IntraAlpha
Create free account Start free

First Trust Health Care AlphaDEX Fund FXH

i

Market datapartial · fetched 2026-10-22T22:07:37.379Z

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 · 2026-10-22T20:10:00.003883354Z

FundamentalsAlpha Vantage · unavailable

Share price$136.57
1D+1.3%
AH$134.62$135.14$135.67$136.19$136.715:30 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$0.62$2.66$4.71$6.75$8.80$124.32$129.97$135.62$141.26$146.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXH spot · $136.57FXH PRICE$0.84$1.12$1.40$1.93$2.41$2.61$2.73$3.52$3.75$4.00$4.92$5.43$5.48$1.69$1.74$1.92$2.09$2.54$3.42$3.83$4.75$6.01$6.10$8.21
PutsExpensive1.44×
CallsCheap0.91×
SkewBearish+6.92 pp
Implied moveBearish±$6.56
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ143.9119.4%6.0%126.7136.1%8.5%
25Δ142.6219.5%5.3%130.2628.7%5.9%
30Δ141.3419.5%4.5%132.3425.2%4.5%
35Δ140.4821.6%4.3%133.9822.3%3.4%
40Δ139.5522.8%3.9%135.1222.2%2.9%
45Δ138.2520.7%3.1%136.1125.1%2.8%
50Δ137.2018.4%2.5%137.3223.8%2.3%
55Δ136.2120.3%2.3%138.5925.3%2.0%
60Δ135.4018.9%1.9%140.1227.5%1.8%
65Δ134.6117.3%1.5%140.9824.3%1.2%
70Δ133.4618.5%1.3%143.3127.5%1.1%
75Δ132.6718.0%1.1%
80Δ132.2415.6%0.8%

20Δ

Calls
Pseudo strike
143.91
IV
19.4%
B/E move
6.0%
Puts
Pseudo strike
126.71
IV
36.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
142.62
IV
19.5%
B/E move
5.3%
Puts
Pseudo strike
130.26
IV
28.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
141.34
IV
19.5%
B/E move
4.5%
Puts
Pseudo strike
132.34
IV
25.2%
B/E move
4.5%

35Δ

Calls
Pseudo strike
140.48
IV
21.6%
B/E move
4.3%
Puts
Pseudo strike
133.98
IV
22.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
139.55
IV
22.8%
B/E move
3.9%
Puts
Pseudo strike
135.12
IV
22.2%
B/E move
2.9%

45Δ

Calls
Pseudo strike
138.25
IV
20.7%
B/E move
3.1%
Puts
Pseudo strike
136.11
IV
25.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
137.20
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
137.32
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
136.21
IV
20.3%
B/E move
2.3%
Puts
Pseudo strike
138.59
IV
25.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
135.40
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
140.12
IV
27.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
134.61
IV
17.3%
B/E move
1.5%
Puts
Pseudo strike
140.98
IV
24.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
133.46
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
143.31
IV
27.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
132.67
IV
18.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
132.24
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations