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First Trust Long/Short Equity ETF FTLS

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Market dataready · fetched 2026-10-22T20:48:18.382Z

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 · 2026-10-22T20:10:00.003753284Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:48:17.598041+00:00

Share price$76.61
1D-0.7%
AH$76.51$76.73$76.96$77.19$77.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTLS
Sold putSold callAH

First Trust Long/Short Equity ETF options

Live interpolated FTLS call and put midpoint premiums by absolute delta.First Trust Long/Short Equity ETF$0.84$1.39$1.93$2.48$3.03$71.92$74.25$76.59$78.92$81.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTLS spot · $76.61FTLS PRICE$0.90$0.93$0.98$1.08$1.21$1.34$1.49$1.63$1.83$2.05$2.27$2.87$0.92$0.95$1.02$1.08$1.15$1.23$1.31$1.41$1.52$1.62$1.75$1.89$2.03
PutsExpensive1.67×
CallsExpensive1.57×
SkewNeutral+0.20 pp
Implied moveBalanced±$2.65
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8936.5%8.7%
25Δ81.5629.2%7.6%73.0728.5%5.9%
30Δ79.7923.5%5.4%74.3524.0%4.3%
35Δ78.7320.0%4.0%75.2820.7%3.1%
40Δ77.9818.1%3.2%75.9918.1%2.3%
45Δ77.4717.0%2.7%76.4716.5%1.8%
50Δ76.9716.0%2.2%76.9414.9%1.3%
55Δ76.5715.2%1.9%77.2713.8%1.0%
60Δ76.1714.5%1.6%77.5912.8%0.7%
65Δ75.7813.9%1.3%77.9011.8%0.4%
70Δ75.3913.5%1.1%78.1611.0%0.3%
75Δ75.0013.2%0.9%78.3910.2%0.1%
80Δ74.3214.3%0.8%78.639.5%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.89
IV
36.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
81.56
IV
29.2%
B/E move
7.6%
Puts
Pseudo strike
73.07
IV
28.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
79.79
IV
23.5%
B/E move
5.4%
Puts
Pseudo strike
74.35
IV
24.0%
B/E move
4.3%

35Δ

Calls
Pseudo strike
78.73
IV
20.0%
B/E move
4.0%
Puts
Pseudo strike
75.28
IV
20.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
77.98
IV
18.1%
B/E move
3.2%
Puts
Pseudo strike
75.99
IV
18.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
77.47
IV
17.0%
B/E move
2.7%
Puts
Pseudo strike
76.47
IV
16.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
76.97
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
76.94
IV
14.9%
B/E move
1.3%

55Δ

Calls
Pseudo strike
76.57
IV
15.2%
B/E move
1.9%
Puts
Pseudo strike
77.27
IV
13.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
76.17
IV
14.5%
B/E move
1.6%
Puts
Pseudo strike
77.59
IV
12.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
75.78
IV
13.9%
B/E move
1.3%
Puts
Pseudo strike
77.90
IV
11.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
75.39
IV
13.5%
B/E move
1.1%
Puts
Pseudo strike
78.16
IV
11.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
75.00
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
78.39
IV
10.2%
B/E move
0.1%

80Δ

Calls
Pseudo strike
74.32
IV
14.3%
B/E move
0.8%
Puts
Pseudo strike
78.63
IV
9.5%
B/E move
0.0%

Options history

No recorded observations