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

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Market datapartial · fetched 2026-10-22T18:15:06.538Z

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 · 2026-10-22T18:14:44.771805325Z

FundamentalsAlpha Vantage · unavailable

Share price$21.71
1D-0.8%
$21.66$21.72$21.79$21.86$21.935:30 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$0.87$1.54$2.22$2.89$3.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFTQI PRICE$0.94$1.14$1.35$1.55$1.75$1.95$2.16$2.36$2.56$2.76$2.97$3.17$3.37
PutsExpensive6.96×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.56162.7%41.9%
25Δ14.47153.6%38.6%
30Δ15.38144.5%35.3%
35Δ16.30135.4%32.1%
40Δ17.21126.2%28.8%
45Δ18.13117.1%25.5%
50Δ19.04108.0%22.2%
55Δ19.9698.9%18.9%
60Δ20.8789.8%15.7%
65Δ21.7980.7%12.4%
70Δ22.7071.6%9.1%
75Δ23.6262.5%5.8%
80Δ24.5353.4%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.56
IV
162.7%
B/E move
41.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.47
IV
153.6%
B/E move
38.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.38
IV
144.5%
B/E move
35.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.30
IV
135.4%
B/E move
32.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.21
IV
126.2%
B/E move
28.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.13
IV
117.1%
B/E move
25.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.04
IV
108.0%
B/E move
22.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.96
IV
98.9%
B/E move
18.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.87
IV
89.8%
B/E move
15.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.79
IV
80.7%
B/E move
12.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.70
IV
71.6%
B/E move
9.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.62
IV
62.5%
B/E move
5.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.53
IV
53.4%
B/E move
2.5%

Options history

No recorded observations