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First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF FTRI

i

Market dataready · fetched 2026-11-12T03:17:31.104Z

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 · 2026-11-11T21:00:00.462733949Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:17:30.530004+00:00

Share price$16.92
1D-0.4%
AH$16.89$16.92$16.94$16.96$16.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTRI
Sold putSold callAH

First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF options

Live interpolated FTRI call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF$0.27$0.42$0.56$0.71$0.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEFTRI PRICE$0.28$0.35$0.38$0.38$0.38$0.55$0.82$0.38$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.28155.7%18.9%
25Δ18.5276.1%11.1%14.71172.6%17.9%
30Δ18.1474.4%9.2%16.0572.4%7.4%
35Δ17.8167.2%7.5%16.2763.3%6.1%
40Δ17.5256.9%5.7%16.4954.2%4.8%
45Δ17.2346.6%4.0%16.7145.1%3.5%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.28
IV
155.7%
B/E move
18.9%

25Δ

Calls
Pseudo strike
18.52
IV
76.1%
B/E move
11.1%
Puts
Pseudo strike
14.71
IV
172.6%
B/E move
17.9%

30Δ

Calls
Pseudo strike
18.14
IV
74.4%
B/E move
9.2%
Puts
Pseudo strike
16.05
IV
72.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
17.81
IV
67.2%
B/E move
7.5%
Puts
Pseudo strike
16.27
IV
63.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
17.52
IV
56.9%
B/E move
5.7%
Puts
Pseudo strike
16.49
IV
54.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
17.23
IV
46.6%
B/E move
4.0%
Puts
Pseudo strike
16.71
IV
45.1%
B/E move
3.5%

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 blend64.17%
Daily close
FTRI19.5%81.2%143.0%2026-08-17: 134.45%2026-08-19: 49.59%2026-08-20: 74.93%2026-08-21: 38.62%2026-08-24: 30.25%2026-08-25: 40.89%2026-08-27: 57.42%2026-08-28: 45.94%2026-08-31: 41.96%2026-09-01: 49.08%2026-09-02: 50.22%2026-09-04: 45.17%2026-09-14: 128.07%2026-09-15: 56.06%2026-09-16: 133.79%2026-09-17: 56.48%2026-09-18: 38.58%2026-09-21: 36.29%2026-09-22: 85.66%2026-09-23: 88.42%2026-09-24: 59.37%2026-09-29: 27.99%2026-09-30: 50.99%2026-10-01: 109.73%2026-10-02: 51.67%2026-10-05: 44.33%2026-10-06: 35.17%2026-10-07: 75.68%2026-10-08: 48.29%2026-10-09: 48.03%2026-10-12: 43.80%2026-10-14: 51.58%2026-10-15: 97.39%2026-10-16: 49.10%2026-10-19: 40.25%2026-10-20: 36.87%2026-10-21: 60.68%2026-10-22: 48.22%2026-10-23: 45.29%2026-10-26: 50.30%2026-10-28: 53.79%2026-10-29: 32.68%2026-10-30: 64.17%Aug 17Sep 29Oct 30
43 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
134.45%
49.59%
74.93%
38.62%
30.25%
40.89%
57.42%
45.94%
41.96%
49.08%
50.22%
45.17%
128.07%
56.06%
133.79%
56.48%
38.58%
36.29%
85.66%
88.42%
59.37%
27.99%
50.99%
109.73%
51.67%
44.33%
35.17%
75.68%
48.29%
48.03%
43.80%
51.58%
97.39%
49.10%
40.25%
36.87%
60.68%
48.22%
45.29%
50.30%
53.79%
32.68%
64.17%