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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 2026-10-22T20:47:36.535Z

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 · 2026-10-22T20:00:00.221680579Z

FundamentalsAlpha Vantage · unavailable

Share price$74.32
1D-0.2%
AH$73.86$74.09$74.32$74.56$74.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFV
Sold putSold callAH

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$0.54$1.66$2.78$3.90$5.01$64.70$69.32$73.94$78.55$83.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FV spot · $74.32FV PRICE$0.66$0.80$0.91$1.03$1.15$1.23$1.44$1.70$2.03$2.39$3.10$3.92$4.69$0.93$1.04$1.14$1.27$1.41$1.59$1.87$2.12$2.33$2.62$3.00$3.41$3.83
PutsCheap0.62×
CallsCheap0.64×
SkewBearish+1.70 pp
Implied moveBearish±$3.31
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.1428.9%8.7%68.5737.8%9.0%
25Δ78.6926.6%7.0%70.4831.8%6.6%
30Δ77.4323.6%5.4%71.8327.4%4.9%
35Δ76.5321.7%4.4%72.7724.7%3.8%
40Δ75.8020.0%3.5%73.4922.8%3.0%
45Δ75.1817.9%2.8%74.1221.5%2.4%
50Δ74.6617.6%2.4%74.6921.4%2.0%
55Δ74.1718.0%2.1%75.2220.9%1.6%
60Δ73.6618.5%1.8%75.7219.9%1.3%
65Δ73.1219.0%1.6%76.2519.2%0.9%
70Δ72.3221.5%1.5%76.8119.1%0.7%
75Δ71.3923.8%1.3%77.3918.8%0.5%
80Δ70.4524.8%1.1%77.9818.3%0.2%

20Δ

Calls
Pseudo strike
80.14
IV
28.9%
B/E move
8.7%
Puts
Pseudo strike
68.57
IV
37.8%
B/E move
9.0%

25Δ

Calls
Pseudo strike
78.69
IV
26.6%
B/E move
7.0%
Puts
Pseudo strike
70.48
IV
31.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
77.43
IV
23.6%
B/E move
5.4%
Puts
Pseudo strike
71.83
IV
27.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
76.53
IV
21.7%
B/E move
4.4%
Puts
Pseudo strike
72.77
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
75.80
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
73.49
IV
22.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
75.18
IV
17.9%
B/E move
2.8%
Puts
Pseudo strike
74.12
IV
21.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
74.66
IV
17.6%
B/E move
2.4%
Puts
Pseudo strike
74.69
IV
21.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
74.17
IV
18.0%
B/E move
2.1%
Puts
Pseudo strike
75.22
IV
20.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.66
IV
18.5%
B/E move
1.8%
Puts
Pseudo strike
75.72
IV
19.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
73.12
IV
19.0%
B/E move
1.6%
Puts
Pseudo strike
76.25
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
72.32
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
76.81
IV
19.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
71.39
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
77.39
IV
18.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
70.45
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
77.98
IV
18.3%
B/E move
0.2%

Options history

No recorded observations