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First Trust Consumer Discretionary AlphaDEX Fund FXD

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Market datapartial · fetched 2026-10-22T09:15:59.399Z

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 · 2026-10-22T00:00:00.147831047Z

FundamentalsAlpha Vantage · unavailable

Share price$66.54
1D-0.4%
AH$66.79$66.87$66.96$67.05$67.135:30 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$1.12$2.18$3.24$4.30$5.37$59.42$62.98$66.54$70.10$73.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXD spot · $66.54FXD PRICE$1.23$1.30$1.41$1.56$1.74$1.95$2.07$2.32$2.84$3.52$4.18$5.06$1.30$1.38$1.50$1.61$1.73$1.86$1.99$2.13$2.28$3.06$3.93$3.19$3.79
PutsExpensive2.00×
CallsExpensive1.69×
SkewNeutral-0.02 pp
Implied moveBalanced±$3.94
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.0456.9%13.2%
25Δ73.6946.7%12.6%61.6645.9%9.4%
30Δ71.1238.2%8.8%63.3539.4%7.0%
35Δ69.6133.5%6.7%64.6034.3%5.3%
40Δ68.5430.4%5.3%65.5430.6%4.1%
45Δ67.7028.4%4.4%66.3027.7%3.2%
50Δ66.9827.2%3.6%66.9525.2%2.4%
55Δ66.4024.7%2.9%67.4523.3%1.8%
60Δ65.7823.7%2.3%67.9421.5%1.3%
65Δ65.0825.6%2.1%68.8224.1%1.2%
70Δ64.2427.7%1.8%69.7627.2%1.1%
75Δ63.3928.7%1.6%69.4119.3%0.5%
80Δ62.3330.3%1.3%70.1419.5%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.04
IV
56.9%
B/E move
13.2%

25Δ

Calls
Pseudo strike
73.69
IV
46.7%
B/E move
12.6%
Puts
Pseudo strike
61.66
IV
45.9%
B/E move
9.4%

30Δ

Calls
Pseudo strike
71.12
IV
38.2%
B/E move
8.8%
Puts
Pseudo strike
63.35
IV
39.4%
B/E move
7.0%

35Δ

Calls
Pseudo strike
69.61
IV
33.5%
B/E move
6.7%
Puts
Pseudo strike
64.60
IV
34.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
68.54
IV
30.4%
B/E move
5.3%
Puts
Pseudo strike
65.54
IV
30.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
67.70
IV
28.4%
B/E move
4.4%
Puts
Pseudo strike
66.30
IV
27.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
66.98
IV
27.2%
B/E move
3.6%
Puts
Pseudo strike
66.95
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
66.40
IV
24.7%
B/E move
2.9%
Puts
Pseudo strike
67.45
IV
23.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
65.78
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
67.94
IV
21.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
65.08
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
68.82
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
64.24
IV
27.7%
B/E move
1.8%
Puts
Pseudo strike
69.76
IV
27.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
63.39
IV
28.7%
B/E move
1.6%
Puts
Pseudo strike
69.41
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.33
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
70.14
IV
19.5%
B/E move
0.3%

Options history

No recorded observations