IntraAlpha
Create free account Start free

First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF FTAG

i

Market dataready · fetched 2026-11-12T03:11:04.109Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.602823001Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:03.766618+00:00

Share price$29.67
1D+0.4%
AH$29.52$29.55$29.59$29.63$29.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTAG
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF options

Live interpolated FTAG call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF$0.89$1.25$1.61$1.97$2.33$25.67$27.10$28.53$29.96$31.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FTAG spot · $29.67FTAG PRICE$0.93$0.93$0.93$0.96$1.00$1.06$1.15$1.24$1.34$1.45$1.57$1.69$0.93$0.93$0.93$0.97$1.03$1.11$1.18$1.30$1.46$1.62$1.79$2.01$2.22
PutsExpensive5.13×
Calls——
Skew——
Implied moveBearish±$2.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.86159.8%19.3%
25Δ35.76151.3%23.6%26.58123.1%13.5%
30Δ33.31117.5%15.4%27.7298.2%9.7%
35Δ31.7693.5%10.2%28.4484.2%7.4%
40Δ30.8978.8%7.3%29.0373.8%5.6%
45Δ30.3369.1%5.6%29.4267.3%4.6%
50Δ29.8761.6%4.2%29.8060.7%3.6%
55Δ29.5457.1%3.5%30.1456.3%2.8%
60Δ29.2252.6%2.7%30.4554.3%2.3%
65Δ28.9348.6%2.0%30.7552.4%1.8%
70Δ28.7145.6%1.7%31.0650.4%1.4%
75Δ28.4842.6%1.3%31.3748.3%1.0%
80Δ28.2539.6%0.9%31.6746.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.86
IV
159.8%
B/E move
19.3%

25Δ

Calls
Pseudo strike
35.76
IV
151.3%
B/E move
23.6%
Puts
Pseudo strike
26.58
IV
123.1%
B/E move
13.5%

30Δ

Calls
Pseudo strike
33.31
IV
117.5%
B/E move
15.4%
Puts
Pseudo strike
27.72
IV
98.2%
B/E move
9.7%

35Δ

Calls
Pseudo strike
31.76
IV
93.5%
B/E move
10.2%
Puts
Pseudo strike
28.44
IV
84.2%
B/E move
7.4%

40Δ

Calls
Pseudo strike
30.89
IV
78.8%
B/E move
7.3%
Puts
Pseudo strike
29.03
IV
73.8%
B/E move
5.6%

45Δ

Calls
Pseudo strike
30.33
IV
69.1%
B/E move
5.6%
Puts
Pseudo strike
29.42
IV
67.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
29.87
IV
61.6%
B/E move
4.2%
Puts
Pseudo strike
29.80
IV
60.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
29.54
IV
57.1%
B/E move
3.5%
Puts
Pseudo strike
30.14
IV
56.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
29.22
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
30.45
IV
54.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
28.93
IV
48.6%
B/E move
2.0%
Puts
Pseudo strike
30.75
IV
52.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
28.71
IV
45.6%
B/E move
1.7%
Puts
Pseudo strike
31.06
IV
50.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
28.48
IV
42.6%
B/E move
1.3%
Puts
Pseudo strike
31.37
IV
48.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
28.25
IV
39.6%
B/E move
0.9%
Puts
Pseudo strike
31.67
IV
46.1%
B/E move
0.7%

Options history

IV · four-Friday blend36.01%
Daily close
FTAG29.9%52.2%74.6%2026-08-13: 37.33%2026-08-14: 43.02%2026-08-17: 37.54%2026-08-18: 49.17%2026-08-19: 54.36%2026-08-20: 63.51%2026-08-21: 34.85%2026-08-24: 35.39%2026-08-25: 35.37%2026-08-26: 35.40%2026-08-27: 35.20%2026-08-28: 35.91%2026-08-31: 36.15%2026-09-01: 36.44%2026-09-02: 36.05%2026-09-03: 35.68%2026-09-04: 37.46%2026-09-08: 39.94%2026-09-09: 38.89%2026-09-10: 40.79%2026-09-11: 42.16%2026-09-14: 47.92%2026-09-15: 50.15%2026-09-16: 52.37%2026-09-17: 64.97%2026-09-18: 33.01%2026-09-21: 32.97%2026-09-22: 34.51%2026-09-23: 34.89%2026-09-24: 34.41%2026-09-25: 34.46%2026-09-28: 35.69%2026-09-29: 37.11%2026-09-30: 36.71%2026-10-01: 37.78%2026-10-02: 37.92%2026-10-05: 39.64%2026-10-06: 39.52%2026-10-07: 41.03%2026-10-08: 42.90%2026-10-09: 41.39%2026-10-12: 49.47%2026-10-13: 42.56%2026-10-14: 56.81%2026-10-15: 71.53%2026-10-16: 35.90%2026-10-19: 36.25%2026-10-20: 36.34%2026-10-21: 36.34%2026-10-22: 36.98%2026-10-23: 36.47%2026-10-26: 36.68%2026-10-27: 37.62%2026-10-28: 37.17%2026-10-29: 36.91%2026-10-30: 36.01%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.33%
43.02%
37.54%
49.17%
54.36%
63.51%
34.85%
35.39%
35.37%
35.40%
35.20%
35.91%
36.15%
36.44%
36.05%
35.68%
37.46%
39.94%
38.89%
40.79%
42.16%
47.92%
50.15%
52.37%
64.97%
33.01%
32.97%
34.51%
34.89%
34.41%
34.46%
35.69%
37.11%
36.71%
37.78%
37.92%
39.64%
39.52%
41.03%
42.90%
41.39%
49.47%
42.56%
56.81%
71.53%
35.90%
36.25%
36.34%
36.34%
36.98%
36.47%
36.68%
37.62%
37.17%
36.91%
36.01%