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First Trust Consumer Discretionary AlphaDEX Fund FXD

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Market dataready · fetched 2026-10-22T14:25:59.472Z

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 · 2026-10-22T14:21:03.114620613Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:25:58.443251+00:00

Share price$67.54
1D+1.5%
$66.45$66.75$67.06$67.37$67.675:30 AM6:30 AM9:00 AM1:00 PMFXD
Sold putSold call

First Trust Consumer Discretionary AlphaDEX Fund options

Live interpolated FXD call and put midpoint premiums by absolute delta.First Trust Consumer Discretionary AlphaDEX Fund$1.08$2.45$3.82$5.19$6.56$59.65$63.20$66.75$70.30$73.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXD spot · $67.54FXD PRICE$1.23$1.28$1.35$1.46$1.60$1.74$1.87$2.01$2.14$2.28$2.51$2.79$1.30$1.42$1.55$1.69$1.82$1.99$2.21$2.57$2.94$3.30$4.03$5.15$6.17
PutsExpensive2.21×
CallsExpensive1.36×
SkewBearish+8.26 pp
Implied moveBearish±$3.95
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.8057.3%13.4%
25Δ74.6245.8%12.3%62.0948.2%10.2%
30Δ72.4838.4%9.2%63.7042.3%8.0%
35Δ70.6432.1%6.6%65.3036.4%5.8%
40Δ69.6328.6%5.3%66.4931.9%4.2%
45Δ69.0626.8%4.6%67.2929.3%3.3%
50Δ68.4824.9%4.0%67.9627.7%2.7%
55Δ67.9123.1%3.3%68.6127.2%2.2%
60Δ67.3421.2%2.7%69.2626.8%1.8%
65Δ66.7719.4%2.0%69.9226.4%1.4%
70Δ66.1917.5%1.4%70.8227.8%1.1%
75Δ65.7216.5%1.0%72.0930.6%0.9%
80Δ65.3115.8%0.8%73.2831.4%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.80
IV
57.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
74.62
IV
45.8%
B/E move
12.3%
Puts
Pseudo strike
62.09
IV
48.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
72.48
IV
38.4%
B/E move
9.2%
Puts
Pseudo strike
63.70
IV
42.3%
B/E move
8.0%

35Δ

Calls
Pseudo strike
70.64
IV
32.1%
B/E move
6.6%
Puts
Pseudo strike
65.30
IV
36.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
69.63
IV
28.6%
B/E move
5.3%
Puts
Pseudo strike
66.49
IV
31.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
69.06
IV
26.8%
B/E move
4.6%
Puts
Pseudo strike
67.29
IV
29.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
68.48
IV
24.9%
B/E move
4.0%
Puts
Pseudo strike
67.96
IV
27.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
67.91
IV
23.1%
B/E move
3.3%
Puts
Pseudo strike
68.61
IV
27.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
67.34
IV
21.2%
B/E move
2.7%
Puts
Pseudo strike
69.26
IV
26.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
66.77
IV
19.4%
B/E move
2.0%
Puts
Pseudo strike
69.92
IV
26.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
66.19
IV
17.5%
B/E move
1.4%
Puts
Pseudo strike
70.82
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
65.72
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
72.09
IV
30.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
65.31
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
73.28
IV
31.4%
B/E move
0.6%

Options history

No recorded observations