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First Trust Exchange-Traded Fund VI First Trust Nasdaq Food & Beverage ETF FTXG

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Market datapartial · fetched 2026-11-12T03:01:58.909Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T21:00:00.395713645Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:55:14.016410+00:00

Share price$23.42
1D+1.0%
AH$23.11$23.20$23.29$23.37$23.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXG
Sold putSold callAH

First Trust Exchange-Traded Fund VI First Trust Nasdaq Food & Beverage ETF options

Live interpolated FTXG call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Food & Beverage ETF$4.22$5.00$5.79$6.57$7.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFTXG PRICE$4.30$7.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ27.4335.8%1.2%
80Δ30.3346.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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
27.43
IV
35.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.33
IV
46.8%
B/E move
0.9%

Options history

IV · four-Friday blend32.14%
Daily close
FTXG27.1%43.0%58.9%2026-08-13: 34.87%2026-08-14: 36.64%2026-08-17: 39.65%2026-08-18: 41.63%2026-08-19: 48.14%2026-08-20: 54.13%2026-08-21: 30.23%2026-08-24: 30.20%2026-08-25: 30.77%2026-08-26: 31.01%2026-08-27: 29.26%2026-08-28: 29.29%2026-08-31: 29.76%2026-09-01: 30.24%2026-09-02: 29.54%2026-09-03: 30.09%2026-09-04: 31.04%2026-09-08: 32.70%2026-09-10: 35.35%2026-09-11: 36.01%2026-09-14: 39.10%2026-09-15: 42.30%2026-09-16: 46.60%2026-09-17: 56.68%2026-09-18: 30.89%2026-09-21: 31.53%2026-09-22: 34.46%2026-09-23: 33.35%2026-09-24: 32.01%2026-09-25: 32.36%2026-09-28: 33.03%2026-09-29: 33.41%2026-10-01: 33.90%2026-10-02: 32.68%2026-10-05: 35.71%2026-10-06: 36.09%2026-10-07: 36.40%2026-10-08: 35.67%2026-10-09: 38.04%2026-10-12: 40.47%2026-10-13: 42.67%2026-10-14: 46.94%2026-10-15: 55.92%2026-10-16: 30.00%2026-10-19: 31.24%2026-10-20: 30.85%2026-10-21: 29.80%2026-10-22: 30.69%2026-10-23: 31.30%2026-10-26: 31.89%2026-10-27: 32.13%2026-10-28: 32.90%2026-10-29: 32.66%2026-10-30: 32.14%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.87%
36.64%
39.65%
41.63%
48.14%
54.13%
30.23%
30.20%
30.77%
31.01%
29.26%
29.29%
29.76%
30.24%
29.54%
30.09%
31.04%
32.70%
35.35%
36.01%
39.10%
42.30%
46.60%
56.68%
30.89%
31.53%
34.46%
33.35%
32.01%
32.36%
33.03%
33.41%
33.90%
32.68%
35.71%
36.09%
36.40%
35.67%
38.04%
40.47%
42.67%
46.94%
55.92%
30.00%
31.24%
30.85%
29.80%
30.69%
31.30%
31.89%
32.13%
32.90%
32.66%
32.14%