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

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Market datapartial · fetched 2026-10-22T17:35:53.746Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T17:20:01.785676438Z

FundamentalsAlpha Vantage · unavailable

Share price$39.59
1D+1.4%
$38.99$39.16$39.34$39.51$39.685:30 AM6:30 AM9:00 AM1:00 PMFTXO
Sold putSold call

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$1.00$1.95$2.91$3.86$4.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFTXO PRICE$1.10$1.42$1.73$2.04$2.35$2.66$2.98$3.29$3.60$3.91$4.22$4.54
Puts——
CallsExpensive1.53×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9428.8%31.5%
25Δ49.6828.5%29.1%
30Δ48.4228.2%26.7%
35Δ47.1628.0%24.3%
40Δ45.9027.7%21.9%
45Δ44.6327.4%19.5%
50Δ43.3727.1%17.1%
55Δ42.1126.9%14.7%
60Δ40.8526.6%12.3%
65Δ39.5926.3%9.9%
70Δ38.3326.0%7.5%
75Δ37.0625.8%5.1%
80Δ

20Δ

Calls
Pseudo strike
50.94
IV
28.8%
B/E move
31.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
49.68
IV
28.5%
B/E move
29.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
48.42
IV
28.2%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.16
IV
28.0%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
45.90
IV
27.7%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.63
IV
27.4%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
43.37
IV
27.1%
B/E move
17.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
42.11
IV
26.9%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
40.85
IV
26.6%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.59
IV
26.3%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.33
IV
26.0%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.06
IV
25.8%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations