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First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Focus 5 ETF FV

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Market datapartial · fetched 2026-10-22T18:30:30.353Z

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 · 2026-10-22T18:30:09.67123715Z

FundamentalsAlpha Vantage · unavailable

Share price$74.25
1D-0.3%
$73.86$74.09$74.32$74.56$74.795:30 AM6:30 AM9:00 AM1:00 PMFV
Sold putSold call

First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Focus 5 ETF options

Live interpolated FV call and put midpoint premiums by absolute delta.First Trust Exchange-Traded Fund VI First Trust Dorsey Wright Focus 5 ETF$0.50$1.57$2.65$3.72$4.80$64.64$69.25$73.87$78.49$83.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FV spot · $74.25FV PRICE$0.62$0.81$1.01$1.21$1.41$1.61$1.81$2.01$2.20$2.40$2.82$3.33$4.08$0.93$1.03$1.13$1.26$1.40$1.55$1.83$2.15$2.55$2.96$3.36$3.77$4.49
PutsCheap0.66×
CallsCheap0.67×
SkewBearish+2.17 pp
Implied moveBalanced±$3.64
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.4725.8%7.9%66.6543.7%11.5%
25Δ78.7826.8%7.2%69.0935.9%8.3%
30Δ78.0625.9%6.5%71.5328.0%5.2%
35Δ77.3524.9%5.8%72.6024.9%3.9%
40Δ76.6424.0%5.1%73.3422.9%3.1%
45Δ75.9323.0%4.4%74.0621.1%2.4%
50Δ75.2222.1%3.7%74.6121.0%2.0%
55Δ74.5021.1%3.0%75.1820.9%1.6%
60Δ73.7920.1%2.4%75.7920.8%1.4%
65Δ73.0819.2%1.7%76.4020.7%1.1%
70Δ72.4619.4%1.4%77.0120.5%0.8%
75Δ71.7920.1%1.2%77.6220.4%0.5%
80Δ70.9121.4%1.0%78.5021.3%0.3%

20Δ

Calls
Pseudo strike
79.47
IV
25.8%
B/E move
7.9%
Puts
Pseudo strike
66.65
IV
43.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
78.78
IV
26.8%
B/E move
7.2%
Puts
Pseudo strike
69.09
IV
35.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
78.06
IV
25.9%
B/E move
6.5%
Puts
Pseudo strike
71.53
IV
28.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
77.35
IV
24.9%
B/E move
5.8%
Puts
Pseudo strike
72.60
IV
24.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
76.64
IV
24.0%
B/E move
5.1%
Puts
Pseudo strike
73.34
IV
22.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
75.93
IV
23.0%
B/E move
4.4%
Puts
Pseudo strike
74.06
IV
21.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
75.22
IV
22.1%
B/E move
3.7%
Puts
Pseudo strike
74.61
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
74.50
IV
21.1%
B/E move
3.0%
Puts
Pseudo strike
75.18
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.79
IV
20.1%
B/E move
2.4%
Puts
Pseudo strike
75.79
IV
20.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
73.08
IV
19.2%
B/E move
1.7%
Puts
Pseudo strike
76.40
IV
20.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
72.46
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
77.01
IV
20.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
71.79
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
77.62
IV
20.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.91
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
78.50
IV
21.3%
B/E move
0.3%

Options history

No recorded observations