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

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Market datapartial · fetched 2026-10-22T23:58:49.195Z

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 · 2026-10-22T20:00:00.599483346Z

FundamentalsAlpha Vantage · unavailable

Share price$16.85
1D-0.1%
AH$16.76$16.79$16.82$16.85$16.885:30 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$0.17$2.04$3.91$5.77$7.64$12.91$15.61$18.31$21.01$23.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTRI spot · $16.85FTRI PRICE$0.38$0.38$0.38$1.78$2.39$1.76$0.80$1.85$2.90$3.95$5.00$6.05$7.10$0.38$1.77$0.38$0.38$0.39$0.39$0.40$1.94$2.99$1.95
PutsExpensive3.10×
CallsExpensive7.44×
SkewBullish-61.62 pp
Implied moveBullish±$1.20
TiltBullish52.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9178.7%26.3%14.6566.9%15.3%
25Δ19.1657.8%15.9%14.34166.9%25.4%
30Δ18.2645.0%10.6%16.0339.8%7.1%
35Δ25.28211.3%60.6%16.2435.1%5.9%
40Δ25.89250.8%67.8%16.4630.5%4.7%
45Δ19.55141.3%26.4%16.6725.9%3.4%
50Δ16.5833.2%3.1%16.8821.3%2.2%
55Δ15.5560.8%3.3%17.9867.2%4.8%
60Δ14.5288.3%3.4%18.7397.9%6.6%
65Δ13.49115.9%3.5%18.2260.1%3.5%
70Δ12.46143.5%3.6%
75Δ11.43171.1%3.7%
80Δ10.40198.6%3.9%

20Δ

Calls
Pseudo strike
20.91
IV
78.7%
B/E move
26.3%
Puts
Pseudo strike
14.65
IV
66.9%
B/E move
15.3%

25Δ

Calls
Pseudo strike
19.16
IV
57.8%
B/E move
15.9%
Puts
Pseudo strike
14.34
IV
166.9%
B/E move
25.4%

30Δ

Calls
Pseudo strike
18.26
IV
45.0%
B/E move
10.6%
Puts
Pseudo strike
16.03
IV
39.8%
B/E move
7.1%

35Δ

Calls
Pseudo strike
25.28
IV
211.3%
B/E move
60.6%
Puts
Pseudo strike
16.24
IV
35.1%
B/E move
5.9%

40Δ

Calls
Pseudo strike
25.89
IV
250.8%
B/E move
67.8%
Puts
Pseudo strike
16.46
IV
30.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
19.55
IV
141.3%
B/E move
26.4%
Puts
Pseudo strike
16.67
IV
25.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
16.58
IV
33.2%
B/E move
3.1%
Puts
Pseudo strike
16.88
IV
21.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
15.55
IV
60.8%
B/E move
3.3%
Puts
Pseudo strike
17.98
IV
67.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
14.52
IV
88.3%
B/E move
3.4%
Puts
Pseudo strike
18.73
IV
97.9%
B/E move
6.6%

65Δ

Calls
Pseudo strike
13.49
IV
115.9%
B/E move
3.5%
Puts
Pseudo strike
18.22
IV
60.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
12.46
IV
143.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.43
IV
171.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.40
IV
198.6%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations