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

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Market datapartial · fetched 2026-10-22T23:59:21.125Z

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 · 2026-10-22T20:00:00.294712502Z

FundamentalsAlpha Vantage · unavailable

Share price$39.71
1D+1.7%
AH$38.99$39.18$39.38$39.57$39.765:30 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$0.30$1.33$2.36$3.39$4.41$35.28$37.35$39.42$41.49$43.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXO spot · $39.71FTXO PRICE$0.60$0.41$0.57$0.72$0.83$0.90$0.99$1.17$1.36$1.58$1.92$2.26$2.86$0.64$0.75$0.82$0.90$0.99$1.11$1.23$1.48$1.76$2.10$2.51$3.11$4.12
PutsExpensive1.63×
CallsExpensive1.35×
SkewBearish+5.14 pp
Implied moveBearish±$2.22
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5251.6%16.1%35.7548.9%11.6%
25Δ41.9125.2%6.6%37.0342.5%8.7%
30Δ41.5526.6%6.1%37.9536.6%6.5%
35Δ41.1927.9%5.5%38.5932.7%5.1%
40Δ40.8027.4%4.8%39.1329.7%3.9%
45Δ40.3524.9%3.9%39.5328.0%3.2%
50Δ39.9322.9%3.0%39.9426.3%2.5%
55Δ39.6023.1%2.7%40.3526.7%2.1%
60Δ39.2623.2%2.3%40.7627.4%1.8%
65Δ38.9023.6%1.9%41.2228.2%1.5%
70Δ38.4624.8%1.7%41.7529.1%1.2%
75Δ38.0126.0%1.4%42.4631.2%0.9%
80Δ37.3328.3%1.2%43.5435.2%0.7%

20Δ

Calls
Pseudo strike
45.52
IV
51.6%
B/E move
16.1%
Puts
Pseudo strike
35.75
IV
48.9%
B/E move
11.6%

25Δ

Calls
Pseudo strike
41.91
IV
25.2%
B/E move
6.6%
Puts
Pseudo strike
37.03
IV
42.5%
B/E move
8.7%

30Δ

Calls
Pseudo strike
41.55
IV
26.6%
B/E move
6.1%
Puts
Pseudo strike
37.95
IV
36.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
41.19
IV
27.9%
B/E move
5.5%
Puts
Pseudo strike
38.59
IV
32.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
40.80
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
39.13
IV
29.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
40.35
IV
24.9%
B/E move
3.9%
Puts
Pseudo strike
39.53
IV
28.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
39.93
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
39.94
IV
26.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
39.60
IV
23.1%
B/E move
2.7%
Puts
Pseudo strike
40.35
IV
26.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
39.26
IV
23.2%
B/E move
2.3%
Puts
Pseudo strike
40.76
IV
27.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
38.90
IV
23.6%
B/E move
1.9%
Puts
Pseudo strike
41.22
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
38.46
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
41.75
IV
29.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
38.01
IV
26.0%
B/E move
1.4%
Puts
Pseudo strike
42.46
IV
31.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
37.33
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
43.54
IV
35.2%
B/E move
0.7%

Options history

No recorded observations