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First Trust Capital Strength ETF FTCS

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Market dataready · fetched 2026-10-23T05:34:09.482Z

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 · 2026-10-22T20:00:00.759996799Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:34:09.052817+00:00

Share price$102.12
1D+1.4%
AH$100.60$101.01$101.42$101.83$102.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTCS
Sold putSold callAH

First Trust Capital Strength ETF options

Live interpolated FTCS call and put midpoint premiums by absolute delta.First Trust Capital Strength ETF$1.07$1.64$2.22$2.79$3.36$91.75$95.91$100.06$104.22$108.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTCS spot · $102.12FTCS PRICE$1.14$1.18$1.25$1.31$1.37$1.44$1.51$1.58$1.65$2.28$1.19$1.25$1.34$1.47$1.58$1.70$1.87$2.09$2.63$3.19
PutsExpensive1.72×
CallsCheap0.68×
SkewBearish+10.00 pp
Implied moveBearish±$3.18
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.6935.6%8.4%
25Δ97.4628.2%5.8%
30Δ99.1623.8%4.2%
35Δ104.5817.4%3.5%100.3221.1%3.2%
40Δ103.7014.9%2.7%101.2318.9%2.4%
45Δ103.0313.1%2.1%101.9817.0%1.8%
50Δ102.6011.9%1.8%102.5216.0%1.4%
55Δ102.1810.6%1.4%103.0815.4%1.1%
60Δ101.879.6%1.2%103.7616.6%1.0%
65Δ101.648.8%1.0%104.4917.4%0.8%
70Δ101.418.0%0.9%
75Δ101.187.2%0.7%
80Δ100.178.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.69
IV
35.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.46
IV
28.2%
B/E move
5.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.16
IV
23.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
104.58
IV
17.4%
B/E move
3.5%
Puts
Pseudo strike
100.32
IV
21.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
103.70
IV
14.9%
B/E move
2.7%
Puts
Pseudo strike
101.23
IV
18.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
103.03
IV
13.1%
B/E move
2.1%
Puts
Pseudo strike
101.98
IV
17.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
102.60
IV
11.9%
B/E move
1.8%
Puts
Pseudo strike
102.52
IV
16.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
102.18
IV
10.6%
B/E move
1.4%
Puts
Pseudo strike
103.08
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
101.87
IV
9.6%
B/E move
1.2%
Puts
Pseudo strike
103.76
IV
16.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
101.64
IV
8.8%
B/E move
1.0%
Puts
Pseudo strike
104.49
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
101.41
IV
8.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
101.18
IV
7.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
100.17
IV
8.5%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations