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

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Market dataready · fetched 2026-10-22T21:06:50.664Z

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 · 2026-10-22T20:00:00.246250887Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:49.462664+00:00

Share price$28.28
1D+0.0%
AH$28.05$28.05$28.06$28.07$28.075:30 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$0.70$1.90$3.11$4.31$5.51$23.76$26.20$28.63$31.07$33.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTAG spot · $28.28FTAG PRICE$0.83$0.93$0.93$0.95$1.01$1.07$1.20$1.32$1.45$1.57$1.70$2.67$5.17$0.93$0.96$1.00$1.06$1.13$1.21$1.31$1.41$1.51$1.61$1.72$1.82$2.07
PutsExpensive2.45×
CallsExpensive4.30×
SkewBullish-8.92 pp
Implied moveBearish±$2.51
TiltBullish7.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.42101.3%35.3%23.5991.8%19.8%
25Δ34.5887.7%25.6%25.2372.6%14.2%
30Δ31.9267.2%16.1%26.3160.4%10.5%
35Δ30.5355.2%11.3%27.0952.2%8.0%
40Δ29.6848.1%8.5%27.6546.6%6.2%
45Δ29.0242.6%6.4%28.1341.8%4.8%
50Δ28.5940.4%5.3%28.4938.8%3.9%
55Δ28.1738.3%4.3%28.8535.7%3.0%
60Δ27.8136.2%3.5%29.1433.1%2.3%
65Δ27.5134.0%2.8%29.3830.8%1.8%
70Δ27.2031.8%2.2%29.6228.5%1.3%
75Δ26.1442.1%1.9%29.8726.1%0.8%
80Δ23.7474.7%2.2%30.2325.2%0.4%

20Δ

Calls
Pseudo strike
37.42
IV
101.3%
B/E move
35.3%
Puts
Pseudo strike
23.59
IV
91.8%
B/E move
19.8%

25Δ

Calls
Pseudo strike
34.58
IV
87.7%
B/E move
25.6%
Puts
Pseudo strike
25.23
IV
72.6%
B/E move
14.2%

30Δ

Calls
Pseudo strike
31.92
IV
67.2%
B/E move
16.1%
Puts
Pseudo strike
26.31
IV
60.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
30.53
IV
55.2%
B/E move
11.3%
Puts
Pseudo strike
27.09
IV
52.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
29.68
IV
48.1%
B/E move
8.5%
Puts
Pseudo strike
27.65
IV
46.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
29.02
IV
42.6%
B/E move
6.4%
Puts
Pseudo strike
28.13
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
28.59
IV
40.4%
B/E move
5.3%
Puts
Pseudo strike
28.49
IV
38.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
28.17
IV
38.3%
B/E move
4.3%
Puts
Pseudo strike
28.85
IV
35.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
27.81
IV
36.2%
B/E move
3.5%
Puts
Pseudo strike
29.14
IV
33.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
27.51
IV
34.0%
B/E move
2.8%
Puts
Pseudo strike
29.38
IV
30.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
27.20
IV
31.8%
B/E move
2.2%
Puts
Pseudo strike
29.62
IV
28.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
26.14
IV
42.1%
B/E move
1.9%
Puts
Pseudo strike
29.87
IV
26.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.74
IV
74.7%
B/E move
2.2%
Puts
Pseudo strike
30.23
IV
25.2%
B/E move
0.4%

Options history

No recorded observations