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

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Market datapartial · fetched 2026-10-22T21:11:56.485Z

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 · 2026-10-22T20:00:00.374215465Z

FundamentalsAlpha Vantage · unavailable

Share price$23.42
1D-0.3%
AH$23.32$23.37$23.42$23.46$23.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTHI
Sold putSold callAH

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$0.31$0.88$1.44$2.01$2.57$21.04$22.15$23.26$24.37$25.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTHI spot · $23.42FTHI PRICE$0.38$0.38$0.38$0.39$0.41$0.46$0.51$0.56$0.60$0.65$0.70$0.89$1.09$0.40$0.42$0.45$0.48$0.53$0.59$0.66$0.72$0.79$0.94$1.25$1.55$2.41
PutsExpensive1.34×
CallsExpensive1.19×
SkewBearish+4.85 pp
Implied moveBearish±$1.17
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.0954.7%17.3%21.0450.9%11.9%
25Δ25.6140.8%10.9%21.8840.7%8.4%
30Δ24.8132.3%7.5%22.3635.1%6.5%
35Δ24.3427.0%5.6%22.7830.3%4.8%
40Δ23.9622.8%4.1%23.0927.1%3.7%
45Δ23.8021.6%3.6%23.2925.6%3.1%
50Δ23.6420.3%3.1%23.4924.2%2.5%
55Δ23.4819.1%2.6%23.6822.7%2.0%
60Δ23.3217.8%2.1%23.8821.3%1.4%
65Δ23.1616.6%1.7%24.1321.3%1.0%
70Δ23.0015.4%1.2%24.4723.7%0.8%
75Δ22.7515.9%1.0%24.8126.1%0.7%
80Δ22.5016.4%0.7%25.6734.8%0.7%

20Δ

Calls
Pseudo strike
27.09
IV
54.7%
B/E move
17.3%
Puts
Pseudo strike
21.04
IV
50.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
25.61
IV
40.8%
B/E move
10.9%
Puts
Pseudo strike
21.88
IV
40.7%
B/E move
8.4%

30Δ

Calls
Pseudo strike
24.81
IV
32.3%
B/E move
7.5%
Puts
Pseudo strike
22.36
IV
35.1%
B/E move
6.5%

35Δ

Calls
Pseudo strike
24.34
IV
27.0%
B/E move
5.6%
Puts
Pseudo strike
22.78
IV
30.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
23.96
IV
22.8%
B/E move
4.1%
Puts
Pseudo strike
23.09
IV
27.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
23.80
IV
21.6%
B/E move
3.6%
Puts
Pseudo strike
23.29
IV
25.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
23.64
IV
20.3%
B/E move
3.1%
Puts
Pseudo strike
23.49
IV
24.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
23.48
IV
19.1%
B/E move
2.6%
Puts
Pseudo strike
23.68
IV
22.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.32
IV
17.8%
B/E move
2.1%
Puts
Pseudo strike
23.88
IV
21.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
23.16
IV
16.6%
B/E move
1.7%
Puts
Pseudo strike
24.13
IV
21.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
23.00
IV
15.4%
B/E move
1.2%
Puts
Pseudo strike
24.47
IV
23.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
22.75
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
24.81
IV
26.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.50
IV
16.4%
B/E move
0.7%
Puts
Pseudo strike
25.67
IV
34.8%
B/E move
0.7%

Options history

No recorded observations