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First Trust Consumer Discretionary AlphaDEX Fund FXD

i

Market dataready · fetched 2026-11-11T14:05:43.981Z

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 · 2026-11-11T01:00:00.147268262Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:43.564888+00:00

Share price$71.76
1D+0.1%
AH$71.20$71.32$71.45$71.57$71.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXD
Sold putSold callAH

First Trust Consumer Discretionary AlphaDEX Fund options

Live interpolated FXD call and put midpoint premiums by absolute delta.First Trust Consumer Discretionary AlphaDEX Fund$1.26$1.84$2.42$2.99$3.57$67.59$70.18$72.77$75.35$77.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FXD spot · $71.76FXD PRICE$1.41$1.49$1.60$1.70$1.83$1.95$2.10$2.25$2.41$2.59$1.32$1.39$1.51$1.60$1.69$1.82$1.95$2.10$2.24$2.49$2.74$3.41
Puts——
Calls——
Skew——
Implied moveBearish±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.8896.2%12.8%
25Δ66.6476.7%9.1%
30Δ68.3765.4%6.8%
35Δ74.6355.0%6.0%69.6556.7%5.2%
40Δ73.4947.8%4.5%70.6149.7%4.0%
45Δ72.6743.1%3.5%71.3545.1%3.1%
50Δ71.9938.8%2.7%72.0041.0%2.4%
55Δ71.4935.8%2.2%72.4938.0%1.9%
60Δ71.0032.8%1.7%72.9835.1%1.4%
65Δ70.6330.6%1.3%73.4333.8%1.1%
70Δ70.2628.4%1.0%73.8832.6%0.9%
75Δ69.9126.3%0.8%74.6734.9%0.7%
80Δ69.5924.4%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.88
IV
96.2%
B/E move
12.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.64
IV
76.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.37
IV
65.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
74.63
IV
55.0%
B/E move
6.0%
Puts
Pseudo strike
69.65
IV
56.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
73.49
IV
47.8%
B/E move
4.5%
Puts
Pseudo strike
70.61
IV
49.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
72.67
IV
43.1%
B/E move
3.5%
Puts
Pseudo strike
71.35
IV
45.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
71.99
IV
38.8%
B/E move
2.7%
Puts
Pseudo strike
72.00
IV
41.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
71.49
IV
35.8%
B/E move
2.2%
Puts
Pseudo strike
72.49
IV
38.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
71.00
IV
32.8%
B/E move
1.7%
Puts
Pseudo strike
72.98
IV
35.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
70.63
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
73.43
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
70.26
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
73.88
IV
32.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
69.91
IV
26.3%
B/E move
0.8%
Puts
Pseudo strike
74.67
IV
34.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
69.59
IV
24.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.42%
Daily close
FXD20.2%34.5%48.7%2026-08-13: 24.55%2026-08-14: 27.86%2026-08-17: 31.29%2026-08-18: 32.28%2026-08-19: 35.78%2026-08-20: 43.28%2026-08-21: 23.42%2026-08-24: 23.85%2026-08-25: 23.68%2026-08-26: 23.72%2026-08-27: 24.04%2026-08-28: 23.76%2026-08-31: 24.46%2026-09-01: 24.72%2026-09-02: 24.77%2026-09-03: 24.46%2026-09-04: 25.64%2026-09-08: 26.66%2026-09-09: 27.94%2026-09-10: 28.94%2026-09-11: 28.97%2026-09-14: 32.19%2026-09-15: 36.78%2026-09-16: 40.47%2026-09-17: 46.78%2026-09-18: 27.24%2026-09-21: 25.88%2026-09-22: 25.24%2026-09-23: 25.51%2026-09-24: 25.36%2026-09-25: 25.19%2026-09-28: 26.67%2026-09-29: 27.36%2026-09-30: 26.94%2026-10-01: 26.90%2026-10-02: 27.42%2026-10-05: 27.93%2026-10-06: 28.21%2026-10-07: 28.97%2026-10-08: 29.15%2026-10-09: 29.99%2026-10-12: 33.32%2026-10-13: 34.15%2026-10-14: 38.00%2026-10-15: 42.39%2026-10-16: 24.38%2026-10-19: 24.64%2026-10-20: 24.62%2026-10-21: 22.19%2026-10-22: 24.75%2026-10-23: 25.88%2026-10-26: 25.49%2026-10-27: 23.30%2026-10-28: 24.27%2026-10-29: 25.30%2026-10-30: 26.42%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.55%
27.86%
31.29%
32.28%
35.78%
43.28%
23.42%
23.85%
23.68%
23.72%
24.04%
23.76%
24.46%
24.72%
24.77%
24.46%
25.64%
26.66%
27.94%
28.94%
28.97%
32.19%
36.78%
40.47%
46.78%
27.24%
25.88%
25.24%
25.51%
25.36%
25.19%
26.67%
27.36%
26.94%
26.90%
27.42%
27.93%
28.21%
28.97%
29.15%
29.99%
33.32%
34.15%
38.00%
42.39%
24.38%
24.64%
24.62%
22.19%
24.75%
25.88%
25.49%
23.30%
24.27%
25.30%
26.42%