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First Trust Consumer Staples AlphaDEX Fund FXG

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Market datapartial · fetched 2026-10-22T22:07:12.360Z

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 · 2026-10-22T20:10:00.003967168Z

FundamentalsAlpha Vantage · unavailable

Share price$63.12
1D+2.4%
AH$61.52$61.95$62.38$62.81$63.245:30 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$0.65$1.83$3.02$4.21$5.40$56.16$59.10$62.03$64.96$67.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXG spot · $63.12FXG PRICE$0.78$0.82$0.89$0.98$1.07$1.17$1.25$1.34$1.39$1.44$1.48$1.53$1.98$0.83$0.93$1.02$1.12$1.23$1.34$1.55$1.77$2.48$3.37$4.15$4.70$5.05
PutsExpensive2.02×
CallsExpensive1.17×
SkewBearish+6.80 pp
Implied moveBearish±$2.81
TiltBearish29.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3341.3%12.7%58.0439.5%9.4%
25Δ67.6532.3%8.5%59.6933.4%6.9%
30Δ66.1827.5%6.3%60.8928.8%5.1%
35Δ65.2124.4%4.9%61.7425.7%4.0%
40Δ64.5122.1%3.9%62.3923.5%3.1%
45Δ63.9120.1%3.1%62.9721.5%2.4%
50Δ63.4818.4%2.6%63.4321.0%2.0%
55Δ63.0516.8%2.0%63.8820.5%1.6%
60Δ62.7915.3%1.7%64.6224.3%1.5%
65Δ62.5613.8%1.4%65.5528.5%1.5%
70Δ62.3312.3%1.1%66.4930.4%1.2%
75Δ62.1010.8%0.8%67.2529.9%0.9%
80Δ61.5611.8%0.7%67.8427.8%0.5%

20Δ

Calls
Pseudo strike
70.33
IV
41.3%
B/E move
12.7%
Puts
Pseudo strike
58.04
IV
39.5%
B/E move
9.4%

25Δ

Calls
Pseudo strike
67.65
IV
32.3%
B/E move
8.5%
Puts
Pseudo strike
59.69
IV
33.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
66.18
IV
27.5%
B/E move
6.3%
Puts
Pseudo strike
60.89
IV
28.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
65.21
IV
24.4%
B/E move
4.9%
Puts
Pseudo strike
61.74
IV
25.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
64.51
IV
22.1%
B/E move
3.9%
Puts
Pseudo strike
62.39
IV
23.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
63.91
IV
20.1%
B/E move
3.1%
Puts
Pseudo strike
62.97
IV
21.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
63.48
IV
18.4%
B/E move
2.6%
Puts
Pseudo strike
63.43
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
63.05
IV
16.8%
B/E move
2.0%
Puts
Pseudo strike
63.88
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
62.79
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
64.62
IV
24.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
62.56
IV
13.8%
B/E move
1.4%
Puts
Pseudo strike
65.55
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
62.33
IV
12.3%
B/E move
1.1%
Puts
Pseudo strike
66.49
IV
30.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
62.10
IV
10.8%
B/E move
0.8%
Puts
Pseudo strike
67.25
IV
29.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
61.56
IV
11.8%
B/E move
0.7%
Puts
Pseudo strike
67.84
IV
27.8%
B/E move
0.5%

Options history

No recorded observations