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

i

Market dataready · fetched 2026-11-12T16:35:48.999Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T16:34:57.959828016Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:35:48.023598+00:00

Share price$72.97
1D+1.2%
$72.05$72.33$72.60$72.88$73.165:30 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$1.34$2.46$3.59$4.72$5.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFV PRICE$1.80$2.54$3.29$4.03$4.78$5.52$1.46$1.78$2.10$2.42$2.74$3.06$3.38$3.70$4.02$4.34$4.66$4.98$5.30
PutsExpensive1.20×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.9861.9%19.8%
25Δ61.4858.6%18.2%
30Δ62.9855.4%16.6%
35Δ64.4852.1%14.9%
40Δ65.9848.9%13.3%
45Δ67.4845.6%11.7%
50Δ68.9942.4%10.1%
55Δ72.7516.4%2.2%70.4939.1%8.5%
60Δ71.8217.5%1.9%71.9935.8%6.9%
65Δ70.8918.6%1.7%73.4932.6%5.2%
70Δ69.9619.6%1.4%74.9929.3%3.6%
75Δ69.0320.7%1.1%76.5026.1%2.0%
80Δ68.1021.8%0.9%78.0022.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.98
IV
61.9%
B/E move
19.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.48
IV
58.6%
B/E move
18.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.98
IV
55.4%
B/E move
16.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.48
IV
52.1%
B/E move
14.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.98
IV
48.9%
B/E move
13.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.48
IV
45.6%
B/E move
11.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.99
IV
42.4%
B/E move
10.1%

55Δ

Calls
Pseudo strike
72.75
IV
16.4%
B/E move
2.2%
Puts
Pseudo strike
70.49
IV
39.1%
B/E move
8.5%

60Δ

Calls
Pseudo strike
71.82
IV
17.5%
B/E move
1.9%
Puts
Pseudo strike
71.99
IV
35.8%
B/E move
6.9%

65Δ

Calls
Pseudo strike
70.89
IV
18.6%
B/E move
1.7%
Puts
Pseudo strike
73.49
IV
32.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
69.96
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
74.99
IV
29.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
69.03
IV
20.7%
B/E move
1.1%
Puts
Pseudo strike
76.50
IV
26.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
68.10
IV
21.8%
B/E move
0.9%
Puts
Pseudo strike
78.00
IV
22.8%
B/E move
0.4%

Options history

IV · four-Friday blend21.58%
Daily close
FV16.3%23.3%30.3%2026-08-14: 20.55%2026-08-17: 22.48%2026-08-18: 23.39%2026-08-19: 24.46%2026-08-20: 28.90%2026-08-21: 18.60%2026-08-24: 19.32%2026-08-25: 19.18%2026-08-26: 19.01%2026-08-27: 18.43%2026-08-28: 18.28%2026-08-31: 18.47%2026-09-01: 19.33%2026-09-02: 19.01%2026-09-03: 18.65%2026-09-04: 18.71%2026-09-08: 20.00%2026-09-09: 20.29%2026-09-10: 21.19%2026-09-11: 21.11%2026-09-14: 23.30%2026-09-15: 24.90%2026-09-16: 25.12%2026-09-17: 29.37%2026-09-18: 18.16%2026-09-21: 17.28%2026-09-22: 17.88%2026-09-23: 18.33%2026-09-24: 18.15%2026-09-25: 18.55%2026-09-28: 18.24%2026-09-29: 18.48%2026-09-30: 18.54%2026-10-01: 18.83%2026-10-02: 18.37%2026-10-05: 18.18%2026-10-06: 18.33%2026-10-07: 18.61%2026-10-08: 18.73%2026-10-09: 18.69%2026-10-12: 20.44%2026-10-13: 21.28%2026-10-14: 23.59%2026-10-15: 26.60%2026-10-16: 19.42%2026-10-19: 18.76%2026-10-20: 18.95%2026-10-21: 18.88%2026-10-22: 19.99%2026-10-23: 20.67%2026-10-26: 19.61%2026-10-27: 19.33%2026-10-28: 18.97%2026-10-29: 18.84%2026-10-30: 21.58%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.55%
22.48%
23.39%
24.46%
28.90%
18.60%
19.32%
19.18%
19.01%
18.43%
18.28%
18.47%
19.33%
19.01%
18.65%
18.71%
20.00%
20.29%
21.19%
21.11%
23.30%
24.90%
25.12%
29.37%
18.16%
17.28%
17.88%
18.33%
18.15%
18.55%
18.24%
18.48%
18.54%
18.83%
18.37%
18.18%
18.33%
18.61%
18.73%
18.69%
20.44%
21.28%
23.59%
26.60%
19.42%
18.76%
18.95%
18.88%
19.99%
20.67%
19.61%
19.33%
18.97%
18.84%
21.58%