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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 2026-10-22T13:53:52.355Z

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 · 2026-10-22T13:52:25.869549262Z

FundamentalsAlpha Vantage · unavailable

Share price$30.73
1D-0.4%
$30.71$30.75$30.80$30.84$30.885:30 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$0.68$1.53$2.38$3.23$4.08$26.17$28.40$30.62$32.85$35.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTGC spot · $30.73FTGC PRICE$0.78$0.80$0.87$0.95$1.02$1.10$1.18$1.25$1.33$2.02$2.93$3.84$0.78$0.78$0.89$1.00$1.11$1.22$1.33$1.43$1.54$1.65$1.76$1.87$1.98
PutsExpensive3.04×
CallsExpensive3.34×
SkewBearish+2.51 pp
Implied moveBearish±$2.43
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4273.1%16.5%
25Δ35.5765.4%18.3%28.0355.9%11.3%
30Δ33.8652.7%12.8%28.4053.0%10.5%
35Δ33.3249.0%11.3%28.7850.1%9.6%
40Δ32.7945.2%9.8%29.1547.2%8.7%
45Δ32.2641.4%8.3%29.5344.3%7.9%
50Δ31.7337.6%6.8%29.9041.4%7.0%
55Δ31.2033.9%5.4%30.2738.5%6.2%
60Δ30.6730.1%3.9%30.6535.6%5.3%
65Δ30.1426.3%2.4%31.0232.7%4.4%
70Δ29.2628.5%1.8%31.3929.8%3.6%
75Δ28.2632.8%1.5%31.7726.9%2.7%
80Δ27.2637.1%1.2%32.1424.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.42
IV
73.1%
B/E move
16.5%

25Δ

Calls
Pseudo strike
35.57
IV
65.4%
B/E move
18.3%
Puts
Pseudo strike
28.03
IV
55.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
33.86
IV
52.7%
B/E move
12.8%
Puts
Pseudo strike
28.40
IV
53.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
33.32
IV
49.0%
B/E move
11.3%
Puts
Pseudo strike
28.78
IV
50.1%
B/E move
9.6%

40Δ

Calls
Pseudo strike
32.79
IV
45.2%
B/E move
9.8%
Puts
Pseudo strike
29.15
IV
47.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
32.26
IV
41.4%
B/E move
8.3%
Puts
Pseudo strike
29.53
IV
44.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
31.73
IV
37.6%
B/E move
6.8%
Puts
Pseudo strike
29.90
IV
41.4%
B/E move
7.0%

55Δ

Calls
Pseudo strike
31.20
IV
33.9%
B/E move
5.4%
Puts
Pseudo strike
30.27
IV
38.5%
B/E move
6.2%

60Δ

Calls
Pseudo strike
30.67
IV
30.1%
B/E move
3.9%
Puts
Pseudo strike
30.65
IV
35.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
30.14
IV
26.3%
B/E move
2.4%
Puts
Pseudo strike
31.02
IV
32.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
29.26
IV
28.5%
B/E move
1.8%
Puts
Pseudo strike
31.39
IV
29.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
28.26
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
31.77
IV
26.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
27.26
IV
37.1%
B/E move
1.2%
Puts
Pseudo strike
32.14
IV
24.0%
B/E move
1.8%

Options history

No recorded observations