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First Trust Capital Strength ETF FTCS

i

Market datapartial · fetched 2026-11-12T16:06:21.584Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-12T16:05:09.843276055Z

FundamentalsAlpha Vantage · unavailable

Share price$105.03
1D-0.5%
$104.86$105.04$105.22$105.39$105.575:30 AM6:30 AM9:00 AM1:00 PMFTCS
Sold putSold call

First Trust Capital Strength ETF options

Live interpolated FTCS call and put midpoint premiums by absolute delta.First Trust Capital Strength ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFTCS PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend15.53%
Daily close
FTCS12.3%20.2%28.0%2026-08-21: 14.14%2026-08-24: 14.01%2026-08-25: 14.22%2026-08-26: 14.60%2026-08-27: 14.79%2026-08-28: 15.30%2026-08-31: 15.45%2026-09-01: 15.43%2026-09-02: 16.09%2026-09-03: 15.32%2026-09-04: 15.97%2026-09-08: 17.25%2026-09-09: 17.87%2026-09-10: 18.42%2026-09-11: 18.03%2026-09-14: 19.93%2026-09-15: 21.19%2026-09-16: 23.07%2026-09-17: 26.95%2026-09-18: 15.79%2026-09-21: 16.56%2026-09-22: 16.95%2026-09-23: 16.64%2026-09-24: 16.56%2026-09-25: 16.75%2026-09-28: 16.81%2026-09-29: 16.09%2026-09-30: 17.10%2026-10-01: 17.28%2026-10-02: 16.90%2026-10-05: 16.59%2026-10-06: 17.64%2026-10-07: 18.17%2026-10-08: 16.42%2026-10-09: 17.37%2026-10-12: 19.44%2026-10-13: 19.59%2026-10-14: 21.25%2026-10-15: 24.53%2026-10-16: 14.24%2026-10-19: 14.43%2026-10-20: 14.22%2026-10-21: 13.98%2026-10-22: 13.41%2026-10-23: 14.48%2026-10-26: 15.27%2026-10-27: 16.23%2026-10-28: 15.94%2026-10-29: 15.57%2026-10-30: 15.53%Aug 21Sep 25Oct 30
50 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
14.14%
14.01%
14.22%
14.60%
14.79%
15.30%
15.45%
15.43%
16.09%
15.32%
15.97%
17.25%
17.87%
18.42%
18.03%
19.93%
21.19%
23.07%
26.95%
15.79%
16.56%
16.95%
16.64%
16.56%
16.75%
16.81%
16.09%
17.10%
17.28%
16.90%
16.59%
17.64%
18.17%
16.42%
17.37%
19.44%
19.59%
21.25%
24.53%
14.24%
14.43%
14.22%
13.98%
13.41%
14.48%
15.27%
16.23%
15.94%
15.57%
15.53%