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First Trust US Equity Opportunities ETF FPX

i

Market dataready · fetched 2026-11-12T01:05:21.982Z

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 · 2026-11-12T01:00:00.119513488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:05:21.502150+00:00

Share price$170.39
1D+0.4%
AH$169.19$169.77$170.36$170.94$171.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFPX
Sold putSold callAH

First Trust US Equity Opportunities ETF options

Live interpolated FPX call and put midpoint premiums by absolute delta.First Trust US Equity Opportunities ETF$1.02$3.20$5.38$7.56$9.74$-0.17$0.16$0.50$0.84$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFPX PRICE$2.45$2.45$2.45$2.45$2.45$3.77$4.24$4.82$5.42$6.17$6.95$8.43$2.45$1.26$1.73$2.19$2.45$2.47$4.30$4.81$5.57$6.37$6.85$9.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.4488.5%15.0%155.1278.1%10.4%
25Δ183.5965.2%9.2%165.5329.8%3.6%
30Δ178.3250.6%6.1%166.5031.5%3.3%
35Δ175.1440.6%4.2%167.4733.3%3.0%
40Δ173.0833.4%3.0%168.6431.6%2.5%
45Δ169.7926.7%1.8%
50Δ170.8436.6%2.5%
55Δ169.6235.2%2.0%171.9133.4%1.6%
60Δ168.4834.7%1.7%172.9832.3%1.3%
65Δ167.3433.6%1.4%174.1532.3%1.1%
70Δ166.1533.1%1.1%175.3232.1%0.8%
75Δ164.9432.8%0.9%176.2529.9%0.6%
80Δ163.1533.3%0.7%178.6834.1%0.5%

20Δ

Calls
Pseudo strike
193.44
IV
88.5%
B/E move
15.0%
Puts
Pseudo strike
155.12
IV
78.1%
B/E move
10.4%

25Δ

Calls
Pseudo strike
183.59
IV
65.2%
B/E move
9.2%
Puts
Pseudo strike
165.53
IV
29.8%
B/E move
3.6%

30Δ

Calls
Pseudo strike
178.32
IV
50.6%
B/E move
6.1%
Puts
Pseudo strike
166.50
IV
31.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
175.14
IV
40.6%
B/E move
4.2%
Puts
Pseudo strike
167.47
IV
33.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
173.08
IV
33.4%
B/E move
3.0%
Puts
Pseudo strike
168.64
IV
31.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
169.79
IV
26.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
170.84
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
169.62
IV
35.2%
B/E move
2.0%
Puts
Pseudo strike
171.91
IV
33.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
168.48
IV
34.7%
B/E move
1.7%
Puts
Pseudo strike
172.98
IV
32.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
167.34
IV
33.6%
B/E move
1.4%
Puts
Pseudo strike
174.15
IV
32.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
166.15
IV
33.1%
B/E move
1.1%
Puts
Pseudo strike
175.32
IV
32.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
164.94
IV
32.8%
B/E move
0.9%
Puts
Pseudo strike
176.25
IV
29.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
163.15
IV
33.3%
B/E move
0.7%
Puts
Pseudo strike
178.68
IV
34.1%
B/E move
0.5%

Options history

IV · four-Friday blend30.70%
Daily close
FPX25.2%35.1%45.1%2026-08-13: 31.75%2026-08-14: 31.70%2026-08-17: 32.74%2026-08-18: 35.17%2026-08-19: 38.09%2026-08-20: 37.52%2026-08-21: 30.56%2026-08-24: 30.55%2026-08-25: 31.08%2026-08-26: 30.38%2026-08-27: 30.77%2026-08-28: 30.11%2026-08-31: 29.44%2026-09-01: 30.51%2026-09-02: 30.13%2026-09-03: 29.66%2026-09-04: 30.06%2026-09-08: 32.64%2026-09-09: 33.71%2026-09-10: 34.45%2026-09-11: 31.63%2026-09-14: 35.49%2026-09-15: 33.59%2026-09-16: 38.54%2026-09-17: 43.70%2026-09-18: 28.57%2026-09-21: 28.42%2026-09-22: 29.92%2026-09-23: 29.84%2026-09-24: 29.94%2026-09-25: 29.87%2026-09-28: 30.34%2026-09-29: 31.07%2026-09-30: 27.60%2026-10-01: 26.86%2026-10-02: 28.93%2026-10-05: 26.58%2026-10-06: 28.48%2026-10-07: 30.75%2026-10-08: 31.48%2026-10-09: 28.63%2026-10-12: 32.71%2026-10-13: 30.32%2026-10-14: 38.16%2026-10-15: 39.16%2026-10-16: 29.43%2026-10-19: 27.38%2026-10-20: 28.91%2026-10-21: 27.66%2026-10-22: 29.22%2026-10-23: 29.34%2026-10-26: 29.88%2026-10-27: 29.89%2026-10-28: 29.09%2026-10-29: 29.27%2026-10-30: 30.70%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.75%
31.70%
32.74%
35.17%
38.09%
37.52%
30.56%
30.55%
31.08%
30.38%
30.77%
30.11%
29.44%
30.51%
30.13%
29.66%
30.06%
32.64%
33.71%
34.45%
31.63%
35.49%
33.59%
38.54%
43.70%
28.57%
28.42%
29.92%
29.84%
29.94%
29.87%
30.34%
31.07%
27.60%
26.86%
28.93%
26.58%
28.48%
30.75%
31.48%
28.63%
32.71%
30.32%
38.16%
39.16%
29.43%
27.38%
28.91%
27.66%
29.22%
29.34%
29.88%
29.89%
29.09%
29.27%
30.70%