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

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Market datapartial · fetched 2026-10-22T21:06:53.811Z

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 · 2026-10-22T20:00:00.285451972Z

FundamentalsAlpha Vantage · unavailable

Share price$213.13
1D-2.8%
AH$211$214$217$219$2225:30 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$2.20$10.02$17.85$25.68$33.51$171.62$197.75$223.88$250.01$276.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXL spot · $213.13FTXL PRICE$3.04$4.04$5.19$6.52$7.98$9.50$11.44$13.48$15.72$18.31$21.32$24.33$29.72$4.19$5.57$6.93$8.49$10.10$11.74$13.50$15.53$17.92$20.41$23.88$27.60$31.25
PutsExpensive1.07×
CallsExpensive1.23×
SkewNeutral+0.15 pp
Implied moveBearish±$24.94
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ242.0648.3%15.0%188.8857.7%13.3%
25Δ236.4748.1%12.8%194.2857.2%11.5%
30Δ231.8948.5%11.2%199.3655.6%9.7%
35Δ227.7949.4%9.9%203.8254.9%8.3%
40Δ223.8850.3%8.8%208.0853.8%7.1%
45Δ219.8950.7%7.6%212.1252.5%6.0%
50Δ216.0952.0%6.8%216.0351.2%5.0%
55Δ212.1652.9%5.9%219.8750.5%4.1%
60Δ208.1053.5%5.0%223.8150.1%3.4%
65Δ203.8754.4%4.2%227.7549.2%2.7%
70Δ199.3555.6%3.5%232.4449.7%2.1%
75Δ194.7855.4%2.8%237.2849.6%1.6%
80Δ188.3159.2%2.3%242.0848.3%1.1%

20Δ

Calls
Pseudo strike
242.06
IV
48.3%
B/E move
15.0%
Puts
Pseudo strike
188.88
IV
57.7%
B/E move
13.3%

25Δ

Calls
Pseudo strike
236.47
IV
48.1%
B/E move
12.8%
Puts
Pseudo strike
194.28
IV
57.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
231.89
IV
48.5%
B/E move
11.2%
Puts
Pseudo strike
199.36
IV
55.6%
B/E move
9.7%

35Δ

Calls
Pseudo strike
227.79
IV
49.4%
B/E move
9.9%
Puts
Pseudo strike
203.82
IV
54.9%
B/E move
8.3%

40Δ

Calls
Pseudo strike
223.88
IV
50.3%
B/E move
8.8%
Puts
Pseudo strike
208.08
IV
53.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
219.89
IV
50.7%
B/E move
7.6%
Puts
Pseudo strike
212.12
IV
52.5%
B/E move
6.0%

50Δ

Calls
Pseudo strike
216.09
IV
52.0%
B/E move
6.8%
Puts
Pseudo strike
216.03
IV
51.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
212.16
IV
52.9%
B/E move
5.9%
Puts
Pseudo strike
219.87
IV
50.5%
B/E move
4.1%

60Δ

Calls
Pseudo strike
208.10
IV
53.5%
B/E move
5.0%
Puts
Pseudo strike
223.81
IV
50.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
203.87
IV
54.4%
B/E move
4.2%
Puts
Pseudo strike
227.75
IV
49.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
199.35
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
232.44
IV
49.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
194.78
IV
55.4%
B/E move
2.8%
Puts
Pseudo strike
237.28
IV
49.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
188.31
IV
59.2%
B/E move
2.3%
Puts
Pseudo strike
242.08
IV
48.3%
B/E move
1.1%

Options history

No recorded observations