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First Trust Exchange-Traded Fund VI First Trust Nasdaq Transportation ETF FTXR

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Market datapartial · fetched 2026-11-12T03:14:15.613Z

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 · 2026-11-11T21:00:00.322125788Z

FundamentalsAlpha Vantage · unavailable

Share price$44.04
1D+0.9%
AH$43.62$43.74$43.86$43.97$44.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTXR
Sold putSold callAH

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

Live interpolated FTXR call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Nasdaq Transportation ETF$0.75$1.06$1.37$1.68$1.99$41.46$42.75$44.04$45.32$46.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FTXR spot · $44.04FTXR PRICE$0.79$0.83$0.89$0.95$1.01$1.08$1.14$1.21$1.28$0.78$0.81$0.84$0.87$0.93$0.99$1.07$1.15$1.24$1.32$1.58$1.90
Puts——
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2097.3%12.8%
25Δ40.3982.6%10.1%
30Δ41.5867.8%7.5%
35Δ45.6652.0%5.5%42.7753.1%4.9%
40Δ44.9744.5%4.0%43.3546.4%3.7%
45Δ44.5840.4%3.3%43.7841.7%2.8%
50Δ44.1936.4%2.5%44.1338.0%2.2%
55Δ43.9033.1%2.0%44.3935.5%1.8%
60Δ43.6930.7%1.7%44.6632.9%1.4%
65Δ43.4828.3%1.3%44.9230.3%1.0%
70Δ43.2725.9%1.0%45.2730.3%0.8%
75Δ43.0623.5%0.7%45.6731.4%0.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.20
IV
97.3%
B/E move
12.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.39
IV
82.6%
B/E move
10.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.58
IV
67.8%
B/E move
7.5%

35Δ

Calls
Pseudo strike
45.66
IV
52.0%
B/E move
5.5%
Puts
Pseudo strike
42.77
IV
53.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
44.97
IV
44.5%
B/E move
4.0%
Puts
Pseudo strike
43.35
IV
46.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
44.58
IV
40.4%
B/E move
3.3%
Puts
Pseudo strike
43.78
IV
41.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
44.19
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
44.13
IV
38.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
43.90
IV
33.1%
B/E move
2.0%
Puts
Pseudo strike
44.39
IV
35.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
43.69
IV
30.7%
B/E move
1.7%
Puts
Pseudo strike
44.66
IV
32.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
43.48
IV
28.3%
B/E move
1.3%
Puts
Pseudo strike
44.92
IV
30.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
43.27
IV
25.9%
B/E move
1.0%
Puts
Pseudo strike
45.27
IV
30.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
43.06
IV
23.5%
B/E move
0.7%
Puts
Pseudo strike
45.67
IV
31.4%
B/E move
0.6%

80Δ

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

Options history

IV · four-Friday blend26.34%
Daily close
FTXR22.4%37.8%53.2%2026-08-13: 29.79%2026-08-14: 29.95%2026-08-17: 33.70%2026-08-18: 37.68%2026-08-19: 39.99%2026-08-20: 47.38%2026-08-21: 27.16%2026-08-24: 28.21%2026-08-25: 28.49%2026-08-26: 28.12%2026-08-27: 28.63%2026-08-28: 28.35%2026-08-31: 29.15%2026-09-01: 29.47%2026-09-02: 30.07%2026-09-03: 30.01%2026-09-04: 30.02%2026-09-08: 32.67%2026-09-09: 33.81%2026-09-10: 33.99%2026-09-11: 34.98%2026-09-14: 38.79%2026-09-15: 41.76%2026-09-16: 44.67%2026-09-17: 51.04%2026-09-18: 26.92%2026-09-21: 26.44%2026-09-22: 26.64%2026-09-23: 25.73%2026-09-24: 26.01%2026-09-25: 26.49%2026-09-28: 27.03%2026-09-29: 27.06%2026-09-30: 27.26%2026-10-01: 28.21%2026-10-02: 26.60%2026-10-05: 32.22%2026-10-06: 27.51%2026-10-07: 28.80%2026-10-08: 29.23%2026-10-09: 29.15%2026-10-12: 32.28%2026-10-13: 34.29%2026-10-14: 37.76%2026-10-15: 44.98%2026-10-16: 24.52%2026-10-19: 25.14%2026-10-20: 26.22%2026-10-21: 25.59%2026-10-22: 26.08%2026-10-23: 26.03%2026-10-26: 26.44%2026-10-27: 26.19%2026-10-28: 25.74%2026-10-29: 25.49%2026-10-30: 26.34%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.79%
29.95%
33.70%
37.68%
39.99%
47.38%
27.16%
28.21%
28.49%
28.12%
28.63%
28.35%
29.15%
29.47%
30.07%
30.01%
30.02%
32.67%
33.81%
33.99%
34.98%
38.79%
41.76%
44.67%
51.04%
26.92%
26.44%
26.64%
25.73%
26.01%
26.49%
27.03%
27.06%
27.26%
28.21%
26.60%
32.22%
27.51%
28.80%
29.23%
29.15%
32.28%
34.29%
37.76%
44.98%
24.52%
25.14%
26.22%
25.59%
26.08%
26.03%
26.44%
26.19%
25.74%
25.49%
26.34%