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First Trust Exchange-Traded Fund VI First Trust Nasdaq Semiconductor ETF FTXL

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Market dataready · fetched 2026-11-12T03:15:17.212Z

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 · 2026-11-11T21:00:00.439378886Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:15:16.719651+00:00

Share price$209.59
1D+1.2%
AH$204$207$209$212$2155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXL
Sold putSold callAH

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

Live interpolated FTXL call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Semiconductor ETF$1.53$6.37$11.21$16.05$20.89$167.95$186.19$204.42$222.66$240.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXL spot · $209.59FTXL PRICE$2.06$2.76$3.47$4.30$5.19$6.29$7.46$8.71$10.01$11.72$13.62$16.32$18.73$2.53$3.41$4.15$4.98$5.91$7.04$8.25$9.67$11.17$12.92$14.74$16.70$19.49
PutsCheap0.79×
CallsCheap0.80×
SkewNeutral-0.05 pp
Implied moveBearish±$15.71
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ227.3757.4%9.5%193.4565.4%8.9%
25Δ224.2758.7%8.3%196.7165.9%7.8%
30Δ221.0357.9%7.1%200.1762.8%6.5%
35Δ218.2357.8%6.2%203.0460.8%5.5%
40Δ215.6258.1%5.4%205.7859.4%4.6%
45Δ213.1458.9%4.7%208.2459.1%4.0%
50Δ210.7159.9%4.1%210.7159.0%3.4%
55Δ208.2460.1%3.5%213.1958.9%2.9%
60Δ205.7659.9%2.9%215.7158.9%2.4%
65Δ203.0660.8%2.5%218.3658.7%2.0%
70Δ200.2762.1%2.0%221.0558.1%1.6%
75Δ196.8365.1%1.7%223.8057.0%1.2%
80Δ193.5564.9%1.3%227.2957.1%0.9%

20Δ

Calls
Pseudo strike
227.37
IV
57.4%
B/E move
9.5%
Puts
Pseudo strike
193.45
IV
65.4%
B/E move
8.9%

25Δ

Calls
Pseudo strike
224.27
IV
58.7%
B/E move
8.3%
Puts
Pseudo strike
196.71
IV
65.9%
B/E move
7.8%

30Δ

Calls
Pseudo strike
221.03
IV
57.9%
B/E move
7.1%
Puts
Pseudo strike
200.17
IV
62.8%
B/E move
6.5%

35Δ

Calls
Pseudo strike
218.23
IV
57.8%
B/E move
6.2%
Puts
Pseudo strike
203.04
IV
60.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
215.62
IV
58.1%
B/E move
5.4%
Puts
Pseudo strike
205.78
IV
59.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
213.14
IV
58.9%
B/E move
4.7%
Puts
Pseudo strike
208.24
IV
59.1%
B/E move
4.0%

50Δ

Calls
Pseudo strike
210.71
IV
59.9%
B/E move
4.1%
Puts
Pseudo strike
210.71
IV
59.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
208.24
IV
60.1%
B/E move
3.5%
Puts
Pseudo strike
213.19
IV
58.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
205.76
IV
59.9%
B/E move
2.9%
Puts
Pseudo strike
215.71
IV
58.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
203.06
IV
60.8%
B/E move
2.5%
Puts
Pseudo strike
218.36
IV
58.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
200.27
IV
62.1%
B/E move
2.0%
Puts
Pseudo strike
221.05
IV
58.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
196.83
IV
65.1%
B/E move
1.7%
Puts
Pseudo strike
223.80
IV
57.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
193.55
IV
64.9%
B/E move
1.3%
Puts
Pseudo strike
227.29
IV
57.1%
B/E move
0.9%

Options history

IV · four-Friday blend47.48%
Daily close
FTXL36.8%42.6%48.4%2026-08-13: 47.32%2026-08-14: 45.08%2026-08-17: 47.34%2026-08-18: 47.62%2026-08-19: 46.73%2026-08-20: 46.02%2026-08-21: 45.61%2026-08-24: 45.88%2026-08-25: 45.08%2026-08-26: 45.05%2026-08-27: 43.70%2026-08-28: 41.66%2026-08-31: 40.65%2026-09-01: 41.18%2026-09-02: 40.43%2026-09-03: 39.08%2026-09-04: 41.15%2026-09-08: 43.36%2026-09-09: 41.96%2026-09-10: 41.83%2026-09-11: 38.92%2026-09-14: 41.42%2026-09-15: 41.11%2026-09-16: 42.06%2026-09-17: 38.94%2026-09-18: 39.80%2026-09-21: 41.93%2026-09-22: 42.46%2026-09-23: 42.16%2026-09-24: 42.16%2026-09-25: 41.57%2026-09-28: 41.76%2026-09-29: 42.22%2026-09-30: 42.50%2026-10-01: 41.39%2026-10-02: 40.00%2026-10-05: 39.01%2026-10-06: 37.59%2026-10-07: 38.07%2026-10-08: 39.65%2026-10-09: 38.02%2026-10-12: 39.90%2026-10-13: 42.07%2026-10-14: 45.31%2026-10-15: 45.73%2026-10-16: 43.07%2026-10-19: 41.91%2026-10-20: 43.01%2026-10-21: 42.43%2026-10-22: 46.69%2026-10-23: 45.50%2026-10-26: 45.17%2026-10-27: 44.11%2026-10-28: 44.06%2026-10-29: 44.15%2026-10-30: 47.48%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.32%
45.08%
47.34%
47.62%
46.73%
46.02%
45.61%
45.88%
45.08%
45.05%
43.70%
41.66%
40.65%
41.18%
40.43%
39.08%
41.15%
43.36%
41.96%
41.83%
38.92%
41.42%
41.11%
42.06%
38.94%
39.80%
41.93%
42.46%
42.16%
42.16%
41.57%
41.76%
42.22%
42.50%
41.39%
40.00%
39.01%
37.59%
38.07%
39.65%
38.02%
39.90%
42.07%
45.31%
45.73%
43.07%
41.91%
43.01%
42.43%
46.69%
45.50%
45.17%
44.11%
44.06%
44.15%
47.48%