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First Trust Value Line Dividend Fund FVD

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Market dataready · fetched 2026-11-12T02:31:24.991Z

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 · 2026-11-12T01:00:00.082125503Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:31:24.614374+00:00

Share price$51.81
1D+0.6%
AH$51.37$51.49$51.61$51.72$51.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFVD
Sold putSold callAH

First Trust Value Line Dividend Fund options

Live interpolated FVD call and put midpoint premiums by absolute delta.First Trust Value Line Dividend Fund$0.79$1.37$1.94$2.52$3.10$46.76$49.26$51.75$54.24$56.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FVD spot · $51.81FVD PRICE$0.85$0.85$0.85$0.86$0.90$0.94$1.01$1.07$1.14$0.85$0.85$0.87$0.90$0.94$1.00$1.06$1.18$1.31$1.44$1.64$2.12$2.94
PutsCheap0.83×
Calls——
Skew——
Implied moveBearish±$2.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.6188.9%11.7%
25Δ56.5275.3%10.7%48.5767.6%7.9%
30Δ54.6558.6%7.1%49.7754.7%5.6%
35Δ53.5447.2%5.0%50.5346.4%4.2%
40Δ52.8239.5%3.6%51.1340.1%3.1%
45Δ52.3534.6%2.8%51.5236.2%2.5%
50Δ51.9430.3%2.1%51.9132.3%1.9%
55Δ51.7128.1%1.7%52.2130.4%1.5%
60Δ51.4725.9%1.4%52.4929.1%1.2%
65Δ51.2323.7%1.1%52.7727.9%0.9%
70Δ53.0927.3%0.7%
75Δ53.6430.0%0.6%
80Δ54.4935.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.61
IV
88.9%
B/E move
11.7%

25Δ

Calls
Pseudo strike
56.52
IV
75.3%
B/E move
10.7%
Puts
Pseudo strike
48.57
IV
67.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
54.65
IV
58.6%
B/E move
7.1%
Puts
Pseudo strike
49.77
IV
54.7%
B/E move
5.6%

35Δ

Calls
Pseudo strike
53.54
IV
47.2%
B/E move
5.0%
Puts
Pseudo strike
50.53
IV
46.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
52.82
IV
39.5%
B/E move
3.6%
Puts
Pseudo strike
51.13
IV
40.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
52.35
IV
34.6%
B/E move
2.8%
Puts
Pseudo strike
51.52
IV
36.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
51.94
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
51.91
IV
32.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
51.71
IV
28.1%
B/E move
1.7%
Puts
Pseudo strike
52.21
IV
30.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
51.47
IV
25.9%
B/E move
1.4%
Puts
Pseudo strike
52.49
IV
29.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
51.23
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
52.77
IV
27.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.09
IV
27.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.64
IV
30.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.49
IV
35.8%
B/E move
0.5%

Options history

IV · four-Friday blend23.81%
Daily close
FVD17.2%28.5%39.9%2026-08-13: 22.21%2026-08-14: 23.31%2026-08-17: 26.57%2026-08-18: 28.72%2026-08-19: 31.56%2026-08-20: 37.32%2026-08-21: 18.83%2026-08-24: 19.95%2026-08-25: 19.79%2026-08-26: 19.98%2026-08-27: 19.36%2026-08-28: 19.02%2026-08-31: 19.83%2026-09-01: 20.07%2026-09-02: 20.93%2026-09-03: 20.18%2026-09-04: 21.16%2026-09-08: 22.10%2026-09-09: 22.90%2026-09-10: 23.91%2026-09-11: 23.95%2026-09-14: 27.18%2026-09-15: 29.56%2026-09-16: 31.40%2026-09-17: 38.29%2026-09-18: 20.15%2026-09-21: 20.32%2026-09-22: 20.62%2026-09-23: 20.51%2026-09-24: 19.27%2026-09-25: 20.22%2026-09-28: 20.17%2026-09-29: 20.38%2026-09-30: 21.38%2026-10-01: 22.38%2026-10-02: 21.97%2026-10-05: 21.85%2026-10-06: 22.32%2026-10-07: 23.61%2026-10-08: 23.32%2026-10-09: 24.32%2026-10-12: 27.13%2026-10-13: 28.02%2026-10-14: 30.84%2026-10-15: 36.38%2026-10-16: 18.75%2026-10-19: 19.68%2026-10-20: 19.17%2026-10-21: 19.28%2026-10-22: 20.59%2026-10-23: 20.53%2026-10-26: 23.12%2026-10-27: 23.91%2026-10-28: 23.96%2026-10-29: 22.18%2026-10-30: 23.81%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.21%
23.31%
26.57%
28.72%
31.56%
37.32%
18.83%
19.95%
19.79%
19.98%
19.36%
19.02%
19.83%
20.07%
20.93%
20.18%
21.16%
22.10%
22.90%
23.91%
23.95%
27.18%
29.56%
31.40%
38.29%
20.15%
20.32%
20.62%
20.51%
19.27%
20.22%
20.17%
20.38%
21.38%
22.38%
21.97%
21.85%
22.32%
23.61%
23.32%
24.32%
27.13%
28.02%
30.84%
36.38%
18.75%
19.68%
19.17%
19.28%
20.59%
20.53%
23.12%
23.91%
23.96%
22.18%
23.81%