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

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Market dataready · fetched 2026-10-22T14:50:10.744Z

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 · 2026-10-22T14:49:02.909061624Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:50:07.714655+00:00

Share price$23.34
1D-0.6%
$23.33$23.37$23.42$23.47$23.515:30 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$0.34$0.69$1.04$1.40$1.75$21.01$22.13$23.26$24.39$25.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTHI spot · $23.34FTHI PRICE$0.38$0.38$0.39$0.41$0.44$0.50$0.55$0.60$0.65$0.70$0.90$1.11$1.32$0.40$0.40$0.42$0.45$0.51$0.66$0.80$0.94$1.08$1.22$1.37$1.51$1.65
PutsExpensive1.29×
CallsExpensive1.28×
SkewBearish+2.39 pp
Implied moveBearish±$1.34
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.0054.6%17.3%20.9750.6%11.8%
25Δ25.5340.8%11.0%21.8738.7%8.0%
30Δ24.7632.9%7.7%22.3333.2%6.1%
35Δ24.2928.2%5.8%22.7228.7%4.6%
40Δ23.9324.7%4.4%23.0625.4%3.4%
45Δ23.7423.3%3.9%23.2925.2%3.0%
50Δ23.5621.9%3.3%23.5225.1%2.7%
55Δ23.3820.4%2.7%23.7524.9%2.3%
60Δ23.1919.0%2.1%23.9724.7%1.9%
65Δ23.0117.6%1.6%24.2024.5%1.6%
70Δ22.7618.6%1.4%24.4324.4%1.2%
75Δ22.5119.8%1.2%24.6524.2%0.8%
80Δ22.2520.9%1.0%24.8824.0%0.5%

20Δ

Calls
Pseudo strike
27.00
IV
54.6%
B/E move
17.3%
Puts
Pseudo strike
20.97
IV
50.6%
B/E move
11.8%

25Δ

Calls
Pseudo strike
25.53
IV
40.8%
B/E move
11.0%
Puts
Pseudo strike
21.87
IV
38.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
24.76
IV
32.9%
B/E move
7.7%
Puts
Pseudo strike
22.33
IV
33.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
24.29
IV
28.2%
B/E move
5.8%
Puts
Pseudo strike
22.72
IV
28.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
23.93
IV
24.7%
B/E move
4.4%
Puts
Pseudo strike
23.06
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
23.74
IV
23.3%
B/E move
3.9%
Puts
Pseudo strike
23.29
IV
25.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
23.56
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
23.52
IV
25.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
23.38
IV
20.4%
B/E move
2.7%
Puts
Pseudo strike
23.75
IV
24.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
23.19
IV
19.0%
B/E move
2.1%
Puts
Pseudo strike
23.97
IV
24.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
23.01
IV
17.6%
B/E move
1.6%
Puts
Pseudo strike
24.20
IV
24.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
22.76
IV
18.6%
B/E move
1.4%
Puts
Pseudo strike
24.43
IV
24.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.51
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
24.65
IV
24.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
22.25
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
24.88
IV
24.0%
B/E move
0.5%

Options history

No recorded observations