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First Trust Ultra Short Duration Municipal ETF FUMB

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Market dataready · fetched 2026-10-22T21:53:35.671Z

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 · 2026-10-22T20:10:00.003133809Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:53:32.484859+00:00

Share price$20.00
1D+0.0%
AH$19.97$19.98$19.99$20.00$20.015:30 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$0.65$0.92$1.20$1.48$1.75$17.00$18.48$19.96$21.44$22.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FUMB spot · $20.00FUMB PRICE$0.68$0.68$0.68$0.68$0.70$0.71$0.76$0.85$0.95$1.04$1.14$1.25$0.68$0.68$0.68$0.68$0.69$0.70$0.77$0.89$1.00$1.11$1.23$1.45$1.67
PutsExpensive5.64×
CallsExpensive5.07×
SkewBearish+1.21 pp
Implied moveBearish±$1.49
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5994.7%20.4%
25Δ24.6791.0%26.7%17.8372.7%14.2%
30Δ22.7169.9%17.0%18.6158.6%10.3%
35Δ21.6456.0%11.6%19.1648.5%7.6%
40Δ20.9345.8%8.1%19.5241.8%5.8%
45Δ20.5840.1%6.4%19.8835.0%4.1%
50Δ20.2334.5%4.7%20.1432.1%3.1%
55Δ19.9330.4%3.5%20.3631.2%2.6%
60Δ19.7429.2%3.0%20.5730.4%2.1%
65Δ19.5528.0%2.5%20.7929.5%1.6%
70Δ19.3726.8%2.1%21.0028.6%1.1%
75Δ19.1825.5%1.6%21.2828.2%0.8%
80Δ18.9724.5%1.1%21.5627.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.59
IV
94.7%
B/E move
20.4%

25Δ

Calls
Pseudo strike
24.67
IV
91.0%
B/E move
26.7%
Puts
Pseudo strike
17.83
IV
72.7%
B/E move
14.2%

30Δ

Calls
Pseudo strike
22.71
IV
69.9%
B/E move
17.0%
Puts
Pseudo strike
18.61
IV
58.6%
B/E move
10.3%

35Δ

Calls
Pseudo strike
21.64
IV
56.0%
B/E move
11.6%
Puts
Pseudo strike
19.16
IV
48.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
20.93
IV
45.8%
B/E move
8.1%
Puts
Pseudo strike
19.52
IV
41.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
20.58
IV
40.1%
B/E move
6.4%
Puts
Pseudo strike
19.88
IV
35.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
20.23
IV
34.5%
B/E move
4.7%
Puts
Pseudo strike
20.14
IV
32.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
19.93
IV
30.4%
B/E move
3.5%
Puts
Pseudo strike
20.36
IV
31.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
19.74
IV
29.2%
B/E move
3.0%
Puts
Pseudo strike
20.57
IV
30.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
19.55
IV
28.0%
B/E move
2.5%
Puts
Pseudo strike
20.79
IV
29.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
19.37
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
21.00
IV
28.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
19.18
IV
25.5%
B/E move
1.6%
Puts
Pseudo strike
21.28
IV
28.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
18.97
IV
24.5%
B/E move
1.1%
Puts
Pseudo strike
21.56
IV
27.8%
B/E move
0.5%

Options history

No recorded observations