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

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Market datapartial · fetched 2026-10-22T18:12:44.687Z

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 · 2026-10-22T18:10:21.014416052Z

FundamentalsAlpha Vantage · unavailable

Share price$43.10
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$1.00$1.86$2.71$3.57$4.43$38.77$40.91$43.05$45.19$47.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXH spot · $43.10FTXH PRICE$1.09$1.20$1.30$1.41$1.58$1.75$1.21$1.34$1.46$1.59$1.79$2.11$2.53$3.35$4.18
PutsExpensive1.40×
CallsExpensive1.19×
SkewBearish+0.84 pp
Implied moveBearish±$2.77
TiltBearish40.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ44.5433.4%5.9%42.3933.2%4.5%
45Δ43.9030.5%4.6%42.9430.7%3.5%
50Δ43.4428.3%3.8%43.3528.8%2.8%
55Δ42.9726.1%3.0%43.7526.9%2.2%
60Δ42.6025.2%2.5%44.1725.8%1.7%
65Δ42.2324.2%2.0%44.6326.2%1.4%
70Δ45.1726.9%1.1%
75Δ46.1029.2%0.8%
80Δ47.0231.5%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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
44.54
IV
33.4%
B/E move
5.9%
Puts
Pseudo strike
42.39
IV
33.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
43.90
IV
30.5%
B/E move
4.6%
Puts
Pseudo strike
42.94
IV
30.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
43.44
IV
28.3%
B/E move
3.8%
Puts
Pseudo strike
43.35
IV
28.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
42.97
IV
26.1%
B/E move
3.0%
Puts
Pseudo strike
43.75
IV
26.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
42.60
IV
25.2%
B/E move
2.5%
Puts
Pseudo strike
44.17
IV
25.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
42.23
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
44.63
IV
26.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.17
IV
26.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.10
IV
29.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.02
IV
31.5%
B/E move
0.6%

Options history

No recorded observations