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First Trust US Equity Opportunities ETF FPX

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Market datapartial · fetched 2026-10-22T23:43:11.520Z

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 · 2026-10-22T22:30:00.004314552Z

FundamentalsAlpha Vantage · unavailable

Share price$170.03
1D-1.7%
AH$169$170$171$172$1735:30 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$1.85$7.38$12.90$18.42$23.94$154.16$163.99$173.82$183.65$193.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FPX spot · $170.03FPX PRICE$2.45$2.45$3.26$4.70$5.03$5.24$6.27$7.63$9.24$11.09$13.62$17.08$22.35$2.45$2.45$2.45$3.49$4.65$5.05$5.05$5.07$5.28$5.88$6.37$6.86$7.51
PutsExpensive1.21×
CallsExpensive2.15×
SkewBullish-15.86 pp
Implied moveBullish±$11.32
TiltBullish27.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.5649.0%15.3%155.1443.3%10.2%
25Δ183.6936.1%9.5%160.8233.1%6.9%
30Δ180.6936.4%8.2%164.5826.0%4.6%
35Δ180.1343.9%8.7%166.1928.3%4.3%
40Δ176.4839.2%6.7%167.5431.7%4.2%
45Δ173.4334.1%5.1%169.3529.6%3.4%
50Δ171.3834.8%4.5%170.9925.2%2.4%
55Δ169.2636.6%4.0%172.1921.9%1.7%
60Δ166.8938.3%3.6%173.2419.7%1.2%
65Δ164.2740.1%3.1%174.3619.0%0.9%
70Δ161.1143.1%2.8%175.3517.9%0.6%
75Δ157.0747.6%2.4%176.2616.7%0.4%
80Δ151.3355.3%2.1%177.2615.8%0.2%

20Δ

Calls
Pseudo strike
193.56
IV
49.0%
B/E move
15.3%
Puts
Pseudo strike
155.14
IV
43.3%
B/E move
10.2%

25Δ

Calls
Pseudo strike
183.69
IV
36.1%
B/E move
9.5%
Puts
Pseudo strike
160.82
IV
33.1%
B/E move
6.9%

30Δ

Calls
Pseudo strike
180.69
IV
36.4%
B/E move
8.2%
Puts
Pseudo strike
164.58
IV
26.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
180.13
IV
43.9%
B/E move
8.7%
Puts
Pseudo strike
166.19
IV
28.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
176.48
IV
39.2%
B/E move
6.7%
Puts
Pseudo strike
167.54
IV
31.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
173.43
IV
34.1%
B/E move
5.1%
Puts
Pseudo strike
169.35
IV
29.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
171.38
IV
34.8%
B/E move
4.5%
Puts
Pseudo strike
170.99
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
169.26
IV
36.6%
B/E move
4.0%
Puts
Pseudo strike
172.19
IV
21.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
166.89
IV
38.3%
B/E move
3.6%
Puts
Pseudo strike
173.24
IV
19.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
164.27
IV
40.1%
B/E move
3.1%
Puts
Pseudo strike
174.36
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
161.11
IV
43.1%
B/E move
2.8%
Puts
Pseudo strike
175.35
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
157.07
IV
47.6%
B/E move
2.4%
Puts
Pseudo strike
176.26
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
151.33
IV
55.3%
B/E move
2.1%
Puts
Pseudo strike
177.26
IV
15.8%
B/E move
0.2%

Options history

No recorded observations