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

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Market dataready · fetched 2026-11-12T03:18:20.789Z

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: 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 · 2026-11-11T21:29:52.107856834Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:18:20.367140+00:00

Share price$44.88
1D+1.4%
AH$43.96$44.21$44.45$44.70$44.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXH
Sold putSold callAH

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$0.74$2.26$3.79$5.31$6.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFTXH PRICE$1.10$1.15$1.19$1.24$0.91$0.94$0.97$1.00$1.06$1.17$1.30$1.64$1.98$2.32$2.66$3.93$6.40
PutsExpensive1.97×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.46146.7%20.8%
25Δ38.52121.0%16.3%
30Δ40.5795.4%11.8%
35Δ42.6269.7%7.3%
40Δ44.1551.4%4.0%
45Δ44.5947.9%3.2%
50Δ45.0444.7%2.5%
55Δ44.7635.9%2.2%45.5145.9%2.2%
60Δ44.5232.6%1.8%45.9947.1%1.9%
65Δ44.2829.2%1.3%46.4748.3%1.6%
70Δ44.0425.9%0.9%46.9449.5%1.3%
75Δ48.2362.4%1.3%
80Δ50.7084.7%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.46
IV
146.7%
B/E move
20.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.52
IV
121.0%
B/E move
16.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.57
IV
95.4%
B/E move
11.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.62
IV
69.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.15
IV
51.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.59
IV
47.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.04
IV
44.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
44.76
IV
35.9%
B/E move
2.2%
Puts
Pseudo strike
45.51
IV
45.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
44.52
IV
32.6%
B/E move
1.8%
Puts
Pseudo strike
45.99
IV
47.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
44.28
IV
29.2%
B/E move
1.3%
Puts
Pseudo strike
46.47
IV
48.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
44.04
IV
25.9%
B/E move
0.9%
Puts
Pseudo strike
46.94
IV
49.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.23
IV
62.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.70
IV
84.7%
B/E move
1.3%

Options history

IV · four-Friday blend26.68%
Daily close
FTXH22.6%37.0%51.3%2026-08-13: 29.70%2026-08-14: 30.15%2026-08-17: 33.65%2026-08-18: 36.96%2026-08-19: 38.90%2026-08-20: 49.32%2026-08-21: 25.16%2026-08-24: 24.96%2026-08-25: 24.98%2026-08-26: 25.25%2026-08-27: 24.92%2026-08-28: 24.95%2026-08-31: 25.81%2026-09-01: 25.85%2026-09-02: 25.68%2026-09-03: 25.24%2026-09-04: 26.44%2026-09-08: 28.25%2026-09-09: 28.77%2026-09-10: 30.00%2026-09-11: 29.97%2026-09-14: 33.08%2026-09-15: 35.85%2026-09-16: 38.46%2026-09-17: 46.78%2026-09-18: 25.03%2026-09-21: 24.61%2026-09-22: 25.61%2026-09-23: 24.97%2026-09-24: 25.37%2026-09-25: 25.53%2026-09-28: 26.29%2026-09-29: 25.75%2026-09-30: 26.49%2026-10-01: 26.62%2026-10-02: 27.44%2026-10-05: 27.81%2026-10-06: 27.96%2026-10-07: 28.55%2026-10-08: 29.62%2026-10-09: 30.01%2026-10-12: 33.99%2026-10-13: 35.82%2026-10-14: 38.35%2026-10-15: 45.01%2026-10-16: 24.80%2026-10-19: 25.08%2026-10-20: 24.95%2026-10-21: 25.62%2026-10-22: 25.53%2026-10-23: 25.81%2026-10-26: 25.85%2026-10-27: 26.27%2026-10-28: 25.86%2026-10-29: 25.74%2026-10-30: 26.68%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.70%
30.15%
33.65%
36.96%
38.90%
49.32%
25.16%
24.96%
24.98%
25.25%
24.92%
24.95%
25.81%
25.85%
25.68%
25.24%
26.44%
28.25%
28.77%
30.00%
29.97%
33.08%
35.85%
38.46%
46.78%
25.03%
24.61%
25.61%
24.97%
25.37%
25.53%
26.29%
25.75%
26.49%
26.62%
27.44%
27.81%
27.96%
28.55%
29.62%
30.01%
33.99%
35.82%
38.35%
45.01%
24.80%
25.08%
24.95%
25.62%
25.53%
25.81%
25.85%
26.27%
25.86%
25.74%
26.68%