IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T23:24:00.812Z

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 · 2026-10-22T20:00:00.254721733Z

FundamentalsAlpha Vantage · unavailable

Share price$21.74
1D-0.7%
AH$21.64$21.71$21.79$21.86$21.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTQI
Sold putSold callAH

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$0.30$1.03$1.76$2.49$3.22$19.22$20.36$21.50$22.65$23.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTQI spot · $21.74FTQI PRICE$0.38$0.38$0.38$0.40$0.44$0.47$0.51$0.55$0.60$0.64$0.68$0.73$0.77$0.41$0.43$0.46$0.50$0.56$0.62$0.69$0.78$0.95$1.11$1.27$1.46$3.01
PutsExpensive2.29×
CallsExpensive1.95×
SkewBearish+7.71 pp
Implied moveBearish±$1.19
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.5059.6%19.0%19.2357.2%13.4%
25Δ23.9143.9%11.7%19.9248.3%10.4%
30Δ23.0533.9%7.8%20.6139.3%7.3%
35Δ22.7030.2%6.3%21.1133.3%5.2%
40Δ22.3927.0%5.0%21.3531.2%4.4%
45Δ22.0723.7%3.7%21.6029.1%3.5%
50Δ21.9121.8%3.1%21.8527.0%2.7%
55Δ21.7920.5%2.8%22.0925.8%2.0%
60Δ21.6819.1%2.5%22.3226.0%1.7%
65Δ21.5617.7%2.1%22.5526.2%1.4%
70Δ21.4516.4%1.8%22.7826.5%1.1%
75Δ21.3315.0%1.5%23.0427.2%0.8%
80Δ21.2213.6%1.1%24.5345.6%1.0%

20Δ

Calls
Pseudo strike
25.50
IV
59.6%
B/E move
19.0%
Puts
Pseudo strike
19.23
IV
57.2%
B/E move
13.4%

25Δ

Calls
Pseudo strike
23.91
IV
43.9%
B/E move
11.7%
Puts
Pseudo strike
19.92
IV
48.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
23.05
IV
33.9%
B/E move
7.8%
Puts
Pseudo strike
20.61
IV
39.3%
B/E move
7.3%

35Δ

Calls
Pseudo strike
22.70
IV
30.2%
B/E move
6.3%
Puts
Pseudo strike
21.11
IV
33.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
22.39
IV
27.0%
B/E move
5.0%
Puts
Pseudo strike
21.35
IV
31.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
22.07
IV
23.7%
B/E move
3.7%
Puts
Pseudo strike
21.60
IV
29.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
21.91
IV
21.8%
B/E move
3.1%
Puts
Pseudo strike
21.85
IV
27.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
21.79
IV
20.5%
B/E move
2.8%
Puts
Pseudo strike
22.09
IV
25.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
21.68
IV
19.1%
B/E move
2.5%
Puts
Pseudo strike
22.32
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
21.56
IV
17.7%
B/E move
2.1%
Puts
Pseudo strike
22.55
IV
26.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.45
IV
16.4%
B/E move
1.8%
Puts
Pseudo strike
22.78
IV
26.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
21.33
IV
15.0%
B/E move
1.5%
Puts
Pseudo strike
23.04
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
21.22
IV
13.6%
B/E move
1.1%
Puts
Pseudo strike
24.53
IV
45.6%
B/E move
1.0%

Options history

No recorded observations