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First Trust Ultra Short Duration Municipal ETF FUMB

i

Market datapartial · fetched 2026-11-12T03:21:51.106Z

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 · 2026-11-12T01:00:00.062079793Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:50.241931+00:00

Share price$20.07
1D+0.0%
AH$20.04$20.05$20.06$20.07$20.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUMB
Sold putSold callAH

First Trust Ultra Short Duration Municipal ETF options

Live interpolated FUMB call and put midpoint premiums by absolute delta.First Trust Ultra Short Duration Municipal ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFUMB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
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
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend37.88%
Daily close
FUMB31.9%59.4%87.0%2026-08-13: 49.93%2026-08-14: 51.16%2026-08-17: 57.59%2026-08-18: 63.12%2026-08-19: 69.91%2026-08-20: 83.18%2026-08-21: 41.69%2026-08-24: 41.85%2026-08-25: 42.11%2026-08-26: 42.40%2026-08-27: 42.69%2026-08-28: 43.03%2026-08-31: 44.29%2026-09-01: 44.45%2026-09-02: 44.92%2026-09-03: 45.54%2026-09-04: 46.09%2026-09-08: 48.56%2026-09-09: 49.12%2026-09-10: 50.25%2026-09-11: 51.40%2026-09-14: 57.57%2026-09-15: 61.60%2026-09-16: 67.79%2026-09-17: 79.15%2026-09-18: 42.09%2026-09-21: 38.87%2026-09-22: 39.31%2026-09-23: 38.19%2026-09-24: 37.67%2026-09-25: 37.09%2026-09-28: 37.95%2026-09-29: 38.62%2026-09-30: 38.93%2026-10-01: 39.36%2026-10-02: 39.53%2026-10-05: 51.08%2026-10-06: 41.92%2026-10-07: 42.59%2026-10-08: 43.67%2026-10-09: 44.31%2026-10-12: 49.79%2026-10-13: 53.30%2026-10-14: 59.00%2026-10-15: 67.75%2026-10-16: 35.70%2026-10-19: 36.16%2026-10-20: 36.37%2026-10-21: 36.15%2026-10-22: 36.20%2026-10-23: 36.90%2026-10-26: 36.98%2026-10-27: 37.19%2026-10-28: 37.55%2026-10-29: 37.65%2026-10-30: 37.88%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.93%
51.16%
57.59%
63.12%
69.91%
83.18%
41.69%
41.85%
42.11%
42.40%
42.69%
43.03%
44.29%
44.45%
44.92%
45.54%
46.09%
48.56%
49.12%
50.25%
51.40%
57.57%
61.60%
67.79%
79.15%
42.09%
38.87%
39.31%
38.19%
37.67%
37.09%
37.95%
38.62%
38.93%
39.36%
39.53%
51.08%
41.92%
42.59%
43.67%
44.31%
49.79%
53.30%
59.00%
67.75%
35.70%
36.16%
36.37%
36.15%
36.20%
36.90%
36.98%
37.19%
37.55%
37.65%
37.88%