IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T23:28:49.372Z

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 · 2026-10-22T20:00:00.342909711Z

FundamentalsAlpha Vantage · unavailable

Share price$41.87
1D+2.6%
AH$40.72$41.04$41.36$41.68$42.005:30 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$0.70$1.36$2.02$2.68$3.34$37.10$39.36$41.62$43.88$46.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTXR spot · $41.87FTXR PRICE$0.78$0.84$0.90$0.92$1.00$1.08$1.24$1.45$1.66$1.99$2.33$2.71$0.83$0.88$0.96$1.03$1.13$1.25$1.41$1.65$1.90$2.08$2.27$2.53$3.15
PutsExpensive1.98×
CallsExpensive1.55×
SkewBearish+4.28 pp
Implied moveBearish±$2.49
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.0958.3%13.4%
25Δ46.3847.2%12.6%38.7746.7%9.5%
30Δ44.8439.6%9.1%39.8340.3%7.2%
35Δ43.8534.5%6.9%40.6035.5%5.5%
40Δ43.0428.9%5.0%41.2132.0%4.3%
45Δ42.5826.3%4.1%41.6929.8%3.4%
50Δ42.1424.0%3.2%42.1528.4%2.7%
55Δ41.7523.3%2.7%42.5728.3%2.3%
60Δ41.3923.5%2.3%42.9928.2%1.8%
65Δ41.0223.7%1.9%43.3526.8%1.4%
70Δ40.5724.5%1.7%43.7125.4%1.0%
75Δ40.1225.2%1.4%44.1224.5%0.7%
80Δ39.6325.2%1.1%44.8226.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.09
IV
58.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
46.38
IV
47.2%
B/E move
12.6%
Puts
Pseudo strike
38.77
IV
46.7%
B/E move
9.5%

30Δ

Calls
Pseudo strike
44.84
IV
39.6%
B/E move
9.1%
Puts
Pseudo strike
39.83
IV
40.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
43.85
IV
34.5%
B/E move
6.9%
Puts
Pseudo strike
40.60
IV
35.5%
B/E move
5.5%

40Δ

Calls
Pseudo strike
43.04
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
41.21
IV
32.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
42.58
IV
26.3%
B/E move
4.1%
Puts
Pseudo strike
41.69
IV
29.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
42.14
IV
24.0%
B/E move
3.2%
Puts
Pseudo strike
42.15
IV
28.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
41.75
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
42.57
IV
28.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
41.39
IV
23.5%
B/E move
2.3%
Puts
Pseudo strike
42.99
IV
28.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
41.02
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
43.35
IV
26.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
40.57
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
43.71
IV
25.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
40.12
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
44.12
IV
24.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
39.63
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
44.82
IV
26.1%
B/E move
0.5%

Options history

No recorded observations