IntraAlpha
Create free account Start free

First Trust Health Care AlphaDEX Fund FXH

i

Market datapartial · fetched 2026-11-12T02:41:35.031Z

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 · 2026-11-12T01:00:00.013728267Z

FundamentalsAlpha Vantage · unavailable

Share price$139.40
1D+0.5%
AH$138.15$138.50$138.85$139.19$139.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXH
Sold putSold callAH

First Trust Health Care AlphaDEX Fund options

Live interpolated FXH call and put midpoint premiums by absolute delta.First Trust Health Care AlphaDEX Fund$0.93$2.64$4.34$6.04$7.74$132.49$136.30$140.11$143.93$147.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FXH spot · $139.40FXH PRICE$2.12$1.66$2.05$2.51$2.65$3.84$3.99$1.12$1.36$1.61$1.93$2.42$2.88$3.41$4.22$5.05$6.08$7.25
Puts——
Calls——
Skew——
Implied moveBearish±$4.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ136.6726.1%2.8%
35Δ143.4442.8%4.4%137.4825.7%2.4%
40Δ138.2525.2%2.0%
45Δ140.2622.8%1.8%138.9525.3%1.7%
50Δ139.6023.7%1.6%139.6826.8%1.5%
55Δ138.9625.3%1.5%140.4327.5%1.3%
60Δ138.3923.2%1.2%141.2528.0%1.1%
65Δ142.2529.9%1.0%
70Δ136.8025.4%0.9%143.3331.0%0.8%
75Δ136.3422.8%0.7%144.5832.3%0.6%
80Δ146.0033.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.67
IV
26.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
143.44
IV
42.8%
B/E move
4.4%
Puts
Pseudo strike
137.48
IV
25.7%
B/E move
2.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.25
IV
25.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
140.26
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
138.95
IV
25.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
139.60
IV
23.7%
B/E move
1.6%
Puts
Pseudo strike
139.68
IV
26.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
138.96
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
140.43
IV
27.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
138.39
IV
23.2%
B/E move
1.2%
Puts
Pseudo strike
141.25
IV
28.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
142.25
IV
29.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
136.80
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
143.33
IV
31.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
136.34
IV
22.8%
B/E move
0.7%
Puts
Pseudo strike
144.58
IV
32.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.00
IV
33.2%
B/E move
0.5%

Options history

IV · four-Friday blend22.31%
Daily close
FXH17.3%26.7%36.1%2026-08-14: 20.69%2026-08-19: 26.14%2026-08-20: 25.83%2026-08-21: 20.99%2026-08-24: 20.48%2026-08-25: 20.80%2026-08-26: 21.58%2026-08-27: 18.94%2026-08-28: 19.61%2026-08-31: 20.02%2026-09-01: 20.14%2026-09-02: 19.45%2026-09-03: 18.56%2026-09-04: 20.84%2026-09-09: 21.19%2026-09-10: 22.32%2026-09-11: 20.50%2026-09-18: 19.98%2026-09-21: 20.78%2026-09-22: 20.11%2026-09-23: 20.48%2026-09-24: 19.81%2026-09-25: 20.36%2026-09-28: 20.84%2026-09-29: 21.46%2026-09-30: 20.09%2026-10-01: 20.27%2026-10-02: 20.55%2026-10-05: 20.39%2026-10-06: 22.07%2026-10-07: 21.99%2026-10-08: 21.02%2026-10-09: 23.60%2026-10-12: 20.82%2026-10-13: 24.34%2026-10-14: 26.07%2026-10-15: 34.77%2026-10-16: 20.82%2026-10-19: 20.99%2026-10-30: 22.31%Aug 14Sep 22Oct 30
40 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
20.69%
26.14%
25.83%
20.99%
20.48%
20.80%
21.58%
18.94%
19.61%
20.02%
20.14%
19.45%
18.56%
20.84%
21.19%
22.32%
20.50%
19.98%
20.78%
20.11%
20.48%
19.81%
20.36%
20.84%
21.46%
20.09%
20.27%
20.55%
20.39%
22.07%
21.99%
21.02%
23.60%
20.82%
24.34%
26.07%
34.77%
20.82%
20.99%
22.31%