IntraAlpha
Create free account Start free

First Trust Large Cap Growth AlphaDEX Fund FTC

i

Market dataready · fetched 2026-11-12T04:00:56.579Z

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 · 2026-11-11T21:00:00.953167335Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T04:00:56.238849+00:00

Share price$171.16
1D+0.6%
AH$169.94$170.56$171.18$171.81$172.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTC
Sold putSold callAH

First Trust Large Cap Growth AlphaDEX Fund options

Live interpolated FTC call and put midpoint premiums by absolute delta.First Trust Large Cap Growth AlphaDEX Fund$1.02$3.03$5.04$7.06$9.07$157.41$163.85$170.29$176.73$183.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FTC spot · $171.16FTC PRICE$1.23$1.39$1.59$1.84$2.08$2.43$2.92$3.51$4.24$6.92$8.49$1.41$1.59$1.83$2.05$2.29$2.51$2.80$3.20$3.63$4.13$4.61$5.22$5.87
PutsCheap0.89×
Calls——
Skew——
Implied moveBullish±$5.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.6543.2%6.8%161.7546.3%6.3%
25Δ178.2336.2%4.9%164.8039.1%4.6%
30Δ176.1232.3%3.8%166.7434.9%3.7%
35Δ174.6630.2%3.1%168.3132.0%2.9%
40Δ173.4528.4%2.6%169.5229.4%2.3%
45Δ172.4227.4%2.2%170.5526.9%1.8%
50Δ171.4927.9%1.9%171.4625.4%1.5%
55Δ170.5228.8%1.7%172.3024.9%1.2%
60Δ169.4630.2%1.5%173.1324.4%1.0%
65Δ173.9724.1%0.8%
70Δ174.7723.3%0.6%
75Δ165.7432.5%0.9%175.6522.9%0.4%
80Δ163.9034.6%0.7%176.5422.2%0.3%

20Δ

Calls
Pseudo strike
181.65
IV
43.2%
B/E move
6.8%
Puts
Pseudo strike
161.75
IV
46.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
178.23
IV
36.2%
B/E move
4.9%
Puts
Pseudo strike
164.80
IV
39.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
176.12
IV
32.3%
B/E move
3.8%
Puts
Pseudo strike
166.74
IV
34.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
174.66
IV
30.2%
B/E move
3.1%
Puts
Pseudo strike
168.31
IV
32.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
173.45
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
169.52
IV
29.4%
B/E move
2.3%

45Δ

Calls
Pseudo strike
172.42
IV
27.4%
B/E move
2.2%
Puts
Pseudo strike
170.55
IV
26.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
171.49
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
171.46
IV
25.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
170.52
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
172.30
IV
24.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
169.46
IV
30.2%
B/E move
1.5%
Puts
Pseudo strike
173.13
IV
24.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
173.97
IV
24.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
174.77
IV
23.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
165.74
IV
32.5%
B/E move
0.9%
Puts
Pseudo strike
175.65
IV
22.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
163.90
IV
34.6%
B/E move
0.7%
Puts
Pseudo strike
176.54
IV
22.2%
B/E move
0.3%

Options history

IV · four-Friday blend25.71%
Daily close
FTC17.8%23.2%28.6%2026-08-13: 19.75%2026-08-14: 19.68%2026-08-17: 27.85%2026-08-18: 22.92%2026-08-19: 23.97%2026-08-20: 24.28%2026-08-21: 19.77%2026-08-24: 19.67%2026-08-25: 19.20%2026-08-26: 19.32%2026-08-27: 18.74%2026-08-28: 19.26%2026-08-31: 18.52%2026-09-01: 18.89%2026-09-02: 19.66%2026-09-03: 19.36%2026-09-04: 19.59%2026-09-08: 20.52%2026-09-09: 21.35%2026-09-10: 21.87%2026-09-11: 20.42%2026-09-14: 21.79%2026-09-15: 22.08%2026-09-16: 24.48%2026-09-17: 25.25%2026-09-18: 19.21%2026-09-21: 19.69%2026-09-22: 19.03%2026-09-23: 20.03%2026-09-24: 19.77%2026-09-25: 19.19%2026-09-28: 20.03%2026-09-29: 20.08%2026-09-30: 19.90%2026-10-01: 20.34%2026-10-02: 20.09%2026-10-07: 19.89%2026-10-08: 20.69%2026-10-09: 19.86%2026-10-12: 21.63%2026-10-13: 22.55%2026-10-14: 25.15%2026-10-15: 27.47%2026-10-16: 23.51%2026-10-19: 21.16%2026-10-20: 21.91%2026-10-21: 21.51%2026-10-22: 23.94%2026-10-23: 24.39%2026-10-26: 22.16%2026-10-27: 22.84%2026-10-28: 22.34%2026-10-29: 22.88%2026-10-30: 25.71%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.75%
19.68%
27.85%
22.92%
23.97%
24.28%
19.77%
19.67%
19.20%
19.32%
18.74%
19.26%
18.52%
18.89%
19.66%
19.36%
19.59%
20.52%
21.35%
21.87%
20.42%
21.79%
22.08%
24.48%
25.25%
19.21%
19.69%
19.03%
20.03%
19.77%
19.19%
20.03%
20.08%
19.90%
20.34%
20.09%
19.89%
20.69%
19.86%
21.63%
22.55%
25.15%
27.47%
23.51%
21.16%
21.91%
21.51%
23.94%
24.39%
22.16%
22.84%
22.34%
22.88%
25.71%