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First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund FTGC

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Market datapartial · fetched 2026-11-11T15:50:52.825Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-11T15:50:00.071200155Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:50:51.138084+00:00

Share price$29.17
1D+0.4%
$29.01$29.05$29.10$29.15$29.205:30 AM6:30 AM9:00 AM1:00 PMFTGC
Sold putSold call

First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund options

Live interpolated FTGC call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VII First Trust Global Tactical Commodity Strategy Fund$4.99$5.39$5.80$6.21$6.61$-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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEFTGC PRICE$5.03$5.67$6.49
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
35Δ27.7089.6%22.3%
40Δ29.4284.1%18.6%
45Δ31.2480.5%15.2%
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
27.70
IV
89.6%
B/E move
22.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.42
IV
84.1%
B/E move
18.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.24
IV
80.5%
B/E move
15.2%

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 blend62.04%
Daily close
FTGC34.2%52.1%70.1%2026-08-13: 40.29%2026-08-14: 42.12%2026-08-17: 46.91%2026-08-18: 50.30%2026-08-19: 51.25%2026-08-20: 63.51%2026-08-21: 36.66%2026-08-24: 37.19%2026-08-25: 39.36%2026-08-26: 37.88%2026-08-27: 37.15%2026-08-28: 37.01%2026-08-31: 37.32%2026-09-01: 38.71%2026-09-02: 38.45%2026-09-03: 38.10%2026-09-04: 37.74%2026-09-08: 41.20%2026-09-09: 42.31%2026-09-10: 43.07%2026-09-11: 43.93%2026-09-14: 44.12%2026-09-15: 52.11%2026-09-16: 62.67%2026-09-17: 67.60%2026-09-18: 47.25%2026-09-22: 49.69%2026-09-23: 49.10%2026-09-24: 47.25%2026-09-25: 46.00%2026-09-28: 48.13%2026-09-29: 49.12%2026-09-30: 48.46%2026-10-01: 51.32%2026-10-02: 51.21%2026-10-05: 50.18%2026-10-06: 53.40%2026-10-07: 50.56%2026-10-08: 52.59%2026-10-09: 53.62%2026-10-12: 56.71%2026-10-14: 64.95%2026-10-20: 57.57%2026-10-22: 59.03%2026-10-27: 62.04%Aug 13Sep 15Oct 27
45 observations2026-08-13 — 2026-10-27
Table
DateIV (%)
40.29%
42.12%
46.91%
50.30%
51.25%
63.51%
36.66%
37.19%
39.36%
37.88%
37.15%
37.01%
37.32%
38.71%
38.45%
38.10%
37.74%
41.20%
42.31%
43.07%
43.93%
44.12%
52.11%
62.67%
67.60%
47.25%
49.69%
49.10%
47.25%
46.00%
48.13%
49.12%
48.46%
51.32%
51.21%
50.18%
53.40%
50.56%
52.59%
53.62%
56.71%
64.95%
57.57%
59.03%
62.04%