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First Trust S&P REIT Index Fund FRI

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Market dataready · fetched 2026-10-22T13:36:33.387Z

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 · 2026-10-22T13:35:01.310734842Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:36:31.348889+00:00

Share price$29.85
1D+0.0%
$29.83$29.84$29.85$29.86$29.865:30 AM6:30 AM9:00 AM1:00 PMFRI
Sold putSold call

First Trust S&P REIT Index Fund options

Live interpolated FRI call and put midpoint premiums by absolute delta.First Trust S&P REIT Index Fund$0.39$0.70$1.01$1.32$1.63$27.28$28.58$29.88$31.19$32.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRI spot · $29.85FRI PRICE$0.42$0.44$0.47$0.51$0.57$0.63$0.70$0.79$0.89$0.99$1.09$1.20$1.54$0.45$0.48$0.52$0.57$0.62$0.68$0.73$0.82$0.91$1.00$1.09$1.18$1.46
PutsExpensive1.80×
CallsExpensive1.68×
SkewBullish-0.80 pp
Implied moveBearish±$1.43
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9148.0%15.0%27.1045.2%10.7%
25Δ32.3737.1%9.9%28.0836.4%7.5%
30Δ31.5531.2%7.3%28.6631.6%5.8%
35Δ30.9526.8%5.4%29.1227.7%4.4%
40Δ30.6425.0%4.6%29.4225.4%3.5%
45Δ30.3323.2%3.7%29.7223.1%2.7%
50Δ30.0221.4%2.9%30.0120.8%1.9%
55Δ29.8120.7%2.5%30.1919.9%1.6%
60Δ29.6019.9%2.1%30.3719.0%1.3%
65Δ29.3919.2%1.8%30.5518.1%1.0%
70Δ29.1918.5%1.4%30.7317.2%0.7%
75Δ28.9717.9%1.1%30.9116.3%0.4%
80Δ28.5819.2%0.9%31.2616.9%0.2%

20Δ

Calls
Pseudo strike
33.91
IV
48.0%
B/E move
15.0%
Puts
Pseudo strike
27.10
IV
45.2%
B/E move
10.7%

25Δ

Calls
Pseudo strike
32.37
IV
37.1%
B/E move
9.9%
Puts
Pseudo strike
28.08
IV
36.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
31.55
IV
31.2%
B/E move
7.3%
Puts
Pseudo strike
28.66
IV
31.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
30.95
IV
26.8%
B/E move
5.4%
Puts
Pseudo strike
29.12
IV
27.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
30.64
IV
25.0%
B/E move
4.6%
Puts
Pseudo strike
29.42
IV
25.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
30.33
IV
23.2%
B/E move
3.7%
Puts
Pseudo strike
29.72
IV
23.1%
B/E move
2.7%

50Δ

Calls
Pseudo strike
30.02
IV
21.4%
B/E move
2.9%
Puts
Pseudo strike
30.01
IV
20.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
29.81
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
30.19
IV
19.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
29.60
IV
19.9%
B/E move
2.1%
Puts
Pseudo strike
30.37
IV
19.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
29.39
IV
19.2%
B/E move
1.8%
Puts
Pseudo strike
30.55
IV
18.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
29.19
IV
18.5%
B/E move
1.4%
Puts
Pseudo strike
30.73
IV
17.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
28.97
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
30.91
IV
16.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.58
IV
19.2%
B/E move
0.9%
Puts
Pseudo strike
31.26
IV
16.9%
B/E move
0.2%

Options history

No recorded observations