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

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Market datapartial · fetched 2026-10-22T20:34:12.653Z

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 · 2026-10-22T20:00:00.082840401Z

FundamentalsAlpha Vantage · unavailable

Share price$43.20
1D+0.0%
AH$42.62$42.80$42.98$43.16$43.345:30 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$0.73$1.60$2.47$3.34$4.21$38.07$40.50$42.93$45.37$47.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXH spot · $43.20FTXH PRICE$0.83$0.90$0.99$1.08$1.18$1.28$1.38$1.55$1.73$1.93$2.24$2.55$0.83$0.92$0.99$1.11$1.21$1.32$1.47$1.63$1.91$2.25$2.74$3.35$3.96
PutsExpensive1.68×
CallsExpensive1.29×
SkewBearish+4.34 pp
Implied moveBearish±$2.75
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.3556.9%13.1%
25Δ48.0048.6%13.0%39.9747.4%9.6%
30Δ46.4441.5%9.6%41.1040.2%7.1%
35Δ45.3736.5%7.3%41.8836.5%5.6%
40Δ44.6233.0%5.8%42.4833.2%4.5%
45Δ43.9830.0%4.5%43.0430.2%3.4%
50Δ43.5327.8%3.7%43.4628.8%2.8%
55Δ43.0925.6%2.9%43.8727.3%2.2%
60Δ42.7024.6%2.4%44.3327.3%1.8%
65Δ42.3323.9%2.0%44.8127.8%1.5%
70Δ41.9523.3%1.6%45.4329.3%1.2%
75Δ41.5323.2%1.3%46.1531.0%0.9%
80Δ41.1023.1%1.1%46.8931.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.35
IV
56.9%
B/E move
13.1%

25Δ

Calls
Pseudo strike
48.00
IV
48.6%
B/E move
13.0%
Puts
Pseudo strike
39.97
IV
47.4%
B/E move
9.6%

30Δ

Calls
Pseudo strike
46.44
IV
41.5%
B/E move
9.6%
Puts
Pseudo strike
41.10
IV
40.2%
B/E move
7.1%

35Δ

Calls
Pseudo strike
45.37
IV
36.5%
B/E move
7.3%
Puts
Pseudo strike
41.88
IV
36.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
44.62
IV
33.0%
B/E move
5.8%
Puts
Pseudo strike
42.48
IV
33.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
43.98
IV
30.0%
B/E move
4.5%
Puts
Pseudo strike
43.04
IV
30.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
43.53
IV
27.8%
B/E move
3.7%
Puts
Pseudo strike
43.46
IV
28.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
43.09
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
43.87
IV
27.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
42.70
IV
24.6%
B/E move
2.4%
Puts
Pseudo strike
44.33
IV
27.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
42.33
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
44.81
IV
27.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
41.95
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
45.43
IV
29.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
41.53
IV
23.2%
B/E move
1.3%
Puts
Pseudo strike
46.15
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
41.10
IV
23.1%
B/E move
1.1%
Puts
Pseudo strike
46.89
IV
31.5%
B/E move
0.6%

Options history

No recorded observations