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First Trust Consumer Staples AlphaDEX Fund FXG

i

Market dataready · fetched 2026-11-12T02:51:29.608Z

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 · 2026-11-12T01:00:00.01423586Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:29.265746+00:00

Share price$63.18
1D+1.0%
AH$62.22$62.48$62.74$62.99$63.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXG
Sold putSold callAH

First Trust Consumer Staples AlphaDEX Fund options

Live interpolated FXG call and put midpoint premiums by absolute delta.First Trust Consumer Staples AlphaDEX Fund$0.48$2.05$3.61$5.17$6.74$58.67$60.65$62.63$64.62$66.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXG spot · $63.18FXG PRICE$0.65$0.66$0.68$0.71$0.77$0.81$0.85$0.89$0.94$0.98$1.02$1.07$1.11$0.67$0.70$0.77$0.81$0.90$0.99$1.17$1.37$1.58$2.04$2.63$3.80$6.29
PutsExpensive1.43×
CallsExpensive1.09×
SkewBearish+11.16 pp
Implied moveBearish±$2.03
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.9262.3%10.1%58.8158.9%8.0%
25Δ66.6347.0%6.5%60.3746.7%5.6%
30Δ65.3537.6%4.5%61.3140.1%4.2%
35Δ64.6032.2%3.4%62.0534.2%3.1%
40Δ64.0228.4%2.6%62.5031.6%2.5%
45Δ63.6925.6%2.1%62.9529.0%1.9%
50Δ63.3722.9%1.7%63.3128.6%1.6%
55Δ63.0520.1%1.2%63.6728.5%1.4%
60Δ62.9018.4%1.0%64.0428.6%1.1%
65Δ62.7716.8%0.9%64.5731.3%1.0%
70Δ62.6515.3%0.8%65.2335.3%0.9%
75Δ62.5313.7%0.7%66.4343.8%0.9%
80Δ62.4012.2%0.5%68.8961.2%0.9%

20Δ

Calls
Pseudo strike
68.92
IV
62.3%
B/E move
10.1%
Puts
Pseudo strike
58.81
IV
58.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
66.63
IV
47.0%
B/E move
6.5%
Puts
Pseudo strike
60.37
IV
46.7%
B/E move
5.6%

30Δ

Calls
Pseudo strike
65.35
IV
37.6%
B/E move
4.5%
Puts
Pseudo strike
61.31
IV
40.1%
B/E move
4.2%

35Δ

Calls
Pseudo strike
64.60
IV
32.2%
B/E move
3.4%
Puts
Pseudo strike
62.05
IV
34.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
64.02
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
62.50
IV
31.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
63.69
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
62.95
IV
29.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
63.37
IV
22.9%
B/E move
1.7%
Puts
Pseudo strike
63.31
IV
28.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
63.05
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
63.67
IV
28.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
62.90
IV
18.4%
B/E move
1.0%
Puts
Pseudo strike
64.04
IV
28.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
62.77
IV
16.8%
B/E move
0.9%
Puts
Pseudo strike
64.57
IV
31.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
62.65
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
65.23
IV
35.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
62.53
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
66.43
IV
43.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
62.40
IV
12.2%
B/E move
0.5%
Puts
Pseudo strike
68.89
IV
61.2%
B/E move
0.9%

Options history

IV · four-Friday blend18.99%
Daily close
FXG15.8%23.8%31.7%2026-08-13: 18.33%2026-08-14: 19.68%2026-08-17: 20.93%2026-08-18: 22.64%2026-08-19: 23.76%2026-08-20: 27.88%2026-08-21: 17.41%2026-08-24: 18.05%2026-08-25: 18.30%2026-08-26: 18.06%2026-08-27: 17.73%2026-08-28: 17.70%2026-08-31: 17.71%2026-09-01: 17.60%2026-09-02: 16.93%2026-09-03: 17.36%2026-09-04: 17.93%2026-09-08: 19.26%2026-09-09: 19.46%2026-09-10: 20.19%2026-09-11: 20.39%2026-09-14: 22.02%2026-09-15: 23.61%2026-09-16: 24.78%2026-09-17: 29.17%2026-09-18: 19.33%2026-09-21: 18.66%2026-09-22: 18.82%2026-09-23: 20.14%2026-09-24: 19.72%2026-09-25: 19.08%2026-09-28: 20.19%2026-09-29: 19.87%2026-09-30: 20.18%2026-10-01: 21.18%2026-10-02: 20.78%2026-10-05: 20.86%2026-10-06: 21.57%2026-10-07: 21.20%2026-10-08: 21.15%2026-10-09: 21.89%2026-10-12: 23.45%2026-10-13: 24.87%2026-10-14: 26.72%2026-10-15: 30.60%2026-10-16: 18.67%2026-10-19: 18.94%2026-10-20: 18.12%2026-10-21: 19.17%2026-10-22: 19.62%2026-10-23: 19.04%2026-10-26: 18.93%2026-10-27: 19.40%2026-10-28: 19.54%2026-10-29: 19.43%2026-10-30: 18.99%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.33%
19.68%
20.93%
22.64%
23.76%
27.88%
17.41%
18.05%
18.30%
18.06%
17.73%
17.70%
17.71%
17.60%
16.93%
17.36%
17.93%
19.26%
19.46%
20.19%
20.39%
22.02%
23.61%
24.78%
29.17%
19.33%
18.66%
18.82%
20.14%
19.72%
19.08%
20.19%
19.87%
20.18%
21.18%
20.78%
20.86%
21.57%
21.20%
21.15%
21.89%
23.45%
24.87%
26.72%
30.60%
18.67%
18.94%
18.12%
19.17%
19.62%
19.04%
18.93%
19.40%
19.54%
19.43%
18.99%