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First Trust Large Cap Growth AlphaDEX Fund FTC

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Market datapartial · fetched 2026-10-22T16:41:51.836Z

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 · 2026-10-22T16:02:29.044068231Z

FundamentalsAlpha Vantage · unavailable

Share price$171.68
1D-0.8%
$170.92$171.49$172.07$172.64$173.225:30 AM6:30 AM9:00 AM1:00 PMFTC
Sold putSold call

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$2.18$4.64$7.09$9.54$11.99$154.66$163.01$171.36$179.72$188.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTC spot · $171.68FTC PRICE$2.45$2.45$2.57$3.23$3.85$4.63$5.50$6.79$8.07$9.66$3.18$4.92$5.15$5.15$6.33$5.46$7.13$8.17$8.40$9.74$11.28
PutsExpensive1.33×
CallsExpensive1.53×
SkewBearish+1.28 pp
Implied moveBearish±$10.95
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ185.3235.6%9.4%
30Δ180.0427.6%6.3%165.2831.6%5.6%
35Δ177.0223.4%4.6%165.9640.3%6.2%
40Δ175.6524.3%4.2%168.7535.3%4.7%
45Δ174.1224.4%3.7%171.0029.8%3.4%
50Δ172.6325.0%3.3%172.8731.0%3.0%
55Δ171.1025.6%2.9%174.0123.2%1.8%
60Δ169.3727.4%2.6%175.9126.0%1.7%
65Δ167.5128.4%2.3%177.5126.0%1.4%
70Δ165.3929.7%2.0%178.5723.1%0.9%
75Δ180.3523.2%0.6%
80Δ182.3223.1%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
185.32
IV
35.6%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
180.04
IV
27.6%
B/E move
6.3%
Puts
Pseudo strike
165.28
IV
31.6%
B/E move
5.6%

35Δ

Calls
Pseudo strike
177.02
IV
23.4%
B/E move
4.6%
Puts
Pseudo strike
165.96
IV
40.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
175.65
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
168.75
IV
35.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
174.12
IV
24.4%
B/E move
3.7%
Puts
Pseudo strike
171.00
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
172.63
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
172.87
IV
31.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
171.10
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
174.01
IV
23.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
169.37
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
175.91
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
167.51
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
177.51
IV
26.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
165.39
IV
29.7%
B/E move
2.0%
Puts
Pseudo strike
178.57
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
180.35
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
182.32
IV
23.1%
B/E move
0.4%

Options history

No recorded observations