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First Trust Exchange-Traded Fund II First Trust IPOX Europe Equity Opportunities ETF FPXE

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Market dataready · fetched 2026-10-27T12:48:30.431Z

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 · 2026-10-26T20:00:00.585288411Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-27T12:48:30.029845+00:00

Share price$31.08
1D+0.0%
AH$31.09$31.11$31.13$31.15$31.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFPXE
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust IPOX Europe Equity Opportunities ETF options

Live interpolated FPXE call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust IPOX Europe Equity Opportunities ETF$0.58$1.08$1.58$2.09$2.59$27.55$29.31$31.07$32.83$34.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FPXE spot · $31.08FPXE PRICE$0.63$0.66$0.71$0.77$0.86$0.94$1.04$1.20$1.37$1.53$1.94$2.45$0.68$0.73$0.78$0.84$0.90$0.97$1.03$1.09$1.15$1.21$1.38$1.56$1.74
PutsExpensive2.07×
CallsExpensive8.44×
SkewBearish+0.31 pp
Implied moveBearish±$1.97
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.2169.8%14.6%
25Δ34.8056.7%14.0%28.5256.7%10.6%
30Δ33.4846.5%9.8%29.4048.2%7.9%
35Δ32.6640.0%7.3%30.0741.7%6.0%
40Δ32.0535.5%5.6%30.5137.7%4.8%
45Δ31.6833.2%4.7%30.9433.8%3.6%
50Δ31.3231.1%3.8%31.2131.0%2.9%
55Δ30.9729.2%3.0%31.4628.5%2.3%
60Δ30.6728.9%2.6%31.7125.9%1.7%
65Δ30.3828.5%2.1%31.9523.4%1.1%
70Δ30.0828.1%1.7%32.2122.4%0.8%
75Δ29.6030.8%1.4%32.4621.8%0.6%
80Δ29.0334.5%1.3%32.7221.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.21
IV
69.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
34.80
IV
56.7%
B/E move
14.0%
Puts
Pseudo strike
28.52
IV
56.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
33.48
IV
46.5%
B/E move
9.8%
Puts
Pseudo strike
29.40
IV
48.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
32.66
IV
40.0%
B/E move
7.3%
Puts
Pseudo strike
30.07
IV
41.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
32.05
IV
35.5%
B/E move
5.6%
Puts
Pseudo strike
30.51
IV
37.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
31.68
IV
33.2%
B/E move
4.7%
Puts
Pseudo strike
30.94
IV
33.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
31.32
IV
31.1%
B/E move
3.8%
Puts
Pseudo strike
31.21
IV
31.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
30.97
IV
29.2%
B/E move
3.0%
Puts
Pseudo strike
31.46
IV
28.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
30.67
IV
28.9%
B/E move
2.6%
Puts
Pseudo strike
31.71
IV
25.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
30.38
IV
28.5%
B/E move
2.1%
Puts
Pseudo strike
31.95
IV
23.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
30.08
IV
28.1%
B/E move
1.7%
Puts
Pseudo strike
32.21
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
29.60
IV
30.8%
B/E move
1.4%
Puts
Pseudo strike
32.46
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
29.03
IV
34.5%
B/E move
1.3%
Puts
Pseudo strike
32.72
IV
21.2%
B/E move
0.4%

Options history

No recorded observations