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First Trust Value Line Dividend Fund FVD

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Market datapartial · fetched 2026-10-23T00:38:36.696Z

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 · 2026-10-23T00:00:00.046581824Z

FundamentalsAlpha Vantage · unavailable

Share price$50.63
1D+2.1%
AH$49.49$49.80$50.11$50.43$50.745:30 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$0.78$1.17$1.56$1.94$2.33$45.59$48.09$50.60$53.10$55.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FVD spot · $50.63FVD PRICE$0.82$0.82$0.85$0.90$0.98$1.05$1.14$1.23$1.32$1.44$1.56$1.68$0.84$0.86$0.92$0.98$1.03$1.12$1.20$1.30$1.40$1.50$1.62$1.92$2.22
PutsCheap0.85×
CallsCheap0.75×
SkewBearish+3.14 pp
Implied moveBearish±$2.25
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.6249.6%11.6%
25Δ55.3341.2%10.9%47.4838.6%7.9%
30Δ53.5232.1%7.3%48.6032.5%5.8%
35Δ52.4926.6%5.3%49.3928.2%4.4%
40Δ51.8023.3%4.1%50.0424.5%3.2%
45Δ51.3321.1%3.3%50.4622.5%2.5%
50Δ50.9119.2%2.6%50.8720.5%1.9%
55Δ50.6118.0%2.2%51.1919.0%1.5%
60Δ50.3216.7%1.8%51.4717.8%1.1%
65Δ50.0215.4%1.4%51.7416.5%0.8%
70Δ49.8014.4%1.2%52.0315.4%0.4%
75Δ49.5813.4%1.0%52.4015.4%0.3%
80Δ49.3612.5%0.8%52.7715.4%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.62
IV
49.6%
B/E move
11.6%

25Δ

Calls
Pseudo strike
55.33
IV
41.2%
B/E move
10.9%
Puts
Pseudo strike
47.48
IV
38.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
53.52
IV
32.1%
B/E move
7.3%
Puts
Pseudo strike
48.60
IV
32.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
52.49
IV
26.6%
B/E move
5.3%
Puts
Pseudo strike
49.39
IV
28.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
51.80
IV
23.3%
B/E move
4.1%
Puts
Pseudo strike
50.04
IV
24.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
51.33
IV
21.1%
B/E move
3.3%
Puts
Pseudo strike
50.46
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
50.91
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
50.87
IV
20.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
50.61
IV
18.0%
B/E move
2.2%
Puts
Pseudo strike
51.19
IV
19.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
50.32
IV
16.7%
B/E move
1.8%
Puts
Pseudo strike
51.47
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
50.02
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
51.74
IV
16.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.80
IV
14.4%
B/E move
1.2%
Puts
Pseudo strike
52.03
IV
15.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
49.58
IV
13.4%
B/E move
1.0%
Puts
Pseudo strike
52.40
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
49.36
IV
12.5%
B/E move
0.8%
Puts
Pseudo strike
52.77
IV
15.4%
B/E move
0.1%

Options history

No recorded observations