.4%
B/E move
5.7%
Puts
Pseudo strike
17.16
IV
25.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
17.08
IV
29.1%
B/E move
5.0%
Puts
Pseudo strike
17.30
IV
24.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
16.92
IV
26.9%
B/E move
4.3%
Puts
Pseudo strike
17.45
IV
24.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
16.75
IV
24.6%
B/E move
3.6%
Puts
Pseudo strike
17.59
IV
23.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
16.58
IV
22.4%
B/E move
2.9%
Puts
Pseudo strike
17.74
IV
22.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
16.41
IV
20.2%
B/E move
2.1%
Puts
Pseudo strike
17.88
IV
21.5%
B/E move
0.5%

Options history

No recorded observations