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First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF FTHI

i

Market datapartial · fetched 2026-11-11T15:53:48.100Z

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: 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 · 2026-11-11T15:52:43.178801368Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:46.392057+00:00

Share price$23.23
1D+0.2%
$23.14$23.17$23.19$23.22$23.245:30 AM6:30 AM9:00 AM1:00 PMFTHI
Sold putSold call

First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF options

Live interpolated FTHI call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust BuyWrite Income 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 PRICEFTHI 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 blend20.34%
Daily close
FTHI15.8%26.2%36.7%2026-08-20: 29.99%2026-08-21: 17.22%2026-08-24: 17.96%2026-08-26: 18.08%2026-08-27: 17.93%2026-08-28: 17.47%2026-08-31: 18.64%2026-09-01: 19.33%2026-09-03: 19.05%2026-09-04: 18.91%2026-09-08: 20.00%2026-09-09: 21.04%2026-09-10: 21.41%2026-09-11: 21.44%2026-09-14: 24.31%2026-09-15: 27.45%2026-09-16: 29.10%2026-09-21: 18.07%2026-09-22: 18.42%2026-09-24: 17.71%2026-09-28: 17.41%2026-09-29: 18.93%2026-09-30: 19.23%2026-10-01: 19.26%2026-10-05: 20.32%2026-10-07: 20.58%2026-10-09: 21.33%2026-10-12: 24.27%2026-10-13: 25.86%2026-10-14: 29.82%2026-10-16: 18.66%2026-10-19: 18.94%2026-10-21: 18.09%2026-10-22: 19.33%2026-10-23: 35.27%2026-10-26: 19.04%2026-10-27: 18.87%2026-10-28: 19.31%2026-10-29: 19.46%2026-10-30: 20.34%Aug 20Sep 24Oct 30
40 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
29.99%
17.22%
17.96%
18.08%
17.93%
17.47%
18.64%
19.33%
19.05%
18.91%
20.00%
21.04%
21.41%
21.44%
24.31%
27.45%
29.10%
18.07%
18.42%
17.71%
17.41%
18.93%
19.23%
19.26%
20.32%
20.58%
21.33%
24.27%
25.86%
29.82%
18.66%
18.94%
18.09%
19.33%
35.27%
19.04%
18.87%
19.31%
19.46%
20.34%