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First Trust Large Cap Value AlphaDEX Fund FTA

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Market dataready · fetched 2026-10-22T21:55:52.045Z

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 · 2026-10-22T20:00:00.416762931Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:55:50.148927+00:00

Share price$103.11
1D+1.7%
AH$101.27$101.77$102.27$102.76$103.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTA
Sold putSold callAH

First Trust Large Cap Value AlphaDEX Fund options

Live interpolated FTA call and put midpoint premiums by absolute delta.First Trust Large Cap Value AlphaDEX Fund$1.22$1.53$1.85$2.17$2.48$93.51$97.57$101.64$105.71$109.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTA spot · $103.11FTA PRICE$1.25$1.30$1.35$1.41$1.48$1.58$1.68$1.77$1.84$1.92$1.32$1.42$1.56$1.70$1.78$1.98$2.11$2.25$2.39
PutsExpensive1.81×
CallsFair0.96×
SkewBearish+6.44 pp
Implied moveBearish±$3.69
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.9638.8%9.2%
25Δ109.9830.1%7.9%97.8731.3%6.5%
30Δ108.2625.8%6.3%99.7027.0%4.8%
35Δ106.5421.6%4.6%101.0524.0%3.7%
40Δ104.9217.5%3.1%102.1220.8%2.7%
45Δ104.1715.5%2.5%102.9219.4%2.1%
50Δ103.6014.1%2.0%103.5717.8%1.6%
55Δ103.0912.8%1.6%104.1616.2%1.2%
60Δ102.7411.7%1.4%104.6414.9%0.8%
65Δ102.4210.6%1.1%
70Δ102.109.5%0.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.96
IV
38.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
109.98
IV
30.1%
B/E move
7.9%
Puts
Pseudo strike
97.87
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
108.26
IV
25.8%
B/E move
6.3%
Puts
Pseudo strike
99.70
IV
27.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
106.54
IV
21.6%
B/E move
4.6%
Puts
Pseudo strike
101.05
IV
24.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
104.92
IV
17.5%
B/E move
3.1%
Puts
Pseudo strike
102.12
IV
20.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
104.17
IV
15.5%
B/E move
2.5%
Puts
Pseudo strike
102.92
IV
19.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
103.60
IV
14.1%
B/E move
2.0%
Puts
Pseudo strike
103.57
IV
17.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
103.09
IV
12.8%
B/E move
1.6%
Puts
Pseudo strike
104.16
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
102.74
IV
11.7%
B/E move
1.4%
Puts
Pseudo strike
104.64
IV
14.9%
B/E move
0.8%

65Δ

Calls
Pseudo strike
102.42
IV
10.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
102.10
IV
9.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations