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

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Market dataready · fetched 2026-10-24T16:23:12.119Z

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 · 2026-10-23T20:00:00.20349082Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T16:23:11.795937+00:00

Share price$42.97
1D+2.3%
AH$41.92$42.28$42.64$42.99$43.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXN
Sold putSold callAH

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$0.51$1.31$2.10$2.90$3.70$36.80$39.51$42.21$44.91$47.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXN spot · $42.97FTXN PRICE$0.63$0.74$0.82$0.83$1.00$1.16$1.41$1.75$2.12$2.64$3.08$3.47$0.60$0.70$0.80$0.90$1.07$1.26$1.49$1.75$2.04$2.40$2.83$3.36
PutsExpensive1.65×
CallsExpensive1.28×
SkewBearish+2.02 pp
Implied moveBearish±$2.65
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2943.2%9.9%
25Δ46.5438.3%9.8%40.3938.0%7.6%
30Δ45.5635.0%7.8%41.1934.4%6.0%
35Δ44.7631.6%6.1%41.8331.3%4.7%
40Δ43.9826.0%4.3%42.3430.3%4.0%
45Δ43.5926.0%3.8%42.7930.1%3.3%
50Δ43.2025.9%3.3%43.2430.0%2.8%
55Δ42.7926.8%2.9%43.6930.2%2.4%
60Δ42.3428.7%2.6%44.1630.4%2.0%
65Δ41.8530.8%2.3%44.6830.9%1.6%
70Δ41.2333.5%2.1%45.2531.5%1.3%
75Δ40.6533.6%1.8%45.9132.4%0.9%
80Δ40.1032.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.29
IV
43.2%
B/E move
9.9%

25Δ

Calls
Pseudo strike
46.54
IV
38.3%
B/E move
9.8%
Puts
Pseudo strike
40.39
IV
38.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
45.56
IV
35.0%
B/E move
7.8%
Puts
Pseudo strike
41.19
IV
34.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
44.76
IV
31.6%
B/E move
6.1%
Puts
Pseudo strike
41.83
IV
31.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
43.98
IV
26.0%
B/E move
4.3%
Puts
Pseudo strike
42.34
IV
30.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
43.59
IV
26.0%
B/E move
3.8%
Puts
Pseudo strike
42.79
IV
30.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
43.20
IV
25.9%
B/E move
3.3%
Puts
Pseudo strike
43.24
IV
30.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
42.79
IV
26.8%
B/E move
2.9%
Puts
Pseudo strike
43.69
IV
30.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
42.34
IV
28.7%
B/E move
2.6%
Puts
Pseudo strike
44.16
IV
30.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
41.85
IV
30.8%
B/E move
2.3%
Puts
Pseudo strike
44.68
IV
30.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
41.23
IV
33.5%
B/E move
2.1%
Puts
Pseudo strike
45.25
IV
31.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
40.65
IV
33.6%
B/E move
1.8%
Puts
Pseudo strike
45.91
IV
32.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
40.10
IV
32.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

FTXN26.6235.3544.082026-07-27: 34.68%2026-07-28: 32.73%2026-07-29: 35.60%2026-07-30: 36.03%2026-07-31: 34.53%2026-08-03: 35.09%2026-08-04: 35.21%2026-08-05: 35.31%2026-08-06: 36.21%2026-08-07: 36.05%2026-08-10: 37.96%2026-08-11: 32.03%2026-08-12: 30.98%2026-08-13: 30.88%2026-08-14: 30.40%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%Jul 27Oct 22
Table
DateIV
34.68%
32.73%
35.60%
36.03%
34.53%
35.09%
35.21%
35.31%
36.21%
36.05%
37.96%
32.03%
30.98%
30.88%
30.40%
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%