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First Trust Exchange-Traded Fund VI First Trust Nasdaq Oil & Gas ETF FTXN

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Market datapartial · fetched 2026-11-13T18:52:08.774Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-13T18:49:40.874893839Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:07.087855+00:00

Share price$39.96
1D-0.1%
$39.55$39.67$39.79$39.92$40.045:30 AM6:30 AM9:00 AM1:00 PMFTXN
Sold putSold call

First Trust Exchange-Traded Fund VI First Trust Nasdaq Oil & Gas ETF options

Live interpolated FTXN call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Oil & Gas ETF$1.85$2.36$2.87$3.38$3.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFTXN PRICE$1.90$2.27$2.64$3.01$3.38$3.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ40.7324.3%6.7%
55Δ40.0724.2%6.0%
60Δ39.4224.0%5.2%
65Δ38.7623.8%4.5%
70Δ38.1123.7%3.8%
75Δ37.4523.5%3.1%
80Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
40.73
IV
24.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
40.07
IV
24.2%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
39.42
IV
24.0%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.76
IV
23.8%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.11
IV
23.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.45
IV
23.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend30.84%
Daily close
FTXN26.6%35.3%44.1%2026-08-17: 32.87%2026-08-18: 34.38%2026-08-21: 30.88%2026-08-24: 30.86%2026-08-25: 30.76%2026-08-26: 30.80%2026-08-27: 29.24%2026-08-28: 29.10%2026-08-31: 29.61%2026-09-01: 29.51%2026-09-02: 29.33%2026-09-03: 29.20%2026-09-04: 29.17%2026-09-08: 30.30%2026-09-09: 31.29%2026-09-10: 31.54%2026-09-11: 33.12%2026-09-14: 34.41%2026-09-15: 35.83%2026-09-16: 38.55%2026-09-17: 42.87%2026-09-18: 31.43%2026-09-21: 31.14%2026-09-22: 31.03%2026-09-23: 30.91%2026-09-24: 30.82%2026-09-25: 31.41%2026-09-28: 31.89%2026-09-29: 32.17%2026-09-30: 31.06%2026-10-01: 32.23%2026-10-02: 31.44%2026-10-05: 32.11%2026-10-06: 30.78%2026-10-07: 31.12%2026-10-08: 30.87%2026-10-09: 30.93%2026-10-12: 32.52%2026-10-13: 33.01%2026-10-14: 33.21%2026-10-15: 38.57%2026-10-16: 27.82%2026-10-19: 28.26%2026-10-20: 28.64%2026-10-21: 28.54%2026-10-22: 28.93%2026-10-26: 29.62%2026-10-27: 29.74%2026-10-28: 29.94%2026-10-29: 29.60%2026-10-30: 30.84%Aug 17Sep 24Oct 30
51 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
32.87%
34.38%
30.88%
30.86%
30.76%
30.80%
29.24%
29.10%
29.61%
29.51%
29.33%
29.20%
29.17%
30.30%
31.29%
31.54%
33.12%
34.41%
35.83%
38.55%
42.87%
31.43%
31.14%
31.03%
30.91%
30.82%
31.41%
31.89%
32.17%
31.06%
32.23%
31.44%
32.11%
30.78%
31.12%
30.87%
30.93%
32.52%
33.01%
33.21%
38.57%
27.82%
28.26%
28.64%
28.54%
28.93%
29.62%
29.74%
29.94%
29.60%
30.84%