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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 2026-10-23T03:33:36.780Z

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$12.92$15.62$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$1.93$3.00$1.96
PutsExpensive3.10×
CallsExpensive7.44×
SkewBullish-61.86 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
20Δ20.9178.9%26.3%14.6567.0%15.3%
25Δ19.1658.0%15.9%14.34167.3%25.4%
30Δ18.2645.1%10.5%16.0339.9%7.1%
35Δ25.28211.9%60.6%16.2435.2%5.9%
40Δ25.89251.4%67.8%16.4630.6%4.7%
45Δ19.55141.6%26.4%16.6726.0%3.4%
50Δ16.5833.3%3.1%16.8821.4%2.2%
55Δ15.5561.0%3.3%17.9767.1%4.8%
60Δ14.5288.6%3.4%18.7397.9%6.6%
65Δ13.49116.3%3.5%18.2260.3%3.5%
70Δ12.46143.9%3.6%
75Δ11.43171.5%3.7%
80Δ10.40199.2%3.9%

20Δ

Calls
Pseudo strike
20.91
IV
78.9%
B/E move
26.3%
Puts
Pseudo strike
14.65
IV
67.0%
B/E move
15.3%

25Δ

Calls
Pseudo strike
19.16
IV
58.0%
B/E move
15.9%
Puts
Pseudo strike
14.34
IV
167.3%
B/E move
25.4%

30Δ

Calls
Pseudo strike
18.26
IV
45.1%
B/E move
10.5%
Puts
Pseudo strike
16.03
IV
39.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
25.28
IV
211.9%
B/E move
60.6%
Puts
Pseudo strike
16.24
IV
35.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
25.89
IV
251.4%
B/E move
67.8%
Puts
Pseudo strike
16.46
IV
30.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
19.55
IV
141.6%
B/E move
26.4%
Puts
Pseudo strike
16.67
IV
26.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
16.58
IV
33.3%
B/E move
3.1%
Puts
Pseudo strike
16.88
IV
21.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
15.55
IV
61.0%
B/E move
3.3%
Puts
Pseudo strike
17.97
IV
67.1%
B/E move
4.8%

60Δ

Calls
Pseudo strike
14.52
IV
88.6%
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
116.3%
B/E move
3.5%
Puts
Pseudo strike
18.22
IV
60.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
12.46
IV
143.9%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.43
IV
171.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.40
IV
199.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations