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First Trust Preferred Securities and Income ETF FPE

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Market datapartial · fetched 2026-10-22T21:10:47.847Z

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 · 2026-10-22T20:10:00.003624008Z

FundamentalsAlpha Vantage · unavailable

Share price$16.92
1D+0.1%
AH$16.89$16.90$16.91$16.93$16.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFPE
Sold putSold callAH

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$0.37$0.66$0.95$1.24$1.53$14.91$15.94$16.97$17.99$19.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FPE spot · $16.92FPE PRICE$0.40$0.40$0.40$0.40$0.41$0.42$0.42$0.58$0.75$0.92$1.10$1.27$1.44$0.40$0.40$0.41$0.44$0.47$0.50$0.54$0.63$0.72$0.82$0.91$1.00$1.09
PutsExpensive2.53×
CallsExpensive2.83×
SkewBullish-1.90 pp
Implied moveBearish±$0.97
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.3283.9%28.4%14.6669.3%15.7%
25Δ19.4261.7%17.1%15.4653.6%11.0%
30Δ18.4548.1%11.4%16.0542.3%7.6%
35Δ17.8839.1%8.1%16.3038.3%6.3%
40Δ17.6033.9%6.4%16.5534.3%5.0%
45Δ17.3228.7%4.8%16.8030.3%3.7%
50Δ17.0323.4%3.2%17.0326.9%2.6%
55Δ16.8023.3%2.7%17.1826.2%2.2%
60Δ16.5723.8%2.4%17.3325.4%1.8%
65Δ16.3524.2%2.1%17.4924.7%1.5%
70Δ16.1224.7%1.7%17.6423.9%1.1%
75Δ15.8925.2%1.4%17.7923.2%0.8%
80Δ15.6725.7%1.1%17.9422.4%0.4%

20Δ

Calls
Pseudo strike
21.32
IV
83.9%
B/E move
28.4%
Puts
Pseudo strike
14.66
IV
69.3%
B/E move
15.7%

25Δ

Calls
Pseudo strike
19.42
IV
61.7%
B/E move
17.1%
Puts
Pseudo strike
15.46
IV
53.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
18.45
IV
48.1%
B/E move
11.4%
Puts
Pseudo strike
16.05
IV
42.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
17.88
IV
39.1%
B/E move
8.1%
Puts
Pseudo strike
16.30
IV
38.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
17.60
IV
33.9%
B/E move
6.4%
Puts
Pseudo strike
16.55
IV
34.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
17.32
IV
28.7%
B/E move
4.8%
Puts
Pseudo strike
16.80
IV
30.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
17.03
IV
23.4%
B/E move
3.2%
Puts
Pseudo strike
17.03
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
16.80
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
17.18
IV
26.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
16.57
IV
23.8%
B/E move
2.4%
Puts
Pseudo strike
17.33
IV
25.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
16.35
IV
24.2%
B/E move
2.1%
Puts
Pseudo strike
17.49
IV
24.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
16.12
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
17.64
IV
23.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.89
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
17.79
IV
23.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
15.67
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
17.94
IV
22.4%
B/E move
0.4%

Options history

No recorded observations