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First Trust Exchange-Traded Fund VI First Trust Nasdaq Pharmaceuticals ETF FTXH

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Market datapartial · fetched 2026-10-22T18:35:03.859Z

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 · 2026-10-22T18:32:29.974762311Z

FundamentalsAlpha Vantage · unavailable

Share price$43.11
1D-0.1%
$42.62$42.80$42.98$43.16$43.345:30 AM6:30 AM9:00 AM1:00 PMFTXH
Sold putSold call

First Trust Exchange-Traded Fund VI First Trust Nasdaq Pharmaceuticals ETF options

Live interpolated FTXH call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Pharmaceuticals ETF$0.89$1.70$2.50$3.30$4.10$38.55$40.77$42.99$45.20$47.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXH spot · $43.11FTXH PRICE$1.12$1.26$1.40$1.55$1.69$1.83$2.11$2.54$2.97$0.98$1.08$1.19$1.29$1.51$1.74$1.97$2.20$2.53$3.20$3.87
PutsExpensive1.48×
CallsExpensive1.21×
SkewBearish+2.05 pp
Implied moveBearish±$2.91
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ41.0339.9%7.1%
35Δ41.6736.5%5.9%
40Δ44.6734.3%6.2%42.3133.2%4.6%
45Δ44.1932.5%5.4%42.9529.8%3.4%
50Δ43.7030.8%4.6%43.3929.0%2.9%
55Δ43.2229.0%3.8%43.8228.4%2.4%
60Δ42.7327.3%3.0%44.2527.8%1.9%
65Δ42.2525.5%2.2%44.6727.2%1.5%
70Δ41.7324.9%1.7%45.1826.9%1.1%
75Δ41.1925.4%1.4%45.9627.9%0.8%
80Δ40.6426.0%1.2%46.7428.8%0.6%

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
41.03
IV
39.9%
B/E move
7.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.67
IV
36.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
44.67
IV
34.3%
B/E move
6.2%
Puts
Pseudo strike
42.31
IV
33.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
44.19
IV
32.5%
B/E move
5.4%
Puts
Pseudo strike
42.95
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
43.70
IV
30.8%
B/E move
4.6%
Puts
Pseudo strike
43.39
IV
29.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
43.22
IV
29.0%
B/E move
3.8%
Puts
Pseudo strike
43.82
IV
28.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
42.73
IV
27.3%
B/E move
3.0%
Puts
Pseudo strike
44.25
IV
27.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
42.25
IV
25.5%
B/E move
2.2%
Puts
Pseudo strike
44.67
IV
27.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
41.73
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
45.18
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
41.19
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
45.96
IV
27.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
40.64
IV
26.0%
B/E move
1.2%
Puts
Pseudo strike
46.74
IV
28.8%
B/E move
0.6%

Options history

No recorded observations