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

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Market datapartial · fetched 2026-10-23T00:20:22.863Z

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 · 2026-10-22T20:00:00.701550707Z

FundamentalsAlpha Vantage · unavailable

Share price$23.23
1D+2.6%
AH$22.58$22.75$22.92$23.10$23.275:30 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$0.49$0.85$1.21$1.57$1.93$20.38$21.80$23.23$24.66$26.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXG spot · $23.23FTXG PRICE$0.53$0.53$0.53$0.57$0.62$0.68$0.73$0.78$0.84$0.93$1.01$1.10$1.18$0.53$0.56$0.58$0.64$0.70$0.76$0.82$0.89$0.95$1.02$1.26$1.54$1.82
PutsExpensive2.32×
CallsExpensive1.90×
SkewNeutral-0.14 pp
Implied moveBearish±$1.55
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8879.8%26.6%20.2466.9%15.2%
25Δ26.4458.7%16.1%21.2753.6%10.8%
30Δ25.1445.3%10.5%22.0243.6%7.7%
35Δ24.5539.8%8.1%22.4139.6%6.3%
40Δ24.0335.4%6.1%22.8035.7%4.8%
45Δ23.7532.7%5.1%23.1132.6%3.8%
50Δ23.4830.1%4.2%23.3230.4%3.1%
55Δ23.2127.4%3.3%23.5428.2%2.5%
60Δ22.9625.1%2.5%23.7526.1%1.8%
65Δ22.8023.6%2.2%23.9723.9%1.2%
70Δ22.6422.2%1.8%24.2824.6%0.9%
75Δ22.4820.7%1.5%24.6125.9%0.7%
80Δ22.3219.2%1.2%24.9427.1%0.5%

20Δ

Calls
Pseudo strike
28.88
IV
79.8%
B/E move
26.6%
Puts
Pseudo strike
20.24
IV
66.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
26.44
IV
58.7%
B/E move
16.1%
Puts
Pseudo strike
21.27
IV
53.6%
B/E move
10.8%

30Δ

Calls
Pseudo strike
25.14
IV
45.3%
B/E move
10.5%
Puts
Pseudo strike
22.02
IV
43.6%
B/E move
7.7%

35Δ

Calls
Pseudo strike
24.55
IV
39.8%
B/E move
8.1%
Puts
Pseudo strike
22.41
IV
39.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
24.03
IV
35.4%
B/E move
6.1%
Puts
Pseudo strike
22.80
IV
35.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.75
IV
32.7%
B/E move
5.1%
Puts
Pseudo strike
23.11
IV
32.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
23.48
IV
30.1%
B/E move
4.2%
Puts
Pseudo strike
23.32
IV
30.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
23.21
IV
27.4%
B/E move
3.3%
Puts
Pseudo strike
23.54
IV
28.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
22.96
IV
25.1%
B/E move
2.5%
Puts
Pseudo strike
23.75
IV
26.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
22.80
IV
23.6%
B/E move
2.2%
Puts
Pseudo strike
23.97
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
22.64
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
24.28
IV
24.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.48
IV
20.7%
B/E move
1.5%
Puts
Pseudo strike
24.61
IV
25.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.32
IV
19.2%
B/E move
1.2%
Puts
Pseudo strike
24.94
IV
27.1%
B/E move
0.5%

Options history

No recorded observations