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First Trust Exchange-Traded Fund VI First Trust Nasdaq Bank ETF FTXO

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Market dataready · fetched 2026-11-12T03:23:21.045Z

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 · 2026-11-11T21:00:00.924026031Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:20.444142+00:00

Share price$40.24
1D+0.7%
AH$39.92$40.03$40.15$40.26$40.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXO
Sold putSold callAH

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

Live interpolated FTXO call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Bank ETF$0.54$0.84$1.14$1.44$1.74$34.05$37.39$40.72$44.06$47.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXO spot · $40.24FTXO PRICE$0.57$0.57$0.59$0.64$0.70$0.75$0.80$0.85$0.94$1.05$1.16$1.27$1.38$0.59$0.62$0.66$0.70$0.74$0.79$0.85$0.91$0.97$1.03$1.19$1.42$1.65
PutsCheap0.51×
CallsCheap0.43×
SkewBullish-0.65 pp
Implied moveBearish±$1.65
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.6388.3%14.8%36.5580.2%10.6%
25Δ43.3765.4%9.2%37.8663.9%7.5%
30Δ42.2052.7%6.4%38.6653.8%5.6%
35Δ41.5646.2%4.9%39.2446.5%4.2%
40Δ41.0240.8%3.7%39.6641.1%3.3%
45Δ40.7137.4%3.0%40.0536.2%2.4%
50Δ40.4234.0%2.4%40.2633.7%2.0%
55Δ40.1230.7%1.8%40.4831.1%1.7%
60Δ39.8828.6%1.4%40.7028.6%1.3%
65Δ39.6827.3%1.2%40.9226.0%0.9%
70Δ39.4826.1%1.0%41.1825.2%0.6%
75Δ39.2824.8%0.8%41.4725.4%0.5%
80Δ39.0723.6%0.5%41.7525.6%0.3%

20Δ

Calls
Pseudo strike
45.63
IV
88.3%
B/E move
14.8%
Puts
Pseudo strike
36.55
IV
80.2%
B/E move
10.6%

25Δ

Calls
Pseudo strike
43.37
IV
65.4%
B/E move
9.2%
Puts
Pseudo strike
37.86
IV
63.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
42.20
IV
52.7%
B/E move
6.4%
Puts
Pseudo strike
38.66
IV
53.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
41.56
IV
46.2%
B/E move
4.9%
Puts
Pseudo strike
39.24
IV
46.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
41.02
IV
40.8%
B/E move
3.7%
Puts
Pseudo strike
39.66
IV
41.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
40.71
IV
37.4%
B/E move
3.0%
Puts
Pseudo strike
40.05
IV
36.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
40.42
IV
34.0%
B/E move
2.4%
Puts
Pseudo strike
40.26
IV
33.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
40.12
IV
30.7%
B/E move
1.8%
Puts
Pseudo strike
40.48
IV
31.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
39.88
IV
28.6%
B/E move
1.4%
Puts
Pseudo strike
40.70
IV
28.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
39.68
IV
27.3%
B/E move
1.2%
Puts
Pseudo strike
40.92
IV
26.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
39.48
IV
26.1%
B/E move
1.0%
Puts
Pseudo strike
41.18
IV
25.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
39.28
IV
24.8%
B/E move
0.8%
Puts
Pseudo strike
41.47
IV
25.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
39.07
IV
23.6%
B/E move
0.5%
Puts
Pseudo strike
41.75
IV
25.6%
B/E move
0.3%

Options history

IV · four-Friday blend24.76%
Daily close
FTXO17.2%26.7%36.1%2026-08-13: 23.94%2026-08-14: 27.44%2026-08-17: 27.76%2026-08-18: 30.74%2026-08-19: 28.33%2026-08-20: 32.49%2026-08-21: 21.67%2026-08-24: 20.51%2026-08-25: 21.83%2026-08-26: 18.49%2026-08-27: 20.27%2026-08-28: 21.79%2026-08-31: 23.10%2026-09-01: 21.96%2026-09-02: 22.32%2026-09-03: 21.53%2026-09-04: 22.44%2026-09-08: 22.40%2026-09-09: 24.38%2026-09-10: 25.35%2026-09-11: 22.30%2026-09-14: 24.25%2026-09-15: 26.89%2026-09-16: 32.69%2026-09-17: 32.29%2026-09-18: 24.24%2026-09-21: 21.96%2026-09-22: 25.81%2026-09-23: 23.41%2026-09-24: 22.23%2026-09-25: 22.34%2026-09-28: 24.92%2026-09-29: 24.78%2026-09-30: 23.85%2026-10-01: 25.76%2026-10-02: 24.43%2026-10-05: 23.28%2026-10-06: 23.45%2026-10-07: 24.67%2026-10-08: 27.41%2026-10-12: 24.39%2026-10-13: 32.71%2026-10-14: 28.43%2026-10-15: 34.82%2026-10-16: 22.75%2026-10-19: 23.80%2026-10-20: 24.94%2026-10-21: 25.14%2026-10-22: 22.89%2026-10-23: 22.09%2026-10-26: 24.79%2026-10-27: 25.72%2026-10-28: 22.85%2026-10-29: 21.58%2026-10-30: 24.76%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.94%
27.44%
27.76%
30.74%
28.33%
32.49%
21.67%
20.51%
21.83%
18.49%
20.27%
21.79%
23.10%
21.96%
22.32%
21.53%
22.44%
22.40%
24.38%
25.35%
22.30%
24.25%
26.89%
32.69%
32.29%
24.24%
21.96%
25.81%
23.41%
22.23%
22.34%
24.92%
24.78%
23.85%
25.76%
24.43%
23.28%
23.45%
24.67%
27.41%
24.39%
32.71%
28.43%
34.82%
22.75%
23.80%
24.94%
25.14%
22.89%
22.09%
24.79%
25.72%
22.85%
21.58%
24.76%