IntraAlpha
Create free account Start free

First Trust Exchange-Traded Fund VI First Trust Nasdaq BuyWrite Income ETF FTQI

i

Market datapartial · fetched 2026-11-13T19:11:37.392Z

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 · 2026-11-13T19:09:59.43734719Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:36.077298+00:00

Share price$21.29
1D-1.8%
$21.08$21.24$21.40$21.56$21.725:30 AM6:30 AM9:00 AM1:00 PMFTQI
Sold putSold call

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

Live interpolated FTQI call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq 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 PRICEFTQI 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 blend23.15%
Daily close
FTQI19.0%30.5%41.9%2026-08-17: 28.67%2026-08-18: 28.94%2026-08-19: 32.81%2026-08-20: 37.32%2026-08-21: 20.62%2026-08-24: 20.66%2026-08-25: 21.27%2026-08-26: 20.83%2026-08-27: 21.06%2026-08-28: 20.72%2026-08-31: 21.73%2026-09-01: 21.75%2026-09-03: 21.36%2026-09-04: 21.86%2026-09-08: 23.44%2026-09-10: 24.79%2026-09-11: 24.79%2026-09-14: 27.05%2026-09-15: 29.55%2026-09-16: 30.99%2026-09-17: 39.93%2026-09-18: 22.87%2026-09-23: 21.71%2026-09-24: 21.76%2026-09-25: 21.85%2026-09-28: 24.44%2026-09-29: 24.39%2026-10-01: 25.25%2026-10-02: 24.58%2026-10-05: 25.09%2026-10-06: 23.12%2026-10-07: 26.46%2026-10-08: 24.25%2026-10-09: 26.76%2026-10-12: 28.43%2026-10-13: 31.53%2026-10-15: 40.37%2026-10-16: 21.17%2026-10-19: 22.50%2026-10-20: 22.61%2026-10-21: 21.52%2026-10-22: 22.71%2026-10-23: 22.39%2026-10-26: 22.15%2026-10-27: 22.60%2026-10-28: 22.19%2026-10-29: 22.70%2026-10-30: 23.15%Aug 17Sep 24Oct 30
48 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
28.67%
28.94%
32.81%
37.32%
20.62%
20.66%
21.27%
20.83%
21.06%
20.72%
21.73%
21.75%
21.36%
21.86%
23.44%
24.79%
24.79%
27.05%
29.55%
30.99%
39.93%
22.87%
21.71%
21.76%
21.85%
24.44%
24.39%
25.25%
24.58%
25.09%
23.12%
26.46%
24.25%
26.76%
28.43%
31.53%
40.37%
21.17%
22.50%
22.61%
21.52%
22.71%
22.39%
22.15%
22.60%
22.19%
22.70%
23.15%