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

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Market dataready · fetched 2026-10-22T18:16:15.991Z

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 · 2026-10-22T18:08:40.715724423Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:16:15.218354+00:00

Share price$39.57
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$1.29$1.83$2.36$2.89$3.42$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFTXO PRICE$1.73$2.13$2.67$3.23$1.35$1.61$1.87$2.23$2.61$3.27
PutsExpensive1.29×
CallsExpensive1.45×
SkewBullish-3.26 pp
Implied move——
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ40.1524.6%2.0%
60Δ40.5425.1%1.6%
65Δ38.6625.8%2.1%40.9225.5%1.3%
70Δ38.1828.0%1.9%41.3926.0%1.0%
75Δ37.5530.8%1.6%41.8826.6%0.8%
80Δ36.8932.6%1.4%42.6328.4%0.5%

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.15
IV
24.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.54
IV
25.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
38.66
IV
25.8%
B/E move
2.1%
Puts
Pseudo strike
40.92
IV
25.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
38.18
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
41.39
IV
26.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
37.55
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
41.88
IV
26.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
36.89
IV
32.6%
B/E move
1.4%
Puts
Pseudo strike
42.63
IV
28.4%
B/E move
0.5%

Options history

No recorded observations