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First Trust Large Cap Growth AlphaDEX Fund FTC

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Market datapartial · fetched 2026-10-22T21:30:44.267Z

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 · 2026-10-22T20:00:00.662164269Z

FundamentalsAlpha Vantage · unavailable

Share price$171.07
1D-1.2%
AH$170.06$170.86$171.67$172.48$173.285:30 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$1.24$4.11$6.98$9.85$12.72$155.40$163.26$171.11$178.97$186.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTC spot · $171.07FTC PRICE$1.55$1.84$2.21$2.63$3.30$4.01$4.61$5.90$6.71$7.98$3.41$4.03$4.72$5.44$6.13$6.98$8.00$9.00$10.48$11.90
PutsExpensive1.27×
CallsExpensive1.48×
SkewNeutral-0.19 pp
Implied moveBearish±$10.05
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.9830.0%9.0%
25Δ181.0826.6%6.9%
30Δ178.5925.0%5.7%
35Δ176.5424.0%4.7%166.8728.7%4.4%
40Δ175.1225.0%4.3%168.7228.0%3.7%
45Δ173.6225.6%3.8%170.4427.5%3.1%
50Δ172.0325.0%3.3%172.0926.9%2.6%
55Δ170.4227.6%3.1%173.6526.0%2.1%
60Δ168.7827.2%2.6%175.2225.6%1.7%
65Δ166.9528.2%2.3%176.8425.4%1.3%
70Δ178.4324.7%1.0%
75Δ180.3824.9%0.7%
80Δ182.2424.4%0.4%

20Δ

Calls
Pseudo strike
184.98
IV
30.0%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
181.08
IV
26.6%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
178.59
IV
25.0%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
176.54
IV
24.0%
B/E move
4.7%
Puts
Pseudo strike
166.87
IV
28.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
175.12
IV
25.0%
B/E move
4.3%
Puts
Pseudo strike
168.72
IV
28.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
173.62
IV
25.6%
B/E move
3.8%
Puts
Pseudo strike
170.44
IV
27.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
172.03
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
172.09
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
170.42
IV
27.6%
B/E move
3.1%
Puts
Pseudo strike
173.65
IV
26.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
168.78
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
175.22
IV
25.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
166.95
IV
28.2%
B/E move
2.3%
Puts
Pseudo strike
176.84
IV
25.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
178.43
IV
24.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
180.38
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
182.24
IV
24.4%
B/E move
0.4%

Options history

No recorded observations