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First Trust Switzerland AlphaDex Fund FSZ

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Market dataready · fetched 2026-10-27T12:01:40.647Z

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 · 2026-10-26T20:00:00.59011711Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-27T12:01:41.049426+00:00

Share price$80.41
1D+0.0%
AH$80.47$80.49$80.51$80.53$80.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFSZ
Sold putSold callAH

First Trust Switzerland AlphaDex Fund options

Live interpolated FSZ call and put midpoint premiums by absolute delta.First Trust Switzerland AlphaDex Fund$0.50$1.66$2.81$3.97$5.12$75.14$77.91$80.68$83.45$86.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FSZ spot · $80.41FSZ PRICE$0.63$0.73$0.84$0.97$1.14$1.38$1.67$2.00$2.42$2.89$3.35$3.97$4.79$0.70$0.80$0.92$1.05$1.22$1.41$1.60$1.83$2.09$2.37$2.72$3.10$3.57
PutsExpensive2.16×
CallsExpensive1.55×
SkewBullish-2.58 pp
Implied moveBalanced±$3.27
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.9528.0%7.7%75.9329.0%6.4%
25Δ84.3224.2%5.8%77.3624.9%4.8%
30Δ83.2522.0%4.6%78.3222.7%3.7%
35Δ82.4620.5%3.7%79.1020.9%2.9%
40Δ81.8019.7%3.1%79.6620.1%2.5%
45Δ81.2620.2%2.8%80.2019.5%2.0%
50Δ80.7220.8%2.5%80.7018.9%1.6%
55Δ80.1721.5%2.2%81.1918.4%1.3%
60Δ79.5622.5%1.9%81.6618.1%1.0%
65Δ78.9123.5%1.7%82.1417.8%0.8%
70Δ78.2323.7%1.4%82.6517.7%0.6%
75Δ77.4224.4%1.2%83.2017.5%0.4%
80Δ76.4325.6%1.0%83.8017.4%0.2%

20Δ

Calls
Pseudo strike
85.95
IV
28.0%
B/E move
7.7%
Puts
Pseudo strike
75.93
IV
29.0%
B/E move
6.4%

25Δ

Calls
Pseudo strike
84.32
IV
24.2%
B/E move
5.8%
Puts
Pseudo strike
77.36
IV
24.9%
B/E move
4.8%

30Δ

Calls
Pseudo strike
83.25
IV
22.0%
B/E move
4.6%
Puts
Pseudo strike
78.32
IV
22.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
82.46
IV
20.5%
B/E move
3.7%
Puts
Pseudo strike
79.10
IV
20.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
81.80
IV
19.7%
B/E move
3.1%
Puts
Pseudo strike
79.66
IV
20.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
81.26
IV
20.2%
B/E move
2.8%
Puts
Pseudo strike
80.20
IV
19.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
80.72
IV
20.8%
B/E move
2.5%
Puts
Pseudo strike
80.70
IV
18.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
80.17
IV
21.5%
B/E move
2.2%
Puts
Pseudo strike
81.19
IV
18.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
79.56
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
81.66
IV
18.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
78.91
IV
23.5%
B/E move
1.7%
Puts
Pseudo strike
82.14
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
78.23
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
82.65
IV
17.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
77.42
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
83.20
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
76.43
IV
25.6%
B/E move
1.0%
Puts
Pseudo strike
83.80
IV
17.4%
B/E move
0.2%

Options history

No recorded observations