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First Trust EIP Power Solutions ETF FPWR

i

Market dataready · fetched 2026-11-11T14:00:31.818Z

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 · 2026-11-11T01:00:00.097686581Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:00:31.283466+00:00

Share price$37.15
1D+0.8%
AH$36.87$36.95$37.04$37.12$37.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFPWR
Sold putSold callAH

First Trust EIP Power Solutions ETF options

Live interpolated FPWR call and put midpoint premiums by absolute delta.First Trust EIP Power Solutions ETF$0.69$0.81$0.93$1.06$1.18$35.68$36.85$38.01$39.17$40.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FPWR spot · $37.15FPWR PRICE$0.70$0.70$0.70$0.71$0.73$0.77$0.81$0.85$0.90$0.95$1.00$1.05$1.10$0.70$0.70$0.72$0.76$0.80$0.85$0.92$1.00$1.07$1.15
Puts——
CallsExpensive3.56×
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.41116.9%21.4%33.0198.0%13.0%
25Δ41.1785.0%12.7%34.5375.1%8.9%
30Δ39.5666.0%8.4%35.4661.6%6.5%
35Δ38.6453.9%5.9%36.1152.5%4.8%
40Δ37.9844.9%4.2%36.5446.5%3.8%
45Δ37.6640.6%3.4%36.9640.6%2.8%
50Δ37.3336.2%2.7%37.2137.8%2.3%
55Δ37.0131.9%1.9%37.4535.2%1.9%
60Δ36.8729.5%1.7%37.6832.7%1.5%
65Δ36.7327.2%1.4%37.9130.2%1.0%
70Δ36.6024.9%1.2%
75Δ36.4622.6%1.0%
80Δ36.3320.2%0.7%

20Δ

Calls
Pseudo strike
44.41
IV
116.9%
B/E move
21.4%
Puts
Pseudo strike
33.01
IV
98.0%
B/E move
13.0%

25Δ

Calls
Pseudo strike
41.17
IV
85.0%
B/E move
12.7%
Puts
Pseudo strike
34.53
IV
75.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
39.56
IV
66.0%
B/E move
8.4%
Puts
Pseudo strike
35.46
IV
61.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
38.64
IV
53.9%
B/E move
5.9%
Puts
Pseudo strike
36.11
IV
52.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
37.98
IV
44.9%
B/E move
4.2%
Puts
Pseudo strike
36.54
IV
46.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
37.66
IV
40.6%
B/E move
3.4%
Puts
Pseudo strike
36.96
IV
40.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
37.33
IV
36.2%
B/E move
2.7%
Puts
Pseudo strike
37.21
IV
37.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
37.01
IV
31.9%
B/E move
1.9%
Puts
Pseudo strike
37.45
IV
35.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
36.87
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
37.68
IV
32.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
36.73
IV
27.2%
B/E move
1.4%
Puts
Pseudo strike
37.91
IV
30.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
36.60
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.46
IV
22.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.33
IV
20.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.90%
Daily close
FPWR19.0%23.8%28.7%2026-09-22: 23.06%2026-09-23: 22.50%2026-09-24: 23.62%2026-10-06: 28.01%2026-10-16: 20.84%2026-10-19: 20.76%2026-10-20: 21.75%2026-10-21: 21.64%2026-10-22: 20.96%2026-10-23: 19.68%2026-10-26: 20.03%2026-10-27: 19.98%2026-10-28: 19.85%2026-10-30: 19.90%Sep 22Oct 20Oct 30
14 observations2026-09-22 — 2026-10-30
Table
DateIV (%)
23.06%
22.50%
23.62%
28.01%
20.84%
20.76%
21.75%
21.64%
20.96%
19.68%
20.03%
19.98%
19.85%
19.90%